22 #ifndef MamdaOrderBookPriceLevelH
23 #define MamdaOrderBookPriceLevelH
28 #include <mama/mamacpp.h>
37 class MamdaOrderBookEntry;
38 class MamdaOrderBookBasicDeltaList;
170 void addEntriesFromLevel (
182 void deleteEntriesFromSource (
183 const MamaSource* source,
199 void setPrice (
double price);
200 void setPrice (MamaPrice& price);
201 void setSize (mama_quantity_t size);
202 void setSizeChange (mama_quantity_t sizeChange);
203 void setNumEntries (mama_u32_t numEntries);
204 void setSide (Side side);
205 void setAction (Action action);
206 void setTime (
const MamaDateTime& time);
213 void markAllDeleted ();
223 double getPrice ()
const;
224 MamaPrice getMamaPrice ()
const;
231 mama_quantity_t getSize ()
const;
241 mama_quantity_t getSizeChange ()
const;
252 mama_u32_t getNumEntries ()
const;
258 mama_u32_t getNumEntriesTotal ()
const;
272 Side getSide ()
const;
280 Action getAction ()
const;
287 const MamaDateTime& getTime ()
const;
308 {
return ! operator== (rhs); }
333 const char* getSymbol()
const;
343 const char*
id)
const;
374 mama_u32_t pos)
const;
381 void setClosure (
void* closure);
388 void* getClosure ()
const;
394 OrderType getOrderType ()
const;
400 void setOrderType (OrderType orderType);
423 iterator (
const iteratorImpl& copy);
429 const iterator& operator++ ()
const;
430 bool operator== (
const iterator& rhs)
const;
431 bool operator!= (
const iterator& rhs)
const;
439 const_iterator begin ()
const;
441 const_iterator& begin (const_iterator& reuse)
const;
444 const_iterator end ()
const;
446 const_iterator& end (const_iterator& reuse)
const;
450 const_iterator findEntryAfter (const_iterator& start,
451 const char*
id)
const;
460 static void setStrictChecking (
bool strict);
467 struct MamdaOrderBookPriceLevelImpl;
468 MamdaOrderBookPriceLevelImpl& mImpl;
473 #endif // MamdaOrderBookPriceLevelH
Definition: MamdaOrderBookTypes.h:79
Definition: MamdaOrderBookTypes.h:77
A new price level.
Definition: MamdaOrderBookTypes.h:47
Definition: MamdaOrderBookEntryFilter.h:34
MamdaOrderBookEntry is a class that represents an entry within a price level of an order book...
Definition: MamdaOrderBookEntry.h:48
Definition: MamdaOrderBookTypes.h:81
Definition: MamdaOrderBookTypes.h:78
iteratorImpl & mImpl
Definition: MamdaOrderBookPriceLevel.h:418
Definition: MamdaOrderBookTypes.h:102
const iterator const_iterator
Definition: MamdaOrderBookPriceLevel.h:436
A bid (buy) order.
Definition: MamdaOrderBookTypes.h:60
Definition: MamdaOrderBookTypes.h:101
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
Definition: MamdaOrderBookTypes.h:80
Side
An enumeration for the side order book side.
Definition: MamdaOrderBookPriceLevel.h:66
MamdaOrderBook is a class that provides order book functionality, including iterators over price leve...
Definition: MamdaOrderBook.h:47
MamdaOrderBookBasicDeltaList is a class that saves information about an order book delta that involve...
Definition: MamdaOrderBookBasicDeltaList.h:43
A deleted price level.
Definition: MamdaOrderBookTypes.h:49
OrderType
An enumeration for the type of level.
Definition: MamdaOrderBookPriceLevel.h:97
Definition: MamdaOrderBookPriceLevel.h:414
Definition: MamdaOrderBookTypes.h:75
An updated price level.
Definition: MamdaOrderBookTypes.h:48
Definition: MamdaOrderBookTypes.h:59
static bool sortEntriesByTime
Definition: MamdaOrderBookPriceLevel.h:463
Definition: MamdaOrderBookTypes.h:46
Reason
An enumeration for a reason for a change.
Definition: MamdaOrderBookPriceLevel.h:82
Definition: MamdaOrderBookTypes.h:76
An ask (sell) order.
Definition: MamdaOrderBookTypes.h:61
Definition: MamdaOrderBookTypes.h:100
Action
An enumeration for price level actions.
Definition: MamdaOrderBookPriceLevel.h:53
MamdaOrderBookPriceLevel is a class that provides a price level type for order books.
Definition: MamdaOrderBookPriceLevel.h:44