/usr/include/mamda/MamdaOrderBookConcreteComplexDelta.h is in libmamda-dev 2.2.2.1-11ubuntu1.
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*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
#ifndef MamdaOrderBookConcreteComplexDeltaH
#define MamdaOrderBookConcreteComplexDeltaH
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOrderBookComplexDelta.h>
#include <mamda/MamdaFieldState.h>
namespace Wombat
{
/**
* 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.
*/
class MAMDAOPTExpDLL MamdaOrderBookConcreteComplexDelta : public MamdaOrderBookComplexDelta
{
public:
MamdaOrderBookConcreteComplexDelta ();
virtual ~MamdaOrderBookConcreteComplexDelta ();
/*
* The following methods are inherited from MamdaBasicEvent.
*/
virtual const char* getSymbol() const;
virtual const char* getPartId() const;
virtual mama_seqnum_t getEventSeqNum() const;
virtual const MamaDateTime& getEventTime() const;
virtual const MamaDateTime& getSrcTime() const;
virtual const MamaDateTime& getActivityTime() const;
virtual const MamaDateTime& getLineTime() const;
virtual const MamaDateTime& getSendTime() const;
virtual const MamaMsgQual& getMsgQual() const;
virtual MamdaFieldState getSymbolFieldState() const;
virtual MamdaFieldState getPartIdFieldState() const;
virtual MamdaFieldState getEventSeqNumFieldState() const;
virtual MamdaFieldState getEventTimeFieldState() const;
virtual MamdaFieldState getSrcTimeFieldState() const;
virtual MamdaFieldState getActivityTimeFieldState() const;
virtual MamdaFieldState getLineTimeFieldState() const;
virtual MamdaFieldState getSendTimeFieldState() const;
virtual MamdaFieldState getMsgQualFieldState() const;
/*
* The following methods set the data for the MamdaBasicEvent.
*/
virtual void setSymbol (const char* value);
virtual void setPartId (const char* value);
virtual void setEventSeqNum (mama_seqnum_t value);
virtual void setEventTime (const MamaDateTime& value);
virtual void setSrcTime (const MamaDateTime& value);
virtual void setActivityTime (const MamaDateTime& value);
virtual void setLineTime (const MamaDateTime& value);
virtual void setSendTime (const MamaDateTime& value);
virtual void setMsgQual (const MamaMsgQual& value);
private:
struct OrderBookConcreteComplexDeltaImpl;
OrderBookConcreteComplexDeltaImpl& mImpl;
MamdaOrderBookConcreteComplexDelta& operator= (
const MamdaOrderBookConcreteComplexDelta& copy);
MamdaOrderBookConcreteComplexDelta (
const MamdaOrderBookConcreteComplexDelta& copy);
};
} // namespace
#endif // MamdaOrderBookConcreteComplexDeltaH
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