private void handleClear(
MamdaSubscription subscription,
MamaMsg msg)
{
// Synchronize the current Order Book in case a snapshot is being created
if (mFullBook != null)
{
lock (mFullBook)
{
handleStandardFields(subscription, msg, false);
mDeltaBook.setSymbol(subscription.getSymbol());
mDeltaBook.setAsDeltaDeleted(mFullBook);
mFullBook.clear();
mFullBook.setSymbol(subscription.getSymbol());
mFullBook.setIsConsistent(true);
}
}
else
{
handleStandardFields(subscription, msg, false);
}
invokeClearHandlers(subscription, msg);
mGotInitial = true;
}
private void handleUpdateImpl(
MamdaSubscription subscription,
MamaMsg msg)
{
handleStandardFields(subscription, msg, true);
if (createDeltaFromMamaMsg(mDeltaBook, msg))
{
mDeltaBook.setSymbol(subscription.getSymbol());
mDeltaBook.setBookTime(msg.getDateTime(MamdaOrderBookFields.BOOK_TIME, mSrcTime));
if (mFullBook != null)
{
if (mUpdateInconsistentBook || mFullBook.getIsConsistent())
{
mFullBook.apply(mDeltaBook);
}
mFullBook.setBookTime(mDeltaBook.getBookTime());
}
if (mHandlers.Count > 0)
{
if (mUpdateInconsistentBook || (mFullBook == null) || mFullBook.getIsConsistent())
{
invokeDeltaHandlers(subscription, msg);
}
}
}
}
public void onError(
MamdaSubscription subscription,
MamdaErrorSeverity severity,
MamdaErrorCode errorCode,
string errorStr)
{
Console.WriteLine("Error (" + subscription.getSymbol() + "): ");
}
public void onQuoteClosing(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteClosing closingEvent,
MamdaQuoteRecap recap)
{
Console.WriteLine("Quote Closing (" + sub.getSymbol() + "): ");
}
private void handleRecap(
MamdaSubscription subscription,
MamaMsg msg)
{
// Synchronize the current Order Book in case a snapshot is being created
if (mFullBook != null)
{
lock (mFullBook)
{
msg.tryU64(MamaReservedFields.SenderId, ref mPreviousSenderId);
handleStandardFields(subscription, msg, false);
if (createDeltaFromMamaMsg(mTempmDeltaBook, msg))
{
mDeltaBook.setSymbol(subscription.getSymbol());
mDeltaBook.setBookTime(msg.getDateTime(MamdaOrderBookFields.BOOK_TIME, mSrcTime));
mDeltaBook.setAsDeltaDifference(mFullBook, mTempmDeltaBook);
mFullBook.copy(mTempmDeltaBook);
mFullBook.setSymbol(subscription.getSymbol());
mFullBook.setBookTime(mDeltaBook.getBookTime());
mFullBook.setIsConsistent(true);
invokeRecapHandlers(subscription, msg);
}
}
}
else
{
handleStandardFields(subscription, msg, false);
// Set the delta to be the contents of the recap.
if (createDeltaFromMamaMsg(mDeltaBook, msg))
{
mDeltaBook.setSymbol(subscription.getSymbol());
invokeRecapHandlers(subscription, msg);
}
}
mGotInitial = true;
}
private void handleUpdateImpl(
MamdaSubscription subscription,
MamaMsg msg)
{
handleStandardFields(subscription, msg, true);
if (createDeltaFromMamaMsg(mDeltaBook, msg))
{
mDeltaBook.setSymbol(subscription.getSymbol());
mDeltaBook.setBookTime(msg.getDateTime(MamdaOrderBookFields.BOOK_TIME, mSrcTime));
if (mFullBook != null)
{
if (mUpdateInconsistentBook || mFullBook.getIsConsistent())
{
mFullBook.apply(mDeltaBook);
}
mFullBook.setBookTime(mDeltaBook.getBookTime());
}
if (mHandlers.Count > 0)
{
if (mUpdateInconsistentBook || (mFullBook == null) || mFullBook.getIsConsistent())
{
invokeDeltaHandlers(subscription, msg);
}
}
}
}
private void handleRecap(
MamdaSubscription subscription,
MamaMsg msg)
{
// Synchronize the current Order Book in case a snapshot is being created
if (mFullBook != null)
{
lock (mFullBook)
{
msg.tryU64(MamaReservedFields.SenderId, ref mPreviousSenderId);
handleStandardFields(subscription, msg, false);
if (createDeltaFromMamaMsg(mTempmDeltaBook, msg))
{
mDeltaBook.setSymbol(subscription.getSymbol());
mDeltaBook.setBookTime(msg.getDateTime(MamdaOrderBookFields.BOOK_TIME, mSrcTime));
mDeltaBook.setAsDeltaDifference(mFullBook, mTempmDeltaBook);
mFullBook.copy(mTempmDeltaBook);
mFullBook.setSymbol(subscription.getSymbol());
mFullBook.setBookTime(mDeltaBook.getBookTime());
mFullBook.setIsConsistent(true);
invokeRecapHandlers(subscription, msg);
}
}
}
else
{
handleStandardFields(subscription, msg, false);
// Set the delta to be the contents of the recap.
if (createDeltaFromMamaMsg(mDeltaBook, msg))
{
mDeltaBook.setSymbol(subscription.getSymbol());
invokeRecapHandlers(subscription, msg);
}
}
mGotInitial = true;
}
private void handleClear(
MamdaSubscription subscription,
MamaMsg msg)
{
// Synchronize the current Order Book in case a snapshot is being created
if (mFullBook != null)
{
lock (mFullBook)
{
handleStandardFields(subscription, msg, false);
mDeltaBook.setSymbol(subscription.getSymbol());
mDeltaBook.setAsDeltaDeleted(mFullBook);
mFullBook.clear();
mFullBook.setSymbol(subscription.getSymbol());
mFullBook.setIsConsistent(true);
}
}
else
{
handleStandardFields(subscription, msg, false);
}
invokeClearHandlers(subscription, msg);
mGotInitial = true;
}
public void onTradeCorrection(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeCorrection correction,
MamdaTradeRecap recap)
{
Console.WriteLine("Trade correction (" + sub.getSymbol() + "): ");
}
public void onTradeCancelOrError(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeCancelOrError cancelOrError,
MamdaTradeRecap recap)
{
Console.WriteLine("Trade error/cancel (" + sub.getSymbol() + "): ");
}
public void onStale(
MamdaSubscription subscription,
mamaQuality quality)
{
Console.WriteLine("Stale (" + subscription.getSymbol() + "): ");
}
