com::wombat::mamda::orderbook::MamdaOrderbookConcreteComplexDelta

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Inherits from com.wombat.mamda.orderbook.MamdaOrderBookComplexDelta, com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList, com.wombat.mamda.MamdaBasicEvent

Public Functions

	Name
MamaDateTime	getSrcTime()
short	getSrcTimeFieldState()
void	setSrcTime(MamaDateTime srcTime)
MamaDateTime	getActivityTime()
short	getActivityTimeFieldState()
void	setActivityTime(MamaDateTime activityTime)
MamaDateTime	getEventTime()
short	getEventTimeFieldState()
void	setEventTime(MamaDateTime eventTime)
long	getEventSeqNum()
short	getEventSeqNumFieldState()
void	setEventSeqNum(long eventSeqNum)

Additional inherited members

Public Functions inherited from com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList

	Name
	MamdaOrderBookBasicDeltaList()
void	clear()
void	setKeepBasicDeltas(boolean keep)
int	getModifiedSides()
void	add(MamdaOrderBookEntry entry, MamdaOrderBookPriceLevel level, double plDeltaSize, char plAction, char entryAction)
MamdaOrderBook	getOrderBook()
long	getSize()
void	dump(OutputStream output)
void	dump()
Iterator	iterator()

Public Attributes inherited from com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList

	Name
final int	MOD_SIDES_NONE
final int	MOD_SIDES_BID
final int	MOD_SIDES_ASK
final int	MOD_SIDES_BID_AND_ASK

Detailed Description

class com::wombat::mamda::orderbook::MamdaOrderbookConcreteComplexDelta;

MamdaOrderBookConcreteComplexDelta is a class that saves information about a complex order book delta. A complex delta involves multiple entries and/or price levels. For example, a modified order may involve a price change that means moving an entry from one price level to another. A complex delta is made up of several simple deltas, which can be iterated over by methods provided in the class.

Public Functions Documentation

function getSrcTime

inline MamaDateTime getSrcTime()

Return: Source time. Typically, the exchange generated feed time stamp. This is often the same as the “event time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Reimplements: com::wombat::mamda::MamdaBasicEvent::getSrcTime

function getSrcTimeFieldState

inline short getSrcTimeFieldState()

Reimplements: com::wombat::mamda::MamdaBasicEvent::getSrcTimeFieldState

return Source time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated

function setSrcTime

inline void setSrcTime(
    MamaDateTime srcTime
)

function getActivityTime

inline MamaDateTime getActivityTime()

Return: Activity time. A feed handler generated time stamp representing when the data item was last updated.

Reimplements: com::wombat::mamda::MamdaBasicEvent::getActivityTime

function getActivityTimeFieldState

inline short getActivityTimeFieldState()

Reimplements: com::wombat::mamda::MamdaBasicEvent::getActivityTimeFieldState

return Activity time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated

function setActivityTime

inline void setActivityTime(
    MamaDateTime activityTime
)

function getEventTime

inline MamaDateTime getEventTime()

Return: Event time. Typically, when the event actually occurred. This is often the same as the “source time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventTime

function getEventTimeFieldState

inline short getEventTimeFieldState()

Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventTimeFieldState

return event time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated

function setEventTime

inline void setEventTime(
    MamaDateTime eventTime
)

function getEventSeqNum

inline long getEventSeqNum()

Return: Source sequence number. The exchange generated sequence number.

Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventSeqNum

function getEventSeqNumFieldState

inline short getEventSeqNumFieldState()

Reimplements: com::wombat::mamda::MamdaBasicEvent::getEventSeqNumFieldState

return source sequence number Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated

function setEventSeqNum

inline void setEventSeqNum(
    long eventSeqNum
)

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