com.wombat.mamda.orderbook

Class MamdaOrderbookConcreteComplexDelta

java.lang.Object

com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList

com.wombat.mamda.orderbook.MamdaOrderBookComplexDelta

com.wombat.mamda.orderbook.MamdaOrderbookConcreteComplexDelta

All Implemented Interfaces:

MamdaBasicEvent

public class MamdaOrderbookConcreteComplexDelta
extends MamdaOrderBookComplexDelta

MamdaOrderBookConcreteComplexDelta 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
MamdaOrderbookConcreteComplexDelta()

Method Summary

Methods

Modifier and Type	Method and Description
com.wombat.mama.MamaDateTime	getActivityTime()
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	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	getSrcTime()
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
void	setActivityTime(com.wombat.mama.MamaDateTime activityTime)
void	setEventSeqNum(long eventSeqNum)
void	setEventTime(com.wombat.mama.MamaDateTime eventTime)
void	setSrcTime(com.wombat.mama.MamaDateTime srcTime)

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

Constructor Detail

MamdaOrderbookConcreteComplexDelta

public MamdaOrderbookConcreteComplexDelta()

Method Detail

getSrcTime

public com.wombat.mama.MamaDateTime getSrcTime()

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.

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

setSrcTime

public void setSrcTime(com.wombat.mama.MamaDateTime srcTime)

getActivityTime

public com.wombat.mama.MamaDateTime getActivityTime()

Returns:

Activity time. A feed handler generated time stamp representing when the data item was last updated.

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

setActivityTime

public void setActivityTime(com.wombat.mama.MamaDateTime activityTime)

getEventTime

public com.wombat.mama.MamaDateTime getEventTime()

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.

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

setEventTime

public void setEventTime(com.wombat.mama.MamaDateTime eventTime)

getEventSeqNum

public long getEventSeqNum()

Returns:

Source sequence number. The exchange generated sequence number.

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

setEventSeqNum

public void setEventSeqNum(long eventSeqNum)