Classes Files

com::wombat::mamda::orderbook::MamdaOrderBook::MamdaOrderBookImpl

Public Functions

  Name
abstract boolean isReadOnly()
void setSymbol(String symbol)
String getSymbol()
void setPartId(String PartId)
String getPartId()
boolean hasPartId()
MamaDateTime getBookTime()
void setBookTime(MamaDateTime value)
void setSourceDerivative(MamaSourceDerivative value)
MamaSourceDerivative getSourceDerivative()
MamaSource getSource()
void setQuality(short quality)
short getQuality()
void setClosure(Object closure)
Object getClosure()
void setIsConsistent(boolean isConsistent)
boolean getIsConsistent()
abstract void clear()
abstract MamdaOrderBookPriceLevel findOrCreateLevel(double price, char side)
abstract MamdaOrderBookPriceLevel findLevel(double price, char side)
abstract MamdaOrderBookPriceLevel getMarketOrdersSide(char side)
abstract MamdaOrderBookPriceLevel getOrCreateMarketOrdersSide(char side)
abstract void apply(MamdaOrderBook deltaBook)
abstract void apply(MamdaOrderBookBasicDelta delta)
abstract void apply(MamdaBookAtomicLevel level)
abstract void apply(MamdaBookAtomicLevelEntry levelEntry)
abstract void copy(MamdaOrderBook book)
abstract long getTotalNumLevels()
abstract int getNumBidLevels()
abstract int getNumAskLevels()
abstract MamdaOrderBookPriceLevel getLevelAtPrice(double price, char side)
abstract MamdaOrderBookPriceLevel getLevelAtPosition(long pos, char side)
abstract MamdaOrderBookEntry getEntryAtPosition(long pos, char side)
abstract void addEntry(MamdaOrderBookEntry entry, double price, char side, MamaDateTime eventTime, MamdaOrderBookBasicDelta delta)
abstract void addLevel(MamdaOrderBookPriceLevel level)
abstract void updateLevel(MamdaOrderBookPriceLevel level)
abstract void deleteLevel(MamdaOrderBookPriceLevel level)
abstract void updateEntry(MamdaOrderBookEntry entry, double size, MamaDateTime eventTime, MamdaOrderBookBasicDelta delta)
abstract void deleteEntry(MamdaOrderBookEntry entry, MamaDateTime eventTime, MamdaOrderBookBasicDelta delta)
abstract void addEntry(MamdaBookAtomicLevelEntry levelEntry)
abstract void updateEntry(MamdaBookAtomicLevelEntry levelEntry)
abstract void deleteEntry(MamdaBookAtomicLevelEntry levelEntry)
abstract void addEntriesFromBook(MamdaOrderBook book, MamdaOrderBookEntryFilter filter, MamdaOrderBookBasicDeltaList delta)
abstract void addPriceLevelsFromBookAsEntries(MamdaOrderBook book, String source, MamdaOrderBookBasicDeltaList delta)
abstract void deleteEntriesFromSource(MamaSource source, MamdaOrderBookBasicDeltaList delta)
abstract void generateDeltaMsgs(boolean publish)
abstract void addDelta(MamdaOrderBookEntry entry, MamdaOrderBookPriceLevel level, double plDeltaSize, char plAction, char entryAction)
abstract void detach(MamdaOrderBookPriceLevel level)
abstract Iterator bidIterator()
abstract Iterator askIterator()
void assertEqual(MamdaOrderBook rhs)
boolean populateDelta(MamaMsg msg)
void populateRecap(MamaMsg msg, MamdaOrderBook mBook)
void dump()
void dump(OutputStream outputStream)
boolean equals(MamdaOrderBook obj)
abstract void setAsDeltaDifference(MamdaOrderBook lhs, MamdaOrderBook rhs)
abstract void setAsDeltaDeleted(MamdaOrderBook bookToDelete)
abstract boolean reevaluate()
void setNeedsReevaluation(boolean need)
boolean getNeedsReevaluation()
void setCheckSourceState(boolean check)
boolean getCheckSourceState()
Iterator bidEntryIterator()
Iterator askEntryIterator()

Public Attributes

  Name
MamaPrice mPrice

Protected Attributes

  Name
String mSymbol
String mPartId
MamdaOrderBook parent
boolean mIsConsistent
MamaDateTime mBookTime
MamaSourceDerivative mSourceDeriv
short mQuality
Object mClosure
boolean mCheckVisibility
boolean mNeedsReevaluation
boolean mHasPartId
boolean mGenerateDeltas
MamdaOrderBookPriceLevel mBidMarketOrders
MamdaOrderBookPriceLevel mAskMarketOrders
int mCurrentDeltaCount
MamdaOrderBookConcreteSimpleDelta mPublishSimpleDelta
MamdaOrderbookConcreteComplexDelta mPublishComplexDelta
MamdaOrderBookWriter mWriter
MamaPrice tmpPrice

Public Functions Documentation

function isReadOnly

abstract boolean isReadOnly()

function setSymbol

inline void setSymbol(
    String symbol
)

function getSymbol

inline String getSymbol()

function setPartId

inline void setPartId(
    String PartId
)

function getPartId

inline String getPartId()

function hasPartId

inline boolean hasPartId()

function getBookTime

inline MamaDateTime getBookTime()

function setBookTime

inline void setBookTime(
    MamaDateTime value
)

function setSourceDerivative

inline void setSourceDerivative(
    MamaSourceDerivative value
)

function getSourceDerivative

inline MamaSourceDerivative getSourceDerivative()

function getSource

inline MamaSource getSource()

function setQuality

inline void setQuality(
    short quality
)

function getQuality

inline short getQuality()

function setClosure

inline void setClosure(
    Object closure
)

function getClosure

inline Object getClosure()

function setIsConsistent

inline void setIsConsistent(
    boolean isConsistent
)

function getIsConsistent

inline boolean getIsConsistent()

function clear

abstract void clear()

function findOrCreateLevel

abstract MamdaOrderBookPriceLevel findOrCreateLevel(
    double price,
    char side
)

function findLevel

abstract MamdaOrderBookPriceLevel findLevel(
    double price,
    char side
)

function getMarketOrdersSide

abstract MamdaOrderBookPriceLevel getMarketOrdersSide(
    char side
)

function getOrCreateMarketOrdersSide

abstract MamdaOrderBookPriceLevel getOrCreateMarketOrdersSide(
    char side
)

function apply

abstract void apply(
    MamdaOrderBook deltaBook
)

function apply

abstract void apply(
    MamdaOrderBookBasicDelta delta
)

function apply

abstract void apply(
    MamdaBookAtomicLevel level
)

function apply

abstract void apply(
    MamdaBookAtomicLevelEntry levelEntry
)

function copy

abstract void copy(
    MamdaOrderBook book
)

function getTotalNumLevels

abstract long getTotalNumLevels()

function getNumBidLevels

abstract int getNumBidLevels()

function getNumAskLevels

abstract int getNumAskLevels()

function getLevelAtPrice

abstract MamdaOrderBookPriceLevel getLevelAtPrice(
    double price,
    char side
)

function getLevelAtPosition

abstract MamdaOrderBookPriceLevel getLevelAtPosition(
    long pos,
    char side
)

function getEntryAtPosition

abstract MamdaOrderBookEntry getEntryAtPosition(
    long pos,
    char side
)

function addEntry

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

function addLevel

abstract void addLevel(
    MamdaOrderBookPriceLevel level
)

function updateLevel

abstract void updateLevel(
    MamdaOrderBookPriceLevel level
)

function deleteLevel

abstract void deleteLevel(
    MamdaOrderBookPriceLevel level
)

function updateEntry

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

function deleteEntry

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

function addEntry

abstract void addEntry(
    MamdaBookAtomicLevelEntry levelEntry
)

function updateEntry

abstract void updateEntry(
    MamdaBookAtomicLevelEntry levelEntry
)

function deleteEntry

abstract void deleteEntry(
    MamdaBookAtomicLevelEntry levelEntry
)

function addEntriesFromBook

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

function addPriceLevelsFromBookAsEntries

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

function deleteEntriesFromSource

abstract void deleteEntriesFromSource(
    MamaSource source,
    MamdaOrderBookBasicDeltaList delta
)

function generateDeltaMsgs

abstract void generateDeltaMsgs(
    boolean publish
)

function addDelta

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

function detach

abstract void detach(
    MamdaOrderBookPriceLevel level
)

function bidIterator

abstract Iterator bidIterator()

function askIterator

abstract Iterator askIterator()

function assertEqual

inline void assertEqual(
    MamdaOrderBook rhs
)

function populateDelta

inline boolean populateDelta(
    MamaMsg msg
)

function populateRecap

inline void populateRecap(
    MamaMsg msg,
    MamdaOrderBook mBook
)

function dump

inline void dump()

function dump

inline void dump(
    OutputStream outputStream
)

function equals

inline boolean equals(
    MamdaOrderBook obj
)

function setAsDeltaDifference

abstract void setAsDeltaDifference(
    MamdaOrderBook lhs,
    MamdaOrderBook rhs
)

function setAsDeltaDeleted

abstract void setAsDeltaDeleted(
    MamdaOrderBook bookToDelete
)

function reevaluate

abstract boolean reevaluate()

function setNeedsReevaluation

inline void setNeedsReevaluation(
    boolean need
)

function getNeedsReevaluation

inline boolean getNeedsReevaluation()

function setCheckSourceState

inline void setCheckSourceState(
    boolean check
)

function getCheckSourceState

inline boolean getCheckSourceState()

function bidEntryIterator

inline Iterator bidEntryIterator()

function askEntryIterator

inline Iterator askEntryIterator()

Public Attributes Documentation

variable mPrice

MamaPrice mPrice = new MamaPrice ();

Protected Attributes Documentation

variable mSymbol

String mSymbol = "";

variable mPartId

String mPartId = "";

variable parent

MamdaOrderBook parent;

variable mIsConsistent

boolean mIsConsistent = true;

variable mBookTime

MamaDateTime mBookTime = null;

variable mSourceDeriv

MamaSourceDerivative mSourceDeriv;

variable mQuality

short mQuality = MamaQuality.QUALITY_UNKNOWN;

variable mClosure

Object mClosure = null;

variable mCheckVisibility

boolean mCheckVisibility = false;

variable mNeedsReevaluation

boolean mNeedsReevaluation = false;

variable mHasPartId

boolean mHasPartId = false;

variable mGenerateDeltas

boolean mGenerateDeltas = false;

variable mBidMarketOrders

MamdaOrderBookPriceLevel mBidMarketOrders = null;

variable mAskMarketOrders

MamdaOrderBookPriceLevel mAskMarketOrders = null;

variable mCurrentDeltaCount

int mCurrentDeltaCount = 0;

variable mPublishSimpleDelta

MamdaOrderBookConcreteSimpleDelta mPublishSimpleDelta = null;

variable mPublishComplexDelta

MamdaOrderbookConcreteComplexDelta mPublishComplexDelta = null;

variable mWriter

MamdaOrderBookWriter mWriter = null;

variable tmpPrice

MamaPrice tmpPrice = new MamaPrice();

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