com::wombat::mamda::MamdaOrderImbalanceListener

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Inherits from com.wombat.mamda.MamdaMsgListener, com.wombat.mamda.MamdaBasicEvent, com.wombat.mamda.MamdaBasicRecap, com.wombat.mamda.MamdaOrderImbalanceRecap, com.wombat.mamda.MamdaOrderImbalanceUpdate

Public Functions

Protected Attributes

Detailed Description

class com::wombat::mamda::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.

Public Functions Documentation

function clearCache

inline void clearCache(
    MamdaOrderImbalanceCache cache
)

Parameters:

• cache The imbalance order cache to clear.

clearCache - clears all cached data by resetting to default values.

function MamdaOrderImbalanceListener

inline MamdaOrderImbalanceListener()

constructor

function addHandler

inline void addHandler(
    MamdaOrderImbalanceHandler handler
)

Parameters:

• handler - the handler to be registered.

addHandler - Registers handler interested in receiving update update and recap events. Currently only one handler can and must be registered.

function getHighIndicationPrice

inline MamaPrice getHighIndicationPrice()

Return: mHighIndicationPrice

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getHighIndicationPrice

getHighIndicationPrice - Returns the high indication price of the imbalance order.

function getLowIndicationPrice

inline MamaPrice getLowIndicationPrice()

Return: mLowIndicationPrice

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getLowIndicationPrice

getLowIndicationPrice - Returns the low indication price of the imbalance order.

function getImbalancePrice

inline MamaPrice getImbalancePrice()

Return: mIndicationPrice

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getImbalancePrice

getImbalancePrice - Returns the indication price for the imbalance order.

function getBuyVolume

inline long getBuyVolume()

Return: mBuyVolume

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getBuyVolume

getBuyVolume - Returns the buy volume of the imbalance order

function getSellVolume

inline long getSellVolume()

Return: mSellVolume

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getSellVolume

getSellVolume - Returns the sell volume of the imbalance order

function getMatchVolume

inline long getMatchVolume()

Return: mMatchVolume

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getMatchVolume

getMatchVolume - Returns the match volume of the imbalance order

function getImbalanceState

inline String getImbalanceState()

Return: mSecurityStatusQual

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getImbalanceState

getImbalanceState - Returns the order imbalance state

function getMatchPrice

inline MamaPrice getMatchPrice()

Return: mInsideMatchPrice

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getMatchPrice

getMatchPrice - Returns the match price for the imbalance order.

function getFarClearingPrice

inline MamaPrice getFarClearingPrice()

Return: mFarClearingPrice

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getFarClearingPrice

getFarClearingPrice - Returns the far clearing price for the imbalance order.

function getNearClearingPrice

inline MamaPrice getNearClearingPrice()

Return: mNearClearingPrice

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getNearClearingPrice

getNearClearingPrice - Returns the near clearing price for the imbalance order.

function getNoClearingPrice

inline char getNoClearingPrice()

Return: mNoClearingPrice

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getNoClearingPrice

getNoClearingPrice - Returns the no clearing price for the imbalance order.

function getPriceVarInd

inline char getPriceVarInd()

Return: mPriceVarInd

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getPriceVarInd

getPriceVarInd -

function getCrossType

inline char getCrossType()

Return: Returns the CrossType.

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getCrossType

function getEventTime

inline MamaDateTime getEventTime()

See: MamdaBasicEvent::getEventTime

Return: mEventTime

Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventTime

getEventTime

function getEventSeqNum

inline long getEventSeqNum()

See: MamdaBasicEvent::getEventSeqNum

Return: mEventSeqNum

Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventSeqNum

getEventSeqNum

function getActivityTime

inline MamaDateTime getActivityTime()

See: MamdaBasicEvent::getActivityTime

Return: mActTime

Reimplements: com::wombat::mamda::MamdaBasicEvent::getActivityTime

getActivityTime

function getSrcTime

inline MamaDateTime getSrcTime()

See: MamdaBasicEvent::getSrcTime

Return: mSrcTime

Reimplements: com::wombat::mamda::MamdaBasicEvent::getSrcTime

getSrcTime

function getSendTime

inline MamaDateTime getSendTime()

Return: mSendTime

Reimplements: com::wombat::mamda::MamdaBasicRecap::getSendTime

getSendTime

function getLineTime

inline MamaDateTime getLineTime()

Return: mLineTime

Reimplements: com::wombat::mamda::MamdaBasicRecap::getLineTime

getLineTime

function getMsgType

inline int getMsgType()

Return: mMsgType

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getMsgType

getMsgType

function getIssueSymbol

inline String getIssueSymbol()

Return: mIssueSymbol

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getIssueSymbol

getIssueSymbol

function getPartId

inline String getPartId()

Return: mPartId

Reimplements: com::wombat::mamda::MamdaBasicRecap::getPartId

getPartId

function getSymbol

inline String getSymbol()

Return: mSymbol

Reimplements: com::wombat::mamda::MamdaBasicRecap::getSymbol

getSymbol

function getSeqNum

inline int getSeqNum()

Return: mSeqNum

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getSeqNum

getSeqNum

function getSecurityStatusOrig

inline String getSecurityStatusOrig()

Return: mSecurityStatusOrig

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getSecurityStatusOrig

getSecurityStatusOrig

function getSecurityStatusTime

inline MamaDateTime getSecurityStatusTime()

Return: mSecurityStatusTime

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getSecurityStatusTime

getSecurityStatusTime

function getAuctionTime

inline MamaDateTime getAuctionTime()

Return: mAuctionTime

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getAuctionTime

getAuctionTime

function getHighIndicationPriceFieldState

inline short getHighIndicationPriceFieldState()

Return: mHighIndicationPriceFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getHighIndicationPriceFieldState

getHighIndicationPriceFieldState - Returns the high indication price of the imbalance order.

function getLowIndicationPriceFieldState

inline short getLowIndicationPriceFieldState()

Return: mLowIndicationPriceFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getLowIndicationPriceFieldState

getLowIndicationPriceFieldState - Returns the low indication price of the imbalance order.

function getImbalancePriceFieldState

inline short getImbalancePriceFieldState()

Return: mIndicationPriceFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getImbalancePriceFieldState

getImbalancePriceFieldState - Returns the indication price for the imbalance order.

function getBuyVolumeFieldState

inline short getBuyVolumeFieldState()

Return: mBuyVolumeFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getBuyVolumeFieldState

getBuyVolumeFieldState - Returns the buy volume of the imbalance order

function getSellVolumeFieldState

inline short getSellVolumeFieldState()

Return: mSellVolumeFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getSellVolumeFieldState

getSellVolumeFieldState - Returns the sell volume of the imbalance order

function getMatchVolumeFieldState

inline short getMatchVolumeFieldState()

Return: mMatchVolume

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getMatchVolumeFieldState

getMatchVolumeFieldState - Returns the match volume of the imbalance order

function getImbalanceStateFieldState

inline short getImbalanceStateFieldState()

Return: mSecurityStatusQual

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getImbalanceStateFieldState

getImbalanceStateFieldState - Returns the order imbalance state

function getMatchPriceFieldState

inline short getMatchPriceFieldState()

Return: mInsideMatchPrice

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getMatchPriceFieldState

getMatchPriceFieldState - Returns the match price for the imbalance order.

function getFarClearingPriceFieldState

inline short getFarClearingPriceFieldState()

Return: mFarClearingPriceFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getFarClearingPriceFieldState

getFarClearingPriceFieldState - Returns the far clearing price for the imbalance order.

function getNearClearingPriceFieldState

inline short getNearClearingPriceFieldState()

Return: mNearClearingPriceFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getNearClearingPriceFieldState

getNearClearingPriceFieldState - Returns the near clearing price for the imbalance order.

function getNoClearingPriceFieldState

inline short getNoClearingPriceFieldState()

Return: mNoClearingPriceFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getNoClearingPriceFieldState

getNoClearingPriceFieldState - Returns the no clearing price for the imbalance order.

function getPriceVarIndFieldState

inline short getPriceVarIndFieldState()

Return: mPriceVarIndFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getPriceVarIndFieldState

getPriceVarIndFieldState -

function getCrossTypeFieldState

inline short getCrossTypeFieldState()

Return: mCrossType

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getCrossTypeFieldState

getCrossType return the imbalance cross type

function getEventTimeFieldState

inline short getEventTimeFieldState()

See: MamdaBasicEvent::getEventTimeFieldState

Return: mEventTimeFieldState

Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventTimeFieldState

getEventTimeFieldState

function getEventSeqNumFieldState

inline short getEventSeqNumFieldState()

See: MamdaBasicEvent::getEventSeqNumFieldState

Return: mEventSeqNumFieldState

Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventSeqNumFieldState

getEventSeqNumFieldState

function getActivityTimeFieldState

inline short getActivityTimeFieldState()

See: MamdaBasicEvent::getActivityTimeFieldState

Return: mActTimeFieldState

Reimplements: com::wombat::mamda::MamdaBasicEvent::getActivityTimeFieldState

getActivityTimeFieldState

function getSrcTimeFieldState

inline short getSrcTimeFieldState()

See: MamdaBasicEvent::getSrcTimeFieldState

Return: mSrcTimeFieldState

Reimplements: com::wombat::mamda::MamdaBasicEvent::getSrcTimeFieldState

getSrcTimeFieldState

function getSendTimeFieldState

inline short getSendTimeFieldState()

Return: mSendTimeFieldState

Reimplements: com::wombat::mamda::MamdaBasicRecap::getSendTimeFieldState

getSendTimeFieldState

function getLineTimeFieldState

inline short getLineTimeFieldState()

Return: mLineTimeFieldState

Reimplements: com::wombat::mamda::MamdaBasicRecap::getLineTimeFieldState

getLineTimeFieldState

function getMsgTypeFieldState

inline short getMsgTypeFieldState()

Return: mMsgTypeFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getMsgTypeFieldState

getMsgTypeFieldState

function getIssueSymbolFieldState

inline short getIssueSymbolFieldState()

Return: mIssueSymbolFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getIssueSymbolFieldState

getIssueSymbolFieldState

function getPartIdFieldState

inline short getPartIdFieldState()

Return: mPartIdFieldState

Reimplements: com::wombat::mamda::MamdaBasicRecap::getPartIdFieldState

getPartIdFieldState

function getSymbolFieldState

inline short getSymbolFieldState()

Return: mSymbolFieldState

Reimplements: com::wombat::mamda::MamdaBasicRecap::getSymbolFieldState

getSymbolFieldState

function getSeqNumFieldState

inline short getSeqNumFieldState()

Return: mSeqNumFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getSeqNumFieldState

getSeqNumFieldState

function getSecurityStatusOrigFieldState

inline short getSecurityStatusOrigFieldState()

Return: mSecurityStatusOrigFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getSecurityStatusOrigFieldState

getSecurityStatusOrigFieldState

function getSecurityStatusTimeFieldState

inline short getSecurityStatusTimeFieldState()

Return: mSecurityStatusTimeFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getSecurityStatusTimeFieldState

getSecurityStatusTimeFieldState

function getAuctionTimeFieldState

inline short getAuctionTimeFieldState()

Return: mAuctionTimeFieldState

Reimplements: com::wombat::mamda::MamdaOrderImbalanceRecap::getAuctionTimeFieldState

getAuctionTimeFieldState

function getImbalanceSide

inline MamdaOrderImbalanceSide getImbalanceSide()

Return: mSide

getImbalanceSide- Returns the imbalance side of the imbalance order. This is determined by the Buy and Sell Volumes.

function getImbalanceVolume

inline long getImbalanceVolume()

Return: long

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

function onMsg

inline void onMsg(
    MamdaSubscription subscription,
    final MamaMsg msg,
    short msgType
)

Reimplements: com::wombat::mamda::MamdaMsgListener::onMsg

Implementation of MamdaListener interface.

Protected Attributes Documentation

variable orderImbalanceCache

final MamdaOrderImbalanceCache orderImbalanceCache = new 
                                             MamdaOrderImbalanceCache ();

Updated on 2023-03-31 at 15:30:33 +0100