Package com.wombat.mamda.orderbook
Class MamdaOrderBookComplexDelta
- java.lang.Object
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- com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
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- com.wombat.mamda.orderbook.MamdaOrderBookComplexDelta
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- All Implemented Interfaces:
MamdaBasicEvent
- Direct Known Subclasses:
MamdaOrderbookConcreteComplexDelta
public abstract class MamdaOrderBookComplexDelta extends MamdaOrderBookBasicDeltaList implements MamdaBasicEvent
MamdaOrderBookComplexDelta 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.
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Field Summary
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Fields inherited from class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
MOD_SIDES_ASK, MOD_SIDES_BID, MOD_SIDES_BID_AND_ASK, MOD_SIDES_NONE
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Constructor Summary
Constructors Constructor Description MamdaOrderBookComplexDelta()
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Method Summary
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Methods inherited from class com.wombat.mamda.orderbook.MamdaOrderBookBasicDeltaList
add, clear, dump, dump, getModifiedSides, getOrderBook, getSize, iterator, setKeepBasicDeltas
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Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface com.wombat.mamda.MamdaBasicEvent
getActivityTime, getActivityTimeFieldState, getEventSeqNum, getEventSeqNumFieldState, getEventTime, getEventTimeFieldState, getSrcTime, getSrcTimeFieldState
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