Wombat::MamdaOrderBookFields Class Reference

Utility cache of MamaFieldDescriptors which are used internally by the API when accessing orderbook related fields from update messages. More...

#include <MamdaOrderBookFields.h>

Static Public Member Functions
static void	setDictionary (const MamaDictionary &dictionary)
static void	reset ()
static mama_u16_t	getMaxFid ()
static bool	isSet ()
static int	getNumLevelFields ()
	Internal. More...
static int	getNumEntryFields ()
	Internal. More...
static bool	getHasVectorFields ()
	Internal. More...
static bool	getHasFixedLevelFields ()
	Internal. More...
static const MamaDictionary &	getDictionary ()
	Get the dictionary used to setup the fields. More...

Static Public Attributes
static const MamaFieldDescriptor *	BOOK_TIME
static const MamaFieldDescriptor *	NUM_LEVELS
static const MamaFieldDescriptor *	BOOK_PROPERTIES
static const MamaFieldDescriptor *	BOOK_TYPE
static const MamaFieldDescriptor *	BOOK_PROP_MSG_TYPE
static const MamaFieldDescriptor *	PRICE_LEVELS
static const MamaFieldDescriptor *	PL_ACTION
static const MamaFieldDescriptor *	PL_PRICE
static const MamaFieldDescriptor *	PL_SIDE
static const MamaFieldDescriptor *	PL_SIZE
static const MamaFieldDescriptor *	PL_SIZE_CHANGE
static const MamaFieldDescriptor *	PL_TIME
static const MamaFieldDescriptor *	PL_NUM_ENTRIES
static const MamaFieldDescriptor *	PL_NUM_ATTACH
static const MamaFieldDescriptor *	PL_ENTRIES
static const MamaFieldDescriptor *	PL_PROPERTIES
static const MamaFieldDescriptor *	PL_PROP_MSG_TYPE
static const MamaFieldDescriptor *	ENTRY_ID
static const MamaFieldDescriptor *	ENTRY_ACTION
static const MamaFieldDescriptor *	ENTRY_REASON
static const MamaFieldDescriptor *	ENTRY_SIZE
static const MamaFieldDescriptor *	ENTRY_TIME
static const MamaFieldDescriptor *	ENTRY_STATUS
static const MamaFieldDescriptor *	ENTRY_PROPERTIES
static const MamaFieldDescriptor *	ENTRY_PROP_MSG_TYPE
static const MamaFieldDescriptor *	BID_MARKET_ORDERS
static const MamaFieldDescriptor *	ASK_MARKET_ORDERS
static const MamaFieldDescriptor **	PRICE_LEVEL
static int	PRICE_LEVEL_LENGTH
static const MamaFieldDescriptor **	PL_ENTRY
static int	PL_ENTRY_LENGTH
static const MamaFieldDescriptor *	BOOK_CONTRIBUTORS

Detailed Description

Utility cache of MamaFieldDescriptors which are used internally by the API when accessing orderbook related fields from update messages.

This class should be initialized prior to using the MamdaOrderBookListener by calling setDictionary() with a valid dictionary object which contains orderbook related fields.

Member Function Documentation

static void Wombat::MamdaOrderBookFields::setDictionary ( const MamaDictionary &  dictionary )

static

static void Wombat::MamdaOrderBookFields::reset ( )

static

static mama_u16_t Wombat::MamdaOrderBookFields::getMaxFid ( )

static

static bool Wombat::MamdaOrderBookFields::isSet ( )

static

static int Wombat::MamdaOrderBookFields::getNumLevelFields ( )

static

Internal.

Returns the number of fixed (non-vector) price level fields.

static int Wombat::MamdaOrderBookFields::getNumEntryFields ( )

static

Internal.

Returns the number of fixed (non-vector) entry fields.

static bool Wombat::MamdaOrderBookFields::getHasVectorFields ( )

static

Internal.

Returns whether the dictionary contains vector fields (important when unpacking order book messages).

static bool Wombat::MamdaOrderBookFields::getHasFixedLevelFields ( )

static

Internal.

Returns whether the dictionary contains fixed price level fields (important when unpacking order book messages).

static const MamaDictionary& Wombat::MamdaOrderBookFields::getDictionary ( )

static

Get the dictionary used to setup the fields.

Member Data Documentation

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::BOOK_TIME

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::NUM_LEVELS

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::BOOK_PROPERTIES

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::BOOK_TYPE

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::BOOK_PROP_MSG_TYPE

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PRICE_LEVELS

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_ACTION

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_PRICE

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_SIDE

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_SIZE

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_SIZE_CHANGE

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_TIME

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_NUM_ENTRIES

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_NUM_ATTACH

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_ENTRIES

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_PROPERTIES

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::PL_PROP_MSG_TYPE

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::ENTRY_ID

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::ENTRY_ACTION

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::ENTRY_REASON

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::ENTRY_SIZE

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::ENTRY_TIME

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::ENTRY_STATUS

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::ENTRY_PROPERTIES

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::ENTRY_PROP_MSG_TYPE

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::BID_MARKET_ORDERS

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::ASK_MARKET_ORDERS

static

const MamaFieldDescriptor** Wombat::MamdaOrderBookFields::PRICE_LEVEL

static

int Wombat::MamdaOrderBookFields::PRICE_LEVEL_LENGTH

static

const MamaFieldDescriptor** Wombat::MamdaOrderBookFields::PL_ENTRY

static

int Wombat::MamdaOrderBookFields::PL_ENTRY_LENGTH

static

const MamaFieldDescriptor* Wombat::MamdaOrderBookFields::BOOK_CONTRIBUTORS

static

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

• MamdaOrderBookFields.h