Wombat::MamdaOrderImbalanceListener::MamdaOrderImbalanceCache

MamaPrice mHighIndicationPrice = new MamaPrice();

MamaPrice mLowIndicationPrice = new MamaPrice();

MamaPrice mIndicationPrice = new MamaPrice();

long mBuyVolume;

long mSellVolume;

long mMatchVolume;

String mSecurityStatusQual;

MamaPrice mInsideMatchPrice = new MamaPrice();

MamaPrice mFarClearingPrice = new MamaPrice();

MamaPrice mNearClearingPrice = new MamaPrice();

char mNoClearingPrice;

char mPriceVarInd;

char mCrossType;

DateTime mEventTime = DateTime.MinValue;

long mEventSeqNum;

DateTime mSrcTime = DateTime.MinValue;

DateTime mActTime = DateTime.MinValue;

int mMsgType;

String mIssueSymbol = null;

String mPartId = null;

String mSymbol = null;

int mSeqNum;

String mSecurityStatusOrig = null;

DateTime mSecurityStatusTime = DateTime.MinValue;

DateTime mAuctionTime = DateTime.MinValue;

DateTime mLineTime = DateTime.MinValue;

DateTime mSendTime = DateTime.MinValue;

MamdaFieldState mHighIndicationPriceFieldState = new MamdaFieldState();

MamdaFieldState mLowIndicationPriceFieldState = new MamdaFieldState();

MamdaFieldState mIndicationPriceFieldState = new MamdaFieldState();

MamdaFieldState mBuyVolumeFieldState = new MamdaFieldState();

MamdaFieldState mSellVolumeFieldState = new MamdaFieldState();

MamdaFieldState mMatchVolumeFieldState = new MamdaFieldState();

MamdaFieldState mSecurityStatusQualFieldState = new MamdaFieldState();

MamdaFieldState mInsideMatchPriceFieldState = new MamdaFieldState();

MamdaFieldState mFarClearingPriceFieldState = new MamdaFieldState();

MamdaFieldState mNearClearingPriceFieldState = new MamdaFieldState();

MamdaFieldState mNoClearingPriceFieldState = new MamdaFieldState();

MamdaFieldState mPriceVarIndFieldState = new MamdaFieldState();

MamdaFieldState mCrossTypeFieldState = new MamdaFieldState();

MamdaFieldState mEventTimeFieldState = new MamdaFieldState();

MamdaFieldState mEventSeqNumFieldState = new MamdaFieldState();

MamdaFieldState mSrcTimeFieldState = new MamdaFieldState();

MamdaFieldState mActTimeFieldState = new MamdaFieldState();

MamdaFieldState mMsgTypeFieldState = new MamdaFieldState();

MamdaFieldState mIssueSymbolFieldState = new MamdaFieldState();

MamdaFieldState mPartIdFieldState = new MamdaFieldState();

MamdaFieldState mSymbolFieldState = new MamdaFieldState();

MamdaFieldState mSeqNumFieldState = new MamdaFieldState();

MamdaFieldState mSecurityStatusOrigFieldState = new MamdaFieldState();

MamdaFieldState mSecurityStatusTimeFieldState = new MamdaFieldState();

MamdaFieldState mAuctionTimeFieldState = new MamdaFieldState();

MamdaFieldState mLineTimeFieldState = new MamdaFieldState();

MamdaFieldState mSendTimeFieldState = new MamdaFieldState();