OpenMAMA
Wombat::MamdaOrderBookConcreteSimpleDelta Class Reference

MamdaOrderBookConcreteSimpleDelta is a class that saves information about a simple order book delta. More...

#include <MamdaOrderBookConcreteSimpleDelta.h>

Inheritance diagram for Wombat::MamdaOrderBookConcreteSimpleDelta:
Wombat::MamdaOrderBookSimpleDelta Wombat::MamdaOrderBookBasicDelta Wombat::MamdaBasicEvent

Public Member Functions

 MamdaOrderBookConcreteSimpleDelta ()
 
virtual ~MamdaOrderBookConcreteSimpleDelta ()
 
virtual const char * getSymbol () const
 Get the instruments string symbol. More...
 
virtual const char * getPartId () const
 Get the participant identifier. More...
 
virtual mama_seqnum_t getEventSeqNum () const
 Get the event sequence number. More...
 
virtual const MamaDateTime & getEventTime () const
 Get the event time. More...
 
virtual const MamaDateTime & getSrcTime () const
 Get the source time. More...
 
virtual const MamaDateTime & getActivityTime () const
 Get the activity time. More...
 
virtual const MamaDateTime & getLineTime () const
 Get the line time. More...
 
virtual const MamaDateTime & getSendTime () const
 Get the send time. More...
 
virtual const MamaMsgQual & getMsgQual () const
 Get the message qualifier. More...
 
virtual MamdaFieldState getSymbolFieldState () const
 Get the string symbol field state. More...
 
virtual MamdaFieldState getPartIdFieldState () const
 Get the participant identifier field state. More...
 
virtual MamdaFieldState getEventSeqNumFieldState () const
 Get the event sequence number field state. More...
 
virtual MamdaFieldState getEventTimeFieldState () const
 Get the event time field state. More...
 
virtual MamdaFieldState getSrcTimeFieldState () const
 Get the source time field state. More...
 
virtual MamdaFieldState getActivityTimeFieldState () const
 Get the activity time field state. More...
 
virtual MamdaFieldState getLineTimeFieldState () const
 Get the line time of the update. More...
 
virtual MamdaFieldState getSendTimeFieldState () const
 Get the send time field state. More...
 
virtual MamdaFieldState getMsgQualFieldState () const
 Get the message qualifier field state. More...
 
virtual void setSymbol (const char *value)
 
virtual void setPartId (const char *value)
 
virtual void setEventSeqNum (mama_seqnum_t value)
 
virtual void setEventTime (const MamaDateTime &value)
 
virtual void setSrcTime (const MamaDateTime &value)
 
virtual void setActivityTime (const MamaDateTime &value)
 
virtual void setLineTime (const MamaDateTime &value)
 
virtual void setSendTime (const MamaDateTime &value)
 
virtual void setMsgQual (const MamaMsgQual &value)
 
- Public Member Functions inherited from Wombat::MamdaOrderBookSimpleDelta
 MamdaOrderBookSimpleDelta (const MamdaOrderBookSimpleDelta &copy)
 
 MamdaOrderBookSimpleDelta ()
 
virtual ~MamdaOrderBookSimpleDelta ()
 
- Public Member Functions inherited from Wombat::MamdaOrderBookBasicDelta
 MamdaOrderBookBasicDelta ()
 
 MamdaOrderBookBasicDelta (const MamdaOrderBookBasicDelta &)
 
virtual ~MamdaOrderBookBasicDelta ()
 
virtual void clear ()
 Clear the delta. More...
 
virtual void set (MamdaOrderBookEntry *entry, MamdaOrderBookPriceLevel *level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entryAction)
 Set the delta info. More...
 
void setPriceLevel (MamdaOrderBookPriceLevel *level)
 Set the MamdaOrderBookPriceLevel object to which this entry belongs. More...
 
void setPlDeltaAction (MamdaOrderBookPriceLevel::Action action)
 Set the delta action with respect to the price level. More...
 
void setPlDeltaSize (mama_quantity_t size)
 Set the price level delta size. More...
 
void applyPlDeltaSize (mama_quantity_t size)
 Apply the price level delta size to the existing size, giving the net effect. More...
 
MamdaOrderBookPriceLevelgetPriceLevel () const
 Get the MamdaOrderBookPriceLevel object related to this basic delta. More...
 
MamdaOrderBookEntrygetEntry () const
 Get the MamdaOrderBookEntry object related to this basic delta. More...
 
mama_quantity_t getPlDeltaSize () const
 Get the difference in size for the price level. More...
 
MamdaOrderBookPriceLevel::Action getPlDeltaAction () const
 Get the delta action with respect to the price level. More...
 
MamdaOrderBookEntry::Action getEntryDeltaAction () const
 Get the delta action with respect to the entry. More...
 
void setEntryDeltaAction (MamdaOrderBookEntry::Action action)
 Get the delta action with respect to the entry. More...
 
virtual const MamdaOrderBookgetOrderBook () const
 Get the MamdaOrderBook object to which this delta belongs. More...
 
void dump (ostream &output) const
 Dump the simple update to the output stream. More...
 
- Public Member Functions inherited from Wombat::MamdaBasicEvent
virtual ~MamdaBasicEvent ()
 Destructor. More...
 

Additional Inherited Members

- Protected Attributes inherited from Wombat::MamdaOrderBookBasicDelta
MamdaOrderBookPriceLevelmPriceLevel
 
MamdaOrderBookEntrymEntry
 
mama_quantity_t mPlDeltaSize
 
MamdaOrderBookPriceLevel::Action mPlAction
 
MamdaOrderBookEntry::Action mEntryAction
 

Detailed Description

MamdaOrderBookConcreteSimpleDelta is a class that saves information about a simple order book delta.

A simple delta is one that affects a single order book entry.

Constructor & Destructor Documentation

◆ MamdaOrderBookConcreteSimpleDelta()

Wombat::MamdaOrderBookConcreteSimpleDelta::MamdaOrderBookConcreteSimpleDelta ( )

◆ ~MamdaOrderBookConcreteSimpleDelta()

virtual Wombat::MamdaOrderBookConcreteSimpleDelta::~MamdaOrderBookConcreteSimpleDelta ( )
virtual

Member Function Documentation

◆ getSymbol()

virtual const char* Wombat::MamdaOrderBookConcreteSimpleDelta::getSymbol ( ) const
virtual

Get the instruments string symbol.

Returns
Symbol. This is the "well-known" symbol for the security, including any symbology mapping performed by the publisher.

Implements Wombat::MamdaBasicEvent.

◆ getPartId()

virtual const char* Wombat::MamdaOrderBookConcreteSimpleDelta::getPartId ( ) const
virtual

Get the participant identifier.

Returns
Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).

Implements Wombat::MamdaBasicEvent.

◆ getEventSeqNum()

virtual mama_seqnum_t Wombat::MamdaOrderBookConcreteSimpleDelta::getEventSeqNum ( ) const
virtual

Get the event sequence number.

Returns
Source sequence number. The exchange generated sequence number.

Implements Wombat::MamdaBasicEvent.

◆ getEventTime()

virtual const MamaDateTime& Wombat::MamdaOrderBookConcreteSimpleDelta::getEventTime ( ) const
virtual

Get the event time.

Returns
Event time. Typically, when the event actually occurred. This is often the same as the "source time", because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Implements Wombat::MamdaBasicEvent.

◆ getSrcTime()

virtual const MamaDateTime& Wombat::MamdaOrderBookConcreteSimpleDelta::getSrcTime ( ) const
virtual

Get the source time.

Returns
Source time. Typically, the exchange generated feed time stamp. This is often the same as the "event time", because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Implements Wombat::MamdaBasicEvent.

◆ getActivityTime()

virtual const MamaDateTime& Wombat::MamdaOrderBookConcreteSimpleDelta::getActivityTime ( ) const
virtual

Get the activity time.

Returns
Activity time. A feed handler generated time stamp representing when the data item was last updated.

Implements Wombat::MamdaBasicEvent.

◆ getLineTime()

virtual const MamaDateTime& Wombat::MamdaOrderBookConcreteSimpleDelta::getLineTime ( ) const
virtual

Get the line time.

Returns
Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.

Implements Wombat::MamdaBasicEvent.

◆ getSendTime()

virtual const MamaDateTime& Wombat::MamdaOrderBookConcreteSimpleDelta::getSendTime ( ) const
virtual

Get the send time.

Returns
Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware). See MAMA API: MamaDateTime::currentTime()).

Implements Wombat::MamdaBasicEvent.

◆ getMsgQual()

virtual const MamaMsgQual& Wombat::MamdaOrderBookConcreteSimpleDelta::getMsgQual ( ) const
virtual

Get the message qualifier.

Returns
Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Implements Wombat::MamdaBasicEvent.

◆ getSymbolFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getSymbolFieldState ( ) const
virtual

Get the string symbol field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getPartIdFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getPartIdFieldState ( ) const
virtual

Get the participant identifier field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getEventSeqNumFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getEventSeqNumFieldState ( ) const
virtual

Get the event sequence number field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getEventTimeFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getEventTimeFieldState ( ) const
virtual

Get the event time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getSrcTimeFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getSrcTimeFieldState ( ) const
virtual

Get the source time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getActivityTimeFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getActivityTimeFieldState ( ) const
virtual

Get the activity time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getLineTimeFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getLineTimeFieldState ( ) const
virtual

Get the line time of the update.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getSendTimeFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getSendTimeFieldState ( ) const
virtual

Get the send time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getMsgQualFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getMsgQualFieldState ( ) const
virtual

Get the message qualifier field state.

Returns
Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Implements Wombat::MamdaBasicEvent.

◆ setSymbol()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setSymbol ( const char *  value)
virtual

◆ setPartId()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setPartId ( const char *  value)
virtual

◆ setEventSeqNum()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setEventSeqNum ( mama_seqnum_t  value)
virtual

◆ setEventTime()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setEventTime ( const MamaDateTime &  value)
virtual

◆ setSrcTime()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setSrcTime ( const MamaDateTime &  value)
virtual

◆ setActivityTime()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setActivityTime ( const MamaDateTime &  value)
virtual

◆ setLineTime()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setLineTime ( const MamaDateTime &  value)
virtual

◆ setSendTime()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setSendTime ( const MamaDateTime &  value)
virtual

◆ setMsgQual()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setMsgQual ( const MamaMsgQual &  value)
virtual

The documentation for this class was generated from the following file:


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