This file is indexed.

/usr/include/mamda/MamdaOrderBookBasicDeltaList.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
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
/* $Id$
 *
 * 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 MamdaOrderBookBasicDeltaListH
#define MamdaOrderBookBasicDeltaListH

#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOrderBookBasicDelta.h>
#include <iosfwd>

using std::ostream;

namespace Wombat
{

    /**
     * MamdaOrderBookBasicDeltaList is a class that saves information
     * about an order book delta that 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 delta list is made up of several basic deltas, which can be
     * iterated over by methods provided in the class.
     */

    class MAMDAOPTExpDLL MamdaOrderBookBasicDeltaList
    {
    public:
        MamdaOrderBookBasicDeltaList ();
        ~MamdaOrderBookBasicDeltaList ();

        /**
         * Clear the delta.
         */
        void clear ();

        /**
         * Set whether to actually keep the basic deltas.  Many
         * applications don't need the basic deltas and will iterate over
         * part or all of the full book (with the deltas already applied).
         * If this is set to true and an attempt is made to iterate over
         * the basic deltas (by calling begin() or end()) then a
         * MamdaOrderBookException will be thrown.
         */
        void setKeepBasicDeltas (bool  keep);

        enum ModifiedSides
        {
            MOD_SIDES_NONE        = 0,
            MOD_SIDES_BID         = 1,
            MOD_SIDES_ASK         = 2,
            MOD_SIDES_BID_AND_ASK = 3
        };

        /**
         * Get which side(s) of the book have been modified by this
         * complex update.  This information may prevent the need for
         * receivers of complex updates to iterate over one or other side
         * of the book.
         *
         * @return  The modified side(s).
         */
        ModifiedSides getModifiedSides() const;

        /**
         * Add a basic delta.  This method adds a MamdaOrderBookBasicDelta
         * to the list.
         */
        void add (MamdaOrderBookEntry*              entry,
                  MamdaOrderBookPriceLevel*         level,
                  mama_quantity_t                   plDeltaSize,
                  MamdaOrderBookPriceLevel::Action  plAction,
                  MamdaOrderBookEntry::Action       entryAction);

        /**
         * Add a basic delta.  This method adds a copy of the
         * MamdaOrderBookBasicDelta to the list.
         */
        void add (const MamdaOrderBookBasicDelta&  delta);

        /**
         * Set the MamdaOrderBook object to which this delta belongs.
         *
         * @param book  The order book related to this delta.
         */
        void setOrderBook (MamdaOrderBook* book);

        /**
         * Get the MamdaOrderBook object to which this delta belongs.
         *
         * @return  The order book related to this delta.
         */
        MamdaOrderBook* getOrderBook() const;

        /**
         * Return the number of simple deltas in this complex delta.
         */
        mama_size_t getSize() const;

        /**
         * Fix up price level actions (temporary workaround for problem).
         * This method ensures that all basic deltas for the same price
         * level end up with the same price level action.
         */
        void fixPriceLevelActions();

        /**
         * Whether to conflate the order book deltas
        * @param conflate Whether to conflate order book deltas.
         */
        void  setConflateDeltas  (bool conflate);

        /**
         * Get sendImmediately
         */
         bool getSendImmediately ();

        
        /**
         * Set whether we are interested in "entry level" information at
         * all.
         * @param process Whether to process entries in books.
         */
        void  setProcessEntries  (bool processEntries);
        
        /**
         * Dump the complex update to the output stream.
         *
         * @param output The <code>ostream</code> to write the update to.
         */
        void dump (ostream& output) const;

        /**
         * The MamdaOrderBookBasicDeltaList's iterator provides access to
         * the list of MamdaOrderBookBasicDelta objects that comprise it.
         */
        class MAMDAOPTExpDLL iterator
        {
        protected:
            friend class MamdaOrderBookBasicDeltaList;
            struct iteratorImpl;
            iteratorImpl& mImpl;
        public:
            iterator ();
            iterator (const iterator& copy);
            iterator (const iteratorImpl& copy);
            iterator (iteratorImpl& copy);

            ~iterator ();
            iterator&                       operator=  (const iterator& rhs);
            iterator&                       operator++ ();
            const iterator&                 operator++ () const;
            bool                            operator== (const iterator& rhs) const;
            bool                            operator!= (const iterator& rhs) const;
            MamdaOrderBookBasicDelta*       operator*  ();
            const MamdaOrderBookBasicDelta* operator*  () const;
        };

        typedef  const iterator  const_iterator;

        iterator        begin();
        const_iterator  begin() const;
        iterator        end();
        const_iterator  end()   const;

    private:
        struct MamdaOrderBookBasicDeltaListImpl;
        MamdaOrderBookBasicDeltaListImpl& mImpl;

        // No copy constructor nor assignment operator.
        MamdaOrderBookBasicDeltaList (const MamdaOrderBookBasicDeltaList&);
        MamdaOrderBookBasicDeltaList& operator= (const MamdaOrderBookBasicDeltaList&);
    };

} // namespace

#endif // MamdaOrderBookBasicDeltaListH