Apama Capital Markets Foundation
10.5.0.0
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#include <Connectivity_MDPublisher.h>
Public Member Functions | |
QuotebookPublisher (void *dataManagerPtr) | |
void | SetBidQuotebookData (const std::string &subKey, const std::string "eId, int64_t quantity, double price, const std::string &party, const std::string &requestId, const bool tradable, const StringDictionary &epValues) |
void | SetAskQuotebookData (const std::string &subKey, const std::string "eId, int64_t quantity, double price, const std::string &party, const std::string &requestId, const bool tradable, const StringDictionary &epValues) |
void | InsertBidQuotebookData (const std::string &subKey, const std::string "eId, int64_t quantity, double price, const std::string &party, const std::string &requestId, const bool tradable, const StringDictionary &epValues) |
void | InsertAskQuotebookData (const std::string &subKey, const std::string "eId, int64_t quantity, double price, const std::string &party, const std::string &requestId, const bool tradable, const StringDictionary &epValues) |
void | DeleteBidQuotebookData (const std::string &subKey, const std::string "eId, int64_t quantity) |
void | DeleteAskQuotebookData (const std::string &subKey, const std::string "eId, int64_t quantity) |
void | DeleteMultipleBidQuotebookData (const std::string &subKey, const std::string "eId) |
void | DeleteMultipleAskQuotebookData (const std::string &subKey, const std::string "eId) |
const char * | GetBidQuotebookIdAtLevel (const std::string &subKey, int64_t level) |
const char * | GetAskQuotebookIdAtLevel (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 Quotes
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inline |
QuotebookPublisher constructor
dataManagerPtr | Generic void* pointer to take any stream. |
void com::softwareag::marketdata::QuotebookPublisher::DeleteAskQuotebookData | ( | const std::string & | subKey, |
const std::string & | quoteId, | ||
int64_t | quantity | ||
) |
Delete a Quote from the Ask side of the book, keyed off the quoteId/quantity.
If the Id/quantity does not exist, this update will silently fail.
subKey | The subscription key this Quotebook Data is for. |
quoteId | The quote Id as a const char* for this quote. |
quantity | The quantity as a AP_int64 for this quote. |
void com::softwareag::marketdata::QuotebookPublisher::DeleteBidQuotebookData | ( | const std::string & | subKey, |
const std::string & | quoteId, | ||
int64_t | quantity | ||
) |
Delete a Quote from the Bid side of the book, keyed off the quoteId/quantity.
If the Id/quantity does not exist, this update will silently fail.
subKey | The subscription key this Quotebook Data is for. |
quoteId | The quote Id as a const char* for this quote. |
quantity | The quantity as a AP_int64 for this quote. |
void com::softwareag::marketdata::QuotebookPublisher::DeleteMultipleAskQuotebookData | ( | const std::string & | subKey, |
const std::string & | quoteId | ||
) |
Delete all Quotes with the supplied Quote Id from the Ask side of the book.
If the Id does not exist, this update will silently fail.
subKey | The subscription key this Quotebook Data is for. |
quoteId | The quote Id as a const char* for this quote. |
void com::softwareag::marketdata::QuotebookPublisher::DeleteMultipleBidQuotebookData | ( | const std::string & | subKey, |
const std::string & | quoteId | ||
) |
Delete all Quotes with the supplied Quote Id from the Bid side of the book.
If the Id does not exist, this update will silently fail.
subKey | The subscription key this Quotebook Data is for. |
quoteId | The quote Id as a const char* for this quote. |
const char* com::softwareag::marketdata::QuotebookPublisher::GetAskQuotebookIdAtLevel | ( | const std::string & | subKey, |
int64_t | level | ||
) |
Get the quote Id of a level from the Ask side of the book.
subKey | The subscription key this Quotebook Data is for. |
level | The level to get the quote Id for, 0 being the top. |
const char* com::softwareag::marketdata::QuotebookPublisher::GetBidQuotebookIdAtLevel | ( | const std::string & | subKey, |
int64_t | level | ||
) |
Get the quote Id of a level from the Bid side of the book.
subKey | The subscription key this Quotebook Data is for. |
level | The level to get the quote Id for, 0 being the top. |
void com::softwareag::marketdata::QuotebookPublisher::InsertAskQuotebookData | ( | const std::string & | subKey, |
const std::string & | quoteId, | ||
int64_t | quantity, | ||
double | price, | ||
const std::string & | party, | ||
const std::string & | requestId, | ||
const bool | tradable, | ||
const StringDictionary & | epValues | ||
) |
Insert a Quote into the Ask side of the book, keyed off the quoteId/quantity.
If the Id/quantity already exists, this update will silently fail.
subKey | The subscription key this Quotebook Data is for. |
quoteId | The quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting. |
quantity | The quantity as a AP_int64 for this quote. |
price | The price as an AP_float64 for this quote. |
party | The party as a const char* for this quote. |
requestId | The request Id as a const char* for this quote. |
tradable | The tradeable flag as a const bool for this quote. |
epValues | The map of Extra Param key to values as a StringDictionary for this quote. These cannot be delta updated and must be the full snapshot. |
void com::softwareag::marketdata::QuotebookPublisher::InsertBidQuotebookData | ( | const std::string & | subKey, |
const std::string & | quoteId, | ||
int64_t | quantity, | ||
double | price, | ||
const std::string & | party, | ||
const std::string & | requestId, | ||
const bool | tradable, | ||
const StringDictionary & | epValues | ||
) |
Insert a Quote into the Bid side of the book, keyed off the quoteId/quantity.
If the Id/quantity already exists, this update will silently fail.
subKey | The subscription key this Quotebook Data is for. |
quoteId | The quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting. |
quantity | The quantity as a AP_int64 for this quote. |
price | The price as an AP_float64 for this quote. |
party | The party as a const char* for this quote. |
requestId | The request Id as a const char* for this quote. |
tradable | The tradeable flag as a const bool for this quote. |
epValues | The map of Extra Param key to values as a StringDictionary for this quote. These cannot be delta updated and must be the full snapshot. |
void com::softwareag::marketdata::QuotebookPublisher::SetAskQuotebookData | ( | const std::string & | subKey, |
const std::string & | quoteId, | ||
int64_t | quantity, | ||
double | price, | ||
const std::string & | party, | ||
const std::string & | requestId, | ||
const bool | tradable, | ||
const StringDictionary & | epValues | ||
) |
Update a Quote on the Ask side of the book, keyed off the quoteId/quantity.
If the Id/quantity does not exist, a new Quotebook entry will be inserted. If it does exist, the entry will be updated.
subKey | The subscription key this Quotebook Data is for. |
quoteId | The quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting. |
quantity | The quantity as a AP_int64 for this quote. |
price | The price as an AP_float64 for this quote. |
party | The party as a const char* for this quote. |
requestId | The request Id as a const char* for this quote. |
tradable | The tradeable flag as a const bool for this quote. |
epValues | The map of Extra Param key to values as a StringDictionary for this quote. These cannot be delta updated and must be the full snapshot. |
void com::softwareag::marketdata::QuotebookPublisher::SetBidQuotebookData | ( | const std::string & | subKey, |
const std::string & | quoteId, | ||
int64_t | quantity, | ||
double | price, | ||
const std::string & | party, | ||
const std::string & | requestId, | ||
const bool | tradable, | ||
const StringDictionary & | epValues | ||
) |
Update a Quote on the Bid side of the book, keyed off the quoteId/quantity.
If the Id/quantity does not exist, a new Quotebook entry will be inserted. If it does exist, the entry will be updated.
subKey | The subscription key this Quotebook Data is for. |
quoteId | The quote Id as a const char* for this quote. This is used with the quantity to reference this quote when updating or deleting. |
quantity | The quantity as a AP_int64 for this quote. |
price | The price as an AP_float64 for this quote. |
party | The party as a const char* for this quote. |
requestId | The request Id as a const char* for this quote. |
tradable | The tradeable flag as a const bool for this quote. |
epValues | The map of Extra Param key to values as a StringDictionary for this quote. These cannot be delta updated and must be the full snapshot. |