/usr/include/mamda/MamdaBookAtomicLevelEntry.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.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 | /* $Id$
*
* 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 MamdaBookAtomicLevelEntryH
#define MamdaBookAtomicLevelEntryH
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaBasicRecap.h>
namespace Wombat
{
/**
* MamdaBookAtomicLevel is an interface that provides access to
* Price Level and Price Level Entry fields
*/
class MAMDAOPTExpDLL MamdaBookAtomicLevelEntry : public MamdaBasicRecap
{
public:
/**
* @see MamdaBookAtomicLevel#getPriceLevelPrice()
*/
virtual double getPriceLevelPrice() const = 0;
/**
* @see MamdaBookAtomicLevel#getPriceLevelMamaPrice()
*/
virtual MamaPrice& getPriceLevelMamaPrice() const = 0;
/**
* @see MamdaBookAtomicLevel#getPriceLevelSize()
*/
virtual mama_f64_t getPriceLevelSize() const = 0;
/**
* @see MamdaBookAtomicLevel#getPriceLevelAction()
*/
virtual char getPriceLevelAction() const = 0;
/**
* @see MamdaBookAtomicLevel#getPriceLevelSide()
*/
virtual char getPriceLevelSide() const = 0;
/**
* @see MamdaBookAtomicLevel#getPriceLevelTime()
*/
virtual const MamaDateTime& getPriceLevelTime() const = 0;
/**
* @see MamdaBookAtomicLevel#getPriceLevelNumEntries()
*/
virtual mama_f32_t getPriceLevelNumEntries() const = 0;
/**
*
*/
virtual mama_u32_t getPriceLevelActNumEntries() const = 0;
/**
* Order book entry action to apply to the full order book.
*
* <ul>
* <li>A : Add entry to the price level.</li>
* <li>U : Update existing entry in the price level.</li>
* <li>D : Delete existing entry from the price level.</li>
* </ul>
*
* @return The orderbook entry action.
*/
virtual char getPriceLevelEntryAction() const = 0;
/**
* Order book entry reason.
*
* @return The orderbook entry reason.
*/
virtual char getPriceLevelEntryReason() const = 0;
/**
* Order book entry Id. (order ID, participant ID, etc.)
*
* @return The entry id
*/
virtual const char* getPriceLevelEntryId() const = 0;
/**
* Return the order book entry size
*
* @return Order book entry size
*/
virtual mama_u64_t getPriceLevelEntrySize() const = 0;
/**
* Return the time of order book entry update.
*
* @return Time of order book entry update.
*/
virtual const MamaDateTime& getPriceLevelEntryTime() const = 0;
virtual ~MamdaBookAtomicLevelEntry() {};
};
} // namespace
#endif // MamdaBookAtomicLevelEntryH
|