Package com.wombat.mamda.orderbook
Class MamdaOrderBookBasicDelta
- java.lang.Object
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- com.wombat.mamda.orderbook.MamdaOrderBookBasicDelta
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- Direct Known Subclasses:
MamdaOrderBookSimpleDelta
public class MamdaOrderBookBasicDelta extends java.lang.Object
MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta. A basic delta is one that affects a single order book entry.
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Constructor Summary
Constructors Constructor Description MamdaOrderBookBasicDelta()
MamdaOrderBookBasicDelta(MamdaOrderBookBasicDelta source)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description void
clear()
Clear the delta.void
dump()
Dump the simple update to the output stream.void
dump(java.io.OutputStream output)
Dump the simple update to the output stream.MamdaOrderBookEntry
getEntry()
Get the MamdaOrderBookEntry object related to this basic delta.char
getEntryDeltaAction()
Get the delta action with respect to the entry.MamdaOrderBook
getOrderBook()
Get the MamdaOrderBook object to which this delta belongs.char
getPlDeltaAction()
Get the delta action with respect to the price level.double
getPlDeltaSize()
Get the difference in size for the price level.MamdaOrderBookPriceLevel
getPriceLevel()
Get the MamdaOrderBookPriceLevel object related to this basic delta.void
set(MamdaOrderBookEntry entry, MamdaOrderBookPriceLevel level, double plDeltaSize, char plAction, char entryAction)
Set the delta info.void
setPlDeltaAction(char action)
Set the delta action with respect to the price level.void
setPriceLevel(MamdaOrderBookPriceLevel level)
Set the MamdaOrderBookPriceLevel object to which this entry belongs.
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Constructor Detail
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MamdaOrderBookBasicDelta
public MamdaOrderBookBasicDelta()
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MamdaOrderBookBasicDelta
public MamdaOrderBookBasicDelta(MamdaOrderBookBasicDelta source)
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Method Detail
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clear
public void clear()
Clear the delta.
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set
public void set(MamdaOrderBookEntry entry, MamdaOrderBookPriceLevel level, double plDeltaSize, char plAction, char entryAction)
Set the delta info.- Parameters:
entry
- The entrylevel
- The levelplDeltaSize
- The delta sizeplAction
- The price level actionentryAction
- The entry action
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setPriceLevel
public void setPriceLevel(MamdaOrderBookPriceLevel level)
Set the MamdaOrderBookPriceLevel object to which this entry belongs. This method is invoked internally, by the MAMDA API, when an entry is added to a price level.- Parameters:
level
- The price level to be associated with.
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setPlDeltaAction
public void setPlDeltaAction(char action)
Set the delta action with respect to the price level.- Parameters:
action
- The price level action.
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getPriceLevel
public MamdaOrderBookPriceLevel getPriceLevel()
Get the MamdaOrderBookPriceLevel object related to this basic delta.- Returns:
- The price level.
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getEntry
public MamdaOrderBookEntry getEntry()
Get the MamdaOrderBookEntry object related to this basic delta.- Returns:
- The entry.
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getPlDeltaSize
public double getPlDeltaSize()
Get the difference in size for the price level.- Returns:
- The price level size delta.
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getPlDeltaAction
public char getPlDeltaAction()
Get the delta action with respect to the price level.- Returns:
- The price level action.
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getEntryDeltaAction
public char getEntryDeltaAction()
Get the delta action with respect to the entry.- Returns:
- The entry action.
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getOrderBook
public MamdaOrderBook getOrderBook()
Get the MamdaOrderBook object to which this delta belongs.- Returns:
- The order book related to this delta.
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dump
public void dump(java.io.OutputStream output)
Dump the simple update to the output stream.- Parameters:
output
- TheOutputStream
to write the update to.
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dump
public void dump()
Dump the simple update to the output stream.
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