com::wombat::mamda::orderbook::MamdaOrderBookBasicDelta

Inherited by com.wombat.mamda.orderbook.MamdaOrderBookSimpleDelta

Public Functions

	Name
	MamdaOrderBookBasicDelta()
	MamdaOrderBookBasicDelta(MamdaOrderBookBasicDelta source)
void	clear()
void	set(MamdaOrderBookEntry entry, MamdaOrderBookPriceLevel level, double plDeltaSize, char plAction, char entryAction)
void	setPriceLevel(MamdaOrderBookPriceLevel level)
void	setPlDeltaAction(char action)
MamdaOrderBookPriceLevel	getPriceLevel()
MamdaOrderBookEntry	getEntry()
double	getPlDeltaSize()
char	getPlDeltaAction()
char	getEntryDeltaAction()
MamdaOrderBook	getOrderBook()
void	dump(OutputStream output)
void	dump()

Detailed Description

class com::wombat::mamda::orderbook::MamdaOrderBookBasicDelta;

MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta. A basic delta is one that affects a single order book entry.

Public Functions Documentation

function MamdaOrderBookBasicDelta

inline MamdaOrderBookBasicDelta()

function MamdaOrderBookBasicDelta

inline MamdaOrderBookBasicDelta(
    MamdaOrderBookBasicDelta source
)

function clear

inline void clear()

Clear the delta.

function set

inline void set(
    MamdaOrderBookEntry entry,
    MamdaOrderBookPriceLevel level,
    double plDeltaSize,
    char plAction,
    char entryAction
)

Parameters:

entry The entry
level The level
plDeltaSize The delta size
plAction The price level action
entryAction The entry action

Set the delta info.

function setPriceLevel

inline void setPriceLevel(
    MamdaOrderBookPriceLevel level
)

Parameters:

level The price level to be associated with.

Set the MamdaOrderBookPriceLevel object to which this entry belongs. This method is invoked internally, by the MAMDA API, when an entry is added to a price level.

function setPlDeltaAction

inline void setPlDeltaAction(
    char action
)

Parameters:

action The price level action.

Set the delta action with respect to the price level.

function getPriceLevel

inline MamdaOrderBookPriceLevel getPriceLevel()

Return: The price level.

Get the MamdaOrderBookPriceLevel object related to this basic delta.

function getEntry

inline MamdaOrderBookEntry getEntry()

Return: The entry.

Get the MamdaOrderBookEntry object related to this basic delta.

function getPlDeltaSize

inline double getPlDeltaSize()

Return: The price level size delta.

Get the difference in size for the price level.

function getPlDeltaAction

inline char getPlDeltaAction()

Return: The price level action.

Get the delta action with respect to the price level.

function getEntryDeltaAction

inline char getEntryDeltaAction()

Return: The entry action.

Get the delta action with respect to the entry.

function getOrderBook

inline MamdaOrderBook getOrderBook()

Return: The order book related to this delta.

Get the MamdaOrderBook object to which this delta belongs.

function dump

inline void dump(
    OutputStream output
)

Parameters:

output The OutputStream to write the update to.

Dump the simple update to the output stream.

function dump

inline void dump()

Dump the simple update to the output stream.

Updated on 2023-03-31 at 15:30:38 +0100