A MamdaOrderImbalanceListener is class that specializes in handling an imbalance order updates. More...
#include <MamdaOrderImbalanceListener.h>
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MamdaOrderImbalanceListener () | |
virtual | ~MamdaOrderImbalanceListener () |
void | addHandler (MamdaOrderImbalanceHandler *handler) |
Add a specialized order imbalance handler. More... | |
MamaPrice & | getHighIndicationPrice () const |
MamdaFieldState | getHighIndicationPriceFieldState () const |
Get the myHighIndicationPrice field state. More... | |
MamaPrice & | getLowIndicationPrice () const |
MamdaFieldState | getLowIndicationPriceFieldState () const |
Get the myLowIndicationPrice field state. More... | |
MamaPrice & | getImbalancePrice () const |
MamdaFieldState | getImbalancePriceFieldState () const |
Get the myIndicationPrice field state. More... | |
int64_t | getBuyVolume () const |
MamdaFieldState | getBuyVolumeFieldState () const |
Get the myBuyVolume field state. More... | |
int64_t | getSellVolume () const |
MamdaFieldState | getSellVolumeFieldState () const |
Get the mySellVolume field state. More... | |
int64_t | getMatchVolume () const |
MamdaFieldState | getMatchVolumeFieldState () const |
Get the myMatchVolume field state. More... | |
const char * | getImbalanceState () const |
MamdaFieldState | getImbalanceStateFieldState () const |
Get the mySecurityStatusQual field state. More... | |
MamaPrice & | getMatchPrice () const |
MamdaFieldState | getMatchPriceFieldState () const |
Get the myInsideMatchPrice field state. More... | |
MamaPrice & | getFarClearingPrice () const |
MamdaFieldState | getFarClearingPriceFieldState () const |
Get the myFarClearingPrice field state. More... | |
MamaPrice & | getNearClearingPrice () const |
MamdaFieldState | getNearClearingPriceFieldState () const |
Get the myNearClearingPrice field state. More... | |
char | getNoClearingPrice () const |
MamdaFieldState | getNoClearingPriceFieldState () const |
Get the myNoClearingPrice field state. More... | |
char | getPriceVarInd () const |
MamdaFieldState | getPriceVarIndFieldState () const |
Get the myPriceVarInd field state. More... | |
char | getCrossType () const |
MamdaFieldState | getCrossTypeFieldState () const |
Get the myCrossType field state. More... | |
MamaDateTime & | getEventTime () const |
MamdaFieldState | getEventTimeFieldState () const |
Get the myEventTime field state. More... | |
mama_seqnum_t | getEventSeqNum () const |
MamdaFieldState | getEventSeqNumFieldState () const |
Get the myEventSeqNum field state. More... | |
MamaDateTime & | getSrcTime () const |
Get the source time. More... | |
MamdaFieldState | getSrcTimeFieldState () const |
Get the source time field state. More... | |
MamaDateTime & | getActivityTime () const |
Get the activity time. More... | |
MamdaFieldState | getActivityTimeFieldState () const |
Get the activity time field state. More... | |
mama_i32_t | getMsgType () const |
MamdaFieldState | getMsgTypeFieldState () const |
Get the myMsgType field state. More... | |
const char * | getIssueSymbol () const |
MamdaFieldState | getIssueSymbolFieldState () const |
Get the myIssueSymbol field state. More... | |
const char * | getPartId () const |
MamdaFieldState | getPartIdFieldState () const |
Get the myPartId field state. More... | |
mama_seqnum_t | getSeqNum () const |
MamdaFieldState | getSeqNumFieldState () const |
Get the mySeqNum field state. More... | |
const char * | getSecurityStatusOrig () const |
MamdaFieldState | getSecurityStatusOrigFieldState () const |
Get the mySecurityStatusOrig field state. More... | |
MamaDateTime & | getSecurityStatusTime () const |
MamdaFieldState | getSecurityStatusTimeFieldState () const |
Get the mySecurityStatusTime field state. More... | |
MamaDateTime & | getAuctionTime () const |
MamdaFieldState | getAuctionTimeFieldState () const |
Get the myAuctionTime field state. More... | |
MamaDateTime & | getLineTime () const |
Get the line time. More... | |
MamdaFieldState | getLineTimeFieldState () const |
Get the line time of the update. More... | |
MamaDateTime & | getSendTime () const |
Get the send time. More... | |
MamdaFieldState | getSendTimeFieldState () const |
Get the send time field state. More... | |
const char * | getSymbol () const |
Get the instruments string symbol. More... | |
MamdaFieldState | getSymbolFieldState () const |
Get the string symbol field state. More... | |
const MamaMsgQual & | getMsgQual () const |
Get the message qualifier. More... | |
MamdaFieldState | getMsgQualFieldState () const |
Get the message qualifier field state. More... | |
void | updateFieldStates () |
virtual void | onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType) |
Implementation of MamdaListener interface. More... | |
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virtual | ~MamdaOrderImbalanceUpdate () |
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virtual | ~MamdaMsgListener () |
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virtual | ~MamdaOrderImbalanceRecap () |
A MamdaOrderImbalanceListener is class that specializes in handling an imbalance order updates.
An imbalance order occurs when too many orders of a particular type - either buy, sell or limit - for listed securities and not enough of the other, matching orders are received by an exchange. Developers provide their own implementation of the MamdaOrderImbalanceHandler interface and will be delivered notifications for imbalance updates. An obvious application for this MAMDA class is any kind of tick capture application.
MamdaOrderImbalanceListener should initialize the MamdaOrderImbalanceFields class prior to receiving the first message by calling MamdaOrderImbalanceFields::setDictionary() with a valid dictionary object which contains OrderImbalance related fields.
Wombat::MamdaOrderImbalanceListener::MamdaOrderImbalanceListener | ( | ) |
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void Wombat::MamdaOrderImbalanceListener::addHandler | ( | MamdaOrderImbalanceHandler * | handler | ) |
Add a specialized order imbalance handler.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myHighIndicationPrice field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myLowIndicationPrice field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myIndicationPrice field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myBuyVolume field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the mySellVolume field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myMatchVolume field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the mySecurityStatusQual field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myInsideMatchPrice field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myFarClearingPrice field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myNearClearingPrice field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myNoClearingPrice field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myPriceVarInd field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myCrossType field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myEventTime field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myEventSeqNum field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Get the source time.
Implements Wombat::MamdaBasicEvent.
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Get the source time field state.
Implements Wombat::MamdaBasicEvent.
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Get the activity time.
Implements Wombat::MamdaBasicEvent.
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Get the activity time field state.
Implements Wombat::MamdaBasicEvent.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myMsgType field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myIssueSymbol field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myPartId field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the mySeqNum field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the mySecurityStatusOrig field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the mySecurityStatusTime field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Implements Wombat::MamdaOrderImbalanceRecap.
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Get the myAuctionTime field state.
Implements Wombat::MamdaOrderImbalanceRecap.
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Get the line time.
Implements Wombat::MamdaBasicEvent.
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Get the line time of the update.
Implements Wombat::MamdaBasicEvent.
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Get the send time.
Implements Wombat::MamdaBasicEvent.
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Get the send time field state.
Implements Wombat::MamdaBasicEvent.
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Get the instruments string symbol.
Implements Wombat::MamdaBasicEvent.
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Get the string symbol field state.
Implements Wombat::MamdaBasicEvent.
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Get the message qualifier.
Implements Wombat::MamdaBasicEvent.
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Get the message qualifier field state.
Implements Wombat::MamdaBasicEvent.
void Wombat::MamdaOrderImbalanceListener::updateFieldStates | ( | ) |
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Implementation of MamdaListener interface.
Implements Wombat::MamdaMsgListener.