private void createDeltaFromMamaMsg(MamdaSubscription subscription,
MamaMsg msg,
bool isRecap)
{
if (mBookHandler != null)
{
mBookHandler.onBookAtomicBeginBook(subscription, this, isRecap);
}
// Note: the following test checks whether vector fields are part
// of the data dictionary. However, the vector fields may indeed
// be part of the data dictionary, but the message may still
// contain the non-vector style order book data.
if (MamdaOrderBookFields.getHasVectorFields())
{
/* null is passed as default value otherwise
* getVectorMsg throws an exception if not found */
MamaMsg[] msgLevels =
msg.getVectorMsg(MamdaOrderBookFields.PRICE_LEVELS, null);
if (msgLevels != null)
{
createDeltaFromMamaMsgWithVectorFields(subscription,
msg,
msgLevels,
isRecap);
}
else
{
createDeltaFromMamaMsgWithoutVectorFields(subscription, msg, isRecap);
}
}
else
{
createDeltaFromMamaMsgWithoutVectorFields(subscription, msg, isRecap);
}
if (mBookHandler != null)
{
mBookHandler.onBookAtomicEndBook(subscription, this);
}
}
/// <summary>
/// createDeltaFromMamaMsg processes a MamaMsg containing a partial
/// or full order book and returns whether processing is complete
/// </summary>
/// <param name="delta"></param>
/// <param name="msg"></param>
/// <returns></returns>
private bool createDeltaFromMamaMsg(
MamdaOrderBook delta,
MamaMsg msg)
{
// Note: the following test checks whether vector fields are part
// of the data dictionary. However, the vector fields may indeed
// be part of the data dictionary, but the message may still
// contain the non-vector style order book data.
if (MamdaOrderBookFields.getHasVectorFields())
{
/* null is passed as default value otherwise
* getVectorMsg throws an exception if not found*/
MamaMsg[] msgLevels =
msg.getVectorMsg(MamdaOrderBookFields.PRICE_LEVELS, null);
if (msgLevels != null)
{
createDeltaFromMamaMsgWithVectorFields(delta, msgLevels);
return(true);
}
}
return(createDeltaFromMamaMsgWithoutVectorFields(delta, msg));
}