/usr/include/mamda/MamdaBookAtomicLevel.h is in libmamda-dev 2.2.2.1-10.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
#ifndef MamdaBookAtomicLevelH
#define MamdaBookAtomicLevelH
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaBasicRecap.h>
#include <mamda/MamdaOrderBookTypes.h>
namespace Wombat
{
/**
* MamdaBookAtomicLevel is an interface that provides access to trade
* related fields.
*/
class MAMDAOPTExpDLL MamdaBookAtomicLevel : public MamdaBasicRecap
{
public:
/**
* Return the number of price levels in the order book update.
*
* @return The number of price levels.
*/
virtual mama_u32_t getPriceLevelNumLevels() const = 0;
/**
* Return at which position this level is within an update containing a
* number of levels. (i.e. level m of n levels in the update)
*
* @return The position of this level in the update received.
*/
virtual mama_u32_t getPriceLevelNum() const = 0;
/**
* Return the price for this price level.
*
* @return The price level price.
*/
virtual double getPriceLevelPrice() const = 0;
/**
* Return the MamaPrice for this price level.
*
* @return The price level price.
*/
virtual MamaPrice& getPriceLevelMamaPrice() const = 0;
/**
* Return the number of order entries comprising this price level.
*
* @warning Not supported for V5 entry book updates.
*
* @return The number of entries in this price level.
*/
virtual mama_f64_t getPriceLevelSize() const = 0;
/**
* Aggregate size at current price level
*
* @warning Not supported for V5 entry book updates.
*
* @return The aggregate size at the current price level.
*/
virtual mama_i64_t getPriceLevelSizeChange () const = 0;
/**
* The action to apply to the orderbook for this price level. Can have a
* value of:
* <ul>
* <li>A : Add a new price level</li>
* <li>U : Update an existing price level</li>
* <li>D : Delete an existing price level</li>
* <li>C : Closing information for price level (often treat the same as
* Update).</li>
* </ul>
*
* @warning Not supported for V5 entry book updates.
*
* @return The price level action.
*/
virtual char getPriceLevelAction() const = 0;
/**
* Side of book at current price level.
*
* <ul>
* <li>B : Bid side. Same as 'buy' side.</li>
* <li>A : Ask side. Same as 'sell' side.</li>
* </ul>
*
* @return The price level side.
*/
virtual char getPriceLevelSide() const = 0;
/**
* Time of order book price level.
*
* @return The time of the orderbook price level.
*/
virtual const MamaDateTime& getPriceLevelTime() const = 0;
/**
* Number of order book entries at current price level.
*
* @warning Not supported for V5 entry book updates.
*
* @return The number of entries at the current price level.
*/
virtual mama_f32_t getPriceLevelNumEntries() const = 0;
/**
* Get the Order Type
*
* @return The order Type.
*/
virtual MamdaOrderBookTypes::OrderType getOrderType () const = 0;
/**
* Set the Order Type
*
*/
virtual void setOrderType (MamdaOrderBookTypes::OrderType orderType) const = 0;
virtual ~MamdaBookAtomicLevel() {};
};
} // namespace
#endif // MamdaBookAtomicLevelH
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