Classes Files

com::wombat::mamda::orderbook::MamdaOrderBookWriter

Public Functions

  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)

Public Attributes

  Name
BookMsgHolder mPriceLevels
BookMsgHolder mEntries
char defaultPlAction
char defaultPlSide
char defaultEntryAction
int defaultNumEntries
int defaultNumAttachedEntries

Public Functions Documentation

function MamdaOrderBookWriter

inline MamdaOrderBookWriter()

function BookWriterClear

inline void BookWriterClear()

function populateMsg

inline void populateMsg(
    MamaMsg msg,
    MamdaOrderBookComplexDelta delta
)

function populateMsg

inline void populateMsg(
    MamaMsg msg,
    MamdaOrderBookSimpleDelta delta
)

function populateMsg

inline void populateMsg(
    MamaMsg msg,
    MamdaOrderBook book
)

function addSimpleDeltaFields

inline void addSimpleDeltaFields(
    MamaMsg msg,
    MamdaOrderBookSimpleDelta delta
)

function addComplexDeltaFields

inline void addComplexDeltaFields(
    MamaMsg msg,
    MamdaOrderBookComplexDelta delta
)

function addBookLevel

inline void addBookLevel(
    MamaMsg msg,
    MamdaOrderBookPriceLevel level,
    double plDeltaSize,
    char plDeltaAction,
    MamaDateTime bookTime
)

function addBookLevels

inline void addBookLevels(
    MamaMsg msg,
    MamdaOrderBook book
)

function addBookEntry

inline void addBookEntry(
    MamaMsg msg,
    MamdaOrderBookEntry entry,
    char entryDeltaAction,
    MamaDateTime plTime
)

function addBookLevelEntries

inline void addBookLevelEntries(
    MamaMsg plMsg,
    MamdaOrderBookPriceLevel level
)

Public Attributes Documentation

variable mPriceLevels

BookMsgHolder mPriceLevels = null;

variable mEntries

BookMsgHolder mEntries = null;

variable defaultPlAction

static char defaultPlAction = MamdaOrderBookTypes.MAMDA_BOOK_ACTION_ADD;

variable defaultPlSide

static char defaultPlSide = MamdaOrderBookTypes.MAMDA_BOOK_SIDE_BID;

variable defaultEntryAction

static char defaultEntryAction = MamdaOrderBookTypes.MAMDA_BOOK_ACTION_DELETE;

variable defaultNumEntries

static int defaultNumEntries = 1;

variable defaultNumAttachedEntries

static int defaultNumAttachedEntries = 1;

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