#include <Connectivity_MDPublisher.h>

Inheritance diagram for com::softwareag::marketdata::OrderPublisher:

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 &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 Orders

Constructor & Destructor Documentation

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

inline

OrderPublisher constructor

Parameters

dataManagerPtr Generic void* pointer to take any stream.

Member Function Documentation

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.

Parameters

subKey	The subscription key this Ordebook Data is for.
orderId	The unique order Id as a const char* to remove.

See also: AP_MDM_SubscriptionCommit

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.

Parameters

subKey	The subscription key this Ordebook Data is for.
orderId	The unique order Id as a const char* to remove.

See also: AP_MDM_SubscriptionCommit

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.

Parameters

subKey	The subscription key this Order Data is for.
level	The level to get the order Id for, 0 being the top.

Returns: The order Id, or NULL if not found.

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.

Parameters

subKey	The subscription key this Order Data is for.
level	The level to get the order Id for, 0 being the top.

Returns: The order Id, or NULL if not found.

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.

Parameters

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.

See also: AP_MDM_SubscriptionCommit; StringDictionary

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.

Parameters

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.

See also: AP_MDM_SubscriptionCommit; StringDictionary

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.

Parameters

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.

See also: AP_MDM_SubscriptionCommit; StringDictionary

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.

Parameters

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.

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

Connectivity_MDPublisher.h

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation