Inherits from com.wombat.mamda.MamdaMsgListener, com.wombat.mamda.MamdaSecurityStatusRecap, com.wombat.mamda.MamdaSecurityStatusUpdate, com.wombat.mamda.MamdaBasicRecap, com.wombat.mamda.MamdaBasicEvent
Name | |
---|---|
final MamdaSecurityStatusCache | securityStatusCache |
class com::wombat::mamda::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.
Note: The MamdaSecurityStatusListener class caches some field values. Among other reasons, caching of these fields makes it possible to provide complete certain callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.
inline MamdaSecurityStatusListener()
Create a specialized trade listener. This listener handles trade reports, trade recaps, trade errors/cancels, trade corrections, and trade gap notifications.
inline void addHandler(
MamdaSecurityStatusHandler handler
)
Add a specialized trade handler. Currently, only one handler can (and must) be registered.
inline void clearCache(
MamdaSecurityStatusCache cache
)
inline MamaDateTime getSrcTime()
Return: Source time. Typically, the exchange generated feed time stamp. This is often the same as the “event time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.
Reimplements: com::wombat::mamda::MamdaBasicEvent::getSrcTime
inline MamaDateTime getActivityTime()
Return: Activity time. A feed handler generated time stamp representing when the data item was last updated.
Reimplements: com::wombat::mamda::MamdaBasicEvent::getActivityTime
inline MamaDateTime getSendTime()
Return: Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware).
Reimplements: com::wombat::mamda::MamdaBasicRecap::getSendTime
Get the send time of the update.
inline MamaDateTime getLineTime()
Return: Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.
Reimplements: com::wombat::mamda::MamdaBasicRecap::getLineTime
Get the line time of the update.
inline long getEventSeqNum()
Return: Source sequence number. The exchange generated sequence number.
Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventSeqNum
inline MamaDateTime getEventTime()
Return: Event time. Typically, when the event actually occurred. This is often the same as the “source time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.
Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventTime
inline String getPartId()
Return: Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).
Reimplements: com::wombat::mamda::MamdaBasicRecap::getPartId
Get the participant identifier.
inline String getSymbol()
Return: Symbol. This is the “well-known” symbol for the security, including any symbology mapping performed by the publisher.
Reimplements: com::wombat::mamda::MamdaBasicRecap::getSymbol
Get the string symbol for the instrument.
inline long getSecurityStatus()
See: MamdaSecurityStatusUpdate::getSecurityStatus()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatus
inline long getSecurityStatusQualifier()
See: MamdaSecurityStatusUpdate::getSecurityStatusQualifier()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifier
inline char getShortSaleCircuitBreaker()
See: MamdaSecurityStatusUpdate::getShortSaleCircuitBreaker()
Return: ShortSaleCircuitBreaker
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getShortSaleCircuitBreaker
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker
inline short getSecurityStatusEnum()
See: MamdaSecurityStatusUpdate::getSecurityStatusEnum()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusEnum
inline short getSecurityStatusQualifierEnum()
See: MamdaSecurityStatusUpdate::getSecurityStatusQualifierEnum()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifierEnum
inline String getSecurityStatusStr()
See: MamdaSecurityStatusUpdate::getSecurityStatusStr()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusStr
inline String getSecurityStatusQualifierStr()
See: MamdaSecurityStatusUpdate::getSecurityStatusQualifierStr()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifierStr
inline String getSecurityStatusOrigStr()
See: MamdaSecurityStatusUpdate::getSecurityStatusOrigStr()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusOrigStr
inline String getReason()
See: MamdaSecurityStatusUpdate::getReason()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getReason
inline MamaDateTime getLuldTime()
See: MamdaSecurityStatusUpdate::getLuldTime()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldTime
inline char getLuldIndicator()
See: MamdaSecurityStatusUpdate::getLuldIndicator()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldIndicator
inline MamaPrice getLuldHighLimit()
See: MamdaSecurityStatusUpdate::getLuldHighLimit()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldHighLimit
inline MamaPrice getLuldLowLimit()
See: MamdaSecurityStatusUpdate::getLuldLowLimit()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldLowLimit
inline short getSrcTimeFieldState()
Reimplements: com::wombat::mamda::MamdaBasicEvent::getSrcTimeFieldState
return Source time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
inline short getActivityTimeFieldState()
Reimplements: com::wombat::mamda::MamdaBasicEvent::getActivityTimeFieldState
return Activity time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
inline short getSendTimeFieldState()
Return: send time Field State
Reimplements: com::wombat::mamda::MamdaBasicRecap::getSendTimeFieldState
inline short getLineTimeFieldState()
Return: line time Field State
Reimplements: com::wombat::mamda::MamdaBasicRecap::getLineTimeFieldState
inline short getShortSaleCircuitBreakerFieldState()
Return: Returns the FieldState, always MODIFIED.
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getShortSaleCircuitBreakerFieldState
inline short getEventSeqNumFieldState()
Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventSeqNumFieldState
return source sequence number Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
inline short getEventTimeFieldState()
Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventTimeFieldState
return event time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
inline short getPartIdFieldState()
Return: participant ID Field State
Reimplements: com::wombat::mamda::MamdaBasicRecap::getPartIdFieldState
inline short getSymbolFieldState()
Return: symbol Field State
Reimplements: com::wombat::mamda::MamdaBasicRecap::getSymbolFieldState
inline short getSecurityStatusFieldState()
Return: the security status Field State
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusFieldState
inline short getSecurityStatusQualifierFieldState()
Return: the security status Field State
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifierFieldState
inline short getSecurityStatusEnumFieldState()
Return: the security status Field State
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusEnumFieldState
inline short getSecurityStatusQualifierEnumFieldState()
Return: the security status qualifier enum Field State
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifierEnumFieldState
inline short getSecurityStatusStrFieldState()
Return: the security status string Field State
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusStrFieldState
inline short getSecurityStatusQualifierStrFieldState()
Return: the security status qualifier string Field State
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifierStrFieldState
inline short getSecurityStatusOrigStrFieldState()
Return: the security status orig string Field State
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusOrigStrFieldState
inline short getReasonFieldState()
Return: the reason Field State
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getReasonFieldState
inline short getLuldIndicatorFieldState()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldIndicatorFieldState
return the Limit Up Limit Down Indicator Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
inline short getLuldTimeFieldState()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldTimeFieldState
return the Limit Up Limit Down Time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
inline short getLuldHighLimitFieldState()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldHighLimitFieldState
return the Limit Up Limit Down High Limit Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
inline short getLuldLowLimitFieldState()
Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldLowLimitFieldState
return the Limit Up Limit Down Low Limit Field State MODIFIED (2) value indicates the field was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated
inline void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
short msgType
)
Reimplements: com::wombat::mamda::MamdaMsgListener::onMsg
Implementation of MamdaListener interface.
inline String getFieldAsString(
MamaMsgField field
)
final MamdaSecurityStatusCache securityStatusCache =
new MamdaSecurityStatusCache ();
Updated on 2023-03-31 at 15:30:34 +0100