Wombat

Namespaces

Name
Wombat::Containers

Classes

	Name
class	Wombat::MamdaAuctionFields Cache of common Quote related field descriptors. This is required to be populated if using the MamdaQuoteListener.
interface	Wombat::MamdaAuctionHandler MamdaAuctionHandler is an interface for applications that want to have an easy way to handle Auction updates. The interface defines callback methods for different types of Auction-related events:
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.
interface	Wombat::MamdaAuctionRecap MamdaAuctionRecap is an interface that provides access to Auction related fields.
interface	Wombat::MamdaAuctionUpdate MamdaAuctionUpdate is an interface that provides access to fields related to quote updates.
interface	Wombat::MamdaBasicEvent MamdaBasicEvent is a superclass interface that provides access to common event related fields. Events types include trades, quotes, order book updates, closing summaries, etc. See the individual subclasses for specific information about each event type.
interface	Wombat::MamdaBasicRecap MamdaBasicRecap is an interface that provides access to common recap-related fields.
class	Wombat::MamdaCommonFields Maintains a cache of common update field descriptors.
class	Wombat::MamdaConcreteOrderImbalanceRecap
class	Wombat::MamdaConcreteQuoteRecap
class	Wombat::MamdaConcreteSecurityStatusRecap
class	Wombat::MamdaConcreteTradeRecap
class	Wombat::MamdaDataException MAMDA data exceptions.
class	Wombat::MamdaErrorCodes Helper class to transform error codes into their textual description and to map mamaMsgStatus codes to MamdaErrorCodes
interface	Wombat::MamdaErrorListener MamdaErrorListener defines an interface for handling error notifications for a MamdaSubscription.
class	Wombat::MamdaErrorSeverities Helper class
class	Wombat::MamdaFields Common base class for all the MamdaXXXFields classes.
class	Wombat::MamdaFundamentalFields Maintains a cache of common fundamental field descriptors.
interface	Wombat::MamdaFundamentalHandler MamdaFundamentalHandler is an interface for applications that want to have an easy way to access fundamental equity pricing/analysis attributes, indicators and ratios. The interface defines a single callback methods for for receiving updates on fundamental data.
class	Wombat::MamdaFundamentalListener MamdaFundamentalListener is a class that specializes in handling fundamental equity pricing/analysis attributes, indicators and ratios. Developers provide their own implementation of the MamdaFundamentalHandler interface and will be delivered notifications for updates in the fundamental data. An obvious application for this MAMDA class is any kind of pricing analysis application.
interface	Wombat::MamdaFundamentals MamdaFundamentals is an interface that provides access to the fundamental equity pricing/analysis attributes, indicators and ratios.
interface	Wombat::MamdaMsgListener MamdaMsgListener defines an interface for handling normal messages for a MamdaSubscription.
interface	Wombat::MamdaMultiParticipantHandler The MamdaMultiParticipantHandler class is an interface that allows a developer to be notified dynamically when new partipant updates are received on the underlying subscription. This is useful for handling information such as NYSE, AMEX and NASDAQ listed securities (including NQDS). Access to consolidated information (i.e., best bid and offer and consolidated trade info) is also available.
class	Wombat::MamdaMultiParticipantManager MamdaMultiParticipantManager is a class that manages updates on a consolidated basis for securities that may be traded on multiple exchanges and which may have a national best bid and offer. Developers are notified of each element available for the consolidated security, including the national best bid and offer, and each regional exchange (Market Maker). Developers can pick and choose which elements they wish to provide handling for (e.g., BBO-only, certain regional exchanges, etc.).
interface	Wombat::MamdaMultiSecurityHandler MamdaMultiSecurityHandler is an interface that allows a developer to be notified dynamically when new security updates are received on a group subscription.
class	Wombat::MamdaMultiSecurityManager MamdaMultiSecurityManager is a class that manages updates on a group symbol which provides a single subscription to multiple different securities. Developers are notified of each element available for the group and can choose which elements they wish to provide handling for (e.g. based on wildcards).
class	Wombat::MamdaOrderImbalanceFields Utility cache of
interface	Wombat::MamdaOrderImbalanceHandler MamdaOrderImbalanceHandler is an interface for applications that want to have an easy way to handle order imbalance updates. The interface defines callback methods for different types of order-imbalance events:
class	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.
interface	Wombat::MamdaOrderImbalanceRecap MamdaOrderImbalanceRecap is an interface that provides access to order imbalance related fields.
class	Wombat::MamdaOrderImbalanceSide
class	Wombat::MamdaOrderImbalanceType
interface	Wombat::MamdaQuoteClosing MamdaQuoteClosing is an interface that provides access to quote closing related fields.
class	Wombat::MamdaQuoteFields Cache of common Quote related field descriptors. This is required to be populated if using the MamdaQuoteListener.
interface	Wombat::MamdaQuoteGap MamdaQuoteGap is an interface that provides access to fields related to gap in quote reporting.
interface	Wombat::MamdaQuoteHandler MamdaQuoteHandler is an interface for applications that want to have an easy way to handle quote updates. The interface defines callback methods for different types of quote-related events: quotes and closing-quote updates.
class	Wombat::MamdaQuoteListener MamdaQuoteListener is a class that specializes in handling quote updates. Developers provide their own implementation of the MamdaQuoteHandler interface and will be delivered notifications for quotes and quote closing prices. An obvious application for this MAMDA class is any kind of quote tick capture application.
interface	Wombat::MamdaQuoteRecap MamdaQuoteRecap is an interface that provides access to quote related fields.
interface	Wombat::MamdaQuoteUpdate MamdaQuoteUpdate is an interface that provides access to fields related to quote updates.
class	Wombat::MamdaResourceContainer
class	Wombat::MamdaSecurityStatus Security Status values
class	Wombat::MamdaSecurityStatusFields Maintains a cache of common security status related FieldDescriptors.
interface	Wombat::MamdaSecurityStatusHandler MamdaSecurityStatusHandler is an interface for applications that want to have an easy way to handle security status updates. The interface defines callback methods for status update and recap events.
class	Wombat::MamdaSecurityStatusListener MamdaSecurityStatusListener is a class that specializes in handling security status updates. Developers provide their own implementation of the MamdaSecurityStatusHandler interface and will be delivered notifications for security status updates.
class	Wombat::MamdaSecurityStatusQual
interface	Wombat::MamdaSecurityStatusRecap MamdaSecurityStatusRecap is an interface that provides access to security status related fields.
interface	Wombat::MamdaSecurityStatusUpdate MamdaSecurityStatusUpdate is an interface that provides access to security status related fields.
interface	Wombat::MamdaStaleListener MamdaStaleListener defines an interface for handling changes in quality of the subscription through notifications for a MamdaSubscription.
class	Wombat::MamdaSubscription A MamdaSubscription is used to register interest in a particular symbol and source. A MamaTransport is required to actually activate the subscription.
interface	Wombat::MamdaTradeCancelOrError MamdaTradeCancelOrError is an interface that provides access to fields related to trade cancellations and errors.
interface	Wombat::MamdaTradeClosing MamdaTradeClosing is an interface that provides access to fields related to trade closing reports. There is no need to provide access to total volume, open/high/low, etc., since these fields are also available in the recap interface passed along with closing messages.
interface	Wombat::MamdaTradeCorrection MamdaTradeCorrection is an interface that provides access to fields related to trade corrections.
class	Wombat::MamdaTradeFields Cache of common trade related field descriptors. This is required to be populated if using the MamdaTradeListener.
interface	Wombat::MamdaTradeGap MamdaTradeGap is an interface that provides access to fields related to gap in trade reporting.
interface	Wombat::MamdaTradeHandler MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade updates. The interface defines callback methods for different types of trade-related events: trades, errors/cancels, corrections, recaps and closing reports.
class	Wombat::MamdaTradeListener MamdaTradeListener is a class that specializes in handling trade updates. Developers provide their own implementation of the MamdaTradeHandler interface and will be delivered notifications for trades, trade cancels/error/corrections, and trade closing prices. An obvious application for this MAMDA class is any kind of trade tick capture application.
interface	Wombat::MamdaTradeRecap MamdaTradeRecap is an interface that provides access to trade related fields.
interface	Wombat::MamdaTradeReport MamdaTradeReport is an interface that provides access to fields related to a trade report. This class is used for all trade reports, whether those trades qualify as regular or irregular trades. (A regular trade generally qualifies to update the official last price and intraday high/low prices.)
class	Wombat::MamdaTradeSide
class	Wombat::MamdaUncrossPriceInd Security Status values
class	Wombat::MamdaOptionChain MamdaOptionChain is a specialized class to represent market data option chains. The class has capabilities to store the current state of an entire option chain, or a subset of the chain.
interface	Wombat::MamdaOptionChainHandler
class	Wombat::MamdaOptionChainListener MamdaOptionChainListener is a class that specializes in handling and managing option chain updates. Developers provide their own implementation of the MamdaOptionChainHandler interface and will be delivered notifications for various types of options-related events.
class	Wombat::MamdaOptionChainView A class that represents a “view” of a subset of an option chain. The view can be restricted to a percentage or number of strike prices around “the money” as well as to a maximum number of days into the future. The view will be adjusted to include strike prices within the range as the underlying price moves. This means that the range of strike prices will change over time. In order to avoid a “jitter” in the range of strike prices when the underlying price hovers right on the edge of a range boundary, the class also provides a “jitter margin” as some percentage of the underyling price (default is 0.5%).
interface	Wombat::MamdaOptionChainViewRangeHandler Interface to handle change in a MamdaOptionChainView range.
class	Wombat::MamdaOptionContract A class that represents a single option contract. Instances of this object are typically created by the MamdaOptionChainListener. Applications may attach a custom object to each instance of MamdaOptionContract.
class	Wombat::MamdaOptionContractSet A class that represents a set of option contracts at a given strike price.
class	Wombat::MamdaOptionExchangeUtils A class with static utility functions for dealing with exchanges.
class	Wombat::MamdaOptionExpirationDateSet A class that represents a set of expiration dates, each of which contains a set of strike prices (MamdaOptionStrikeSet), each of which contains a set of option contracts (MamdaOptionContractSet), each of which contains exchange-specific contracts. To access a set of strike prices for a given expiration date, use the get method (inherited from TreeMap).
class	Wombat::MamdaOptionExpirationStrikes A class that represents a set of strike prices at a particlar expiration date. Each strike price of which contains a set of option contracts, each of which contains exchange-specific contracts. To access a contract set for a given strike price, use the get method (inherited from TreeMap).
class	Wombat::MamdaOptionFields Maintains a cache of common options related field descriptors.
interface	Wombat::MamdaOptionSeriesUpdate MamdaOptionSeriesUpdate is an interface that provides access to fields related to option series update events. Update events include adds/removes of contracts to the chain.
class	Wombat::MamdaOptionStrikeSet A class that represents the call and put contract sets at a given strike price.
class	Wombat::MamdaOptionUnderlying A class that represents the underlying for an option chain. Instances of this object are typically created by the MamdaOptionChain. Applications may attach a custom object to each instance of MamdaOptionUnderlying.
class	Wombat::SimpleDateFormat Wraps a date formatting settings
interface	Wombat::MamdaBookAtomicBookHandler
interface	Wombat::MamdaBookAtomicGap
interface	Wombat::MamdaBookAtomicLevel
interface	Wombat::MamdaBookAtomicLevelEntry
interface	Wombat::MamdaBookAtomicLevelEntryHandler
interface	Wombat::MamdaBookAtomicLevelHandler
class	Wombat::MamdaBookAtomicListener
class	Wombat::MamdaOrderBook MamdaOrderBook is a class that provides order book functionality, including iterators over price levels and entries within price levels.
class	Wombat::MamdaOrderBookChecker TODOC:
interface	Wombat::MamdaOrderBookCheckerHandler MamdaOrderBookCheckerHandler is an interface for applications that want to handle the results of the MamdaOrderBookChecker. Callback interfaces are provided for correct and erroneous checks.
class	Wombat::MamdaOrderBookCheckType
interface	Wombat::MamdaOrderBookDelta MamdaOrderBookDelta is an interface that provides access to order book delta related fields.
class	Wombat::MamdaOrderBookEntry MamdaOrderBookEntry is a class that provides/implements order book functionality.
class	Wombat::MamdaOrderBookException MamdaOrderBookException gets thrown when there is an inconsistency in the order book.
class	Wombat::MamdaOrderBookFields Maintains a cache of common orderbook related field descriptors.
interface	Wombat::MamdaOrderBookGap MamdaOrderBookGap is an interface that provides access to fields related to gap in orderBook reporting.
interface	Wombat::MamdaOrderBookHandler Process updates on the order book. Concrete instances of this interface are passed to the
class	Wombat::MamdaOrderBookListener MamdaOrderBookListener is a class that specializes in handling order book updates. Developers provide their own implementation of the MamdaOrderBookHandler interface and will be delivered notifications for order book recaps and deltas. Notifications for order book deltas include the delta itself as well as the full order book with deltas applied. An obvious application for this MAMDA class is any kind of program trading application that looks at depth of book.
class	Wombat::MamdaOrderBookPriceLevel
interface	Wombat::MamdaOrderBookRecap MamdaOrderBookRecap is an interface that provides access to order book related fields.

Types

	Name
enum class	MamdaErrorCode { MAMDA_NO_ERROR = 0, MAMDA_ERROR_LINE_DOWN = 1, MAMDA_ERROR_NO_SUBSCRIBERS = 2, MAMDA_ERROR_BAD_SYMBOL = 3, MAMDA_ERROR_EXPIRED = 4, MAMDA_ERROR_TIMEOUT = 5, MAMDA_ERROR_MISC = 6, MAMDA_ERROR_STALE = 7, MAMDA_ERROR_PLATFORM_STATUS = 8, MAMDA_ERROR_NOT_ENTITLED = 9, MAMDA_ERROR_NOT_FOUND = 10, MAMDA_ERROR_POSSIBLY_STALE = 11, MAMDA_ERROR_NOT_PERMISSIONED = 12, MAMDA_ERROR_TOPIC_CHANGE = 13, MAMDA_ERROR_BANDWIDTH_EXCEEDED = 14, MAMDA_ERROR_DELETE = 15, MAMDA_ERROR_EXCEPTION = 999} MamdaErrorCode defines MAMDA error codes.
enum class	MamdaErrorSeverity { MAMDA_SEVERITY_OK = 0, MAMDA_SEVERITY_LOW = 1, MAMDA_SEVERITY_HIGH = 2} MamdaErrorSeverity defines MAMDA error severities. The severity is a hint that can be used to determine what action to take (e.g., destroy the subscription).
enum class	MamdaFieldState { NOT_INITIALISED = 0, NOT_MODIFIED = 1, MODIFIED = 2} MamdaFieldState defines the state of Mamda fields
enum class	MamdaQuality { MAMDA_QUALITY_OK = 0, MAMDA_QUALITY_STALE = 1, MAMDA_QUALITY_MAYBE_STALE = 2} MamdaQuality defines MAMDA quality codes.
enum class short	MamdaOptionAtTheMoneyCompareType { MID_QUOTE = 0, BID = 1, ASK = 2, LAST_TRADE = 3}
enum class byte	MamdaOptionAction { Unknown = (byte)’ ‘, Add = (byte)’A’, Delete = (byte)’D’}

Types Documentation

enum MamdaErrorCode

Enumerator	Value	Description
MAMDA_NO_ERROR	0	never sent
MAMDA_ERROR_LINE_DOWN	1	The feed handler has detected a Line Down.
MAMDA_ERROR_NO_SUBSCRIBERS	2	The feed handler does not have any subscribers to the subject
MAMDA_ERROR_BAD_SYMBOL	3	The symbol does not exist
MAMDA_ERROR_EXPIRED	4	Expired
MAMDA_ERROR_TIMEOUT	5	A time out occurred
MAMDA_ERROR_MISC	6	Miscellaneous status. Not an error
MAMDA_ERROR_STALE	7	The subject is stale. Messages may have been dropped
MAMDA_ERROR_PLATFORM_STATUS	8	Error in the underlying messaging API
MAMDA_ERROR_NOT_ENTITLED	9	Not entitled to a subject
MAMDA_ERROR_NOT_FOUND	10	Not found
MAMDA_ERROR_POSSIBLY_STALE	11	Messages may have been dropped
MAMDA_ERROR_NOT_PERMISSIONED	12	Not permissioned for the subject
MAMDA_ERROR_TOPIC_CHANGE	13	Topic renamed
MAMDA_ERROR_BANDWIDTH_EXCEEDED	14	Bandwidth exceeded
MAMDA_ERROR_DELETE	15	Symbol deleted
MAMDA_ERROR_EXCEPTION	999

MamdaErrorCode defines MAMDA error codes.

enum MamdaErrorSeverity

Enumerator	Value	Description
MAMDA_SEVERITY_OK	0	never sent
MAMDA_SEVERITY_LOW	1	low severity
MAMDA_SEVERITY_HIGH	2	high severity

MamdaErrorSeverity defines MAMDA error severities. The severity is a hint that can be used to determine what action to take (e.g., destroy the subscription).

enum MamdaFieldState

Enumerator	Value	Description
NOT_INITIALISED	0	The Field has never been updated by the source, e.g. by data from the feed handler
NOT_MODIFIED	1	The Field has been updated before, but not updated in the last tick
MODIFIED	2	Field updated in the last tick

MamdaFieldState defines the state of Mamda fields

enum MamdaQuality

Enumerator	Value	Description
MAMDA_QUALITY_OK	0
MAMDA_QUALITY_STALE	1
MAMDA_QUALITY_MAYBE_STALE	2

MamdaQuality defines MAMDA quality codes.

enum MamdaOptionAtTheMoneyCompareType

Enumerator	Value	Description
MID_QUOTE	0
BID	1
ASK	2
LAST_TRADE	3

enum MamdaOptionAction

Enumerator	Value	Description
Unknown	(byte)’ ‘
Add	(byte)’A’
Delete	(byte)’D’

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