MamdaBookAtomicLevelEntry.h
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/* $Id$
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*
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* OpenMAMA: The open middleware agnostic messaging API
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* Copyright (C) 2011 NYSE Technologies, Inc.
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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* 02110-1301 USA
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*/
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#ifndef MamdaBookAtomicLevelEntryH
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#define MamdaBookAtomicLevelEntryH
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#include <
mamda/MamdaOptionalConfig.h
>
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#include <
mamda/MamdaBasicRecap.h
>
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namespace
Wombat
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{
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class
MAMDAOPTExpDLL
MamdaBookAtomicLevelEntry
:
public
MamdaBasicRecap
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{
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public
:
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virtual
double
getPriceLevelPrice()
const
= 0;
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virtual
MamaPrice& getPriceLevelMamaPrice()
const
= 0;
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virtual
mama_f64_t getPriceLevelSize()
const
= 0;
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virtual
char
getPriceLevelAction()
const
= 0;
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virtual
char
getPriceLevelSide()
const
= 0;
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virtual
const
MamaDateTime& getPriceLevelTime()
const
= 0;
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virtual
mama_f32_t getPriceLevelNumEntries()
const
= 0;
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virtual
mama_u32_t getPriceLevelActNumEntries()
const
= 0;
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virtual
char
getPriceLevelEntryAction()
const
= 0;
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virtual
char
getPriceLevelEntryReason()
const
= 0;
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virtual
const
char
* getPriceLevelEntryId()
const
= 0;
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virtual
mama_u64_t getPriceLevelEntrySize()
const
= 0;
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virtual
const
MamaDateTime& getPriceLevelEntryTime()
const
= 0;
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virtual
~MamdaBookAtomicLevelEntry
() {};
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};
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}
// namespace
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#endif // MamdaBookAtomicLevelEntryH
MamdaOptionalConfig.h
Wombat::MamdaBasicRecap
MamdaBasicRecap is an interface that provides access to recap related fields.
Definition:
MamdaBasicRecap.h:36
MamdaBasicRecap.h
Wombat
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition:
MamdaAuctionFields.h:29
Wombat::MamdaBookAtomicLevelEntry
MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fields...
Definition:
MamdaBookAtomicLevelEntry.h:35
Wombat::MamdaBookAtomicLevelEntry::~MamdaBookAtomicLevelEntry
virtual ~MamdaBookAtomicLevelEntry()
Definition:
MamdaBookAtomicLevelEntry.h:119
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