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Classes Files

Wombat::MamdaOrderBookDelta

MamdaOrderBookDelta is an interface that provides access to order book delta related fields.

Inherits from Wombat.MamdaBasicEvent

Inherited by Wombat.MamdaOrderBookListener

Public Functions

  Name
MamdaOrderBook getDeltaOrderBook()
Return the order book delta. In the case of recap order book, the delta will be the entire recap.

Additional inherited members

Public Functions inherited from Wombat.MamdaBasicEvent

  Name
DateTime getSrcTime()
Returns the source time.
MamdaFieldState getSrcTimeFieldState()
Returns the field state.
DateTime getActivityTime()
MamdaFieldState getActivityTimeFieldState()
Returns the field state.
long getEventSeqNum()
MamdaFieldState getEventSeqNumFieldState()
Returns the field state.
DateTime getEventTime()
MamdaFieldState getEventTimeFieldState()
Returns the field state.

Public Functions Documentation

function getDeltaOrderBook

MamdaOrderBook getDeltaOrderBook()

Return the order book delta. In the case of recap order book, the delta will be the entire recap.

Return:

Reimplemented by: Wombat::MamdaOrderBookListener::getDeltaOrderBook

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