Apama Capital Markets Foundation
10.3.1.0
|
#include <Connectivity_MDPublisher.h>
Public Member Functions | |
OrderPublisher (void *dataManagerPtr) | |
void | SetBidOrderBookData (const std::string &subKey, const std::string &orderId, double price, int64_t quantity, const std::string &party, const StringDictionary &epValues) |
void | SetAskOrderBookData (const std::string &subKey, const std::string &orderId, double price, int64_t quantity, const std::string &party, const StringDictionary &epValues) |
void | InsertBidOrderBookData (const std::string &subKey, const std::string &orderId, double price, int64_t quantity, const std::string &party, const StringDictionary &epValues) |
void | InsertAskOrderBookData (const std::string &subKey, const std::string &orderId, double price, int64_t quantity, const std::string &party, const StringDictionary &epValues) |
void | DeleteBidOrderBookData (const std::string &subKey, const std::string &orderId) |
void | DeleteAskOrderBookData (const std::string &subKey, const std::string &orderId) |
const char * | GetBidOrderIdAtLevel (const std::string &subKey, int64_t level) |
const char * | GetAskOrderIdAtLevel (const std::string &subKey, int64_t level) |
Public Member Functions inherited from com::softwareag::marketdata::MarketDataPublisher | |
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) |
Additional Inherited Members | |
Protected Attributes inherited from com::softwareag::marketdata::MarketDataPublisher | |
void * | dataManagerPtr_ |
MarketDataPublisher for Orders
|
inline |
OrderPublisher constructor
dataManagerPtr | Generic void* pointer to take any stream. |
void com::softwareag::marketdata::OrderPublisher::DeleteAskOrderBookData | ( | const std::string & | subKey, |
const std::string & | orderId | ||
) |
Delete an Order from the Ask side of the book.
If the Id does not exist, this update will silently fail.
subKey | The subscription key this Ordebook Data is for. |
orderId | The unique order Id as a const char* to remove. |
void com::softwareag::marketdata::OrderPublisher::DeleteBidOrderBookData | ( | const std::string & | subKey, |
const std::string & | orderId | ||
) |
Delete an Order from the Bid side of the book.
If the Id does not exist, this update will silently fail.
subKey | The subscription key this Ordebook Data is for. |
orderId | The unique order Id as a const char* to remove. |
const char* com::softwareag::marketdata::OrderPublisher::GetAskOrderIdAtLevel | ( | const std::string & | subKey, |
int64_t | level | ||
) |
Get the order Id of a level from the Ask side of the book.
subKey | The subscription key this Order Data is for. |
level | The level to get the order Id for, 0 being the top. |
const char* com::softwareag::marketdata::OrderPublisher::GetBidOrderIdAtLevel | ( | const std::string & | subKey, |
int64_t | level | ||
) |
Get the order Id of a level from the Bid side of the book.
subKey | The subscription key this Order Data is for. |
level | The level to get the order Id for, 0 being the top. |
void com::softwareag::marketdata::OrderPublisher::InsertAskOrderBookData | ( | const std::string & | subKey, |
const std::string & | orderId, | ||
double | price, | ||
int64_t | quantity, | ||
const std::string & | party, | ||
const StringDictionary & | epValues | ||
) |
Insert an Order into the Ask side of the book, keyed off the order Id.
If the Id already exists, this update will silently fail.
subKey | The subscription key this Orderbook Data is for. |
orderId | The unique order Id as a const char* for this order. This is used to reference this order when updating or deleting. |
price | The price as an AP_float64 for this order. |
quantity | The quantity as a AP_int64 for this order. |
party | The party as a const char* for this order. |
epValues | The map of Extra Param key to values as a StringDictionary for this order. These cannot be delta updated and must be the full snapshot. |
void com::softwareag::marketdata::OrderPublisher::InsertBidOrderBookData | ( | const std::string & | subKey, |
const std::string & | orderId, | ||
double | price, | ||
int64_t | quantity, | ||
const std::string & | party, | ||
const StringDictionary & | epValues | ||
) |
Insert an Order into the Bid side of the book, keyed off the order Id.
If the Id already exists, this update will silently fail.
subKey | The subscription key this Orderbook Data is for. |
orderId | The unique order Id as a const char* for this order. This is used to reference this order when updating or deleting. |
price | The price as an AP_float64 for this order. |
quantity | The quantity as a AP_int64 for this order. |
party | The party as a const char* for this order. |
epValues | The map of Extra Param key to values as a StringDictionary for this order. These cannot be delta updated and must be the full snapshot. |
void com::softwareag::marketdata::OrderPublisher::SetAskOrderBookData | ( | const std::string & | subKey, |
const std::string & | orderId, | ||
double | price, | ||
int64_t | quantity, | ||
const std::string & | party, | ||
const StringDictionary & | epValues | ||
) |
Update an Order on the Ask side of the book, keyed off the order Id.
If the Id does not exist, a new order will be inserted. If it does exist, the order will be updated.
subKey | The subscription key this Depth Orderbook is for. |
orderId | The unique order Id as a const char* for this order. This is used to reference this order when updating or deleting. |
price | The price as an AP_float64 for this order. |
quantity | The quantity as a AP_int64 for this order. |
party | The party as a const char* for this order. |
epValues | The map of Extra Param key to values as a StringDictionary for this order. These cannot be delta updated and must be the full snapshot. |
void com::softwareag::marketdata::OrderPublisher::SetBidOrderBookData | ( | const std::string & | subKey, |
const std::string & | orderId, | ||
double | price, | ||
int64_t | quantity, | ||
const std::string & | party, | ||
const StringDictionary & | epValues | ||
) |
Update an Order on the Bid side of the book, keyed off the order Id.
If the Id does not exist, a new order will be inserted. If it does exist, the level will be updated.
subKey | The subscription key this Orderbook Data is for. |
orderId | The unique order Id as a const char* for this order. This is used to reference this order when updating or deleting. |
price | The price as an AP_float64 for this order. |
quantity | The quantity as a AP_int64 for this order. |
party | The party as a const char* for this order. |
epValues | The map of Extra Param key to values as a StringDictionary for this order. These cannot be delta updated and must be the full snapshot. |