public void onMsg(
MamaSubscription subscription,
MamaMsg msg)
{
mamaMsgType msgType = msg.typeForMsg();
mamaMsgStatus msgStatus = msg.getStatus();
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_DELETE:
case mamaMsgType.MAMA_MSG_TYPE_EXPIRE:
subscription.deallocate();
return;
}
switch (msgStatus)
{
case mamaMsgStatus.MAMA_MSG_STATUS_BAD_SYMBOL:
case mamaMsgStatus.MAMA_MSG_STATUS_EXPIRED:
case mamaMsgStatus.MAMA_MSG_STATUS_TIMEOUT:
subscription.deallocate();
return;
}
for (int i = 0; i < mSubscription.mMsgListeners.Count; i++)
{
MamdaMsgListener listener = (MamdaMsgListener)mSubscription.mMsgListeners[i];
listener.onMsg(mSubscription, msg, msgType);
}
}
/// <summary>
/// Implementation of the MamdaMsgListener Interface.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
string partId = getPartId(msg);
// First handle the message internally. I.e. create listener
// lists, notify handlers etc.
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleFullImage(subscription, msg, msgType, partId);
break;
case mamaMsgType.MAMA_MSG_TYPE_END_OF_INITIALS: /*Don't forward.*/
return;
default:
break;
}
// Now pass to other listerners (if any)
forwardMsg(subscription, msg, msgType, partId);
}
/// <summary>
/// Implementation of MamdaListener interface.
/// </summary>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
// If msg is a trade-related message, invoke the
// appropriate callback:
updateFieldStates();
lock (this)
{
mUpdated = false;
msg.iterateFields(mFieldIterator, null, null);
}
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_PREOPENING:
case mamaMsgType.MAMA_MSG_TYPE_SEC_STATUS:
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
case mamaMsgType.MAMA_MSG_TYPE_QUOTE:
case mamaMsgType.MAMA_MSG_TYPE_TRADE:
case mamaMsgType.MAMA_MSG_TYPE_BOOK_UPDATE:
handleSecurityStatus(subscription, msg);
break;
}
}
public void onMsg(MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
if (!MamdaOrderBookFields.isSet())
{
return;
}
try
{
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_BOOK_CLEAR:
handleClear(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_BOOK_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_BOOK_RECAP:
case mamaMsgType.MAMA_MSG_TYPE_BOOK_SNAPSHOT:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_BOOK_UPDATE:
handleUpdate(subscription, msg);
break;
}
}
catch (MamaException)
{
}
}
private void handleAuctionMessage(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
updateFieldStates();
lock (this)
{
msg.iterateFields(mFieldIterator, null, null);
}
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
handleUpdate(subscription, msg);
break;
default:
break;
}
}
/// <summary>
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
if (!MamdaOrderBookFields.isSet())
{
return;
}
// If msg is a order book related message, invoke the
// appropriate callback:
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_BOOK_CLEAR:
handleClear(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_BOOK_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_BOOK_RECAP:
case mamaMsgType.MAMA_MSG_TYPE_BOOK_SNAPSHOT:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_BOOK_UPDATE:
handleUpdate(subscription, msg);
break;
}
}
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
Console.WriteLine("Update ({0})", subscription.getSymbol());
}
/// <summary>
/// Implementation of the MamdaMsgListener Interface.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
try
{
string symbol = msg.getString(MamdaCommonFields.ISSUE_SYMBOL);
if (symbol == null)
{
return;
}
// First handle the message internally. i.e. create listener
// lists, notify handlers etc.
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleFullImage(subscription, msg, msgType, symbol);
break;
case mamaMsgType.MAMA_MSG_TYPE_END_OF_INITIALS: /*Don't forward.*/
return;
default:
break;
}
// Now pass to other listeners (if any)
forwardMsg(subscription, msg, msgType, symbol);
}
catch (MamdaDataException)
{
}
}
/// <summary>
/// Process initial images. This is most likely when we will be
/// notify of the creation of a new security.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
/// <param name="symbol"></param>
private void handleFullImage(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType,
string symbol)
{
if (!mListeners.containsKey(symbol))
{
checkSecurityCreateNotify(subscription, symbol);
}
}
/// <summary>
/// Generic method for dispatching messages to instances of
/// MamaMsgListeners.
/// </summary>
/// <param name="listeners"></param>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
private void forwardMsg(
ArrayList listeners,
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
foreach (MamdaMsgListener listener in listeners)
{
listener.onMsg(subscription, msg, msgType);
}
}
/* End Field State Accessors */
private void handleQuoteMsg(
MamdaOptionContract contract,
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
MamdaQuoteListener quoteListener = contract.getQuoteListener();
if (quoteListener != null)
{
quoteListener.onMsg(subscription, msg, msgType);
}
}
private void handleTradeMsg(
MamdaOptionContract contract,
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
MamdaTradeListener tradeListener = contract.getTradeListener();
if (tradeListener != null)
{
tradeListener.onMsg(subscription, msg, msgType);
}
}
/// <summary>
/// Process initial images. This is most likely when we will be
/// notify of consolidate/participant creation.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
/// <param name="partId"></param>
private void handleFullImage(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType,
string partId)
{
if (partId == null) /*This is a consolidated initial*/
{
checkConsolidatedCreateNotify(subscription);
}
else /*This is a participant initial*/
{
ParticipantInfo partInfo = getParticipantInfo(partId);
checkParticipantCreateNotify(subscription, partId, partInfo);
}
}
/// <summary>
/// Implementation of MamdaListener interface.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
if (!MamdaOptionFields.isSet())
{
return;
}
if (msgType == mamaMsgType.MAMA_MSG_TYPE_END_OF_INITIALS)
{
foreach (MamdaOptionChainHandler handler in mHandlers)
{
handler.onOptionChainRecap(subscription, this, msg, mChain);
}
return;
}
MamdaOptionContract contract = findContract(subscription, msg);
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleQuoteMsg(contract, subscription, msg, msgType);
handleTradeMsg(contract, subscription, msg, msgType);
break;
case mamaMsgType.MAMA_MSG_TYPE_QUOTE:
handleQuoteMsg(contract, subscription, msg, msgType);
break;
case mamaMsgType.MAMA_MSG_TYPE_TRADE:
case mamaMsgType.MAMA_MSG_TYPE_CANCEL:
case mamaMsgType.MAMA_MSG_TYPE_ERROR:
case mamaMsgType.MAMA_MSG_TYPE_CORRECTION:
handleTradeMsg(contract, subscription, msg, msgType);
break;
}
}
private void forwardMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType,
String symbol)
{
ArrayList securityListeners = (ArrayList)mListeners.valueOf(symbol);
if ((securityListeners != null) && (securityListeners.Count > 0))
{
forwardMsg(
securityListeners,
subscription,
msg,
msgType);
}
else
{
/*Needed for new symbols created intraday*/
checkSecurityCreateNotify(subscription, symbol);
}
}
/* End Field State Accessors */
// Implementation of MamdaListener interface.
// NB! For internal use only.
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
// Listeners may be created on multiple threads and we only
// want a single list of updaters.
if (mUpdaters == null)
{
lock (mUpdatersGuard)
{
if (!MamdaAuctionFields.isSet())
{
return;
}
if (mUpdaters == null)
{
AuctionUpdate[] updaters = createUpdaters();
Thread.MemoryBarrier();
mUpdaters = updaters;
}
}
}
// If msg is a Auction-related message, invoke the
// appropriate callback:
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
handleAuctionMessage(subscription, msg, msgType);
break;
default:
break;
}
}
/// <summary>
/// Implementation of MamdaListener interface.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
if(!MamdaOptionFields.isSet())
{
return;
}
if (msgType == mamaMsgType.MAMA_MSG_TYPE_END_OF_INITIALS)
{
foreach (MamdaOptionChainHandler handler in mHandlers)
{
handler.onOptionChainRecap(subscription, this, msg, mChain);
}
return;
}
MamdaOptionContract contract = findContract(subscription, msg);
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleQuoteMsg(contract, subscription, msg, msgType);
handleTradeMsg(contract, subscription, msg, msgType);
break;
case mamaMsgType.MAMA_MSG_TYPE_QUOTE:
handleQuoteMsg(contract, subscription, msg, msgType);
break;
case mamaMsgType.MAMA_MSG_TYPE_TRADE:
case mamaMsgType.MAMA_MSG_TYPE_CANCEL:
case mamaMsgType.MAMA_MSG_TYPE_ERROR:
case mamaMsgType.MAMA_MSG_TYPE_CORRECTION:
handleTradeMsg(contract, subscription, msg, msgType);
break;
}
}
private void forwardMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType,
String partId)
{
if (partId == null) /*Participant message*/
{
/* We may not have an entry for this partId at this stage as
* we may not be receiving initial values for the subscription. */
ParticipantInfo partInfo = getParticipantInfo(partId);
/* Need to check if we have notified. We may well not be receiving
* initials*/
checkParticipantCreateNotify(subscription, partId, partInfo);
/* We may have a ParticipantInfo entry for the partId but there is
* still no guarantee that any listeners have been registered.
* This is quite acceptable as users may not be interested in all
* participants. */
if (partInfo.mParticipantListeners.Count > 0)
{
forwardMsg(partInfo.mParticipantListeners, subscription, msg, msgType);
}
}
else /*Consolidated message*/
{
/* We may not have notified the user that a consolidated message
* has arrived. If not using initials this can be the case.*/
checkConsolidatedCreateNotify(subscription);
/* Forward the message if we have any listeners*/
if (mConsolidatedListeners.Count > 0)
{
forwardMsg(mConsolidatedListeners, subscription, msg, msgType);
}
}
}
/// <summary>
/// Implementation of MamdaListener interface.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
if (!MamdaFundamentalFields.isSet())
{
return;
}
// If msg is a trade-related message, invoke the
// appropriate callback:
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
handleUpdate(subscription, msg);
break;
}
}
public void onMsg(MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
if(!MamdaOrderBookFields.isSet())
{
return;
}
try
{
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_BOOK_CLEAR:
handleClear (subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_BOOK_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_BOOK_RECAP:
case mamaMsgType.MAMA_MSG_TYPE_BOOK_SNAPSHOT:
handleRecap (subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_BOOK_UPDATE:
handleUpdate (subscription, msg);
break;
}
}
catch (MamaException)
{
}
}
// Implementation of MamdaListener interface.
// NB! For internal use only.
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
// Listeners may be created on multiple threads and we only
// want a single list of updaters.
if (mUpdaters == null)
{
lock (mUpdatersGuard)
{
if(!MamdaQuoteFields.isSet())
{
return;
}
if (mUpdaters == null)
{
QuoteUpdate[] updaters = createUpdaters();
Thread.MemoryBarrier();
mUpdaters = updaters;
}
}
}
// If msg is a quote-related message, invoke the
// appropriate callback:
//Clear conflate count
mQuoteCache.mConflateCount = 1;
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
case mamaMsgType.MAMA_MSG_TYPE_PREOPENING:
case mamaMsgType.MAMA_MSG_TYPE_SNAPSHOT:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_QUOTE:
handleQuote(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
case mamaMsgType.MAMA_MSG_TYPE_TRADE:
handleUpdate(subscription, msg);
break;
}
}
/// <summary>
/// Implementation of the MamdaMsgListener Interface.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
try
{
string symbol = msg.getString(MamdaCommonFields.ISSUE_SYMBOL);
if(symbol == null)
{
return;
}
// First handle the message internally. i.e. create listener
// lists, notify handlers etc.
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleFullImage(subscription, msg, msgType, symbol);
break;
case mamaMsgType.MAMA_MSG_TYPE_END_OF_INITIALS:/*Don't forward.*/
return;
default:
break;
}
// Now pass to other listeners (if any)
forwardMsg(subscription, msg, msgType, symbol);
}
catch (MamdaDataException ex)
{
}
}
/// <summary>
/// Generic method for dispatching messages to instances of
/// MamaMsgListeners.
/// </summary>
/// <param name="listeners"></param>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
private void forwardMsg(
ArrayList listeners,
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
foreach (MamdaMsgListener listener in listeners)
{
listener.onMsg(subscription, msg, msgType);
}
}
private void forwardMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType,
String symbol)
{
ArrayList securityListeners = (ArrayList)mListeners.valueOf(symbol);
if ((securityListeners != null) && (securityListeners.Count > 0))
{
forwardMsg(
securityListeners,
subscription,
msg,
msgType);
}
else
{
/*Needed for new symbols created intraday*/
checkSecurityCreateNotify(subscription, symbol);
}
}
/// <summary>
/// Implementation of MamdaListener interface.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
// Ensure only a single instance is created.
// Listeners may be created on separate threads.
if (mUpdaters == null)
{
lock (mUpdatersGuard)
{
if (!MamdaTradeFields.isSet())
{
return;
}
if (mUpdaters == null)
{
TradeUpdate[] updaters = createUpdaters();
Thread.MemoryBarrier();
mUpdaters = updaters;
}
}
}
// If msg is a trade-related message, invoke the
// appropriate callback:
mTradeCache.mWasIrregular = mTradeCache.mIsIrregular;
mTradeCache.mConflateCount = 1;
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_SNAPSHOT:
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
case mamaMsgType.MAMA_MSG_TYPE_PREOPENING:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_TRADE:
handleTrade(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_CANCEL:
handleCancelOrError(subscription, msg, true);
break;
case mamaMsgType.MAMA_MSG_TYPE_ERROR:
handleCancelOrError(subscription, msg, false);
break;
case mamaMsgType.MAMA_MSG_TYPE_CORRECTION:
handleCorrection(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_CLOSING:
handleClosing(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
if (mProcessUpdateAsTrade)
{
handleUpdate(subscription, msg);
}
break;
}
}
/* End Field State Accessors */
private void handleQuoteMsg(
MamdaOptionContract contract,
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
MamdaQuoteListener quoteListener = contract.getQuoteListener();
if (quoteListener != null)
{
quoteListener.onMsg(subscription, msg, msgType);
}
}
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
Console.WriteLine("Update ({0})", subscription.getSymbol());
}
private void forwardMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType,
String partId)
{
if (partId == null) /*Participant message*/
{
/* We may not have an entry for this partId at this stage as
we may not be receiving initial values for the subscription. */
ParticipantInfo partInfo = getParticipantInfo(partId);
/* Need to check if we have notified. We may well not be receiving
* initials*/
checkParticipantCreateNotify(subscription, partId, partInfo);
/* We may have a ParticipantInfo entry for the partId but there is
still no guarantee that any listeners have been registered.
This is quite acceptable as users may not be interested in all
participants. */
if (partInfo.mParticipantListeners.Count > 0)
{
forwardMsg(partInfo.mParticipantListeners, subscription, msg, msgType);
}
}
else /*Consolidated message*/
{
/* We may not have notified the user that a consolidated message
has arrived. If not using initials this can be the case.*/
checkConsolidatedCreateNotify(subscription);
/* Forward the message if we have any listeners*/
if (mConsolidatedListeners.Count > 0)
{
forwardMsg(mConsolidatedListeners, subscription, msg, msgType);
}
}
}
/// <summary>
/// Implementation of MamdaListener interface.
/// </summary>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
// If msg is a trade-related message, invoke the
// appropriate callback:
updateFieldStates();
lock (this)
{
mUpdated = false;
msg.iterateFields(mFieldIterator, null, null);
}
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_PREOPENING:
case mamaMsgType.MAMA_MSG_TYPE_SEC_STATUS:
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
case mamaMsgType.MAMA_MSG_TYPE_QUOTE:
case mamaMsgType.MAMA_MSG_TYPE_TRADE:
case mamaMsgType.MAMA_MSG_TYPE_BOOK_UPDATE:
handleSecurityStatus(subscription, msg);
break;
}
}
/// <summary>
/// Process initial images. This is most likely when we will be
/// notify of consolidate/participant creation.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
/// <param name="partId"></param>
private void handleFullImage(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType,
string partId)
{
if (partId == null) /*This is a consolidated initial*/
{
checkConsolidatedCreateNotify(subscription);
}
else /*This is a participant initial*/
{
ParticipantInfo partInfo = getParticipantInfo(partId);
checkParticipantCreateNotify(subscription, partId, partInfo);
}
}
/* End Field State Accessors */
// Implementation of MamdaListener interface.
// NB! For internal use only.
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
// Listeners may be created on multiple threads and we only
// want a single list of updaters.
if (mUpdaters == null)
{
lock (mUpdatersGuard)
{
if(!MamdaAuctionFields.isSet())
{
return;
}
if (mUpdaters == null)
{
AuctionUpdate[] updaters = createUpdaters();
Thread.MemoryBarrier();
mUpdaters = updaters;
}
}
}
// If msg is a Auction-related message, invoke the
// appropriate callback:
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
handleAuctionMessage(subscription, msg, msgType);
break;
default:
break;
}
}
/// <summary>
/// Implementation of MamdaListener interface.
/// </summary>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
if (mUpdaters == null)
{
lock (mUpdatersGuard)
{
if(!MamdaOrderImbalanceFields.isSet())
{
return;
}
if (mUpdaters == null)
{
ImbalanceOrderUpdate[] updaters = createUpdaters();
Thread.MemoryBarrier();
mUpdaters = updaters;
}
}
}
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
updateFieldStates();
updateOrderImbalanceFields(subscription, msg, msgType);
break;
default:
break;
}
}
private void handleAuctionMessage(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
updateFieldStates();
lock (this)
{
msg.iterateFields(mFieldIterator, null, null);
}
switch(msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
handleUpdate(subscription, msg);
break;
default:
break;
}
}
/// <summary>
/// Implementation of MamdaListener interface.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
if (!MamdaFundamentalFields.isSet())
{
return;
}
// If msg is a trade-related message, invoke the
// appropriate callback:
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleRecap (subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
handleUpdate (subscription, msg);
break;
}
}
/// <summary>
/// Return the type name.
/// </summary>
public string stringForType(mamaMsgType type)
{
EnsurePeerCreated();
return Marshal.PtrToStringAnsi(NativeMethods.mamaMsgType_stringForType((int)type));
}
/// <summary>
/// Process initial images. This is most likely when we will be
/// notify of the creation of a new security.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
/// <param name="symbol"></param>
private void handleFullImage(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType,
string symbol)
{
if(!mListeners.containsKey(symbol))
{
checkSecurityCreateNotify(subscription, symbol);
}
}
private void handleTradeMsg(
MamdaOptionContract contract,
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
MamdaTradeListener tradeListener = contract.getTradeListener();
if (tradeListener != null)
{
tradeListener.onMsg(subscription, msg, msgType);
}
}
private void updateOrderImbalanceFields(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
string securityStatus = null;
lock (this)
{
MamaMsgField msgField = null;
/*The wSecStatusQual will not always be in the message
so you need to account for this by checking for it.
*/
try
{
msgField = msg.getField(MamdaOrderImbalanceFields.SECURITY_STATUS_QUAL, null);
}
catch (MamdaDataException ex)
{
throw new MamaException(MamaStatus.mamaStatus.MAMA_STATUS_PLATFORM, ex.Message);
}
if (msgField == null) //does not exist
return;
securityStatus = msgField.getString();
if (isImbalanceType(securityStatus))
{
clearCache(mOrderImbalanceCache);
}
msg.iterateFields(mFieldIterator, null,null);
}
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
{
int value = 0;
if (securityStatus != null)
{
value = MamdaOrderImbalanceType.stringToValue(securityStatus);
if (MamdaOrderImbalanceType.isMamdaImbalanceOrder(value))
{
handleOrderImbalance(subscription,msg);
}
else
{
handleNoOrderImbalance(subscription, msg);
}
}
}
break;
default:
break;
}
}
/// <summary>
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
if(!MamdaOrderBookFields.isSet())
{
return;
}
// If msg is a order book related message, invoke the
// appropriate callback:
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_BOOK_CLEAR:
handleClear(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_BOOK_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_BOOK_RECAP:
case mamaMsgType.MAMA_MSG_TYPE_BOOK_SNAPSHOT:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_BOOK_UPDATE:
handleUpdate(subscription, msg);
break;
}
}
/// <summary>
/// Implementation of the MamdaMsgListener Interface.
/// </summary>
/// <param name="subscription"></param>
/// <param name="msg"></param>
/// <param name="msgType"></param>
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
string partId = getPartId(msg);
// First handle the message internally. I.e. create listener
// lists, notify handlers etc.
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
handleFullImage(subscription, msg, msgType, partId);
break;
case mamaMsgType.MAMA_MSG_TYPE_END_OF_INITIALS:/*Don't forward.*/
return;
default:
break;
}
// Now pass to other listerners (if any)
forwardMsg(subscription, msg, msgType, partId);
}
