Inherits from com.wombat.mamda.MamdaBasicRecap
Inherited by com.wombat.mamda.orderbook.MamdaBookAtomicListener
| Name | |
|---|---|
| long | getPriceLevelNumLevels() |
| long | getPriceLevelNum() |
| double | getPriceLevelPrice() |
| MamaPrice | getPriceLevelMamaPrice() |
| double | getPriceLevelSize() |
| long | getPriceLevelSizeChange() |
| char | getPriceLevelAction() |
| char | getPriceLevelSide() |
| MamaDateTime | getPriceLevelTime() |
| double | getPriceLevelNumEntries() |
| Iterator | entryIterator() |
Public Functions inherited from com.wombat.mamda.MamdaBasicRecap
| Name | |
|---|---|
| String | getSymbol() |
| short | getSymbolFieldState() |
| String | getPartId() |
| short | getPartIdFieldState() |
| MamaDateTime | getSrcTime() |
| short | getSrcTimeFieldState() |
| MamaDateTime | getActivityTime() |
| short | getActivityTimeFieldState() |
| MamaDateTime | getLineTime() |
| short | getLineTimeFieldState() |
| MamaDateTime | getSendTime() |
| short | getSendTimeFieldState() |
class com::wombat::mamda::orderbook::MamdaBookAtomicLevel;
MamdaBookAtomicLevel is an interface that provides access to trade related fields.
long getPriceLevelNumLevels()
Return: The number of price levels.
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::getPriceLevelNumLevels
Return the number of price levels in the order book update.
long getPriceLevelNum()
Return: The position of this level in the update received.
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::getPriceLevelNum
Return at which position this level is within an update containing a number of levels. (i.e. level m of n levels in the update)
double getPriceLevelPrice()
Return: The price level price.
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::getPriceLevelPrice
Return the price for this price level.
MamaPrice getPriceLevelMamaPrice()
Return: The price level price.
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::getPriceLevelMamaPrice
Return the MamaPrice for this price level.
double getPriceLevelSize()
Return: The number of entries in this price level.
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::getPriceLevelSize
Return the number of order entries comprising this price level.
Not supported for V5 entry book updates.
long getPriceLevelSizeChange()
Return: The aggregate size at the current price level.
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::getPriceLevelSizeChange
Aggregate size at current price level.
Not supported for V5 entry book updates.
char getPriceLevelAction()
Return: The price level action.
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::getPriceLevelAction
The action to apply to the orderbook for this price level. Can have a value of:
char getPriceLevelSide()
Return: The price level side.
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::getPriceLevelSide
Side of book at current price level.
MamaDateTime getPriceLevelTime()
Return: The time of the orderbook price level.
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::getPriceLevelTime
Time of order book price level.
double getPriceLevelNumEntries()
Return: The number of entries at the current price level.
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::getPriceLevelNumEntries
Number of order book entries at current price level.
Not supported for V5 entry book updates.
Iterator entryIterator()
Reimplemented by: com::wombat::mamda::orderbook::MamdaBookAtomicListener::entryIterator
Updated on 2023-03-31 at 15:30:38 +0100