com::wombat::mamda::orderbook::MamdaOrderBookFields

Inherits from com.wombat.mamda.MamdaFields

Public Functions

	Name
void	setDictionary(final MamaDictionary dictionary, final Properties properties)
int	getNumLevelFields()
int	getNumEntryFields()
boolean	getHasVectorFields()
boolean	getHasFixedLevelFields()
int	getMaxFid()
boolean	isSet()
void	reset()

Public Attributes

	Name
MamaFieldDescriptor	SRC_TIME
MamaFieldDescriptor	ACTIVITY_TIME
MamaFieldDescriptor	PART_ID
MamaFieldDescriptor	SEQNUM
MamaFieldDescriptor	BOOK_TIME
MamaFieldDescriptor	NUM_LEVELS
MamaFieldDescriptor	BOOK_PROPERTIES
MamaFieldDescriptor	BOOK_PROP_MSG_TYPE
MamaFieldDescriptor	PRICE_LEVELS
MamaFieldDescriptor	PL_ACTION
MamaFieldDescriptor	PL_PRICE
MamaFieldDescriptor	PL_SIDE
MamaFieldDescriptor	PL_SIZE
MamaFieldDescriptor	PL_SIZE_CHANGE
MamaFieldDescriptor	PL_TIME
MamaFieldDescriptor	PL_NUM_ENTRIES
MamaFieldDescriptor	PL_NUM_ATTACH
MamaFieldDescriptor	PL_ENTRIES
MamaFieldDescriptor	PL_PROPERTIES
MamaFieldDescriptor	PL_PROP_MSG_TYPE
MamaFieldDescriptor	ENTRY_ID
MamaFieldDescriptor	ENTRY_ACTION
MamaFieldDescriptor	ENTRY_REASON
MamaFieldDescriptor	ENTRY_SIZE
MamaFieldDescriptor	ENTRY_TIME
MamaFieldDescriptor	ENTRY_STATUS
MamaFieldDescriptor	ENTRY_POSITION
MamaFieldDescriptor	ENTRY_PROPERTIES
MamaFieldDescriptor	ENTRY_PROP_MSG_TYPE
MamaFieldDescriptor[]	PRICE_LEVEL
MamaFieldDescriptor[]	PL_ENTRY
MamaFieldDescriptor	BID_MARKET_ORDERS
MamaFieldDescriptor	ASK_MARKET_ORDERS
MamaFieldDescriptor	BOOK_TYPE
MamaDictionary	theDictionary

Additional inherited members

Protected Functions inherited from com.wombat.mamda.MamdaFields

	Name
String	lookupFieldName(Properties properties, String defaultFieldName)

Detailed Description

class com::wombat::mamda::orderbook::MamdaOrderBookFields;

Maintains a cache of common orderbook related field descriptors.

Public Functions Documentation

function setDictionary

static inline void setDictionary(
    final MamaDictionary dictionary,
    final Properties properties
)

Parameters:

dictionary A reference to a valid MamaDictionary
properties A Properties object containing field mappings. (See MamdaFields for more information)

Set the dictionary for common orderbook fields. Maintains a cache of MamaFieldDescriptors for common orderbook related fields. The properties parameter allows users of the API to map the common dictionary names to something else if they are being published under different names.

function getNumLevelFields

static inline int getNumLevelFields()

Internal. Returns the number of fixed (non-vector) price level fields.

function getNumEntryFields

static inline int getNumEntryFields()

Internal. Returns the number of fixed (non-vector) entry fields.

function getHasVectorFields

static inline boolean getHasVectorFields()

Internal. Returns whether the dictionary contains vector fields (important when unpacking order book messages).

function getHasFixedLevelFields

static inline boolean getHasFixedLevelFields()

Internal. Returns whether the dictionary contains fixed price level fields (important when unpacking order book messages).

function getMaxFid

static inline int getMaxFid()

function isSet

static inline boolean isSet()

function reset

static inline void reset()

Reset the dictionary for order book update fields.

Public Attributes Documentation

variable SRC_TIME

static MamaFieldDescriptor SRC_TIME = null;

variable ACTIVITY_TIME

static MamaFieldDescriptor ACTIVITY_TIME = null;

variable PART_ID

static MamaFieldDescriptor PART_ID = null;

variable SEQNUM

static MamaFieldDescriptor SEQNUM = null;

variable BOOK_TIME

static MamaFieldDescriptor BOOK_TIME = null;

variable NUM_LEVELS

static MamaFieldDescriptor NUM_LEVELS = null;

variable BOOK_PROPERTIES

static MamaFieldDescriptor BOOK_PROPERTIES = null;

variable BOOK_PROP_MSG_TYPE

static MamaFieldDescriptor BOOK_PROP_MSG_TYPE = null;

variable PRICE_LEVELS

static MamaFieldDescriptor PRICE_LEVELS = null;

variable PL_ACTION

static MamaFieldDescriptor PL_ACTION = null;

variable PL_PRICE

static MamaFieldDescriptor PL_PRICE = null;

variable PL_SIDE

static MamaFieldDescriptor PL_SIDE = null;

variable PL_SIZE

static MamaFieldDescriptor PL_SIZE = null;

variable PL_SIZE_CHANGE

static MamaFieldDescriptor PL_SIZE_CHANGE = null;

variable PL_TIME

static MamaFieldDescriptor PL_TIME = null;

variable PL_NUM_ENTRIES

static MamaFieldDescriptor PL_NUM_ENTRIES = null;

variable PL_NUM_ATTACH

static MamaFieldDescriptor PL_NUM_ATTACH = null;

variable PL_ENTRIES

static MamaFieldDescriptor PL_ENTRIES = null;

variable PL_PROPERTIES

static MamaFieldDescriptor PL_PROPERTIES = null;

variable PL_PROP_MSG_TYPE

static MamaFieldDescriptor PL_PROP_MSG_TYPE = null;

variable ENTRY_ID

static MamaFieldDescriptor ENTRY_ID = null;

variable ENTRY_ACTION

static MamaFieldDescriptor ENTRY_ACTION = null;

variable ENTRY_REASON

static MamaFieldDescriptor ENTRY_REASON = null;

variable ENTRY_SIZE

static MamaFieldDescriptor ENTRY_SIZE = null;

variable ENTRY_TIME

static MamaFieldDescriptor ENTRY_TIME = null;

variable ENTRY_STATUS

static MamaFieldDescriptor ENTRY_STATUS = null;

variable ENTRY_POSITION

static MamaFieldDescriptor ENTRY_POSITION = null;

variable ENTRY_PROPERTIES

static MamaFieldDescriptor ENTRY_PROPERTIES = null;

variable ENTRY_PROP_MSG_TYPE

static MamaFieldDescriptor ENTRY_PROP_MSG_TYPE = null;

variable PRICE_LEVEL

static MamaFieldDescriptor[] PRICE_LEVEL = null;

variable PL_ENTRY

static MamaFieldDescriptor[] PL_ENTRY = null;

variable BID_MARKET_ORDERS

static MamaFieldDescriptor BID_MARKET_ORDERS = null;

variable ASK_MARKET_ORDERS

static MamaFieldDescriptor ASK_MARKET_ORDERS = null;

variable BOOK_TYPE

static MamaFieldDescriptor BOOK_TYPE = null;

variable theDictionary

static MamaDictionary theDictionary = null;

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