public void onBookGap(
MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookGap gapEvent,
MamdaOrderBookRecap recap)
{
}
public void onBookClear(
MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta delta,
MamdaOrderBookRecap fullBook)
{
}
public void onBookClear(MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta delta,
MamdaOrderBookRecap fullBook)
{
//Will not be called for a snapshot sub
}
public void onBookGap(MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookGap gapEvent,
MamdaOrderBookRecap fullBook)
{
//Will not be called for a snapshot sub
}
public void onBookDelta(
MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta delta,
MamdaOrderBookRecap recap)
{
}
public void onBookRecap(
MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta delta,
MamdaOrderBookRecap recap)
{
outer_.OnBookRecapCallback(subscription, listener, msg, delta, recap);
}
/// <summary>
/// </summary>
/// <param name="realTimeSubsc"></param>
/// <param name="realTimeListener"></param>
/// <param name="handler"></param>
/// <param name="intervalSeconds"></param>
public MamdaOrderBookChecker(
MamdaSubscription realTimeSubsc,
MamdaOrderBookListener realTimeListener,
MamdaOrderBookCheckerHandler handler,
double intervalSeconds)
{
mSnapShotmHandler = new SnapShotChecker(this);
mHandler = handler;
mRealTimeSubsc = realTimeSubsc;
mRealTimeListener = realTimeListener;
mIntervalSecs = intervalSeconds;
mRandomTimerFired = false;
init();
}
internal void OnBookRecapCallback(
MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta delta,
MamdaOrderBookRecap recap)
{
long snappedSeqNum = listener.getSeqNum();
long realTimeSeqNum = mRealTimeListener.getSeqNum();
MamdaOrderBook fullBook = recap.getFullOrderBook();
if (snappedSeqNum != realTimeSeqNum)
{
mInconclusiveCount++;
if (mHandler != null)
{
string reason = "sequence numbers differ (" + snappedSeqNum + "!=" + realTimeSeqNum;
mHandler.onInconclusive(MamdaOrderBookCheckType.SNAPSHOT, reason);
}
}
else
{
try
{
fullBook.assertEqual(mRealTimeListener.getFullOrderBook());
mSuccessCount++;
if (mHandler != null)
{
mHandler.onSuccess(MamdaOrderBookCheckType.APPLY_DELTA);
}
}
catch (MamdaOrderBookException e)
{
mFailureCount++;
if (mHandler != null)
{
mHandler.onFailure(MamdaOrderBookCheckType.SNAPSHOT,
e.ToString(),
msg,
mRealTimeListener.getFullOrderBook(),
fullBook);
}
}
}
//Deactivate the subscription
mSnapShotListener.clear();
mSnapShotSubsc.deactivate();
}
/// <summary>
/// </summary>
/// <param name="transport"></param>
/// <param name="queue"></param>
/// <param name="handler"></param>
/// <param name="source"></param>
/// <param name="symbol"></param>
/// <param name="intervalSeconds"></param>
public MamdaOrderBookChecker(
MamaTransport transport,
MamaQueue queue,
MamdaOrderBookCheckerHandler handler,
string source,
string symbol,
double intervalSeconds)
{
mSnapShotmHandler = new SnapShotChecker(this);
mRealTimeSubsc = new MamdaSubscription();
mRealTimeListener = new MamdaOrderBookListener();
mHandler = handler;
mQueue = queue;
mIntervalSecs = intervalSeconds;
mRandomTimerFired = false;
mRealTimeSubsc.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_BOOK);
mRealTimeSubsc.create(transport, queue, source, symbol, null);
mRealTimeSubsc.addMsgListener(mRealTimeListener);
init();
}
/// <summary>
/// </summary>
/// <param name="transport"></param>
/// <param name="queue"></param>
/// <param name="handler"></param>
/// <param name="source"></param>
/// <param name="symbol"></param>
/// <param name="intervalSeconds"></param>
public MamdaOrderBookChecker(
MamaTransport transport,
MamaQueue queue,
MamdaOrderBookCheckerHandler handler,
string source,
string symbol,
double intervalSeconds)
{
mSnapShotmHandler = new SnapShotChecker(this);
mRealTimeSubsc = new MamdaSubscription();
mRealTimeListener = new MamdaOrderBookListener();
mHandler = handler;
mQueue = queue;
mIntervalSecs = intervalSeconds;
mRandomTimerFired = false;
mRealTimeSubsc.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_BOOK);
mRealTimeSubsc.create(transport, queue, source, symbol, null);
mRealTimeSubsc.addMsgListener(mRealTimeListener);
init();
}
internal void OnBookRecapCallback(
MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta delta,
MamdaOrderBookRecap recap)
{
long snappedSeqNum = listener.getSeqNum ();
long realTimeSeqNum = mRealTimeListener.getSeqNum ();
MamdaOrderBook fullBook = recap.getFullOrderBook();
if (snappedSeqNum != realTimeSeqNum)
{
mInconclusiveCount++;
if (mHandler != null)
{
string reason ="sequence numbers differ (" + snappedSeqNum + "!=" + realTimeSeqNum;
mHandler.onInconclusive(MamdaOrderBookCheckType.SNAPSHOT, reason);
}
}
else
{
try
{
fullBook.assertEqual(mRealTimeListener.getFullOrderBook());
mSuccessCount++;
if (mHandler != null)
{
mHandler.onSuccess(MamdaOrderBookCheckType.APPLY_DELTA);
}
}
catch (MamdaOrderBookException e)
{
mFailureCount++;
if (mHandler != null)
{
mHandler.onFailure(MamdaOrderBookCheckType.SNAPSHOT,
e.ToString(),
msg,
mRealTimeListener.getFullOrderBook(),
fullBook);
}
}
}
//Deactivate the subscription
mSnapShotListener.clear();
mSnapShotSubsc.deactivate();
}
public void onBookGap(
MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookGap gapEvent,
MamdaOrderBookRecap recap)
{
}
public void onBookRecap(
MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta delta,
MamdaOrderBookRecap recap)
{
}
public void onBookClear(MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta delta,
MamdaOrderBookRecap fullBook)
{
//Will not be called for a snapshot sub
}
public void onBookGap(MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookGap gapEvent,
MamdaOrderBookRecap fullBook)
{
//Will not be called for a snapshot sub
}
public void onBookRecap(
MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta delta,
MamdaOrderBookRecap recap)
{
outer_.OnBookRecapCallback(subscription, listener, msg, delta, recap);
}
public void onBookClear(
MamdaSubscription subscription,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta delta,
MamdaOrderBookRecap fullBook)
{
}
/// <summary>
/// </summary>
/// <param name="realTimeSubsc"></param>
/// <param name="realTimeListener"></param>
/// <param name="handler"></param>
/// <param name="intervalSeconds"></param>
public MamdaOrderBookChecker(
MamdaSubscription realTimeSubsc,
MamdaOrderBookListener realTimeListener,
MamdaOrderBookCheckerHandler handler,
double intervalSeconds)
{
mSnapShotmHandler = new SnapShotChecker(this);
mHandler = handler;
mRealTimeSubsc = realTimeSubsc;
mRealTimeListener = realTimeListener;
mIntervalSecs = intervalSeconds;
mRandomTimerFired = false;
init();
}
