com::wombat::mamda::orderbook::MamdaOrderBook::MamdaOrderBookFull

Inherits from com.wombat.mamda.orderbook.MamdaOrderBook.MamdaOrderBookImpl

Public Functions

	Name
boolean	isReadOnly()
void	clear()
MamdaOrderBookPriceLevel	findOrCreateLevel(double price, char side)
MamdaOrderBookPriceLevel	findLevel(double price, char side)
MamdaOrderBookPriceLevel	getMarketOrdersSide(char side)
MamdaOrderBookPriceLevel	getOrCreateMarketOrdersSide(char side)
void	apply(MamdaOrderBook deltaBook)
void	apply(MamdaOrderBookBasicDelta delta)
void	apply(MamdaBookAtomicLevel level)
void	apply(MamdaBookAtomicLevelEntry levelEntry)
MamdaOrderBookPriceLevel	atomicUpdateToOrderBookPriceLevel(MamdaBookAtomicLevel level)
MamdaOrderBookEntry	atomiclevelEntryToOrderBookEntry(MamdaBookAtomicLevelEntry levelEntry)
void	copy(MamdaOrderBook book)
long	getTotalNumLevels()
int	getNumBidLevels()
int	getNumAskLevels()
MamdaOrderBookPriceLevel	getLevelAtPrice(double price, char side)
MamdaOrderBookPriceLevel	getLevelAtPosition(long pos, char side)
MamdaOrderBookEntry	getEntryAtPosition(long pos, char side)
void	addLevelSideNoCopy(TreeMap bookSide, MamdaOrderBookPriceLevel level)
void	addEntry(MamdaBookAtomicLevelEntry levelEntry)
void	addEntry(MamdaOrderBookEntry entry, double price, char side, MamaDateTime eventTime, MamdaOrderBookBasicDelta delta)
void	updateEntry(MamdaBookAtomicLevelEntry levelEntry)
void	updateEntry(MamdaOrderBookEntry entry, double size, MamaDateTime eventTime, MamdaOrderBookBasicDelta delta)
void	deleteEntry(MamdaBookAtomicLevelEntry levelEntry)
void	deleteEntry(MamdaOrderBookEntry entry, MamaDateTime eventTime, MamdaOrderBookBasicDelta delta)
void	addEntriesFromBook(MamdaOrderBook book, MamdaOrderBookEntryFilter filter, MamdaOrderBookBasicDeltaList delta)
void	addPriceLevelsFromBookAsEntries(MamdaOrderBook book, String source, MamdaOrderBookBasicDeltaList delta)
void	deleteEntriesFromSource(MamaSource source, MamdaOrderBookBasicDeltaList delta)
void	detach(MamdaOrderBookPriceLevel level)
void	addLevel(MamdaOrderBookPriceLevel level)
void	updateLevel(MamdaOrderBookPriceLevel level)
void	deleteLevel(MamdaOrderBookPriceLevel level)
void	generateDeltaMsgs(boolean publish)
void	addDelta(MamdaOrderBookEntry entry, MamdaOrderBookPriceLevel level, double plDeltaSize, char plAction, char entryAction)
Iterator	bidIterator()
Iterator	askIterator()
void	setAsDeltaDifference(MamdaOrderBook lhs, MamdaOrderBook rhs)
void	setAsDeltaDeleted(MamdaOrderBook bookToDelete)
boolean	reevaluate()
int	hashCode()

Public Functions Documentation

function isReadOnly

inline boolean isReadOnly()

function clear

inline void clear()

function findOrCreateLevel

inline MamdaOrderBookPriceLevel findOrCreateLevel(
    double price,
    char side
)

function findLevel

inline MamdaOrderBookPriceLevel findLevel(
    double price,
    char side
)

function getMarketOrdersSide

inline MamdaOrderBookPriceLevel getMarketOrdersSide(
    char side
)

function getOrCreateMarketOrdersSide

inline MamdaOrderBookPriceLevel getOrCreateMarketOrdersSide(
    char side
)

function apply

inline void apply(
    MamdaOrderBook deltaBook
)

function apply

inline void apply(
    MamdaOrderBookBasicDelta delta
)

function apply

inline void apply(
    MamdaBookAtomicLevel level
)

function apply

inline void apply(
    MamdaBookAtomicLevelEntry levelEntry
)

function atomicUpdateToOrderBookPriceLevel

inline MamdaOrderBookPriceLevel atomicUpdateToOrderBookPriceLevel(
    MamdaBookAtomicLevel level
)

function atomiclevelEntryToOrderBookEntry

inline MamdaOrderBookEntry atomiclevelEntryToOrderBookEntry(
    MamdaBookAtomicLevelEntry levelEntry
)

function copy

inline void copy(
    MamdaOrderBook book
)

function getTotalNumLevels

inline long getTotalNumLevels()

function getNumBidLevels

inline int getNumBidLevels()

function getNumAskLevels

inline int getNumAskLevels()

function getLevelAtPrice

inline MamdaOrderBookPriceLevel getLevelAtPrice(
    double price,
    char side
)

function getLevelAtPosition

inline MamdaOrderBookPriceLevel getLevelAtPosition(
    long pos,
    char side
)

function getEntryAtPosition

inline MamdaOrderBookEntry getEntryAtPosition(
    long pos,
    char side
)

function addLevelSideNoCopy

inline void addLevelSideNoCopy(
    TreeMap bookSide,
    MamdaOrderBookPriceLevel level
)

function addEntry

inline void addEntry(
    MamdaBookAtomicLevelEntry levelEntry
)

function addEntry

inline void addEntry(
    MamdaOrderBookEntry entry,
    double price,
    char side,
    MamaDateTime eventTime,
    MamdaOrderBookBasicDelta delta
)

function updateEntry

inline void updateEntry(
    MamdaBookAtomicLevelEntry levelEntry
)

function updateEntry

inline void updateEntry(
    MamdaOrderBookEntry entry,
    double size,
    MamaDateTime eventTime,
    MamdaOrderBookBasicDelta delta
)

function deleteEntry

inline void deleteEntry(
    MamdaBookAtomicLevelEntry levelEntry
)

function deleteEntry

inline void deleteEntry(
    MamdaOrderBookEntry entry,
    MamaDateTime eventTime,
    MamdaOrderBookBasicDelta delta
)

function addEntriesFromBook

inline void addEntriesFromBook(
    MamdaOrderBook book,
    MamdaOrderBookEntryFilter filter,
    MamdaOrderBookBasicDeltaList delta
)

function addPriceLevelsFromBookAsEntries

inline void addPriceLevelsFromBookAsEntries(
    MamdaOrderBook book,
    String source,
    MamdaOrderBookBasicDeltaList delta
)

function deleteEntriesFromSource

inline void deleteEntriesFromSource(
    MamaSource source,
    MamdaOrderBookBasicDeltaList delta
)

function detach

inline void detach(
    MamdaOrderBookPriceLevel level
)

function addLevel

inline void addLevel(
    MamdaOrderBookPriceLevel level
)

function updateLevel

inline void updateLevel(
    MamdaOrderBookPriceLevel level
)

function deleteLevel

inline void deleteLevel(
    MamdaOrderBookPriceLevel level
)

function generateDeltaMsgs

inline void generateDeltaMsgs(
    boolean publish
)

function addDelta

inline void addDelta(
    MamdaOrderBookEntry entry,
    MamdaOrderBookPriceLevel level,
    double plDeltaSize,
    char plAction,
    char entryAction
)

function bidIterator

inline Iterator bidIterator()

function askIterator

inline Iterator askIterator()

function setAsDeltaDifference

inline void setAsDeltaDifference(
    MamdaOrderBook lhs,
    MamdaOrderBook rhs
)

function setAsDeltaDeleted

inline void setAsDeltaDeleted(
    MamdaOrderBook bookToDelete
)

function reevaluate

inline boolean reevaluate()

function hashCode

inline int hashCode()

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