com.wombat.mamda.orderbook

Class MamdaOrderBookComplexDelta

java.lang.Object

com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList

com.wombat.mamda.orderbook.MamdaOrderBookComplexDelta

All Implemented Interfaces:

MamdaBasicEvent

Direct Known Subclasses:

MamdaOrderbookConcreteComplexDelta

public abstract class MamdaOrderBookComplexDelta
extends MamdaOrderBookBasicDeltaList
implements MamdaBasicEvent

MamdaOrderBookComplexDelta is a class that saves information about a complex order book delta. A complex delta involves multiple entries and/or price levels. For example, a modified order may involve a price change that means moving an entry from one price level to another. A complex delta is made up of several simple deltas, which can be iterated over by methods provided in the class.

Field Summary

Fields inherited from class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList

MOD_SIDES_ASK, MOD_SIDES_BID, MOD_SIDES_BID_AND_ASK, MOD_SIDES_NONE

Constructor Summary

Constructors

Constructor and Description
MamdaOrderBookComplexDelta()

Method Summary

Methods inherited from class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList

add, clear, dump, dump, getModifiedSides, getOrderBook, getSize, iterator, setKeepBasicDeltas

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.wombat.mamda.MamdaBasicEvent

getActivityTime, getActivityTimeFieldState, getEventSeqNum, getEventSeqNumFieldState, getEventTime, getEventTimeFieldState, getSrcTime, getSrcTimeFieldState

Constructor Detail

MamdaOrderBookComplexDelta

public MamdaOrderBookComplexDelta()