biz.onixs.cme.md.handler.event

Class OrderBookChangedBaseEventArgs

java.lang.Object

biz.onixs.cme.md.handler.event.OrderBookChangedBaseEventArgs

All Implemented Interfaces:

SendingTimeEventArgs

Direct Known Subclasses:

ImpliedOrderBookChangedEventArgs, MarketByOrderBookChangedEventArgs

public class OrderBookChangedBaseEventArgs
extends Object
implements SendingTimeEventArgs

OrderBookChangedBaseEventArgs event argument.

Constructor Summary

Constructors

Constructor and Description
OrderBookChangedBaseEventArgs(BookBase<? extends ImpliedPriceLevel> book, BookChangeType type, Side side, double quantity, biz.onixs.util.ScaledDecimal price, biz.onixs.cme.sbe.IGroup dataBlocks, long seqNum, long sendingTime) Constructor.

Method Summary

Modifier and Type	Method and Description
BookBase<? extends ImpliedPriceLevel>	getBook() Order book.
BookChangeType	getBookChangeType() Book change type.
biz.onixs.cme.sbe.IGroup	getDataBlocks() FIX repeating group which contains market data.
EventIndicator	getEventIndicator() Match event indicator.
long	getMessageSequenceNumber() Message sequence number.
biz.onixs.util.ScaledDecimal	getPrice() Price.
double	getQuantity() Quantity.
long	getSendingTime() Message sending time.
Side	getSide() Side.
org.joda.time.LocalDate	getTradeDate() Trade date.
String	toString() Convert object to string representation.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

OrderBookChangedBaseEventArgs

public OrderBookChangedBaseEventArgs(BookBase<? extends ImpliedPriceLevel> book,
                                     BookChangeType type,
                                     Side side,
                                     double quantity,
                                     biz.onixs.util.ScaledDecimal price,
                                     biz.onixs.cme.sbe.IGroup dataBlocks,
                                     long seqNum,
                                     long sendingTime)

Constructor.

Parameters:

book - Order book

type - Change type

side - Side

quantity - Quantity

price - Price

dataBlocks - FIX repeating group which contains market data

seqNum - packet sequence number

sendingTime - packet sending time

Method Detail

getBook

public BookBase<? extends ImpliedPriceLevel> getBook()

Order book.

Returns:

Order book.

getEventIndicator

public EventIndicator getEventIndicator()

Match event indicator.

Returns:

Match event indicator

Throws:

biz.onixs.cme.sbe.exceptions.TagNotFoundException - Thrown if tag MatchEventIndicator was not present in the message.

getBookChangeType

public BookChangeType getBookChangeType()

Book change type.

Returns:

Book change type.

getQuantity

public double getQuantity()

Quantity.

Returns:

Quantity.

getPrice

public biz.onixs.util.ScaledDecimal getPrice()

Price.

Returns:

Price.

getSide

public Side getSide()

Side.

Returns:

Side.

getSendingTime

public long getSendingTime()

Message sending time.

Specified by:

getSendingTime in interface SendingTimeEventArgs

Returns:

Message sending time.

getTradeDate

public org.joda.time.LocalDate getTradeDate()

Trade date.

Returns:

Trade date. This the value in Tag 75

Throws:

biz.onixs.cme.sbe.exceptions.TagNotFoundException - field is missed in message schema

getMessageSequenceNumber

public long getMessageSequenceNumber()

Message sequence number.

Returns:

Message sequence number.

getDataBlocks

public biz.onixs.cme.sbe.IGroup getDataBlocks()

FIX repeating group which contains market data.

Returns:

FIX repeating group which contains market data.

toString

public String toString()

Convert object to string representation.

Overrides:

toString in class Object

Returns:

String representation.