com.marketfactory.mfclient.internal.core.marketdata

Class ReusableMarketDataIncrementalRefresh

java.lang.Object

com.marketfactory.mfclient.internal.core.marketdata.ReusableMarketDataIncrementalRefresh

All Implemented Interfaces:

MarketDataIncrementalRefresh, MDEntry, java.util.Iterator<MDComponent>

public final class ReusableMarketDataIncrementalRefresh
extends java.lang.Object
implements MarketDataIncrementalRefresh, MDEntry, java.util.Iterator<MDComponent>

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ReusableMarketDataIncrementalRefresh.ReusableMDComponent

Field Summary

Fields inherited from interface com.marketfactory.mfclient.api.core.marketdata.MarketDataIncrementalRefresh

NUM_MD_ENTRIES_NULL_VALUE, SECURITY_ID_NULL_VALUE, TIME_ARRIVAL_NULL_VALUE, VENUE_ID_NULL_VALUE, VENUE_TIMESTAMP_NULL_VALUE

Fields inherited from interface com.marketfactory.mfclient.api.core.marketdata.MDEntry

MD_ENTRY_PX_NULL_VALUE, MD_ENTRY_SIZE_NULL_VALUE, MIN_QTY_NULL_VALUE, RPT_SEQ_NULL_VALUE, SECURITY_ID_NULL_VALUE, VENUE_ID_NULL_VALUE

Constructor Summary

Constructors

Constructor and Description
ReusableMarketDataIncrementalRefresh()

Method Summary

Modifier and Type	Method and Description
void	forEachRemaining(java.util.function.Consumer<? super MDComponent> action)
mfmarketdata.MDBookType	getMDBookType()
int	getMdComponentCount() Count of the MarketDataComponent objects in this MDEntry
java.util.Iterator<MDComponent>	getMDComponentIterator() An iterator of the MarketDataComponent.
java.util.stream.Stream<MDComponent>	getMDComponentStream() A stream of the MarketDataComponent.
double	getMDEntryPx() The price of the entry in decimal format (i.e.
long	getMDEntryPxAsMantissa() The price of the entry in Mantissa format
double	getMDEntrySize() The size of the entry in decimal format (i.e.
long	getMDEntrySizeAsMantissa() The size of the entry in Mantissa format
mfmarketdata.MDEntryType	getMDEntryType()
mfmarketdata.MDUpdateAction	getMDUpdateAction()
long	getMinQty() The minimum quantity of the entry.
long	getMinQtyAsMantissa() The minimum quantity of the entry in Mantissa format.
int	getNumberOfOrders() If available, the number of orders at this price and quantity.
int	getNumMDEntries() The number of MDEntry objects to follow this MarketDataIncrementalRefresh object
java.lang.String	getQuoteId() Returns the quote ID, if available.
long	getRptSeq() Sequence ID of this update
long	getSecurityID()
long	getTimeArrival() Time (in ms) the update message hit the MarketFactory servers.
long	getVenueID()
long	getVenueTimestamp() Time (in ms) the venue placed on this update
boolean	hasNext()
boolean	isLastMDEntryInGroup() Returns true if this MDEntry is the last in the update.
MDComponent	next()
void	remove()
ReusableMarketDataIncrementalRefresh	setDecoder(mfmarketdata.MarketDataIncrementalRefreshDecoder decoder)

Methods inherited from class java.lang.Object

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

Constructor Detail

ReusableMarketDataIncrementalRefresh

public ReusableMarketDataIncrementalRefresh()

Method Detail

setDecoder

public ReusableMarketDataIncrementalRefresh setDecoder(mfmarketdata.MarketDataIncrementalRefreshDecoder decoder)

getNumMDEntries

public int getNumMDEntries()

Description copied from interface: MarketDataIncrementalRefresh

The number of MDEntry objects to follow this MarketDataIncrementalRefresh object

Specified by:

getNumMDEntries in interface MarketDataIncrementalRefresh

Returns:

number of MDentries to follow this MarketDataIncrementalRefresh object or NUM_MD_ENTRIES_NULL_VALUE

getVenueTimestamp

public long getVenueTimestamp()

Description copied from interface: MarketDataIncrementalRefresh

Time (in ms) the venue placed on this update

Specified by:

getVenueTimestamp in interface MarketDataIncrementalRefresh

Returns:

milliseconds past epoch

getTimeArrival

public long getTimeArrival()

Description copied from interface: MarketDataIncrementalRefresh

Time (in ms) the update message hit the MarketFactory servers.

Specified by:

getTimeArrival in interface MarketDataIncrementalRefresh

Returns:

milliseconds past epoch

getVenueID

public long getVenueID()

Specified by:

getVenueID in interface MarketDataIncrementalRefresh

Specified by:

getVenueID in interface MDEntry

getSecurityID

public long getSecurityID()

Specified by:

getSecurityID in interface MarketDataIncrementalRefresh

Specified by:

getSecurityID in interface MDEntry

getRptSeq

public long getRptSeq()

Description copied from interface: MDEntry

Sequence ID of this update

Specified by:

getRptSeq in interface MDEntry

Returns:

sequence id

getMDEntryType

public mfmarketdata.MDEntryType getMDEntryType()

Specified by:

getMDEntryType in interface MDEntry

getMDEntryPxAsMantissa

public long getMDEntryPxAsMantissa()

Description copied from interface: MDEntry

The price of the entry in Mantissa format

Specified by:

getMDEntryPxAsMantissa in interface MDEntry

Returns:

mantissa representation of the price or MD_ENTRY_PX_NULL_VALUE

getMDEntryPx

public double getMDEntryPx()

Description copied from interface: MDEntry

The price of the entry in decimal format (i.e. 1.2306)

Specified by:

getMDEntryPx in interface MDEntry

Returns:

the decimal format of the price or MD_ENTRY_PX_NULL_VALUE

getMDEntrySizeAsMantissa

public long getMDEntrySizeAsMantissa()

Description copied from interface: MDEntry

The size of the entry in Mantissa format

Specified by:

getMDEntrySizeAsMantissa in interface MDEntry

Returns:

mantissa representation of the size or MD_ENTRY_SIZE_NULL_VALUE

getMDEntrySize

public double getMDEntrySize()

Description copied from interface: MDEntry

The size of the entry in decimal format (i.e. 2500000) A double value is used in-case of fractional quantities.

Specified by:

getMDEntrySize in interface MDEntry

Returns:

decimal representation of the size or MD_ENTRY_SIZE_NULL_VALUE

getMinQtyAsMantissa

public long getMinQtyAsMantissa()

Description copied from interface: MDEntry

The minimum quantity of the entry in Mantissa format. This is the minimum quantity you can aggress this quote for.

Specified by:

getMinQtyAsMantissa in interface MDEntry

Returns:

minimum quantity of this entry or MIN_QTY_NULL_VALUE

getMinQty

public long getMinQty()

Description copied from interface: MDEntry

The minimum quantity of the entry. This is the minimum quantity you can aggress this quote for. The null value is the same as the Mantissa formatted version.

Specified by:

getMinQty in interface MDEntry

Returns:

minimum quantity of this entry or MIN_QTY_NULL_VALUE

getMDUpdateAction

public mfmarketdata.MDUpdateAction getMDUpdateAction()

Specified by:

getMDUpdateAction in interface MDEntry

getMDBookType

public mfmarketdata.MDBookType getMDBookType()

Specified by:

getMDBookType in interface MDEntry

getNumberOfOrders

public int getNumberOfOrders()

Description copied from interface: MDEntry

If available, the number of orders at this price and quantity.

Specified by:

getNumberOfOrders in interface MDEntry

Returns:

number of orders

getMdComponentCount

public int getMdComponentCount()

Description copied from interface: MDEntry

Count of the MarketDataComponent objects in this MDEntry

Specified by:

getMdComponentCount in interface MDEntry

Returns:

count

getMDComponentStream

public java.util.stream.Stream<MDComponent> getMDComponentStream()

Description copied from interface: MDEntry

A stream of the MarketDataComponent. This will create objects.

Specified by:

getMDComponentStream in interface MDEntry

Returns:

stream

isLastMDEntryInGroup

public boolean isLastMDEntryInGroup()

Description copied from interface: MDEntry

Returns true if this MDEntry is the last in the update. Where an update starts with a MarketDataIncrementalRefresh object and is followed by 1 to n MDEntry objects.

Specified by:

isLastMDEntryInGroup in interface MDEntry

Returns:

true if this is the last MDEntry in the update, false otherwise

getMDComponentIterator

public java.util.Iterator<MDComponent> getMDComponentIterator()

Description copied from interface: MDEntry

An iterator of the MarketDataComponent. This will not create objects.

Specified by:

getMDComponentIterator in interface MDEntry

Returns:

iterator

getQuoteId

public java.lang.String getQuoteId()

Description copied from interface: MDEntry

Returns the quote ID, if available. Null otherwise.

Specified by:

getQuoteId in interface MDEntry

Returns:

quoteID of this MDEntry if available, null otherwise

hasNext

public boolean hasNext()

Specified by:

hasNext in interface java.util.Iterator<MDComponent>

next

public MDComponent next()

Specified by:

next in interface java.util.Iterator<MDComponent>

remove

public void remove()

Specified by:

remove in interface java.util.Iterator<MDComponent>

forEachRemaining

public void forEachRemaining(java.util.function.Consumer<? super MDComponent> action)

Specified by:

forEachRemaining in interface java.util.Iterator<MDComponent>