#include <Connectivity_MDPublisher.h>
|
| DepthPublisher (void *dataManagerPtr) |
|
void | SetBidDepthData (const std::string &subKey, const std::string &depthId, double price, int64_t quantity, const StringDictionary &epValues) |
|
void | SetAskDepthData (const std::string &subKey, const std::string &depthId, double price, int64_t quantity, const StringDictionary &epValues) |
|
void | InsertBidDepthData (const std::string &subKey, const std::string &depthId, double price, int64_t quantity, const StringDictionary &epValues) |
|
void | InsertAskDepthData (const std::string &subKey, const std::string &depthId, double price, int64_t quantity, const StringDictionary &epValues) |
|
void | DeleteBidDepthData (const std::string &subKey, const std::string &depthId) |
|
void | DeleteAskDepthData (const std::string &subKey, const std::string &depthId) |
|
const char * | GetBidDepthIdAtLevel (const std::string &subKey, int64_t level) |
|
const char * | GetAskDepthIdAtLevel (const std::string &subKey, int64_t level) |
|
| MarketDataPublisher (void *dataManagerPtr) |
|
void | SetExtraParam (const std::string &subKey, const std::string ¶mName, const std::string &type, const std::string &value, const std::string &description) |
|
void | SetExtraParams (const std::string &subKey, const ExtraParamList &extraParamList) |
|
void | SetExtraParamValue (const std::string &subKey, const std::string ¶mName, const std::string &value) |
|
void | SetExtraParamsValue (const std::string &subKey, const ExtraParamValueList &extraParamValueList) |
|
void | RemoveExtraParam (const std::string &subKey, const std::string ¶mName, bool permanent=false) |
|
void | RemoveExtraParams (const std::string &subKey, const StringList ¶mNames, bool permanent=false) |
|
com::softwareag::marketdata::DepthPublisher::DepthPublisher |
( |
void * |
dataManagerPtr | ) |
|
|
inline |
DepthPublisher constructor
- Parameters
-
dataManagerPtr | Generic void* pointer to take any stream. |
void com::softwareag::marketdata::DepthPublisher::DeleteAskDepthData |
( |
const std::string & |
subKey, |
|
|
const std::string & |
depthId |
|
) |
| |
Delete a Depth level from the Ask side of the book.
If the Id does not exist, this update will silently fail.
- Parameters
-
subKey | The subscription key this Depth Data is for. |
depthId | The unique depth Id as a const char* to remove. |
void com::softwareag::marketdata::DepthPublisher::DeleteBidDepthData |
( |
const std::string & |
subKey, |
|
|
const std::string & |
depthId |
|
) |
| |
Delete a Depth level from the Bid side of the book.
If the Id does not exist, this update will silently fail.
- Parameters
-
subKey | The subscription key this Depth Data is for. |
depthId | The unique depth Id as a const char* to remove. |
- See also
- AP_MDM_SubscriptionCommit
const char* com::softwareag::marketdata::DepthPublisher::GetAskDepthIdAtLevel |
( |
const std::string & |
subKey, |
|
|
int64_t |
level |
|
) |
| |
Get the depth Id of a level from the Ask side of the book.
- Parameters
-
subKey | The subscription key this Depth Data is for. |
level | The level to get the depth Id for, 0 being the top. |
- Returns
- The depth Id, or NULL if not found.
const char* com::softwareag::marketdata::DepthPublisher::GetBidDepthIdAtLevel |
( |
const std::string & |
subKey, |
|
|
int64_t |
level |
|
) |
| |
Get the depth Id of a level from the Bid side of the book.
- Parameters
-
subKey | The subscription key this Depth Data is for. |
level | The level to get the depth Id for, 0 being the top. |
- Returns
- The depth Id, or NULL if not found.
void com::softwareag::marketdata::DepthPublisher::InsertAskDepthData |
( |
const std::string & |
subKey, |
|
|
const std::string & |
depthId, |
|
|
double |
price, |
|
|
int64_t |
quantity, |
|
|
const StringDictionary & |
epValues |
|
) |
| |
Insert a Depth level into the Ask side of the book, keyed off the depth Id.
If the Id already exists, this update will silently fail.
- Parameters
-
subKey | The subscription key this Depth Data is for. |
depthId | The unique depth Id as a const char* for this depth level. This is used to reference this level when updating or deleting. |
price | The price as an AP_float64 for this depth level. |
quantity | The quantity as a AP_int64 for this depth level. |
epValues | The map of Extra Param key to values as a StringDictionary for this depth level. These cannot be delta updated and must be the full snapshot. |
void com::softwareag::marketdata::DepthPublisher::InsertBidDepthData |
( |
const std::string & |
subKey, |
|
|
const std::string & |
depthId, |
|
|
double |
price, |
|
|
int64_t |
quantity, |
|
|
const StringDictionary & |
epValues |
|
) |
| |
Insert a Depth level into the Bid side of the book, keyed off the depth Id.
If the Id already exists, this update will silently fail.
- Parameters
-
subKey | The subscription key this Depth Data is for. |
depthId | The unique depth Id as a const char* for this depth level. This is used to reference this level when updating or deleting. |
price | The price as an AP_float64 for this depth level. |
quantity | The quantity as a AP_int64 for this depth level. |
epValues | The map of Extra Param key to values as a StringDictionary for this depth level. These cannot be delta updated and must be the full snapshot. |
- See also
- AP_MDM_SubscriptionCommit
-
StringDictionary
void com::softwareag::marketdata::DepthPublisher::SetAskDepthData |
( |
const std::string & |
subKey, |
|
|
const std::string & |
depthId, |
|
|
double |
price, |
|
|
int64_t |
quantity, |
|
|
const StringDictionary & |
epValues |
|
) |
| |
Update a Depth level on the Ask side of the book, keyed off the depth Id.
If the Id does not exist, a new Depth level will be inserted. If it does exist, the level will be updated.
- Parameters
-
subKey | The subscription key this Depth Data is for. |
depthId | The unique depth Id as a const char* for this depth level. This is used to reference this level when updating or deleting. |
price | The price as an AP_float64 for this depth level. |
quantity | The quantity as a AP_int64 for this depth level. |
epValues | The map of Extra Param key to values as a StringDictionary for this depth level. These cannot be delta updated and must be the full snapshot. |
void com::softwareag::marketdata::DepthPublisher::SetBidDepthData |
( |
const std::string & |
subKey, |
|
|
const std::string & |
depthId, |
|
|
double |
price, |
|
|
int64_t |
quantity, |
|
|
const StringDictionary & |
epValues |
|
) |
| |
Update a Depth level on the Bid side of the book, keyed off the depth Id.
If the Id does not exist, a new Depth level will be inserted. If it does exist, the level will be updated.
- Parameters
-
subKey | The subscription key this Depth Data is for. |
depthId | The unique depth Id as a const char* for this depth level. This is used to reference this level when updating or deleting. |
price | The price as an AP_float64 for this depth level. |
quantity | The quantity as a AP_int64 for this depth level. |
epValues | The map of Extra Param key to values as a StringDictionary for this depth level. These cannot be delta updated and must be the full snapshot. |
The documentation for this class was generated from the following file: