Wombat::MamdaOrderImbalanceListener

A MamdaOrderImbalanceListener is class that specializes in handling imbalance order updates. An imbalance order occurs when too many orders of a particular type - either buy, sell or limit - for listed securities and not enough of the other, matching orders are received by an exchange. Developers provide their own implementation of the MamdaOrderImbalanceHandler interface and will be delivered notifications for imbalance updates.

Inherits from Wombat.MamdaMsgListener, Wombat.MamdaBasicEvent, Wombat.MamdaBasicRecap, Wombat.MamdaOrderImbalanceRecap

Protected Classes

Public Functions

Protected Functions

Protected Attributes

Public Functions Documentation

function MamdaOrderImbalanceListener

MamdaOrderImbalanceListener()

function addHandler

void addHandler(
    MamdaOrderImbalanceHandler handler
)

Registers handler interested in receiving update and recap events.

Parameters:

• handler the handler to be registered.

function getHighIndicationPrice

MamaPrice getHighIndicationPrice()

Returns the high indication price of the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getHighIndicationPrice

function getLowIndicationPrice

MamaPrice getLowIndicationPrice()

Returns the low indication price of the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getLowIndicationPrice

function getImbalancePrice

MamaPrice getImbalancePrice()

Returns the indication price for the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getImbalancePrice

function getBuyVolume

long getBuyVolume()

Returns the buy volume of the imbalance order

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getBuyVolume

function getSellVolume

long getSellVolume()

Returns the sell volume of the imbalance order

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getSellVolume

function getMatchVolume

long getMatchVolume()

Returns the match volume of the imbalance order

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getMatchVolume

function getImbalanceState

String getImbalanceState()

Returns the order imbalance state

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getImbalanceState

function getMatchPrice

MamaPrice getMatchPrice()

Returns the match price for the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getMatchPrice

function getFarClearingPrice

MamaPrice getFarClearingPrice()

Returns the far clearing price for the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getFarClearingPrice

function getNearClearingPrice

MamaPrice getNearClearingPrice()

Returns the near clearing price for the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getNearClearingPrice

function getNoClearingPrice

char getNoClearingPrice()

Returns the no clearing price for the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getNoClearingPrice

function getPriceVarInd

char getPriceVarInd()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getPriceVarInd

function getCrossType

char getCrossType()

Returns the imbalance cross type

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getCrossType

function getEventTime

DateTime getEventTime()

MamdaBasicEvent.getEventTime

Return:

Reimplements: Wombat::MamdaBasicEvent::getEventTime

function getEventSeqNum

long getEventSeqNum()

MamdaBasicEvent.getEventSeqNum

Return:

Reimplements: Wombat::MamdaBasicEvent::getEventSeqNum

function getActivityTime

DateTime getActivityTime()

MamdaBasicEvent.getActivityTime

Return:

Reimplements: Wombat::MamdaBasicEvent::getActivityTime

function getSrcTime

DateTime getSrcTime()

Return:

Reimplements: Wombat::MamdaBasicEvent::getSrcTime

function getLineTime

DateTime getLineTime()

Return:

Reimplements: Wombat::MamdaBasicRecap::getLineTime

function getSendTime

DateTime getSendTime()

Return:

Reimplements: Wombat::MamdaBasicRecap::getSendTime

function getMsgType

int getMsgType()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getMsgType

function getIssueSymbol

String getIssueSymbol()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getIssueSymbol

function getSymbol

String getSymbol()

Return:

Reimplements: Wombat::MamdaBasicRecap::getSymbol

function getPartId

String getPartId()

Return:

Reimplements: Wombat::MamdaBasicRecap::getPartId

function getSeqNum

int getSeqNum()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getSeqNum

function getSecurityStatusOrig

String getSecurityStatusOrig()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getSecurityStatusOrig

function getSecurityStatusTime

DateTime getSecurityStatusTime()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getSecurityStatusTime

function getAuctionTime

DateTime getAuctionTime()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getAuctionTime

function getHighIndicationPriceFieldState

MamdaFieldState getHighIndicationPriceFieldState()

Returns the high indication price field state

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getHighIndicationPriceFieldState

function getLowIndicationPriceFieldState

MamdaFieldState getLowIndicationPriceFieldState()

Returns the low indication price field state

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getLowIndicationPriceFieldState

function getImbalancePriceFieldState

MamdaFieldState getImbalancePriceFieldState()

Returns the indication price field state

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getImbalancePriceFieldState

function getBuyVolumeFieldState

MamdaFieldState getBuyVolumeFieldState()

Returns the buy volume field state of the imbalance order

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getBuyVolumeFieldState

function getSellVolumeFieldState

MamdaFieldState getSellVolumeFieldState()

Returns the sell volume field state of the imbalance order

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getSellVolumeFieldState

function getMatchVolumeFieldState

MamdaFieldState getMatchVolumeFieldState()

Returns the match volume field state of the imbalance order

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getMatchVolumeFieldState

function getImbalanceStateFieldState

MamdaFieldState getImbalanceStateFieldState()

Returns the order imbalance state field state

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getImbalanceStateFieldState

function getMatchPriceFieldState

MamdaFieldState getMatchPriceFieldState()

Returns the match price field state for the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getMatchPriceFieldState

function getFarClearingPriceFieldState

MamdaFieldState getFarClearingPriceFieldState()

Returns the far clearing price field state for the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getFarClearingPriceFieldState

function getNearClearingPriceFieldState

MamdaFieldState getNearClearingPriceFieldState()

Returns the near clearing price field state for the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getNearClearingPriceFieldState

function getNoClearingPriceFieldState

MamdaFieldState getNoClearingPriceFieldState()

Returns the no clearing price field state for the imbalance order.

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getNoClearingPriceFieldState

function getPriceVarIndFieldState

MamdaFieldState getPriceVarIndFieldState()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getPriceVarIndFieldState

function getCrossTypeFieldState

MamdaFieldState getCrossTypeFieldState()

Returns the imbalance cross type field state

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getCrossTypeFieldState

function getEventTimeFieldState

MamdaFieldState getEventTimeFieldState()

MamdaBasicEvent.getEventTimeFieldState

Return:

Reimplements: Wombat::MamdaBasicEvent::getEventTimeFieldState

function getEventSeqNumFieldState

MamdaFieldState getEventSeqNumFieldState()

MamdaBasicEvent.getEventSeqNumFieldState

Return:

Reimplements: Wombat::MamdaBasicEvent::getEventSeqNumFieldState

function getActivityTimeFieldState

MamdaFieldState getActivityTimeFieldState()

MamdaBasicEvent.getActivityTimeFieldState

Return:

Reimplements: Wombat::MamdaBasicEvent::getActivityTimeFieldState

function getSrcTimeFieldState

MamdaFieldState getSrcTimeFieldState()

MamdaBasicEvent.getSrcTimeFieldState

Return:

Reimplements: Wombat::MamdaBasicEvent::getSrcTimeFieldState

function getLineTimeFieldState

MamdaFieldState getLineTimeFieldState()

Return:

Reimplements: Wombat::MamdaBasicRecap::getLineTimeFieldState

function getSendTimeFieldState

MamdaFieldState getSendTimeFieldState()

Return:

Reimplements: Wombat::MamdaBasicRecap::getSendTimeFieldState

function getMsgTypeFieldState

MamdaFieldState getMsgTypeFieldState()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getMsgTypeFieldState

function getIssueSymbolFieldState

MamdaFieldState getIssueSymbolFieldState()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getIssueSymbolFieldState

function getSymbolFieldState

MamdaFieldState getSymbolFieldState()

Return:

Reimplements: Wombat::MamdaBasicRecap::getSymbolFieldState

function getPartIdFieldState

MamdaFieldState getPartIdFieldState()

Return:

Reimplements: Wombat::MamdaBasicRecap::getPartIdFieldState

function getSeqNumFieldState

MamdaFieldState getSeqNumFieldState()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getSeqNumFieldState

function getSecurityStatusOrigFieldState

MamdaFieldState getSecurityStatusOrigFieldState()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getSecurityStatusOrigFieldState

function getSecurityStatusTimeFieldState

MamdaFieldState getSecurityStatusTimeFieldState()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getSecurityStatusTimeFieldState

function getAuctionTimeFieldState

MamdaFieldState getAuctionTimeFieldState()

Return:

Reimplements: Wombat::MamdaOrderImbalanceRecap::getAuctionTimeFieldState

function populateRecap

void populateRecap(
    MamdaConcreteOrderImbalanceRecap recap
)

Resets the recap object to cached values.

Parameters:

• recap

function getImbalanceSide

MamdaOrderImbalanceSide getImbalanceSide()

Returns the imbalance side of the imbalance order. This is determined by the Buy and Sell volumes.

Return:

function getImbalanceVolume

long getImbalanceVolume()

Returns the imbalance volume, which is either the sell or buy volume

Return:

function onMsg

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

Implementation of MamdaListener interface.

Reimplements: Wombat::MamdaMsgListener::onMsg

Protected Functions Documentation

function clearCache

static void clearCache(
    MamdaOrderImbalanceCache cache
)

Clears all cached data by reseting to default values.

Parameters:

• cache The imbalance order cache to clear.

Protected Attributes Documentation

variable mOrderImbalanceCache

readonly MamdaOrderImbalanceCache mOrderImbalanceCache =
			new MamdaOrderImbalanceCache ();

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