com.wombat.mamda.orderbook

Class MamdaOrderBookBasicDelta

java.lang.Object

com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta

Direct Known Subclasses:

MamdaOrderBookSimpleDelta

public class MamdaOrderBookBasicDelta
extends java.lang.Object

MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta. A basic delta is one that affects a single order book entry.

Constructor Summary

Constructors

Constructor and Description
MamdaOrderBookBasicDelta()
MamdaOrderBookBasicDelta(MamdaOrderBookBasicDelta source)

Method Summary

Methods

Modifier and Type	Method and Description
void	clear() Clear the delta.
void	dump() Dump the simple update to the output stream.
void	dump(java.io.OutputStream output) Dump the simple update to the output stream.
MamdaOrderBookEntry	getEntry() Get the MamdaOrderBookEntry object related to this basic delta.
char	getEntryDeltaAction() Get the delta action with respect to the entry.
MamdaOrderBook	getOrderBook() Get the MamdaOrderBook object to which this delta belongs.
char	getPlDeltaAction() Get the delta action with respect to the price level.
double	getPlDeltaSize() Get the difference in size for the price level.
MamdaOrderBookPriceLevel	getPriceLevel() Get the MamdaOrderBookPriceLevel object related to this basic delta.
void	set(MamdaOrderBookEntry entry, MamdaOrderBookPriceLevel level, double plDeltaSize, char plAction, char entryAction) Set the delta info.
void	setPlDeltaAction(char action) Set the delta action with respect to the price level.
void	setPriceLevel(MamdaOrderBookPriceLevel level) Set the MamdaOrderBookPriceLevel object to which this entry belongs.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MamdaOrderBookBasicDelta

public MamdaOrderBookBasicDelta()

MamdaOrderBookBasicDelta

public MamdaOrderBookBasicDelta(MamdaOrderBookBasicDelta source)

Method Detail

clear

public void clear()

Clear the delta.

set

public void set(MamdaOrderBookEntry entry,
       MamdaOrderBookPriceLevel level,
       double plDeltaSize,
       char plAction,
       char entryAction)

Set the delta info.

Parameters:

entry - The entry

level - The level

plDeltaSize - The delta size

plAction - The price level action

entryAction - The entry action

setPriceLevel

public void setPriceLevel(MamdaOrderBookPriceLevel level)

Set the MamdaOrderBookPriceLevel object to which this entry belongs. This method is invoked internally, by the MAMDA API, when an entry is added to a price level.

Parameters:

level - The price level to be associated with.

setPlDeltaAction

public void setPlDeltaAction(char action)

Set the delta action with respect to the price level.

Parameters:

action - The price level action.

getPriceLevel

public MamdaOrderBookPriceLevel getPriceLevel()

Get the MamdaOrderBookPriceLevel object related to this basic delta.

Returns:

The price level.

getEntry

public MamdaOrderBookEntry getEntry()

Get the MamdaOrderBookEntry object related to this basic delta.

Returns:

The entry.

getPlDeltaSize

public double getPlDeltaSize()

Get the difference in size for the price level.

Returns:

The price level size delta.

getPlDeltaAction

public char getPlDeltaAction()

Get the delta action with respect to the price level.

Returns:

The price level action.

getEntryDeltaAction

public char getEntryDeltaAction()

Get the delta action with respect to the entry.

Returns:

The entry action.

getOrderBook

public MamdaOrderBook getOrderBook()

Get the MamdaOrderBook object to which this delta belongs.

Returns:

The order book related to this delta.

dump

public void dump(java.io.OutputStream output)

Dump the simple update to the output stream.

Parameters:

output - The OutputStream to write the update to.

dump

public void dump()

Dump the simple update to the output stream.