Wombat::MamdaOrderBookFields

Maintains a cache of common orderbook related field descriptors.

Public Functions

	Name
void	setDictionary(MamaDictionary dictionary, NameValueCollection properties) Set the dictionary for common orderbook fields. Maintains a cache of MamaFieldDescriptors for common orderbook related fields. The
int	getNumLevelFields() Internal. Returns the number of fixed (non-vector) price level fields.
int	getNumEntryFields() Internal. Returns the number of fixed (non-vector) entry fields.
bool	getHasVectorFields() Internal. Returns whether the dictionary contains vector fields (important when unpacking order book messages).
bool	getHasFixedLevelFields() Internal. Returns whether the dictionary contains fixed price level fields (important when unpacking order book messages).
bool	isSet()
void	reset()

Public Attributes

	Name
MamaFieldDescriptor	SRC_TIME
MamaFieldDescriptor	ACTIVITY_TIME
MamaFieldDescriptor	LINE_TIME
MamaFieldDescriptor	PART_ID
MamaFieldDescriptor	SEQNUM
MamaFieldDescriptor	BOOK_TIME
MamaFieldDescriptor	NUM_LEVELS
MamaFieldDescriptor	PRICE_LEVELS
MamaFieldDescriptor	PL_ACTION
MamaFieldDescriptor	PL_PRICE
MamaFieldDescriptor	PL_SIDE
MamaFieldDescriptor	PL_SIZE
MamaFieldDescriptor	PL_SIZE_CHANGE
MamaFieldDescriptor	PL_TIME
MamaFieldDescriptor	PL_NUM_ENTRIES
MamaFieldDescriptor	PL_NUM_ATTACH
MamaFieldDescriptor	PL_ENTRIES
MamaFieldDescriptor	ENTRY_ID
MamaFieldDescriptor	ENTRY_ACTION
MamaFieldDescriptor	ENTRY_REASON
MamaFieldDescriptor	ENTRY_SIZE
MamaFieldDescriptor	ENTRY_TIME
MamaFieldDescriptor	ENTRY_STATUS
MamaFieldDescriptor[]	PRICE_LEVEL
MamaFieldDescriptor[]	PL_ENTRY

Additional inherited members

Protected Functions inherited from Wombat.MamdaFields

	Name
string	lookupFieldName(NameValueCollection properties, string defaultFieldName)

Public Functions Documentation

function setDictionary

static void setDictionary(
    MamaDictionary dictionary,
    NameValueCollection properties
)

Set the dictionary for common orderbook fields. Maintains a cache of MamaFieldDescriptors for common orderbook related fields. The

Parameters:

dictionary A reference to a valid MamaDictionary
properties A Properties object containing field mappings. (See MamdaFields for more information

properties parameter allows users of the API to map the common dictionary names to something else if they are beig published under different names.

function getNumLevelFields

static int getNumLevelFields()

Internal. Returns the number of fixed (non-vector) price level fields.

Return:

function getNumEntryFields

static int getNumEntryFields()

Internal. Returns the number of fixed (non-vector) entry fields.

Return:

function getHasVectorFields

static bool getHasVectorFields()

Internal. Returns whether the dictionary contains vector fields (important when unpacking order book messages).

Return:

function getHasFixedLevelFields

static bool getHasFixedLevelFields()

Internal. Returns whether the dictionary contains fixed price level fields (important when unpacking order book messages).

Return:

function isSet

static bool isSet()

function reset

static void reset()

Public Attributes Documentation

variable SRC_TIME

static MamaFieldDescriptor SRC_TIME = null;

variable ACTIVITY_TIME

static MamaFieldDescriptor ACTIVITY_TIME = null;

variable LINE_TIME

static MamaFieldDescriptor LINE_TIME = null;

variable PART_ID

static MamaFieldDescriptor PART_ID = null;

variable SEQNUM

static MamaFieldDescriptor SEQNUM = null;

variable BOOK_TIME

static MamaFieldDescriptor BOOK_TIME = null;

variable NUM_LEVELS

static MamaFieldDescriptor NUM_LEVELS = null;

variable PRICE_LEVELS

static MamaFieldDescriptor PRICE_LEVELS = null;

variable PL_ACTION

static MamaFieldDescriptor PL_ACTION = null;

variable PL_PRICE

static MamaFieldDescriptor PL_PRICE = null;

variable PL_SIDE

static MamaFieldDescriptor PL_SIDE = null;

variable PL_SIZE

static MamaFieldDescriptor PL_SIZE = null;

variable PL_SIZE_CHANGE

static MamaFieldDescriptor PL_SIZE_CHANGE = null;

variable PL_TIME

static MamaFieldDescriptor PL_TIME = null;

variable PL_NUM_ENTRIES

static MamaFieldDescriptor PL_NUM_ENTRIES = null;

variable PL_NUM_ATTACH

static MamaFieldDescriptor PL_NUM_ATTACH = null;

variable PL_ENTRIES

static MamaFieldDescriptor PL_ENTRIES = null;

variable ENTRY_ID

static MamaFieldDescriptor ENTRY_ID = null;

variable ENTRY_ACTION

static MamaFieldDescriptor ENTRY_ACTION = null;

variable ENTRY_REASON

static MamaFieldDescriptor ENTRY_REASON = null;

variable ENTRY_SIZE

static MamaFieldDescriptor ENTRY_SIZE = null;

variable ENTRY_TIME

static MamaFieldDescriptor ENTRY_TIME = null;

variable ENTRY_STATUS

static MamaFieldDescriptor ENTRY_STATUS = null;

variable PRICE_LEVEL

static MamaFieldDescriptor[] PRICE_LEVEL = null;

variable PL_ENTRY

static MamaFieldDescriptor[] PL_ENTRY = null;

Updated on 2023-03-31 at 15:30:17 +0100