| Name | |
|---|---|
| MamdaOrderBookWriter() | |
| void | BookWriterClear() |
| void | populateMsg(MamaMsg msg, MamdaOrderBookComplexDelta delta) |
| void | populateMsg(MamaMsg msg, MamdaOrderBookSimpleDelta delta) |
| void | populateMsg(MamaMsg msg, MamdaOrderBook book) |
| void | addSimpleDeltaFields(MamaMsg msg, MamdaOrderBookSimpleDelta delta) |
| void | addComplexDeltaFields(MamaMsg msg, MamdaOrderBookComplexDelta delta) |
| void | addBookLevel(MamaMsg msg, MamdaOrderBookPriceLevel level, double plDeltaSize, char plDeltaAction, MamaDateTime bookTime) |
| void | addBookLevels(MamaMsg msg, MamdaOrderBook book) |
| void | addBookEntry(MamaMsg msg, MamdaOrderBookEntry entry, char entryDeltaAction, MamaDateTime plTime) |
| void | addBookLevelEntries(MamaMsg plMsg, MamdaOrderBookPriceLevel level) |
| Name | |
|---|---|
| BookMsgHolder | mPriceLevels |
| BookMsgHolder | mEntries |
| char | defaultPlAction |
| char | defaultPlSide |
| char | defaultEntryAction |
| int | defaultNumEntries |
| int | defaultNumAttachedEntries |
inline MamdaOrderBookWriter()
inline void BookWriterClear()
inline void populateMsg(
MamaMsg msg,
MamdaOrderBookComplexDelta delta
)
inline void populateMsg(
MamaMsg msg,
MamdaOrderBookSimpleDelta delta
)
inline void populateMsg(
MamaMsg msg,
MamdaOrderBook book
)
inline void addSimpleDeltaFields(
MamaMsg msg,
MamdaOrderBookSimpleDelta delta
)
inline void addComplexDeltaFields(
MamaMsg msg,
MamdaOrderBookComplexDelta delta
)
inline void addBookLevel(
MamaMsg msg,
MamdaOrderBookPriceLevel level,
double plDeltaSize,
char plDeltaAction,
MamaDateTime bookTime
)
inline void addBookLevels(
MamaMsg msg,
MamdaOrderBook book
)
inline void addBookEntry(
MamaMsg msg,
MamdaOrderBookEntry entry,
char entryDeltaAction,
MamaDateTime plTime
)
inline void addBookLevelEntries(
MamaMsg plMsg,
MamdaOrderBookPriceLevel level
)
BookMsgHolder mPriceLevels = null;
BookMsgHolder mEntries = null;
static char defaultPlAction = MamdaOrderBookTypes.MAMDA_BOOK_ACTION_ADD;
static char defaultPlSide = MamdaOrderBookTypes.MAMDA_BOOK_SIDE_BID;
static char defaultEntryAction = MamdaOrderBookTypes.MAMDA_BOOK_ACTION_DELETE;
static int defaultNumEntries = 1;
static int defaultNumAttachedEntries = 1;
Updated on 2023-03-31 at 15:30:39 +0100