OpenMAMA
MamdaOrderBookEntryManager.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaOrderBookEntryManagerH
23 #define MamdaOrderBookEntryManagerH
24 
28 
29 namespace Wombat
30 {
31 
42  class MAMDAOPTExpDLL MamdaOrderBookEntryManager
43  {
44  public:
48  MamdaOrderBookEntryManager (mama_u32_t approxCount);
49 
54 
58  void clear ();
59 
63  void clear (const char* symbol);
64 
69  void addEntry (MamdaOrderBookEntry* entry);
70 
76  void addEntry (MamdaOrderBookEntry* entry,
77  const char* entryId);
78 
85  MamdaOrderBookEntry* findEntry (const char* entryId,
86  bool mustExist);
87 
92  void removeEntry (const char* entryId);
93 
98  void removeEntry (MamdaOrderBookEntry* entry);
99 
104  void dump (std::ostream& output) const;
105 
106  private:
111 
116 
117  struct MamdaOrderBookEntryManagerImpl;
118  MamdaOrderBookEntryManagerImpl& mImpl;
119  };
120 
121 } // namespace
122 
123 #endif // MamdaOrderBookEntryManagerH
MamdaOrderBookEntry is a class that represents an entry within a price level of an order book...
Definition: MamdaOrderBookEntry.h:48
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaOrderBookEntryManager is a class that provides a global order book lookup service, matching entry IDs that are unique across a set of order books.
Definition: MamdaOrderBookEntryManager.h:42


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