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() |
Name | |
---|---|
MamaPrice | mPrice |
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 |
abstract boolean isReadOnly()
inline void setSymbol(
String symbol
)
inline String getSymbol()
inline void setPartId(
String PartId
)
inline String getPartId()
inline boolean hasPartId()
inline MamaDateTime getBookTime()
inline void setBookTime(
MamaDateTime value
)
inline void setSourceDerivative(
MamaSourceDerivative value
)
inline MamaSourceDerivative getSourceDerivative()
inline MamaSource getSource()
inline void setQuality(
short quality
)
inline short getQuality()
inline void setClosure(
Object closure
)
inline Object getClosure()
inline void setIsConsistent(
boolean isConsistent
)
inline 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()
inline void assertEqual(
MamdaOrderBook rhs
)
inline boolean populateDelta(
MamaMsg msg
)
inline void populateRecap(
MamaMsg msg,
MamdaOrderBook mBook
)
inline void dump()
inline void dump(
OutputStream outputStream
)
inline boolean equals(
MamdaOrderBook obj
)
abstract void setAsDeltaDifference(
MamdaOrderBook lhs,
MamdaOrderBook rhs
)
abstract void setAsDeltaDeleted(
MamdaOrderBook bookToDelete
)
abstract boolean reevaluate()
inline void setNeedsReevaluation(
boolean need
)
inline boolean getNeedsReevaluation()
inline void setCheckSourceState(
boolean check
)
inline boolean getCheckSourceState()
inline Iterator bidEntryIterator()
inline Iterator askEntryIterator()
MamaPrice mPrice = new MamaPrice ();
String mSymbol = "";
String mPartId = "";
MamdaOrderBook parent;
boolean mIsConsistent = true;
MamaDateTime mBookTime = null;
MamaSourceDerivative mSourceDeriv;
short mQuality = MamaQuality.QUALITY_UNKNOWN;
Object mClosure = null;
boolean mCheckVisibility = false;
boolean mNeedsReevaluation = false;
boolean mHasPartId = false;
boolean mGenerateDeltas = false;
MamdaOrderBookPriceLevel mBidMarketOrders = null;
MamdaOrderBookPriceLevel mAskMarketOrders = null;
int mCurrentDeltaCount = 0;
MamdaOrderBookConcreteSimpleDelta mPublishSimpleDelta = null;
MamdaOrderbookConcreteComplexDelta mPublishComplexDelta = null;
MamdaOrderBookWriter mWriter = null;
MamaPrice tmpPrice = new MamaPrice();
Updated on 2023-03-31 at 15:30:38 +0100