Package com.wombat.mamda.orderbook
Class MamdaOrderBookTypes
- java.lang.Object
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- com.wombat.mamda.orderbook.MamdaOrderBookTypes
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public class MamdaOrderBookTypes extends java.lang.Object
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Field Summary
Fields Modifier and Type Field Description static char
MAMDA_BOOK_ACTION_ADD
An enumeration for actions on an order book.static char
MAMDA_BOOK_ACTION_DELETE
An updated price level.static char
MAMDA_BOOK_ACTION_UNKNOWN
A deleted price level.static char
MAMDA_BOOK_ACTION_UPDATE
A new price level.static char
MAMDA_BOOK_LEVEL_LIMIT
An enumeration for the type of level.static char
MAMDA_BOOK_LEVEL_MARKET
static char
MAMDA_BOOK_LEVEL_UNKNOWN
static char
MAMDA_BOOK_REASON_CANCEL
static char
MAMDA_BOOK_REASON_CLOSE
static char
MAMDA_BOOK_REASON_DROP
static char
MAMDA_BOOK_REASON_MISC
static char
MAMDA_BOOK_REASON_MODIFY
An enumeration for a reason for a change.static char
MAMDA_BOOK_REASON_TRADE
static char
MAMDA_BOOK_REASON_UNKNOWN
static char
MAMDA_BOOK_SIDE_ASK
A bid (buy) order.static char
MAMDA_BOOK_SIDE_BID
An enumeration for the side order book side.static char
MAMDA_BOOK_SIDE_UNKNOWN
An ask (sell) order.static char
MAMDA_PROP_MSG_TYPE_RECAP
static char
MAMDA_PROP_MSG_TYPE_UPDATE
When a message contains properties (ie.
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Constructor Summary
Constructors Constructor Description MamdaOrderBookTypes()
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Field Detail
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MAMDA_BOOK_ACTION_ADD
public static final char MAMDA_BOOK_ACTION_ADD
An enumeration for actions on an order book. Note: price level actions differ from entry actions because, for example, a price level message with ACTION_UPDATE may consist of entries with ACTION_ADD, ACTION_UPDATE or ACTION_DELETE.- See Also:
- Constant Field Values
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MAMDA_BOOK_ACTION_UPDATE
public static final char MAMDA_BOOK_ACTION_UPDATE
A new price level.- See Also:
- Constant Field Values
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MAMDA_BOOK_ACTION_DELETE
public static final char MAMDA_BOOK_ACTION_DELETE
An updated price level.- See Also:
- Constant Field Values
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MAMDA_BOOK_ACTION_UNKNOWN
public static final char MAMDA_BOOK_ACTION_UNKNOWN
A deleted price level.- See Also:
- Constant Field Values
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MAMDA_BOOK_SIDE_BID
public static final char MAMDA_BOOK_SIDE_BID
An enumeration for the side order book side. "Bid" (or "buy") orders occur on one side and "ask" (or "sell") orders occur on the other.- See Also:
- Constant Field Values
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MAMDA_BOOK_SIDE_ASK
public static final char MAMDA_BOOK_SIDE_ASK
A bid (buy) order.- See Also:
- Constant Field Values
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MAMDA_BOOK_SIDE_UNKNOWN
public static final char MAMDA_BOOK_SIDE_UNKNOWN
An ask (sell) order.- See Also:
- Constant Field Values
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MAMDA_BOOK_REASON_MODIFY
public static final char MAMDA_BOOK_REASON_MODIFY
An enumeration for a reason for a change. Some of the values of Reason can mean the same thing, as far as their affect on the order book. If possible, a feed will send MODIFY, CANCEL or TRADE actions so that downstream applications that are interested in such data can handle it; other applications can treat such actions in the same way as an UPDATE action (or as a DELETE action if the size is zero).- See Also:
- Constant Field Values
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MAMDA_BOOK_REASON_CANCEL
public static final char MAMDA_BOOK_REASON_CANCEL
- See Also:
- Constant Field Values
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MAMDA_BOOK_REASON_TRADE
public static final char MAMDA_BOOK_REASON_TRADE
- See Also:
- Constant Field Values
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MAMDA_BOOK_REASON_CLOSE
public static final char MAMDA_BOOK_REASON_CLOSE
- See Also:
- Constant Field Values
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MAMDA_BOOK_REASON_DROP
public static final char MAMDA_BOOK_REASON_DROP
- See Also:
- Constant Field Values
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MAMDA_BOOK_REASON_MISC
public static final char MAMDA_BOOK_REASON_MISC
- See Also:
- Constant Field Values
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MAMDA_BOOK_REASON_UNKNOWN
public static final char MAMDA_BOOK_REASON_UNKNOWN
- See Also:
- Constant Field Values
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MAMDA_PROP_MSG_TYPE_UPDATE
public static final char MAMDA_PROP_MSG_TYPE_UPDATE
When a message contains properties (ie. for order books). The properties may either be an update or a recap. The default when the type field is not present is UPDATE- See Also:
- Constant Field Values
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MAMDA_PROP_MSG_TYPE_RECAP
public static final char MAMDA_PROP_MSG_TYPE_RECAP
- See Also:
- Constant Field Values
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MAMDA_BOOK_LEVEL_LIMIT
public static final char MAMDA_BOOK_LEVEL_LIMIT
An enumeration for the type of level. "Limit" level orders are set at a specific price. "Market" level orders are set at the current market price.- See Also:
- Constant Field Values
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MAMDA_BOOK_LEVEL_MARKET
public static final char MAMDA_BOOK_LEVEL_MARKET
- See Also:
- Constant Field Values
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MAMDA_BOOK_LEVEL_UNKNOWN
public static final char MAMDA_BOOK_LEVEL_UNKNOWN
- See Also:
- Constant Field Values
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