22 #ifndef MamdaOrderBookBasicDeltaH
23 #define MamdaOrderBookBasicDeltaH
36 class MamdaOrderBookPriceLevel;
37 class MamdaOrderBookEntry;
56 virtual void clear ();
63 mama_quantity_t plDeltaSize,
75 { mPriceLevel = level; }
83 { mPlAction = action; }
91 { mPlDeltaSize = size; }
101 { mPlDeltaSize += size; }
109 {
return mPriceLevel; }
125 {
return mPlDeltaSize; }
133 {
return mPlAction; }
141 {
return mEntryAction; }
148 { mEntryAction = action; }
162 void dump(ostream& output)
const;
178 #endif // MamdaOrderBookBasicDeltaH
virtual ~MamdaOrderBookBasicDelta()
Definition: MamdaOrderBookBasicDelta.h:51
void setPriceLevel(MamdaOrderBookPriceLevel *level)
Set the MamdaOrderBookPriceLevel object to which this entry belongs.
Definition: MamdaOrderBookBasicDelta.h:74
mama_quantity_t getPlDeltaSize() const
Get the difference in size for the price level.
Definition: MamdaOrderBookBasicDelta.h:124
MamdaOrderBookPriceLevel * getPriceLevel() const
Get the MamdaOrderBookPriceLevel object related to this basic delta.
Definition: MamdaOrderBookBasicDelta.h:108
MamdaOrderBookEntry is a class that represents an entry within a price level of an order book...
Definition: MamdaOrderBookEntry.h:48
MamdaOrderBookPriceLevel::Action mPlAction
Definition: MamdaOrderBookBasicDelta.h:168
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaOrderBookEntry::Action getEntryDeltaAction() const
Get the delta action with respect to the entry.
Definition: MamdaOrderBookBasicDelta.h:140
mama_quantity_t mPlDeltaSize
Definition: MamdaOrderBookBasicDelta.h:167
void setEntryDeltaAction(MamdaOrderBookEntry::Action action)
Get the delta action with respect to the entry.
Definition: MamdaOrderBookBasicDelta.h:147
MamdaOrderBook is a class that provides order book functionality, including iterators over price leve...
Definition: MamdaOrderBook.h:47
MamdaOrderBookEntry::Action mEntryAction
Definition: MamdaOrderBookBasicDelta.h:169
MamdaOrderBookEntry * mEntry
Definition: MamdaOrderBookBasicDelta.h:166
MamdaOrderBookEntry * getEntry() const
Get the MamdaOrderBookEntry object related to this basic delta.
Definition: MamdaOrderBookBasicDelta.h:116
MamdaOrderBookPriceLevel::Action getPlDeltaAction() const
Get the delta action with respect to the price level.
Definition: MamdaOrderBookBasicDelta.h:132
void applyPlDeltaSize(mama_quantity_t size)
Apply the price level delta size to the existing size, giving the net effect.
Definition: MamdaOrderBookBasicDelta.h:100
MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta...
Definition: MamdaOrderBookBasicDelta.h:45
void setPlDeltaSize(mama_quantity_t size)
Set the price level delta size.
Definition: MamdaOrderBookBasicDelta.h:90
void setPlDeltaAction(MamdaOrderBookPriceLevel::Action action)
Set the delta action with respect to the price level.
Definition: MamdaOrderBookBasicDelta.h:82
Action
An enumeration for book entry actions.
Definition: MamdaOrderBookEntry.h:57
Action
An enumeration for price level actions.
Definition: MamdaOrderBookPriceLevel.h:53
MamdaOrderBookPriceLevel is a class that provides a price level type for order books.
Definition: MamdaOrderBookPriceLevel.h:44
MamdaOrderBookPriceLevel * mPriceLevel
Definition: MamdaOrderBookBasicDelta.h:165
MamdaOrderBookBasicDelta()
Definition: MamdaOrderBookBasicDelta.h:48