com::softwareag::marketdata::QuotebookPublisher Class Reference

#include <Connectivity_MDPublisher.h>

Inheritance diagram for com::softwareag::marketdata::QuotebookPublisher:

Public Member Functions
	QuotebookPublisher (void *dataManagerPtr)
void	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)
void	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)
void	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)
void	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)
void	DeleteBidQuotebookData (const std::string &subKey, const std::string &quoteId, int64_t quantity)
void	DeleteAskQuotebookData (const std::string &subKey, const std::string &quoteId, int64_t quantity)
void	DeleteMultipleBidQuotebookData (const std::string &subKey, const std::string &quoteId)
void	DeleteMultipleAskQuotebookData (const std::string &subKey, const std::string &quoteId)
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 &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 Quotes

Constructor & Destructor Documentation

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

inline

QuotebookPublisher constructor

Parameters

dataManagerPtr

Generic void* pointer to take any stream.

Member Function Documentation

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.

Parameters

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.

Parameters

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.

Parameters

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.

Parameters

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.

Parameters

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

Returns

The quote Id, or NULL if not found.

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.

Parameters

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

Returns

The quote Id, or NULL if not found.

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.

Parameters

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.

Parameters

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.

Parameters

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.

Parameters

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.

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

• Connectivity_MDPublisher.h