Name |
---|
Wombat |
Name | |
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class | Wombat::MamdaQuoteUpdate |
/* $Id$
*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
#ifndef MamdaQuoteUpdateH
#define MamdaQuoteUpdateH
#include <mamda/MamdaConfig.h>
#include <mamda/MamdaBasicEvent.h>
#include <mamda/MamdaFieldState.h>
namespace Wombat
{
class MAMDAExpDLL MamdaQuoteUpdate : public MamdaBasicEvent
{
public:
virtual const MamaPrice& getBidPrice() const = 0;
virtual mama_quantity_t getBidSize() const = 0;
virtual mama_quantity_t getBidDepth() const = 0;
virtual const char* getBidPartId() const = 0;
virtual const MamaPrice& getAskPrice() const = 0;
virtual mama_quantity_t getAskSize() const = 0;
virtual mama_quantity_t getAskDepth() const = 0;
virtual const char* getAskPartId() const = 0;
virtual const MamaPrice& getQuoteMidPrice () const = 0;
virtual const char* getQuoteQualStr() const = 0;
virtual const char* getQuoteQualNative() const = 0;
virtual char getShortSaleBidTick () const = 0;
virtual const MamaDateTime& getAskTime() const = 0;
virtual const MamaDateTime& getBidTime() const = 0;
virtual const MamaDateTime& getQuoteDate() const = 0;
virtual const char* getAskIndicator() const = 0;
virtual const char* getBidIndicator() const = 0;
virtual mama_u32_t getAskUpdateCount() const = 0;
virtual mama_u32_t getBidUpdateCount() const = 0;
virtual double getAskYield() const = 0;
virtual double getBidYield() const = 0;
virtual const char* getAskSizesList() const = 0;
virtual const char* getBidSizesList() const = 0;
virtual char getShortSaleCircuitBreaker() const = 0;
/* FieldState Accessors ******/
virtual MamdaFieldState getBidPriceFieldState() const = 0;
virtual MamdaFieldState getBidSizeFieldState() const = 0;
virtual MamdaFieldState getBidDepthFieldState() const = 0;
virtual MamdaFieldState getBidPartIdFieldState() const = 0;
virtual MamdaFieldState getAskPriceFieldState() const = 0;
virtual MamdaFieldState getAskSizeFieldState() const = 0;
virtual MamdaFieldState getAskDepthFieldState() const = 0;
virtual MamdaFieldState getAskPartIdFieldState() const = 0;
virtual MamdaFieldState getQuoteMidPriceFieldState() const = 0;
virtual MamdaFieldState getQuoteQualStrFieldState() const = 0;
virtual MamdaFieldState getQuoteQualNativeFieldState() const = 0;
virtual MamdaFieldState getShortSaleBidTickFieldState() const = 0;
virtual MamdaFieldState getAskTimeFieldState() const = 0;
virtual MamdaFieldState getBidTimeFieldState() const = 0;
virtual MamdaFieldState getQuoteDateFieldState() const = 0;
virtual MamdaFieldState getAskIndicatorFieldState() const = 0;
virtual MamdaFieldState getBidIndicatorFieldState() const = 0;
virtual MamdaFieldState getAskUpdateCountFieldState() const = 0;
virtual MamdaFieldState getBidUpdateCountFieldState() const = 0;
virtual MamdaFieldState getAskYieldFieldState() const = 0;
virtual MamdaFieldState getBidYieldFieldState() const = 0;
virtual MamdaFieldState getAskSizesListFieldState() const = 0;
virtual MamdaFieldState getBidSizesListFieldState() const = 0;
virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const = 0;
virtual ~MamdaQuoteUpdate() {};
};
} // namespace
#endif // MamdaQuoteUpdateH
Updated on 2023-03-31 at 15:30:00 +0100