com::softwareag::marketdata::DepthPublisher Class Reference

#include <Connectivity_MDPublisher.h>

Inheritance diagram for com::softwareag::marketdata::DepthPublisher:

Public Member Functions
	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)
Public Member Functions inherited from com::softwareag::marketdata::MarketDataPublisher
	MarketDataPublisher (void *dataManagerPtr)
void	SetExtraParam (const std::string &subKey, const std::string &paramName, 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 &paramName, const std::string &value)
void	SetExtraParamsValue (const std::string &subKey, const ExtraParamValueList &extraParamValueList)
void	RemoveExtraParam (const std::string &subKey, const std::string &paramName, bool permanent=false)
void	RemoveExtraParams (const std::string &subKey, const StringList &paramNames, bool permanent=false)

Additional Inherited Members
Protected Attributes inherited from com::softwareag::marketdata::MarketDataPublisher
void *	dataManagerPtr_

Detailed Description

MarketDataPublisher for Depth

Constructor & Destructor Documentation

com::softwareag::marketdata::DepthPublisher::DepthPublisher ( void *  dataManagerPtr )

inline

DepthPublisher constructor

Parameters

dataManagerPtr

Generic void* pointer to take any stream.

Member Function Documentation

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.

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The documentation for this class was generated from the following file:

• Connectivity_MDPublisher.h