MamdaBookAtomicListener (MAMDA 2.2.1.1)

java.lang.Object
- com.wombat.mamda.orderbook.MamdaBookAtomicListener

All Implemented Interfaces:: MamdaBasicEvent, MamdaBasicRecap, MamdaMsgListener, MamdaBookAtomicGap, MamdaBookAtomicLevel, MamdaBookAtomicLevelEntry

public class MamdaBookAtomicListener
extends java.lang.Object
implements MamdaMsgListener, MamdaBookAtomicLevel, MamdaBookAtomicLevelEntry, MamdaBookAtomicGap

Constructor Summary

Constructors
Constructor and Description

MamdaBookAtomicListener()

Constructors
Constructor and Description
`MamdaBookAtomicListener()`

Method Summary

Methods
Modifier and Type	Method and Description
`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)`

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - MamdaBookAtomicListener
```
public MamdaBookAtomicListener()
```
- Method Detail
  - entryIterator
```
public java.util.Iterator entryIterator()
```
    Returns a java.util.Iterator for all entries within this level. Price Level entries are represented by the MamdaOrderBookEntry class.
    
    Specified by:
    
    entryIterator in interface MamdaBookAtomicLevel
    
    Specified by:
    
    entryIterator in interface MamdaBookAtomicLevelEntry
    
    Returns:
    Iterator The iterator for the price level entries
  - addBookHandler
```
public void addBookHandler(MamdaBookAtomicBookHandler handler)
```
  - addLevelHandler
```
public void addLevelHandler(MamdaBookAtomicLevelHandler handler)
```
  - addLevelEntryHandler
```
public void addLevelEntryHandler(MamdaBookAtomicLevelEntryHandler handler)
```
  - getSymbol
```
public java.lang.String getSymbol()
```
    Description copied from interface: MamdaBasicRecap
    
    Get the string symbol for the instrument.
    
    Specified by:
    
    getSymbol in interface MamdaBasicRecap
    
    Returns:
    Symbol. This is the "well-known" symbol for the security, including any symbology mapping performed by the publisher.
  - getPartId
```
public java.lang.String getPartId()
```
    Description copied from interface: MamdaBasicRecap
    
    Get the participant identifier.
    
    Specified by:
    
    getPartId in interface MamdaBasicRecap
    
    Returns:
    Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).
  - getSrcTime
```
public com.wombat.mama.MamaDateTime getSrcTime()
```
    Description copied from interface: MamdaBasicRecap
    
    Source time. Typically, the exchange generated feed
    
    Specified by:
    
    getSrcTime in interface MamdaBasicEvent
    
    Specified by:
    
    getSrcTime in interface MamdaBasicRecap
    
    Returns:
    Source time. Typically, the exchange generated feed time stamp. This is often the same as the "event time", because many feeds do not distinguish between the actual event time and when the exchange sent the message.
  - getActivityTime
```
public com.wombat.mama.MamaDateTime getActivityTime()
```
    Description copied from interface: MamdaBasicRecap
    
    Activity time. A feed handler generated time stamp representing when the data item was last updated.
    
    Specified by:
    
    getActivityTime in interface MamdaBasicEvent
    
    Specified by:
    
    getActivityTime in interface MamdaBasicRecap
    
    Returns:
    Activity time. A feed handler generated time stamp representing when the data item was last updated.
  - getLineTime
```
public com.wombat.mama.MamaDateTime getLineTime()
```
    Description copied from interface: MamdaBasicRecap
    
    Get the line time of the update.
    
    Specified by:
    
    getLineTime in interface MamdaBasicRecap
    
    Returns:
    Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.
  - getSendTime
```
public com.wombat.mama.MamaDateTime getSendTime()
```
    Description copied from interface: MamdaBasicRecap
    
    Get the send time of the update.
    
    Specified by:
    
    getSendTime in interface MamdaBasicRecap
    
    Returns:
    Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware).
  - getMsgQual
```
public short getMsgQual()
```
  - getEventSeqNum
```
public long getEventSeqNum()
```
    Specified by:
    
    getEventSeqNum in interface MamdaBasicEvent
    
    Returns:
    Source sequence number. The exchange generated sequence number.
  - getEventTime
```
public com.wombat.mama.MamaDateTime getEventTime()
```
    Specified by:
    
    getEventTime in interface MamdaBasicEvent
    
    Returns:
    Event time. Typically, when the event actually occurred. This is often the same as the "source time", because many feeds do not distinguish between the actual event time and when the exchange sent the message.
  - getPriceLevelNumLevels
```
public long getPriceLevelNumLevels()
```
    Description copied from interface: MamdaBookAtomicLevel
    
    Return the number of price levels in the order book update.
    
    Specified by:
    
    getPriceLevelNumLevels in interface MamdaBookAtomicLevel
    
    Returns:
    The number of price levels.
  - getPriceLevelNum
```
public long getPriceLevelNum()
```
    Description copied from interface: MamdaBookAtomicLevel
    
    Return at which position this level is within an update containing a number of levels. (i.e. level m of n levels in the update)
    
    Specified by:
    
    getPriceLevelNum in interface MamdaBookAtomicLevel
    
    Returns:
    The position of this level in the update received.
  - getPriceLevelPrice
```
public double getPriceLevelPrice()
```
    Description copied from interface: MamdaBookAtomicLevel
    
    Return the price for this price level.
    
    Specified by:
    
    getPriceLevelPrice in interface MamdaBookAtomicLevel
    
    Specified by:
    
    getPriceLevelPrice in interface MamdaBookAtomicLevelEntry
    
    Returns:
    The price level price.
    See Also:
    MamdaBookAtomicLevel.getPriceLevelPrice()
  - getPriceLevelMamaPrice
```
public com.wombat.mama.MamaPrice getPriceLevelMamaPrice()
```
    Description copied from interface: MamdaBookAtomicLevel
    
    Return the MamaPrice for this price level.
    
    Specified by:
    
    getPriceLevelMamaPrice in interface MamdaBookAtomicLevel
    
    Specified by:
    
    getPriceLevelMamaPrice in interface MamdaBookAtomicLevelEntry
    
    Returns:
    The price level price.
    See Also:
    MamdaBookAtomicLevel.getPriceLevelMamaPrice()
  - getPriceLevelSize
```
public double getPriceLevelSize()
```
    Description copied from interface: MamdaBookAtomicLevel
    
    Return the number of order entries comprising this price level.
    Not supported for V5 entry book updates.
    
    Specified by:
    
    getPriceLevelSize in interface MamdaBookAtomicLevel
    
    Specified by:
    
    getPriceLevelSize in interface MamdaBookAtomicLevelEntry
    
    Returns:
    The number of entries in this price level.
    See Also:
    MamdaBookAtomicLevel.getPriceLevelSize()
  - getPriceLevelSizeChange
```
public long getPriceLevelSizeChange()
```
    Description copied from interface: MamdaBookAtomicLevel
    
    Aggregate size at current price level.
    Not supported for V5 entry book updates.
    
    Specified by:
    
    getPriceLevelSizeChange in interface MamdaBookAtomicLevel
    
    Returns:
    The aggregate size at the current price level.
  - getPriceLevelAction
```
public char getPriceLevelAction()
```
    Description copied from interface: MamdaBookAtomicLevel
    The action to apply to the orderbook for this price level. Can have a value of:
    - A : Add a new price level
    - U : Update an existing price level
    - D : Delete an existing price level
    - C : Closing information for price level (often treat the same as Update).
    Not supported for V5 entry book updates.
    Specified by:
    
    getPriceLevelAction in interface MamdaBookAtomicLevel
    
    Specified by:
    
    getPriceLevelAction in interface MamdaBookAtomicLevelEntry
    
    Returns:
    The price level action.
    See Also:
    MamdaBookAtomicLevel.getPriceLevelAction()
  - getPriceLevelSide
```
public char getPriceLevelSide()
```
    Description copied from interface: MamdaBookAtomicLevel
    Side of book at current price level.
    - B : Bid side. Same as 'buy' side.
    - A : Ask side. Same as 'sell' side.
    Specified by:
    
    getPriceLevelSide in interface MamdaBookAtomicLevel
    
    Specified by:
    
    getPriceLevelSide in interface MamdaBookAtomicLevelEntry
    
    Returns:
    The price level side.
    See Also:
    MamdaBookAtomicLevel.getPriceLevelSide()
  - getPriceLevelTime
```
public com.wombat.mama.MamaDateTime getPriceLevelTime()
```
    Description copied from interface: MamdaBookAtomicLevel
    
    Time of order book price level.
    
    Specified by:
    
    getPriceLevelTime in interface MamdaBookAtomicLevel
    
    Specified by:
    
    getPriceLevelTime in interface MamdaBookAtomicLevelEntry
    
    Returns:
    The time of the orderbook price level.
    See Also:
    MamdaBookAtomicLevel.getPriceLevelTime()
  - getPriceLevelNumEntries
```
public double getPriceLevelNumEntries()
```
    Description copied from interface: MamdaBookAtomicLevel
    
    Number of order book entries at current price level.
    Not supported for V5 entry book updates.
    
    Specified by:
    
    getPriceLevelNumEntries in interface MamdaBookAtomicLevel
    
    Specified by:
    
    getPriceLevelNumEntries in interface MamdaBookAtomicLevelEntry
    
    Returns:
    The number of entries at the current price level.
    See Also:
    MamdaBookAtomicLevel.getPriceLevelNumEntries()
  - setOrderType
```
public void setOrderType(char orderType)
```
  - getOrderType
```
public char getOrderType()
```
  - getHasMarketOrders
```
public boolean getHasMarketOrders()
```
  - setProcessMarketOrders
```
public void setProcessMarketOrders(boolean process)
```
  - getPriceLevelActNumEntries
```
public long getPriceLevelActNumEntries()
```
    Specified by:
    
    getPriceLevelActNumEntries in interface MamdaBookAtomicLevelEntry
  - getPriceLevelEntryAction
```
public char getPriceLevelEntryAction()
```
    Description copied from interface: MamdaBookAtomicLevelEntry
    
    Order book entry action to apply to the full order book. A : Add entry to the price level. U : Update existing entry in the price level. D : Delete existing entry from the price level.
    
    Specified by:
    
    getPriceLevelEntryAction in interface MamdaBookAtomicLevelEntry
    
    Returns:
    The orderbook entry action.
  - getPriceLevelEntryReason
```
public char getPriceLevelEntryReason()
```
    Description copied from interface: MamdaBookAtomicLevelEntry
    
    Reason for order book entry.
    
    Specified by:
    
    getPriceLevelEntryReason in interface MamdaBookAtomicLevelEntry
    
    Returns:
    The orderbook entry reason.
  - getPriceLevelEntryId
```
public java.lang.String getPriceLevelEntryId()
```
    Description copied from interface: MamdaBookAtomicLevelEntry
    
    Order book entry Id. (order ID, participant ID, etc.)
    
    Specified by:
    
    getPriceLevelEntryId in interface MamdaBookAtomicLevelEntry
    
    Returns:
    The entry id
  - getPriceLevelEntrySize
```
public long getPriceLevelEntrySize()
```
    Description copied from interface: MamdaBookAtomicLevelEntry
    
    Return the order book entry size
    
    Specified by:
    
    getPriceLevelEntrySize in interface MamdaBookAtomicLevelEntry
    
    Returns:
    Order book entry size
  - getPriceLevelEntryTime
```
public com.wombat.mama.MamaDateTime getPriceLevelEntryTime()
```
    Description copied from interface: MamdaBookAtomicLevelEntry
    
    Return the time of order book entry update.
    
    Specified by:
    
    getPriceLevelEntryTime in interface MamdaBookAtomicLevelEntry
    
    Returns:
    Time of order book entry update.
  - getBeginGapSeqNum
```
public long getBeginGapSeqNum()
```
    Description copied from interface: MamdaBookAtomicGap
    
    Beginning sequence number in a detected gap event.
    
    Specified by:
    
    getBeginGapSeqNum in interface MamdaBookAtomicGap
  - getEndGapSeqNum
```
public long getEndGapSeqNum()
```
    Description copied from interface: MamdaBookAtomicGap
    
    Ending sequence number in a detected gap event.
    
    Specified by:
    
    getEndGapSeqNum in interface MamdaBookAtomicGap
  - setPriceLevel
```
public void setPriceLevel(long priceLevel)
```
  - isVisible
```
public boolean isVisible()
```
    Specified by:
    
    isVisible in interface MamdaBookAtomicLevelEntry
  - getSymbolFieldState
```
public short getSymbolFieldState()
```
    Specified by:
    
    getSymbolFieldState in interface MamdaBasicRecap
    
    Returns:
    symbol Field State
  - getPartIdFieldState
```
public short getPartIdFieldState()
```
    Specified by:
    
    getPartIdFieldState in interface MamdaBasicRecap
    
    Returns:
    participant ID Field State
  - getSrcTimeFieldState
```
public short getSrcTimeFieldState()
```
    Description copied from interface: MamdaBasicEvent
    
    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
    
    Specified by:
    
    getSrcTimeFieldState in interface MamdaBasicEvent
    
    Specified by:
    
    getSrcTimeFieldState in interface MamdaBasicRecap
    
    Returns:
    source time Field State
  - getActivityTimeFieldState
```
public short getActivityTimeFieldState()
```
    Description copied from interface: MamdaBasicEvent
    
    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
    
    Specified by:
    
    getActivityTimeFieldState in interface MamdaBasicEvent
    
    Specified by:
    
    getActivityTimeFieldState in interface MamdaBasicRecap
    
    Returns:
    activity time Field State
  - getLineTimeFieldState
```
public short getLineTimeFieldState()
```
    Specified by:
    
    getLineTimeFieldState in interface MamdaBasicRecap
    
    Returns:
    line time Field State
  - getSendTimeFieldState
```
public short getSendTimeFieldState()
```
    Specified by:
    
    getSendTimeFieldState in interface MamdaBasicRecap
    
    Returns:
    send time Field State
  - getEventTimeFieldState
```
public short getEventTimeFieldState()
```
    Description copied from interface: MamdaBasicEvent
    
    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
    
    Specified by:
    
    getEventTimeFieldState in interface MamdaBasicEvent
  - getEventSeqNumFieldState
```
public short getEventSeqNumFieldState()
```
    Description copied from interface: MamdaBasicEvent
    
    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
    
    Specified by:
    
    getEventSeqNumFieldState in interface MamdaBasicEvent
  - onMsg
```
public void onMsg(MamdaSubscription subscription,
         com.wombat.mama.MamaMsg msg,
         short msgType)
```
    Description copied from interface: MamdaMsgListener
    
    Invoked for each message received for the subscription to which the Listener is registered.
    
    Specified by:
    
    onMsg in interface MamdaMsgListener
    
    Parameters:
    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.

Class MamdaBookAtomicListener

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

MamdaBookAtomicListener

Method Detail

entryIterator

addBookHandler

addLevelHandler

addLevelEntryHandler

getSymbol

getPartId

getSrcTime

getActivityTime

getLineTime

getSendTime

getMsgQual

getEventSeqNum

getEventTime

getPriceLevelNumLevels

getPriceLevelNum

getPriceLevelPrice

getPriceLevelMamaPrice

getPriceLevelSize

getPriceLevelSizeChange

getPriceLevelAction

getPriceLevelSide

getPriceLevelTime

getPriceLevelNumEntries

setOrderType

getOrderType

getHasMarketOrders

setProcessMarketOrders

getPriceLevelActNumEntries

getPriceLevelEntryAction

getPriceLevelEntryReason

getPriceLevelEntryId

getPriceLevelEntrySize

getPriceLevelEntryTime

getBeginGapSeqNum

getEndGapSeqNum

setPriceLevel

isVisible

getSymbolFieldState

getPartIdFieldState

getSrcTimeFieldState

getActivityTimeFieldState

getLineTimeFieldState

getSendTimeFieldState

getEventTimeFieldState

getEventSeqNumFieldState

onMsg