Classes Files

com::wombat::mamda::MamdaSecurityStatusListener

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Inherits from com.wombat.mamda.MamdaMsgListener, com.wombat.mamda.MamdaSecurityStatusRecap, com.wombat.mamda.MamdaSecurityStatusUpdate, com.wombat.mamda.MamdaBasicRecap, com.wombat.mamda.MamdaBasicEvent

Public Functions

  Name
  MamdaSecurityStatusListener()
void addHandler(MamdaSecurityStatusHandler handler)
void clearCache(MamdaSecurityStatusCache cache)
MamaDateTime getSrcTime()
MamaDateTime getActivityTime()
MamaDateTime getSendTime()
MamaDateTime getLineTime()
long getEventSeqNum()
MamaDateTime getEventTime()
String getPartId()
String getSymbol()
long getSecurityStatus()
long getSecurityStatusQualifier()
char getShortSaleCircuitBreaker()
short getSecurityStatusEnum()
short getSecurityStatusQualifierEnum()
String getSecurityStatusStr()
String getSecurityStatusQualifierStr()
String getSecurityStatusOrigStr()
String getReason()
MamaDateTime getLuldTime()
char getLuldIndicator()
MamaPrice getLuldHighLimit()
MamaPrice getLuldLowLimit()
short getSrcTimeFieldState()
short getActivityTimeFieldState()
short getSendTimeFieldState()
short getLineTimeFieldState()
short getShortSaleCircuitBreakerFieldState()
short getEventSeqNumFieldState()
short getEventTimeFieldState()
short getPartIdFieldState()
short getSymbolFieldState()
short getSecurityStatusFieldState()
short getSecurityStatusQualifierFieldState()
short getSecurityStatusEnumFieldState()
short getSecurityStatusQualifierEnumFieldState()
short getSecurityStatusStrFieldState()
short getSecurityStatusQualifierStrFieldState()
short getSecurityStatusOrigStrFieldState()
short getReasonFieldState()
short getLuldIndicatorFieldState()
short getLuldTimeFieldState()
short getLuldHighLimitFieldState()
short getLuldLowLimitFieldState()
void onMsg(MamdaSubscription subscription, MamaMsg msg, short msgType)
String getFieldAsString(MamaMsgField field)

Protected Attributes

  Name
final MamdaSecurityStatusCache securityStatusCache

Detailed Description

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.

Public Functions Documentation

function MamdaSecurityStatusListener

inline MamdaSecurityStatusListener()

Create a specialized trade listener. This listener handles trade reports, trade recaps, trade errors/cancels, trade corrections, and trade gap notifications.

function addHandler

inline void addHandler(
    MamdaSecurityStatusHandler handler
)

Add a specialized trade handler. Currently, only one handler can (and must) be registered.

function clearCache

inline void clearCache(
    MamdaSecurityStatusCache cache
)

function getSrcTime

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

function getActivityTime

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

function getSendTime

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.

function getLineTime

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.

function getEventSeqNum

inline long getEventSeqNum()

Return: Source sequence number. The exchange generated sequence number.

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

function getEventTime

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

function getPartId

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.

function getSymbol

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.

function getSecurityStatus

inline long getSecurityStatus()

See: MamdaSecurityStatusUpdate::getSecurityStatus()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatus

function getSecurityStatusQualifier

inline long getSecurityStatusQualifier()

See: MamdaSecurityStatusUpdate::getSecurityStatusQualifier()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifier

function getShortSaleCircuitBreaker

inline char getShortSaleCircuitBreaker()

See: MamdaSecurityStatusUpdate::getShortSaleCircuitBreaker()

Return: ShortSaleCircuitBreaker

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getShortSaleCircuitBreaker

getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker

function getSecurityStatusEnum

inline short getSecurityStatusEnum()

See: MamdaSecurityStatusUpdate::getSecurityStatusEnum()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusEnum

function getSecurityStatusQualifierEnum

inline short getSecurityStatusQualifierEnum()

See: MamdaSecurityStatusUpdate::getSecurityStatusQualifierEnum()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifierEnum

function getSecurityStatusStr

inline String getSecurityStatusStr()

See: MamdaSecurityStatusUpdate::getSecurityStatusStr()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusStr

function getSecurityStatusQualifierStr

inline String getSecurityStatusQualifierStr()

See: MamdaSecurityStatusUpdate::getSecurityStatusQualifierStr()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifierStr

function getSecurityStatusOrigStr

inline String getSecurityStatusOrigStr()

See: MamdaSecurityStatusUpdate::getSecurityStatusOrigStr()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusOrigStr

function getReason

inline String getReason()

See: MamdaSecurityStatusUpdate::getReason()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getReason

function getLuldTime

inline MamaDateTime getLuldTime()

See: MamdaSecurityStatusUpdate::getLuldTime()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldTime

function getLuldIndicator

inline char getLuldIndicator()

See: MamdaSecurityStatusUpdate::getLuldIndicator()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldIndicator

function getLuldHighLimit

inline MamaPrice getLuldHighLimit()

See: MamdaSecurityStatusUpdate::getLuldHighLimit()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldHighLimit

function getLuldLowLimit

inline MamaPrice getLuldLowLimit()

See: MamdaSecurityStatusUpdate::getLuldLowLimit()

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getLuldLowLimit

function getSrcTimeFieldState

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

function getActivityTimeFieldState

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

function getSendTimeFieldState

inline short getSendTimeFieldState()

Return: send time Field State

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

function getLineTimeFieldState

inline short getLineTimeFieldState()

Return: line time Field State

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

function getShortSaleCircuitBreakerFieldState

inline short getShortSaleCircuitBreakerFieldState()

Return: Returns the FieldState, always MODIFIED.

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getShortSaleCircuitBreakerFieldState

function getEventSeqNumFieldState

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

function getEventTimeFieldState

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

function getPartIdFieldState

inline short getPartIdFieldState()

Return: participant ID Field State

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

function getSymbolFieldState

inline short getSymbolFieldState()

Return: symbol Field State

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

function getSecurityStatusFieldState

inline short getSecurityStatusFieldState()

Return: the security status Field State

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusFieldState

function getSecurityStatusQualifierFieldState

inline short getSecurityStatusQualifierFieldState()

Return: the security status Field State

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifierFieldState

function getSecurityStatusEnumFieldState

inline short getSecurityStatusEnumFieldState()

Return: the security status Field State

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusEnumFieldState

function getSecurityStatusQualifierEnumFieldState

inline short getSecurityStatusQualifierEnumFieldState()

Return: the security status qualifier enum Field State

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifierEnumFieldState

function getSecurityStatusStrFieldState

inline short getSecurityStatusStrFieldState()

Return: the security status string Field State

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusStrFieldState

function getSecurityStatusQualifierStrFieldState

inline short getSecurityStatusQualifierStrFieldState()

Return: the security status qualifier string Field State

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusQualifierStrFieldState

function getSecurityStatusOrigStrFieldState

inline short getSecurityStatusOrigStrFieldState()

Return: the security status orig string Field State

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getSecurityStatusOrigStrFieldState

function getReasonFieldState

inline short getReasonFieldState()

Return: the reason Field State

Reimplements: com::wombat::mamda::MamdaSecurityStatusRecap::getReasonFieldState

function getLuldIndicatorFieldState

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

function getLuldTimeFieldState

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

function getLuldHighLimitFieldState

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

function getLuldLowLimitFieldState

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

function onMsg

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

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

Implementation of MamdaListener interface.

function getFieldAsString

inline String getFieldAsString(
    MamaMsgField field
)

Protected Attributes Documentation

variable securityStatusCache

final MamdaSecurityStatusCache securityStatusCache =
                                       new MamdaSecurityStatusCache ();

Updated on 2023-03-31 at 15:30:34 +0100