com::wombat::mamda::orderbook::MamdaOrderBookTypes

Public Attributes

	Name
final char	MAMDA_BOOK_ACTION_ADD
final char	MAMDA_BOOK_ACTION_UPDATE
final char	MAMDA_BOOK_ACTION_DELETE
final char	MAMDA_BOOK_ACTION_UNKNOWN
final char	MAMDA_BOOK_SIDE_BID
final char	MAMDA_BOOK_SIDE_ASK
final char	MAMDA_BOOK_SIDE_UNKNOWN
final char	MAMDA_BOOK_REASON_MODIFY
final char	MAMDA_BOOK_REASON_CANCEL
final char	MAMDA_BOOK_REASON_TRADE
final char	MAMDA_BOOK_REASON_CLOSE
final char	MAMDA_BOOK_REASON_DROP
final char	MAMDA_BOOK_REASON_MISC
final char	MAMDA_BOOK_REASON_UNKNOWN
final char	MAMDA_PROP_MSG_TYPE_UPDATE
final char	MAMDA_PROP_MSG_TYPE_RECAP
final char	MAMDA_BOOK_LEVEL_LIMIT
final char	MAMDA_BOOK_LEVEL_MARKET
final char	MAMDA_BOOK_LEVEL_UNKNOWN

Public Attributes Documentation

variable MAMDA_BOOK_ACTION_ADD

static final char MAMDA_BOOK_ACTION_ADD = 'A';

An enumeration for actions on an order book. Note: price level actions differ from entry actions because, for example, a price level message with ACTION_UPDATE may consist of entries with ACTION_ADD, ACTION_UPDATE or ACTION_DELETE.

variable MAMDA_BOOK_ACTION_UPDATE

static final char MAMDA_BOOK_ACTION_UPDATE = 'U';

A new price level.

variable MAMDA_BOOK_ACTION_DELETE

static final char MAMDA_BOOK_ACTION_DELETE = 'D';

An updated price level.

variable MAMDA_BOOK_ACTION_UNKNOWN

static final char MAMDA_BOOK_ACTION_UNKNOWN = 'Z';

A deleted price level.

variable MAMDA_BOOK_SIDE_BID

static final char MAMDA_BOOK_SIDE_BID = 'B';

Erroneous action (should not occur). An enumeration for the side order book side. “Bid” (or “buy”) orders occur on one side and “ask” (or “sell”) orders occur on the other.

variable MAMDA_BOOK_SIDE_ASK

static final char MAMDA_BOOK_SIDE_ASK = 'A';

A bid (buy) order.

variable MAMDA_BOOK_SIDE_UNKNOWN

static final char MAMDA_BOOK_SIDE_UNKNOWN = 'Z';

An ask (sell) order.

variable MAMDA_BOOK_REASON_MODIFY

static final char MAMDA_BOOK_REASON_MODIFY = 'M';

Erroneous side (should not occur). An enumeration for a reason for a change. Some of the values of Reason can mean the same thing, as far as their affect on the order book. If possible, a feed will send MODIFY, CANCEL or TRADE actions so that downstream applications that are interested in such data can handle it; other applications can treat such actions in the same way as an UPDATE action (or as a DELETE action if the size is zero).

variable MAMDA_BOOK_REASON_CANCEL

static final char MAMDA_BOOK_REASON_CANCEL = 'C';

variable MAMDA_BOOK_REASON_TRADE

static final char MAMDA_BOOK_REASON_TRADE = 'T';

variable MAMDA_BOOK_REASON_CLOSE

static final char MAMDA_BOOK_REASON_CLOSE = 'c';

variable MAMDA_BOOK_REASON_DROP

static final char MAMDA_BOOK_REASON_DROP = 'N';

variable MAMDA_BOOK_REASON_MISC

static final char MAMDA_BOOK_REASON_MISC = 'm';

variable MAMDA_BOOK_REASON_UNKNOWN

static final char MAMDA_BOOK_REASON_UNKNOWN = 'Z';

variable MAMDA_PROP_MSG_TYPE_UPDATE

static final char MAMDA_PROP_MSG_TYPE_UPDATE = 'U';

When a message contains properties (ie. for order books). The properties may either be an update or a recap. The default when the type field is not present is UPDATE

variable MAMDA_PROP_MSG_TYPE_RECAP

static final char MAMDA_PROP_MSG_TYPE_RECAP = 'R';

variable MAMDA_BOOK_LEVEL_LIMIT

static final char MAMDA_BOOK_LEVEL_LIMIT = 'L';

An enumeration for the type of level. “Limit” level orders are set at a specific price. “Market” level orders are set at the current market price.

variable MAMDA_BOOK_LEVEL_MARKET

static final char MAMDA_BOOK_LEVEL_MARKET = 'M';

variable MAMDA_BOOK_LEVEL_UNKNOWN

static final char MAMDA_BOOK_LEVEL_UNKNOWN = 'U';

Updated on 2023-03-31 at 15:30:39 +0100