Wombat::MamdaOrderBookBasicDelta Class Reference

MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta. More...

#include <MamdaOrderBookBasicDelta.h>

Inheritance diagram for Wombat::MamdaOrderBookBasicDelta:

Public Member Functions
	MamdaOrderBookBasicDelta ()
	MamdaOrderBookBasicDelta (const MamdaOrderBookBasicDelta &)
virtual	~MamdaOrderBookBasicDelta ()
virtual void	clear ()
	Clear the delta.
virtual void	set (MamdaOrderBookEntry *entry, MamdaOrderBookPriceLevel *level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entryAction)
	Set the delta info.
void	setPriceLevel (MamdaOrderBookPriceLevel *level)
	Set the MamdaOrderBookPriceLevel object to which this entry belongs.
void	setPlDeltaAction (MamdaOrderBookPriceLevel::Action action)
	Set the delta action with respect to the price level.
void	setPlDeltaSize (mama_quantity_t size)
	Set the price level delta size.
void	applyPlDeltaSize (mama_quantity_t size)
	Apply the price level delta size to the existing size, giving the net effect.
MamdaOrderBookPriceLevel *	getPriceLevel () const
	Get the MamdaOrderBookPriceLevel object related to this basic delta.
MamdaOrderBookEntry *	getEntry () const
	Get the MamdaOrderBookEntry object related to this basic delta.
mama_quantity_t	getPlDeltaSize () const
	Get the difference in size for the price level.
MamdaOrderBookPriceLevel::Action	getPlDeltaAction () const
	Get the delta action with respect to the price level.
MamdaOrderBookEntry::Action	getEntryDeltaAction () const
	Get the delta action with respect to the entry.
void	setEntryDeltaAction (MamdaOrderBookEntry::Action action)
	Get the delta action with respect to the entry.
virtual const MamdaOrderBook *	getOrderBook () const
	Get the MamdaOrderBook object to which this delta belongs.
void	dump (ostream &output) const
	Dump the simple update to the output stream.

Protected Attributes
MamdaOrderBookPriceLevel *	mPriceLevel
MamdaOrderBookEntry *	mEntry
mama_quantity_t	mPlDeltaSize
MamdaOrderBookPriceLevel::Action	mPlAction
MamdaOrderBookEntry::Action	mEntryAction

Detailed Description

MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta.

A basic delta is one that affects a single order book entry.

Constructor & Destructor Documentation

Wombat::MamdaOrderBookBasicDelta::MamdaOrderBookBasicDelta

(

)

            { clear(); }

Wombat::MamdaOrderBookBasicDelta::MamdaOrderBookBasicDelta

(

const MamdaOrderBookBasicDelta &

)

virtual Wombat::MamdaOrderBookBasicDelta::~MamdaOrderBookBasicDelta ( )

virtual

{}

Member Function Documentation

virtual void Wombat::MamdaOrderBookBasicDelta::clear ( )

virtual

Clear the delta.

virtual void Wombat::MamdaOrderBookBasicDelta::set ( MamdaOrderBookEntry *  entry, MamdaOrderBookPriceLevel *  level, mama_quantity_t  plDeltaSize, MamdaOrderBookPriceLevel::Action  plAction, MamdaOrderBookEntry::Action  entryAction  )

virtual

Set the delta info.

void Wombat::MamdaOrderBookBasicDelta::setPriceLevel

(

MamdaOrderBookPriceLevel *

level

)

Set the MamdaOrderBookPriceLevel object to which this entry belongs.

This method is invoked internally, by the MAMDA API, when an entry is added to a price level.

Parameters

level

The price level to be associated with.

            { mPriceLevel = level; } 

void Wombat::MamdaOrderBookBasicDelta::setPlDeltaAction

(

MamdaOrderBookPriceLevel::Action

action

)

Set the delta action with respect to the price level.

Parameters

action

The price level action

            { mPlAction = action; }

void Wombat::MamdaOrderBookBasicDelta::setPlDeltaSize

(

mama_quantity_t

size

)

Set the price level delta size.

Parameters

action

The price level action

            { mPlDeltaSize = size; }

void Wombat::MamdaOrderBookBasicDelta::applyPlDeltaSize

(

mama_quantity_t

size

)

Apply the price level delta size to the existing size, giving the net effect.

Parameters

action

The price level action

            { mPlDeltaSize += size; }

MamdaOrderBookPriceLevel* Wombat::MamdaOrderBookBasicDelta::getPriceLevel

(

)

const

Get the MamdaOrderBookPriceLevel object related to this basic delta.

Returns

The price level.

            { return mPriceLevel; }

MamdaOrderBookEntry* Wombat::MamdaOrderBookBasicDelta::getEntry

(

)

const

Get the MamdaOrderBookEntry object related to this basic delta.

Returns

The entry.

            { return mEntry; }

mama_quantity_t Wombat::MamdaOrderBookBasicDelta::getPlDeltaSize

(

)

const

Get the difference in size for the price level.

Returns

The price level size delta.

            { return mPlDeltaSize; }

MamdaOrderBookPriceLevel::Action Wombat::MamdaOrderBookBasicDelta::getPlDeltaAction

(

)

const

Get the delta action with respect to the price level.

Returns

The price level action.

            { return mPlAction; }

MamdaOrderBookEntry::Action Wombat::MamdaOrderBookBasicDelta::getEntryDeltaAction

(

)

const

Get the delta action with respect to the entry.

Returns

The entry action.

            { return mEntryAction; }

void Wombat::MamdaOrderBookBasicDelta::setEntryDeltaAction

(

MamdaOrderBookEntry::Action

action

)

Get the delta action with respect to the entry.

            { mEntryAction = action; }

virtual const MamdaOrderBook* Wombat::MamdaOrderBookBasicDelta::getOrderBook ( ) const

virtual

Get the MamdaOrderBook object to which this delta belongs.

Returns

The order book related to this delta.

void Wombat::MamdaOrderBookBasicDelta::dump

(

ostream &

output

)

const

Dump the simple update to the output stream.

Parameters

output

The ostream to write the update to.

Member Data Documentation

MamdaOrderBookPriceLevel* Wombat::MamdaOrderBookBasicDelta::mPriceLevel

protected

MamdaOrderBookEntry* Wombat::MamdaOrderBookBasicDelta::mEntry

protected

mama_quantity_t Wombat::MamdaOrderBookBasicDelta::mPlDeltaSize

protected

MamdaOrderBookPriceLevel::Action Wombat::MamdaOrderBookBasicDelta::mPlAction

protected

MamdaOrderBookEntry::Action Wombat::MamdaOrderBookBasicDelta::mEntryAction

protected

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The documentation for this class was generated from the following file:

• MamdaOrderBookBasicDelta.h