com::wombat::mamda::orderbook::MamdaOrderBookComplexDelta

Inherits from com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList, com.wombat.mamda.MamdaBasicEvent

Inherited by com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta

Additional inherited members

Public Functions inherited from com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList

	Name
	MamdaOrderBookBasicDeltaList()
void	clear()
void	setKeepBasicDeltas(boolean keep)
int	getModifiedSides()
void	add(MamdaOrderBookEntry entry, MamdaOrderBookPriceLevel level, double plDeltaSize, char plAction, char entryAction)
MamdaOrderBook	getOrderBook()
long	getSize()
void	dump(OutputStream output)
void	dump()
Iterator	iterator()

Public Attributes inherited from com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList

	Name
final int	MOD_SIDES_NONE
final int	MOD_SIDES_BID
final int	MOD_SIDES_ASK
final int	MOD_SIDES_BID_AND_ASK

Public Functions inherited from com.wombat.mamda.MamdaBasicEvent

	Name
MamaDateTime	getSrcTime()
short	getSrcTimeFieldState()
MamaDateTime	getActivityTime()
short	getActivityTimeFieldState()
long	getEventSeqNum()
short	getEventSeqNumFieldState()
MamaDateTime	getEventTime()
short	getEventTimeFieldState()

Detailed Description

class com::wombat::mamda::orderbook::MamdaOrderBookComplexDelta;

MamdaOrderBookComplexDelta is a class that saves information about a complex order book delta. A complex delta involves multiple entries and/or price levels. For example, a modified order may involve a price change that means moving an entry from one price level to another. A complex delta is made up of several simple deltas, which can be iterated over by methods provided in the class.

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