/usr/include/mamda/MamdaOrderBookBasicDelta.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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 | /* $Id$
*
* 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 MamdaOrderBookBasicDeltaH
#define MamdaOrderBookBasicDeltaH
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaBasicEvent.h>
#include <mamda/MamdaOrderBookPriceLevel.h>
#include <mamda/MamdaOrderBookEntry.h>
#include <iosfwd>
using std::ostream;
namespace Wombat
{
class MamdaOrderBookPriceLevel;
class MamdaOrderBookEntry;
/**
* MamdaOrderBookBasicDelta is a class that saves information about a
* basic order book delta. A basic delta is one that affects a
* single order book entry.
*/
class MAMDAOPTExpDLL MamdaOrderBookBasicDelta
{
public:
MamdaOrderBookBasicDelta ()
{ clear(); }
MamdaOrderBookBasicDelta (const MamdaOrderBookBasicDelta&);
virtual ~MamdaOrderBookBasicDelta () {}
/**
* Clear the delta.
*/
virtual void clear ();
/**
* Set the delta info.
*/
virtual void set (MamdaOrderBookEntry* entry,
MamdaOrderBookPriceLevel* level,
mama_quantity_t plDeltaSize,
MamdaOrderBookPriceLevel::Action plAction,
MamdaOrderBookEntry::Action entryAction);
/**
* Set the MamdaOrderBookPriceLevel object to which this entry
* belongs. This method is invoked internally, by the MAMDA API,
* when an entry is added to a price level.
*
* @param level The price level to be associated with.
*/
void setPriceLevel (MamdaOrderBookPriceLevel* level)
{ mPriceLevel = level; }
/**
* Set the delta action with respect to the price level.
*
* @param action The price level action
*/
void setPlDeltaAction (MamdaOrderBookPriceLevel::Action action)
{ mPlAction = action; }
/**
* Set the price level delta size
*
* @param action The price level action
*/
void setPlDeltaSize (mama_quantity_t size)
{ mPlDeltaSize = size; }
/**
* Apply the price level delta size to the existing size, giving the net
* effect.
*
* @param action The price level action
*/
void applyPlDeltaSize (mama_quantity_t size)
{ mPlDeltaSize += size; }
/**
* Get the MamdaOrderBookPriceLevel object related to this basic delta.
*
* @return The price level.
*/
MamdaOrderBookPriceLevel* getPriceLevel() const
{ return mPriceLevel; }
/**
* Get the MamdaOrderBookEntry object related to this basic delta.
*
* @return The entry.
*/
MamdaOrderBookEntry* getEntry() const
{ return mEntry; }
/**
* Get the difference in size for the price level.
*
* @return The price level size delta.
*/
mama_quantity_t getPlDeltaSize () const
{ return mPlDeltaSize; }
/**
* Get the delta action with respect to the price level.
*
* @return The price level action.
*/
MamdaOrderBookPriceLevel::Action getPlDeltaAction () const
{ return mPlAction; }
/**
* Get the delta action with respect to the entry.
*
* @return The entry action.
*/
MamdaOrderBookEntry::Action getEntryDeltaAction () const
{ return mEntryAction; }
/**
* Get the delta action with respect to the entry.
*
*/
void setEntryDeltaAction (MamdaOrderBookEntry::Action action)
{ mEntryAction = action; }
/**
* Get the MamdaOrderBook object to which this delta belongs.
*
* @return The order book related to this delta.
*/
virtual const MamdaOrderBook* getOrderBook() const;
/**
* Dump the simple update to the output stream.
*
* @param output The <code>ostream</code> to write the update to.
*/
void dump(ostream& output) const;
protected:
MamdaOrderBookPriceLevel* mPriceLevel;
MamdaOrderBookEntry* mEntry;
mama_quantity_t mPlDeltaSize;
MamdaOrderBookPriceLevel::Action mPlAction;
MamdaOrderBookEntry::Action mEntryAction;
private:
// No copy constructor nor assignment operator.
MamdaOrderBookBasicDelta& operator= (const MamdaOrderBookBasicDelta&);
};
} // namespace
#endif // MamdaOrderBookBasicDeltaH
|