Class MamdaOrderBookComplexDelta

  • 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.
    • Constructor Detail

      • MamdaOrderBookComplexDelta

        public MamdaOrderBookComplexDelta()