OpenMAMA
MamdaBookAtomicLevel.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaBookAtomicLevelH
23 #define MamdaBookAtomicLevelH
24 
26 #include <mamda/MamdaBasicRecap.h>
28 
29 namespace Wombat
30 {
31 
36  class MAMDAOPTExpDLL MamdaBookAtomicLevel : public MamdaBasicRecap
37  {
38  public:
39 
45  virtual mama_u32_t getPriceLevelNumLevels() const = 0;
46 
53  virtual mama_u32_t getPriceLevelNum() const = 0;
54 
60  virtual double getPriceLevelPrice() const = 0;
61 
67  virtual MamaPrice& getPriceLevelMamaPrice() const = 0;
68 
69 
77  virtual mama_f64_t getPriceLevelSize() const = 0;
78 
86  virtual mama_i64_t getPriceLevelSizeChange () const = 0;
87 
88 
104  virtual char getPriceLevelAction() const = 0;
105 
116  virtual char getPriceLevelSide() const = 0;
117 
123  virtual const MamaDateTime& getPriceLevelTime() const = 0;
124 
132  virtual mama_f32_t getPriceLevelNumEntries() const = 0;
133 
139  virtual MamdaOrderBookTypes::OrderType getOrderType () const = 0;
140 
145  virtual void setOrderType (MamdaOrderBookTypes::OrderType orderType) const = 0;
146 
147 
148  virtual ~MamdaBookAtomicLevel() {};
149  };
150 
151 } // namespace
152 
153 #endif // MamdaBookAtomicLevelH
MamdaBasicRecap is an interface that provides access to recap related fields.
Definition: MamdaBasicRecap.h:36
MamdaBookAtomicLevel is an interface that provides access to trade related fields.
Definition: MamdaBookAtomicLevel.h:36
OrderType
An enumeration for the type of level.
Definition: MamdaOrderBookTypes.h:98
virtual ~MamdaBookAtomicLevel()
Definition: MamdaBookAtomicLevel.h:148
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29


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