22 #ifndef MamdaOrderBookListenerH
23 #define MamdaOrderBookListenerH
33 class MamdaOrderBookHandler;
85 virtual void setProcessEntries (
bool process);
93 virtual bool getProcessEntries ()
const;
101 virtual void setProcessMarketOrders (
bool process);
108 virtual bool getProcessMarketOrders ()
const;
118 virtual void addIgnoreEntryId (
const char*
id);
128 virtual void removeIgnoreEntryId (
const char*
id);
133 virtual void clear ();
139 virtual void removeHandlers ();
142 virtual const char* getSymbol ()
const;
143 virtual const char* getPartId ()
const;
144 virtual const MamaDateTime& getSrcTime ()
const;
145 virtual const MamaDateTime& getActivityTime ()
const;
146 virtual const MamaDateTime& getLineTime ()
const;
147 virtual const MamaDateTime& getSendTime ()
const;
148 virtual const MamaMsgQual& getMsgQual ()
const;
149 virtual const MamaDateTime& getEventTime ()
const;
150 virtual mama_seqnum_t getEventSeqNum ()
const;
166 virtual mama_seqnum_t getBeginGapSeqNum ()
const;
167 virtual mama_seqnum_t getEndGapSeqNum ()
const;
173 virtual void setUseEntryManager (
bool useManager);
179 virtual void setEntryIdsAreUnique (
bool uniqueIds);
187 virtual void setKeepBasicDeltas (
bool keep);
197 virtual void setUpdateInconsistentBook (
bool update);
206 virtual void setUpdateStaleBook (
bool update);
213 virtual void setClearStaleBook (
bool clear);
219 mamaQuality quality);
225 virtual void setConflateDeltas (
bool conflate);
232 virtual bool getConflateDeltas ();
240 virtual void setConflationInterval (
double interval);
246 virtual void forceInvokeDeltaHandlers ();
251 virtual void clearConflatedDeltas ();
266 virtual void acquireReadLock ();
272 virtual void releaseReadLock ();
274 virtual void acquireWriteLock ();
275 virtual void releaseWriteLock ();
301 virtual void setBookPropertyFids (mama_fid_t* fids, mama_size_t numFids);
311 virtual void setLevelPropertyFids (mama_fid_t* fids, mama_size_t numFids);
321 virtual void setEntryPropertyFids (mama_fid_t* fids, mama_size_t numFids);
326 struct MamdaOrderBookListenerImpl;
327 MamdaOrderBookListenerImpl&
mImpl;
332 #endif // MamdaOrderBookListenerH
MamdaOrderBookListener is a class that specializes in handling order book updates.
Definition: MamdaOrderBookListener.h:52
MamdaOrderBookListenerImpl & mImpl
Definition: MamdaOrderBookListener.h:326
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaOrderBook is a class that provides order book functionality, including iterators over price leve...
Definition: MamdaOrderBook.h:47
MamdaOrderBookHandler is an interface for applications that want to have an easy way to handle order ...
Definition: MamdaOrderBookHandler.h:45
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54
MamdaFieldState
An enumeration representing field state.
Definition: MamdaFieldState.h:37
MamdaMsgListener defines an interface for handling MAMA messages for a MamdaSubscription.
Definition: MamdaMsgListener.h:38