public class MamdaBookAtomicListener extends java.lang.Object implements MamdaMsgListener, MamdaBookAtomicLevel, MamdaBookAtomicLevelEntry, MamdaBookAtomicGap
Constructor and Description |
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MamdaBookAtomicListener() |
Modifier and Type | Method and Description |
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void |
addBookHandler(MamdaBookAtomicBookHandler handler) |
void |
addLevelEntryHandler(MamdaBookAtomicLevelEntryHandler handler) |
void |
addLevelHandler(MamdaBookAtomicLevelHandler handler) |
java.util.Iterator |
entryIterator()
Returns a
java.util.Iterator for all entries within this
level. |
com.wombat.mama.MamaDateTime |
getActivityTime()
Activity time.
|
short |
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
|
long |
getBeginGapSeqNum()
Beginning sequence number in a detected gap event.
|
long |
getEndGapSeqNum()
Ending sequence number in a detected gap event.
|
long |
getEventSeqNum() |
short |
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
|
com.wombat.mama.MamaDateTime |
getEventTime() |
short |
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
|
boolean |
getHasMarketOrders() |
com.wombat.mama.MamaDateTime |
getLineTime()
Get the line time of the update.
|
short |
getLineTimeFieldState() |
short |
getMsgQual() |
char |
getOrderType() |
java.lang.String |
getPartId()
Get the participant identifier.
|
short |
getPartIdFieldState() |
char |
getPriceLevelAction()
The action to apply to the orderbook for this price level.
|
long |
getPriceLevelActNumEntries() |
char |
getPriceLevelEntryAction()
Order book entry action to apply to the full order book.
|
java.lang.String |
getPriceLevelEntryId()
Order book entry Id.
|
char |
getPriceLevelEntryReason()
Reason for order book entry.
|
long |
getPriceLevelEntrySize()
Return the order book entry size
|
com.wombat.mama.MamaDateTime |
getPriceLevelEntryTime()
Return the time of order book entry update.
|
com.wombat.mama.MamaPrice |
getPriceLevelMamaPrice()
Return the MamaPrice for this price level.
|
long |
getPriceLevelNum()
Return at which position this level is within an update containing a
number of levels.
|
double |
getPriceLevelNumEntries()
Number of order book entries at current price level.
|
long |
getPriceLevelNumLevels()
Return the number of price levels in the order book update.
|
double |
getPriceLevelPrice()
Return the price for this price level.
|
char |
getPriceLevelSide()
Side of book at current price level.
|
double |
getPriceLevelSize()
Return the number of order entries comprising this price level.
|
long |
getPriceLevelSizeChange()
Aggregate size at current price level.
|
com.wombat.mama.MamaDateTime |
getPriceLevelTime()
Time of order book price level.
|
com.wombat.mama.MamaDateTime |
getSendTime()
Get the send time of the update.
|
short |
getSendTimeFieldState() |
com.wombat.mama.MamaDateTime |
getSrcTime()
Source time.
|
short |
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
|
java.lang.String |
getSymbol()
Get the string symbol for the instrument.
|
short |
getSymbolFieldState() |
boolean |
isVisible() |
void |
onMsg(MamdaSubscription subscription,
com.wombat.mama.MamaMsg msg,
short msgType)
Invoked for each message received for the subscription to which
the Listener is registered.
|
void |
setOrderType(char orderType) |
void |
setPriceLevel(long priceLevel) |
void |
setProcessMarketOrders(boolean process) |
public java.util.Iterator entryIterator()
java.util.Iterator
for all entries within this
level.
Price Level entries are represented by the
MamdaOrderBookEntry
class.entryIterator
in interface MamdaBookAtomicLevel
entryIterator
in interface MamdaBookAtomicLevelEntry
public void addBookHandler(MamdaBookAtomicBookHandler handler)
public void addLevelHandler(MamdaBookAtomicLevelHandler handler)
public void addLevelEntryHandler(MamdaBookAtomicLevelEntryHandler handler)
public java.lang.String getSymbol()
MamdaBasicRecap
getSymbol
in interface MamdaBasicRecap
public java.lang.String getPartId()
MamdaBasicRecap
getPartId
in interface MamdaBasicRecap
public com.wombat.mama.MamaDateTime getSrcTime()
MamdaBasicRecap
getSrcTime
in interface MamdaBasicEvent
getSrcTime
in interface MamdaBasicRecap
public com.wombat.mama.MamaDateTime getActivityTime()
MamdaBasicRecap
getActivityTime
in interface MamdaBasicEvent
getActivityTime
in interface MamdaBasicRecap
public com.wombat.mama.MamaDateTime getLineTime()
MamdaBasicRecap
getLineTime
in interface MamdaBasicRecap
public com.wombat.mama.MamaDateTime getSendTime()
MamdaBasicRecap
getSendTime
in interface MamdaBasicRecap
public short getMsgQual()
public long getEventSeqNum()
getEventSeqNum
in interface MamdaBasicEvent
public com.wombat.mama.MamaDateTime getEventTime()
getEventTime
in interface MamdaBasicEvent
public long getPriceLevelNumLevels()
MamdaBookAtomicLevel
getPriceLevelNumLevels
in interface MamdaBookAtomicLevel
public long getPriceLevelNum()
MamdaBookAtomicLevel
getPriceLevelNum
in interface MamdaBookAtomicLevel
public double getPriceLevelPrice()
MamdaBookAtomicLevel
getPriceLevelPrice
in interface MamdaBookAtomicLevel
getPriceLevelPrice
in interface MamdaBookAtomicLevelEntry
MamdaBookAtomicLevel.getPriceLevelPrice()
public com.wombat.mama.MamaPrice getPriceLevelMamaPrice()
MamdaBookAtomicLevel
getPriceLevelMamaPrice
in interface MamdaBookAtomicLevel
getPriceLevelMamaPrice
in interface MamdaBookAtomicLevelEntry
MamdaBookAtomicLevel.getPriceLevelMamaPrice()
public double getPriceLevelSize()
MamdaBookAtomicLevel
getPriceLevelSize
in interface MamdaBookAtomicLevel
getPriceLevelSize
in interface MamdaBookAtomicLevelEntry
MamdaBookAtomicLevel.getPriceLevelSize()
public long getPriceLevelSizeChange()
MamdaBookAtomicLevel
getPriceLevelSizeChange
in interface MamdaBookAtomicLevel
public char getPriceLevelAction()
MamdaBookAtomicLevel
getPriceLevelAction
in interface MamdaBookAtomicLevel
getPriceLevelAction
in interface MamdaBookAtomicLevelEntry
MamdaBookAtomicLevel.getPriceLevelAction()
public char getPriceLevelSide()
MamdaBookAtomicLevel
getPriceLevelSide
in interface MamdaBookAtomicLevel
getPriceLevelSide
in interface MamdaBookAtomicLevelEntry
MamdaBookAtomicLevel.getPriceLevelSide()
public com.wombat.mama.MamaDateTime getPriceLevelTime()
MamdaBookAtomicLevel
getPriceLevelTime
in interface MamdaBookAtomicLevel
getPriceLevelTime
in interface MamdaBookAtomicLevelEntry
MamdaBookAtomicLevel.getPriceLevelTime()
public double getPriceLevelNumEntries()
MamdaBookAtomicLevel
getPriceLevelNumEntries
in interface MamdaBookAtomicLevel
getPriceLevelNumEntries
in interface MamdaBookAtomicLevelEntry
MamdaBookAtomicLevel.getPriceLevelNumEntries()
public void setOrderType(char orderType)
public char getOrderType()
public boolean getHasMarketOrders()
public void setProcessMarketOrders(boolean process)
public long getPriceLevelActNumEntries()
getPriceLevelActNumEntries
in interface MamdaBookAtomicLevelEntry
public char getPriceLevelEntryAction()
MamdaBookAtomicLevelEntry
getPriceLevelEntryAction
in interface MamdaBookAtomicLevelEntry
public char getPriceLevelEntryReason()
MamdaBookAtomicLevelEntry
getPriceLevelEntryReason
in interface MamdaBookAtomicLevelEntry
public java.lang.String getPriceLevelEntryId()
MamdaBookAtomicLevelEntry
getPriceLevelEntryId
in interface MamdaBookAtomicLevelEntry
public long getPriceLevelEntrySize()
MamdaBookAtomicLevelEntry
getPriceLevelEntrySize
in interface MamdaBookAtomicLevelEntry
public com.wombat.mama.MamaDateTime getPriceLevelEntryTime()
MamdaBookAtomicLevelEntry
getPriceLevelEntryTime
in interface MamdaBookAtomicLevelEntry
public long getBeginGapSeqNum()
MamdaBookAtomicGap
getBeginGapSeqNum
in interface MamdaBookAtomicGap
public long getEndGapSeqNum()
MamdaBookAtomicGap
getEndGapSeqNum
in interface MamdaBookAtomicGap
public void setPriceLevel(long priceLevel)
public boolean isVisible()
isVisible
in interface MamdaBookAtomicLevelEntry
public short getSymbolFieldState()
getSymbolFieldState
in interface MamdaBasicRecap
public short getPartIdFieldState()
getPartIdFieldState
in interface MamdaBasicRecap
public short getSrcTimeFieldState()
MamdaBasicEvent
getSrcTimeFieldState
in interface MamdaBasicEvent
getSrcTimeFieldState
in interface MamdaBasicRecap
public short getActivityTimeFieldState()
MamdaBasicEvent
getActivityTimeFieldState
in interface MamdaBasicEvent
getActivityTimeFieldState
in interface MamdaBasicRecap
public short getLineTimeFieldState()
getLineTimeFieldState
in interface MamdaBasicRecap
public short getSendTimeFieldState()
getSendTimeFieldState
in interface MamdaBasicRecap
public short getEventTimeFieldState()
MamdaBasicEvent
getEventTimeFieldState
in interface MamdaBasicEvent
public short getEventSeqNumFieldState()
MamdaBasicEvent
getEventSeqNumFieldState
in interface MamdaBasicEvent
public void onMsg(MamdaSubscription subscription, com.wombat.mama.MamaMsg msg, short msgType)
MamdaMsgListener
onMsg
in interface MamdaMsgListener
subscription
- The MamdaSubscription to which this listener was
registered.msg
- The MamaMsg received by the underlying MAMA API and which
resulted in this callback being invoked.msgType
- The message type. e.g. INITIAL, RECAP, UPDATE etc.Copyright 2007 Wombat Financial Software, Inc.