MamdaOrderBookListener (MAMDA 2.2.1.1)

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

All Implemented Interfaces:

MamdaBasicEvent, MamdaBasicRecap, MamdaMsgListener, MamdaOrderBookClear, MamdaOrderBookGap, MamdaOrderBookRecap
```
public class MamdaOrderBookListener
extends java.lang.Object
implements MamdaMsgListener, MamdaOrderBookClear, MamdaOrderBookRecap, MamdaOrderBookGap
```
MamdaOrderBookListener is a class that specializes in handling order book updates. Developers provide their own implementation of the MamdaOrderBookHandler interface and will be delivered notifications for order book recaps and deltas. Notifications for order book deltas include the delta itself as well as the full order book with deltas applied. An obvious application for this MAMDA class is any kind of program trading application that looks at depth of book. Note: The MamdaOrderBookListener class caches the order book. Among other reasons, caching of these fields makes it possible to provide complete trade-related callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.

Constructor Summary

Constructors
Constructor and Description
`MamdaOrderBookListener()` Create an order book listener using internally created data structures for the full and delta order books.
`MamdaOrderBookListener(MamdaOrderBook fullBook)` Create an order book listener using an optional user-provided object for the full order book.

Method Summary

Methods
Modifier and Type	Method and Description
`void`	`addHandler(MamdaOrderBookHandler handler)` Add a specialized order book handler.
`void`	`addIgnoreEntryId(java.lang.String id)` Add an entry ID to ignore.
`void`	`clear()` Clear all cached data fields.
`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.
`MamdaOrderBook`	`getBookSnapshot()` Returns a deep, writeable copy of the underlying order book.
`static MamdaOrderBook`	`getBookSnapShot(java.lang.String symbol)`
`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
`com.wombat.mama.MamaDateTime`	`getLineTime()` Get the line time of the update.
`short`	`getLineTimeFieldState()`
`short`	`getMsgQual()`
`MamdaOrderBook`	`getOrderBook()` Returns the full orderbook related to this clear event.
`java.lang.String`	`getPartId()` Get the participant identifier.
`short`	`getPartIdFieldState()`
`boolean`	`getProcessMarketOrders()`
`MamdaOrderBook`	`getReadOnlyBookSnapshot()` Returns a deep, read only, copy of the underlying order book.
`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()`
`void`	`onMsg(MamdaSubscription subscription, com.wombat.mama.MamaMsg msg, short msgType)` Implementation of MamdaListener interface.
`void`	`removeIgnoreEntryId(java.lang.String id)` Remove an entry ID to ignore.
`void`	`setProcessEntries(boolean process)` Set whether we are interested in "entry level" information at all.
`void`	`setProcessMarketOrders(boolean process)`

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

- Constructor Detail
  - MamdaOrderBookListener
```
public MamdaOrderBookListener()
```
    Create an order book listener using internally created data structures for the full and delta order books.
  - MamdaOrderBookListener
```
public MamdaOrderBookListener(MamdaOrderBook fullBook)
```
    Create an order book listener using an optional user-provided object for the full order book. If "fullBook" is NULL, an object will be allocated internally. If this listener is destroyed then the full order book object will only be destroyed if it was created by the listener (i.e., if fullBook was passed as NULL in this constructor).
    
    Parameters:
    fullBook - The MamdaOrderBook used to maintain the full book.
- Method Detail
  - addHandler
```
public void addHandler(MamdaOrderBookHandler handler)
```
    Add a specialized order book handler. Currently, only one handler can (and must) be registered.
    
    Parameters:
    handler - The hadler registered to receive order book update callbacks.
  - addIgnoreEntryId
```
public void addIgnoreEntryId(java.lang.String id)
```
    Add an entry ID to ignore. This only makes sense when the entry type is participant ID (as opposed to order ID). All order book updates for this entry ID will be ignored.
    
    Parameters:
    id - The id of the participant to ignore when process book updates.
  - removeIgnoreEntryId
```
public void removeIgnoreEntryId(java.lang.String id)
```
    Remove an entry ID to ignore.
    
    Parameters:
    id - The id of the participant whose update will be subsequently processed as part of the book.
    See Also:
    addIgnoreEntryId(String)
  - clear
```
public void clear()
```
    Clear all cached data fields.
  - 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.
  - 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.
  - 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()
```
  - getOrderBook
```
public MamdaOrderBook getOrderBook()
```
    Description copied from interface: MamdaOrderBookClear
    
    Returns the full orderbook related to this clear event.
    
    Specified by:
    
    getOrderBook in interface MamdaOrderBookClear
    
    Specified by:
    
    getOrderBook in interface MamdaOrderBookRecap
    
    Returns:
    The full order book.
  - getBeginGapSeqNum
```
public long getBeginGapSeqNum()
```
    Description copied from interface: MamdaOrderBookGap
    
    Beginning sequence number in a detected gap event.
    
    Specified by:
    
    getBeginGapSeqNum in interface MamdaOrderBookGap
  - getEndGapSeqNum
```
public long getEndGapSeqNum()
```
    Description copied from interface: MamdaOrderBookGap
    
    Ending sequence number in a detected gap event.
    
    Specified by:
    
    getEndGapSeqNum in interface MamdaOrderBookGap
  - setProcessMarketOrders
```
public void setProcessMarketOrders(boolean process)
```
  - getProcessMarketOrders
```
public boolean getProcessMarketOrders()
```
  - 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
  - setProcessEntries
```
public void setProcessEntries(boolean process)
```
    Set whether we are interested in "entry level" information at all. Many applications only care about price level information. (Default is to process entry level information.)
    
    Parameters:
    process - Whether to process entries in books.
  - getBookSnapshot
```
public MamdaOrderBook getBookSnapshot()
```
    Returns a deep, writeable copy of the underlying order book.
    
    Returns:
    A snapshot of the current Order Book
  - getBookSnapShot
```
public static MamdaOrderBook getBookSnapShot(java.lang.String symbol)
```
  - getReadOnlyBookSnapshot
```
public MamdaOrderBook getReadOnlyBookSnapshot()
```
    Returns a deep, read only, copy of the underlying order book. This method is faster than the writeable getBookSnapshot.
    
    Returns:
    A deep snapshot of the current Order Book
  - onMsg
```
public void onMsg(MamdaSubscription subscription,
         com.wombat.mama.MamaMsg msg,
         short msgType)
```
    Implementation of MamdaListener interface.
    
    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 MamdaOrderBookListener

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

MamdaOrderBookListener

MamdaOrderBookListener

Method Detail

addHandler

addIgnoreEntryId

removeIgnoreEntryId

clear

getSymbol

getPartId

getSrcTime

getActivityTime

getEventSeqNum

getEventTime

getLineTime

getSendTime

getMsgQual

getOrderBook

getBeginGapSeqNum

getEndGapSeqNum

setProcessMarketOrders

getProcessMarketOrders

getSymbolFieldState

getPartIdFieldState

getSrcTimeFieldState

getActivityTimeFieldState

getLineTimeFieldState

getSendTimeFieldState

getEventTimeFieldState

getEventSeqNumFieldState

setProcessEntries

getBookSnapshot

getBookSnapShot

getReadOnlyBookSnapshot

onMsg