Wombat::MamdaAuctionListener

MamdaAuctionListener is a class that specializes in handling Auction updates. Developers provide their own implementation of the MamdaAuctionHandler interface and will be delivered notifications for Auctions and Auction closing prices. An obvious application for this MAMDA class is any kind of Auction tick capture application. More…

Inherits from Wombat.MamdaMsgListener, Wombat.MamdaAuctionRecap, Wombat.MamdaAuctionUpdate, Wombat.MamdaBasicRecap, Wombat.MamdaBasicEvent

Public Functions

Detailed Description

class Wombat::MamdaAuctionListener;

MamdaAuctionListener is a class that specializes in handling Auction updates. Developers provide their own implementation of the MamdaAuctionHandler interface and will be delivered notifications for Auctions and Auction closing prices. An obvious application for this MAMDA class is any kind of Auction tick capture application.

Note: The MamdaAuctionListener class caches Auction-related field values. Among other reasons, caching of these fields makes it possible to provide complete Auction-related callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.

Public Functions Documentation

function MamdaAuctionListener

MamdaAuctionListener()

Create a specialized Auction listener. This listener handles Auction updates, quote recaps, and Auction gap notifications.

function addHandler

void addHandler(
    MamdaAuctionHandler handler
)

Add a specialized Auction handler. Currently, only one handler can (and must) be registered.

Parameters:

• handler

function getSymbol

string getSymbol()

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

Reimplements: Wombat::MamdaBasicRecap::getSymbol

function getPartId

string getPartId()

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

Reimplements: Wombat::MamdaBasicRecap::getPartId

function getSrcTime

DateTime getSrcTime()

Returns the source time.

Return: 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.

Reimplements: Wombat::MamdaBasicEvent::getSrcTime

function getActivityTime

DateTime getActivityTime()

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

Reimplements: Wombat::MamdaBasicEvent::getActivityTime

function getLineTime

DateTime getLineTime()

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.

Reimplements: Wombat::MamdaBasicRecap::getLineTime

function getSendTime

DateTime getSendTime()

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()).

Reimplements: Wombat::MamdaBasicRecap::getSendTime

function getEventTime

DateTime getEventTime()

Return: 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.

Reimplements: Wombat::MamdaBasicEvent::getEventTime

function getEventSeqNum

long getEventSeqNum()

Return: Source sequence number. The exchange generated sequence number.

Reimplements: Wombat::MamdaBasicEvent::getEventSeqNum

function getUncrossPrice

MamaPrice getUncrossPrice()

Get the uncross price.

Return: Indicative or firm auction price.

Reimplements: Wombat::MamdaAuctionRecap::getUncrossPrice

function getUncrossVolume

double getUncrossVolume()

Get the uncross Volume.

Return: Indicative Volume or the volume turned over in the auction

Reimplements: Wombat::MamdaAuctionRecap::getUncrossVolume

function getUncrossPriceInd

long getUncrossPriceInd()

Get the uncross price indicator.

Return: The uncross price ind - indicates whether the price and volume is indicative of the current state of the auction or whether its the firm auction price and volume

Reimplements: Wombat::MamdaAuctionRecap::getUncrossPriceInd

function getSymbolFieldState

MamdaFieldState getSymbolFieldState()

Returns the field state.

Return: Symbol Field State

Reimplements: Wombat::MamdaBasicRecap::getSymbolFieldState

function getPartIdFieldState

MamdaFieldState getPartIdFieldState()

Returns the field state.

Return: Participant ID Field State

Reimplements: Wombat::MamdaBasicRecap::getPartIdFieldState

function getSrcTimeFieldState

MamdaFieldState getSrcTimeFieldState()

Returns the field state.

Return: Source time Field State

Reimplements: Wombat::MamdaBasicEvent::getSrcTimeFieldState

function getActivityTimeFieldState

MamdaFieldState getActivityTimeFieldState()

Returns the field state.

Return: Activity time Field State

Reimplements: Wombat::MamdaBasicEvent::getActivityTimeFieldState

function getLineTimeFieldState

MamdaFieldState getLineTimeFieldState()

Returns the field state.

Return: Line Time Field State

Reimplements: Wombat::MamdaBasicRecap::getLineTimeFieldState

function getSendTimeFieldState

MamdaFieldState getSendTimeFieldState()

Returns the field state.

Return: Send time Field State

Reimplements: Wombat::MamdaBasicRecap::getSendTimeFieldState

function getEventTimeFieldState

MamdaFieldState getEventTimeFieldState()

Returns the field state.

Return: Event Time Field State

Reimplements: Wombat::MamdaBasicEvent::getEventTimeFieldState

function getEventSeqNumFieldState

MamdaFieldState getEventSeqNumFieldState()

Returns the field state.

Return: Source sequence number Field State

Reimplements: Wombat::MamdaBasicEvent::getEventSeqNumFieldState

function getUncrossPriceFieldState

MamdaFieldState getUncrossPriceFieldState()

Get the field state

Return: Field state

Reimplements: Wombat::MamdaAuctionRecap::getUncrossPriceFieldState

function getUncrossVolumeFieldState

MamdaFieldState getUncrossVolumeFieldState()

Get the field state

Return: Field State

Reimplements: Wombat::MamdaAuctionRecap::getUncrossVolumeFieldState

function getUncrossPriceIndFieldState

MamdaFieldState getUncrossPriceIndFieldState()

Get the field state

Return: Field state

Reimplements: Wombat::MamdaAuctionRecap::getUncrossPriceIndFieldState

function onMsg

void onMsg(
    MamdaSubscription subscription,
    MamaMsg msg,
    mamaMsgType msgType
)

Invoked for each message received for the subscription to which the Listener is registered.

Parameters:

• subscription The MamdaSubscription to which this listener was registered.
• msg The MamaMsg received by the underlying MAMA API and which resulted in this callback being invoked.
• msgType The message type. e.g. INITIAL, RECAP, UPDATE etc.

Reimplements: Wombat::MamdaMsgListener::onMsg

function getFieldAsString

string getFieldAsString(
    MamaMsgField field
)

Updated on 2023-03-31 at 15:30:12 +0100