/// <summary>
///
/// </summary>
/// <param name="nearClearingPrice"></param>
public void setNearClearingPrice(MamaPrice nearClearingPrice)
{
if (null != nearClearingPrice)
{
this.mNearClearingPrice = new MamaPrice(nearClearingPrice);
}
}
/// <summary>
///
/// </summary>
/// <param name="insideMatchPrice"></param>
public void setMatchPrice(MamaPrice insideMatchPrice)
{
if (null != insideMatchPrice)
{
this.mInsideMatchPrice = new MamaPrice(insideMatchPrice);
}
}
/// <summary>
///
/// </summary>
/// <param name="lowIndicationPrice"></param>
public void setLowIndicationPrice(MamaPrice lowIndicationPrice)
{
if (null != lowIndicationPrice)
{
this.mLowIndicationPrice = new MamaPrice(lowIndicationPrice);
}
}
/// <summary>
///
/// </summary>
/// <param name="highIndicationPrice"></param>
public void setHighIndicationPrice(MamaPrice highIndicationPrice)
{
if (null != highIndicationPrice)
{
this.mHighIndicationPrice = new MamaPrice(highIndicationPrice);
}
}
/// <summary>
///
/// </summary>
/// <param name="indicationPrice"></param>
public void setImbalancePrice(MamaPrice indicationPrice)
{
if (null != indicationPrice)
{
this.mIndicationPrice = new MamaPrice(indicationPrice);
}
}
/// <summary>
///
/// </summary>
/// <param name="farClearingPrice"></param>
public void setFarClearingPrice(MamaPrice farClearingPrice)
{
if (null != farClearingPrice)
{
this.mFarClearingPrice = new MamaPrice(farClearingPrice);
}
}
/// <summary>
/// Check for equality between two price objects.
/// </summary>
public bool equal(MamaPrice rhs)
{
EnsurePeerCreated();
bool result = NativeMethods.mamaPrice_equal(nativeHandle, rhs.nativeHandle) == 1;
GC.KeepAlive(rhs);
return(result);
}
/// <summary>
/// Compare two price objects. The return value is negative if lhs
/// is earlier than rhs, positive if lhs is greater than rhs and zero
/// if the two are equal.
/// </summary>
public double compare(MamaPrice rhs)
{
EnsurePeerCreated();
double result = NativeMethods.mamaPrice_compare(nativeHandle, rhs.nativeHandle);
GC.KeepAlive(rhs);
return(result);
}
/// <summary>
/// Subtract a price object.
/// </summary>
public void subtract(MamaPrice rhs)
{
EnsurePeerCreated();
int code = NativeMethods.mamaPrice_subtract(nativeHandle, rhs.nativeHandle);
CheckResultCode(code);
GC.KeepAlive(rhs);
}
public void setAskLow(MamaPrice askLow)
{
if (askLow != null)
{
mAskLow.copy(askLow);
}
else
{
mAskLow.clear();
}
}
public void setAskHigh(MamaPrice askHigh)
{
if (askHigh != null)
{
mAskHigh.copy(askHigh);
}
else
{
mAskHigh.clear();
}
}
public void setAskPrevClosePrice(MamaPrice askPrevClosePrice)
{
if (askPrevClosePrice != null)
{
mAskPrevClosePrice.copy(askPrevClosePrice);
}
else
{
mAskPrevClosePrice.clear();
}
}
public void setQuoteMidPrice(MamaPrice midPrice)
{
if (midPrice != null)
{
mMidPrice.copy(midPrice);
}
else
{
mMidPrice.clear();
}
}
public void setBidLow(MamaPrice bidLow)
{
if (bidLow != null)
{
mBidLow.copy(bidLow);
}
else
{
mBidLow.clear();
}
}
public void setOrigPrice(MamaPrice origPrice)
{
if (origPrice != null)
{
mOrigPrice.copy(origPrice);
}
else
{
mOrigPrice.clear();
}
}
public void setBidPrevClosePrice(MamaPrice bidPrevClosePrice)
{
if (bidPrevClosePrice != null)
{
mBidPrevClosePrice.copy(bidPrevClosePrice);
}
else
{
mBidPrevClosePrice.clear();
}
}
public void setIrregPrice(MamaPrice irregPrice)
{
if (irregPrice != null)
{
mIrregPrice.copy(irregPrice);
}
else
{
mIrregPrice.clear();
}
}
public void setNetChange(MamaPrice netChange)
{
if (netChange != null)
{
mNetChange.copy(netChange);
}
else
{
mNetChange.clear();
}
}
public void setLowPrice(MamaPrice lowPrice)
{
if (lowPrice != null)
{
mLowPrice.copy(lowPrice);
}
else
{
mLowPrice.clear();
}
}
public void setHighPrice(MamaPrice highPrice)
{
if (highPrice != null)
{
mHighPrice.copy(highPrice);
}
else
{
mHighPrice.clear();
}
}
public void setLastPrice(MamaPrice lastPrice)
{
if (lastPrice != null)
{
mLastPrice.copy(lastPrice);
}
else
{
mLastPrice.clear();
}
}
public void setClosePrice(MamaPrice closePrice)
{
if (closePrice != null)
{
mClosePrice.copy(closePrice);
}
else
{
mClosePrice.clear();
}
}
public void setCorrPrice(MamaPrice corrPrice)
{
if (corrPrice != null)
{
mCorrPrice.copy(corrPrice);
}
else
{
mCorrPrice.clear();
}
}
public void setTradePrice(MamaPrice tradePrice)
{
if (tradePrice != null)
{
mTradePrice.copy(tradePrice);
}
else
{
mTradePrice.clear();
}
}
public void setOnExchangeTradePrice(MamaPrice onExTradePrice)
{
if (onExTradePrice != null)
{
mOnExTradePrice.copy(onExTradePrice);
}
else
{
mOnExTradePrice.clear();
}
}
public void setPrevClosePrice(MamaPrice prevClosePrice)
{
if (prevClosePrice != null)
{
mPrevClosePrice.copy(prevClosePrice);
}
else
{
mPrevClosePrice.clear();
}
}
public void setBidHigh(MamaPrice bidHigh)
{
if (bidHigh != null)
{
mBidHigh.copy(bidHigh);
}
else
{
mBidHigh.clear();
}
}
public void setAdjPrevClose(MamaPrice adjPrevClose)
{
if (adjPrevClose != null)
{
mAdjPrevClose.copy(adjPrevClose);
}
else
{
mAdjPrevClose.clear();
}
}
public void setSettlePrice(MamaPrice settlePrice)
{
if (settlePrice != null)
{
mSettlePrice.copy(settlePrice);
}
else
{
mSettlePrice.clear();
}
}
public void setOpenPrice(MamaPrice openPrice)
{
if (openPrice != null)
{
mOpenPrice.copy(openPrice);
}
else
{
mOpenPrice.clear();
}
}
public MamdaConcreteQuoteRecap ()
{
mSymbol = null;
mPartId = null;
mSrcTime = DateTime.MinValue;
mActTime = DateTime.MinValue;
mLineTime = DateTime.MinValue;
mSendTime = DateTime.MinValue;
mPubId = null;
mBidPrice = new MamaPrice();
mBidSize = 0;
mBidDepth = 0;
mBidPartId = null;
mBidClosePrice = new MamaPrice();
mBidCloseDate = DateTime.MinValue;
mBidPrevClosePrice = new MamaPrice();
mBidPrevCloseDate = DateTime.MinValue;
mBidHigh = new MamaPrice();
mBidLow = new MamaPrice();
mAskPrice = new MamaPrice();
mMidPrice = new MamaPrice();
mAskSize = 0;
mAskDepth = 0;
mAskPartId = null;
mAskClosePrice = new MamaPrice();
mAskCloseDate = DateTime.MinValue;
mAskPrevClosePrice = new MamaPrice();
mAskPrevCloseDate = DateTime.MinValue;
mAskHigh = new MamaPrice();
mAskLow = new MamaPrice();
mEventSeqNum = 0;
mEventTime = DateTime.MinValue;
mQuoteDate = DateTime.MinValue;
mQuoteQualStr = null;
mQuoteQualNative = null;
mTmpQuoteCount = 0;
mQuoteCount = 0;
mShortSaleBidTick = '\0';
mShortSaleCircuitBreaker = ' ';
mAskTime = DateTime.MinValue;
mBidTime = DateTime.MinValue;
mAskIndicator = null;
mBidIndicator = null;
mAskUpdateCount = 0;
mBidUpdateCount = 0;
mAskYield = 0;
mBidYield = 0;
}
/// <summary>
/// Construct a price level object which is a shallow copy of
/// the original.
/// </summary>
/// <param name="copy">The MamdaOrderBookPriceLevel to copy.</param>
public MamdaOrderBookPriceLevel(MamdaOrderBookPriceLevel copy)
{
mPrice = copy.mPrice;
mSize = copy.mSize;
mSizeChange = copy.mSizeChange;
mNumEntries = copy.mNumEntries;
mSide = copy.mSide;
mAction = copy.mAction;
mTime = copy.mTime;
for (int i = 0; i < copy.mEntries.Count; i++)
{
MamdaOrderBookEntry entry = new MamdaOrderBookEntry(
(MamdaOrderBookEntry)copy.mEntries[i]);
mEntries.Add(entry);
}
}
private void CheckPriceArray(MamaPrice[] prices, int numberPrices, int offset)
{
// Verify that the array has the correct number of messages
if (prices.Length != numberPrices)
{
throw new ArgumentOutOfRangeException("numberPrices");
}
// Chech each item in the array
for (int nextPrice = 0; nextPrice < numberPrices; nextPrice++)
{
// Verify that it has the correct value
if(prices[nextPrice].getValue() != (nextPrice + offset))
{
throw new InvalidOperationException();
}
}
}
/// <summary>
///
/// </summary>
/// <param name="farClearingPrice"></param>
public void setFarClearingPrice(MamaPrice farClearingPrice)
{
if (null != farClearingPrice)
this.mFarClearingPrice = new MamaPrice(farClearingPrice);
}
public void UpdateVectorPriceInvalidArgument()
{
// Create an empty array
MamaPrice[] emptyArray = new MamaPrice[0];
// Call the function with an invalid array
m_msg.updateVectorPrice(null, 1, emptyArray);
}
/// <summary>
///
/// </summary>
/// <param name="insideMatchPrice"></param>
public void setMatchPrice(MamaPrice insideMatchPrice)
{
if (null != insideMatchPrice)
this.mInsideMatchPrice = new MamaPrice(insideMatchPrice);
}
/// <summary>
///
/// </summary>
/// <param name="highIndicationPrice"></param>
public void setHighIndicationPrice(MamaPrice highIndicationPrice)
{
if (null != highIndicationPrice)
this.mHighIndicationPrice = new MamaPrice(highIndicationPrice);
}
/// <summary>
/// Add a MAMA price field.
/// </summary>
public void addPrice(
string name,
ushort fid,
MamaPrice val)
{
EnsurePeerCreated();
IntPtr put = val.NativeHandle;
int code = NativeMethods.mamaMsg_addPrice(nativeHandle, name, fid, put);
CheckResultCode(code);
}
public MamdaConcreteTradeRecap ()
{
mSymbol = null;
mPartId = null;
mSrcTime = DateTime.MinValue;
mActTime = DateTime.MinValue;
mLineTime = DateTime.MinValue;
mSendTime = DateTime.MinValue;
mPubId = null;
mLastPrice = new MamaPrice();
mLastVolume = 0;
mLastPartId = null;
mTradeId = null;
mOrigTradeId = null;
mCorrTradeId = null;
mLastTime = DateTime.MinValue;
mTradeDate = DateTime.MinValue;
mIrregPrice = new MamaPrice();
mIrregVolume = 0;
mIrregPartId = null;
mIrregTime = DateTime.MinValue;
mAccVolume = 0;
mOffExAccVolume = 0;
mOnExAccVolume = 0;
mNetChange = new MamaPrice();
mPctChange = 0.0;
mTradeDirection = null;
mSide = null;
mOpenPrice = new MamaPrice();
mHighPrice = new MamaPrice();
mLowPrice = new MamaPrice();
mClosePrice = new MamaPrice();
mPrevClosePrice = new MamaPrice();
mPrevCloseDate = DateTime.MinValue;
mAdjPrevClose = new MamaPrice();
mBlockCount = 0;
mBlockVolume = 0;
mVwap = 0.0;
mOffExVwap = 0.0;
mOnExVwap = 0.0;
mTotalValue = 0.0;
mOffExTotalValue = 0.0;
mOnExTotalValue = 0.0;
mStdDev = 0.0;
mStdDevSum = 0.0;
mStdDevSumSquares = 0.0;
mOrderId = 0;
mSettlePrice = new MamaPrice();
mSettleDate = DateTime.MinValue;
mShortSaleCircuitBreaker = ' ';
mEventSeqNum = 0;
mEventTime = DateTime.MinValue;
mTradePrice = new MamaPrice();
mTradeVolume = 0;
mTradePartId = null;
mTradeQualStr = null;
mTradeQualNativeStr = null;
mTradeCondStr = null;
mSellersSaleDays = 0;
mStopStockInd = '\0';
mTradeExecVenue = null;
mOffExTradePrice = new MamaPrice();
mOnExTradePrice = new MamaPrice();
mTradeCount = 0;
mTradeUnits = null;
mLastSeqNum = 0;
mHighSeqNum = 0;
mLowSeqNum = 0;
mTotalVolumeSeqNum = 0;
mCurrencyCode = null;
mOrigSeqNum = 0;
mOrigPrice = new MamaPrice();
mOrigVolume = 0;
mOrigPartId = null;
mOrigQualStr = null;
mOrigQualNativeStr = null;
mOrigCondStr = null;
mOrigSellersSaleDays = 0;
mOrigStopStockInd = '\0';
mCorrPrice = new MamaPrice();
mCorrVolume = 0;
mCorrPartId = null;
mCorrQualStr = null;
mCorrQualNativeStr = null;
mCorrCondStr = null;
mCorrSellersSaleDays = 0;
mCorrStopStockInd = '\0';
mCancelTime = DateTime.MinValue;
mIsIrregular = false;
mIsCancel = false;
}
/// <summary>
/// Try to get a vector of prices.
/// </summary>
/// <param name="fid">
/// The field id, can be 0 if the name is specified and field names are turned on.
/// </param>
/// <param name="name">
/// The field name, can be null or blank if the field Id is supplied.
/// </param>
/// <param name="result">
/// To return the array of prices.
/// </param>
/// <returns>
/// false if the field could not be found. Note that true is returned if an empty
/// array is returned.
/// </returns>
public bool tryVectorPrice(
string name,
ushort fid,
ref MamaPrice[] result)
{
// Returns
bool ret = false;
// The following arraylist wil contain all of the prices
ArrayList retPrices = new ArrayList();
// Enusre that the native message has been created
EnsurePeerCreated();
// Get the strings from the native message
IntPtr globalMemoryPointer = IntPtr.Zero;
uint numberElements = 0;
int code = NativeMethods.mamaMsg_getVectorPrice(nativeHandle, name, fid, ref globalMemoryPointer, ref numberElements);
if ((MamaStatus.mamaStatus)code == MamaStatus.mamaStatus.MAMA_STATUS_OK)
{
// Only continue if there are actually any prices in the array
if (numberElements > 0)
{
// Create a new array of pointers to hold the native price pointers
IntPtr[] nativePriceArray = new IntPtr[numberElements];
// Copy the entire array over
Marshal.Copy(globalMemoryPointer, nativePriceArray, 0, (int)numberElements);
// Extract each price, one at a time
foreach (IntPtr nextNativePrice in nativePriceArray)
{
retPrices.Add(new MamaPrice(nextNativePrice));
}
}
// The function has succeeded even if there were 0 strings
ret = true;
}
// Return the array of strings
result = (MamaPrice[])retPrices.ToArray(typeof(MamaPrice));
return ret;
}
/// <summary>
/// Update an array of prices.
/// </summary>
/// <param name="fid">
/// The field id, can be 0 if the name is specified and field names are turned on.
/// </param>
/// <param name="name">
/// The field name, can be null or blank if the field Id is supplied.
/// </param>
/// <param name="val">
/// The array of messages to add.
/// </param>
/// <exception cref="ArgumentNullException">
/// Throw if the message array is null.
/// </exception>
/// <exception cref="ArgumentOutOfRangeException">
/// Throw if there are no items in the message array.
/// </exception>
public void updateVectorPrice(
string name,
ushort fid,
MamaPrice[] val)
{
// Check that the arguments are valid
if (val == null)
{
throw new ArgumentNullException("val");
}
// Check the array length
int numberPrices = val.Length;
if (numberPrices < 1)
{
throw new ArgumentOutOfRangeException("val");
}
// Verify that the native message has been created
EnsurePeerCreated();
// Allocate memory on the global native heap to pass the messages to the native layer
IntPtr globalHeapMemory = Marshal.AllocHGlobal(numberPrices * IntPtr.Size);
try
{
// Create a new array to hold all of the native handles
IntPtr[] nativeHandleArray = new IntPtr[numberPrices];
// Copy the prices over
for (int nextItem = 0; nextItem < numberPrices; nextItem++)
{
nativeHandleArray[nextItem] = val[nextItem].NativeHandle;
}
// Copy this to the global heap
Marshal.Copy(nativeHandleArray, 0, globalHeapMemory, numberPrices);
// Call the native function
int code = NativeMethods.mamaMsg_updateVectorPrice(nativeHandle, name, fid, globalHeapMemory, numberPrices);
CheckResultCode(code);
}
finally
{
// Free the memory on the global heap now that the function has completed
Marshal.FreeHGlobal(globalHeapMemory);
}
}
public void setCorrPrice(MamaPrice corrPrice)
{
if (corrPrice != null)
mCorrPrice.copy(corrPrice);
else
mCorrPrice.clear();
}
/// <summary>
/// Try to get a vector of prices.
/// </summary>
public bool tryVectorPrice(
MamaFieldDescriptor descriptor,
ref MamaPrice[] result)
{
return tryVectorPrice (null, (ushort)descriptor.getFid(), ref result);
}
private MamaPrice[] InitialisePriceArray(int numberPrices, int offset)
{
// Create the array of messages
MamaPrice[] ret = new MamaPrice[numberPrices];
for (int nextPrice = 0; nextPrice < numberPrices; nextPrice++)
{
// Allocate the price
ret[nextPrice] = new MamaPrice();
// Add a field
ret[nextPrice].setValue((nextPrice + offset));
}
return ret;
}
/// <summary>
///
/// </summary>
/// <param name="lowIndicationPrice"></param>
public void setLowIndicationPrice(MamaPrice lowIndicationPrice)
{
if (null != lowIndicationPrice)
this.mLowIndicationPrice = new MamaPrice(lowIndicationPrice);
}
/// <summary>
/// Get a MAMA price field.
/// </summary>
public MamaPrice getPrice(
string name,
ushort fid,
MamaPrice valueIfMissing)
{
if (price_ == null)
{
price_ = new MamaPrice ();
price_.SelfManageLifeTime(false);
}
if (tryPrice (name, fid, ref price_))
return price_;
else
return valueIfMissing;
}
/// <summary>
/// Get a MAMA price field.
/// </summary>
public MamaPrice getPrice(
string name,
ushort fid)
{
EnsurePeerCreated();
if (price_ == null)
{
price_ = new MamaPrice ();
price_.SelfManageLifeTime(false);
}
int code = NativeMethods.mamaMsg_getPrice(nativeHandle, name, fid, price_.NativeHandle);
MamaStatus.mamaStatus status = (MamaStatus.mamaStatus)code;
if (status != MamaStatus.mamaStatus.MAMA_STATUS_OK)
{
throw new MamaException(status);
}
return price_;
}
/// <summary>
///
/// </summary>
/// <param name="nearClearingPrice"></param>
public void setNearClearingPrice(MamaPrice nearClearingPrice)
{
if (null != nearClearingPrice)
this.mNearClearingPrice = new MamaPrice(nearClearingPrice);
}
public void setOpenPrice(MamaPrice openPrice)
{
if (openPrice != null)
mOpenPrice.copy(openPrice);
else
mOpenPrice.clear();
}
public void setOrigPrice(MamaPrice origPrice)
{
if (origPrice != null)
mOrigPrice.copy(origPrice);
else
mOrigPrice.clear();
}
public void setLowPrice(MamaPrice lowPrice)
{
if (lowPrice != null)
mLowPrice.copy(lowPrice);
else
mLowPrice.clear();
}
public void setNetChange(MamaPrice netChange)
{
if (netChange != null)
mNetChange.copy(netChange);
else
mNetChange.clear();
}
public void setLastPrice(MamaPrice lastPrice)
{
if (lastPrice != null)
mLastPrice.copy(lastPrice);
else
mLastPrice.clear();
}
public void setIrregPrice(MamaPrice irregPrice)
{
if (irregPrice != null)
mIrregPrice.copy(irregPrice);
else
mIrregPrice.clear();
}
/// <summary>
/// Get a vector of prices.
/// </summary>
public MamaPrice[] getVectorPrice(
string name,
ushort fid,
MamaPrice[] valueIfMissing)
{
MamaPrice[] result = null;
if (tryVectorPrice (name, fid, ref result))
return result;
else
return valueIfMissing;
}
public void setHighPrice(MamaPrice highPrice)
{
if (highPrice != null)
mHighPrice.copy(highPrice);
else
mHighPrice.clear();
}
/// <summary>
/// Get a vector of prices.
/// </summary>
public MamaPrice[] getVectorPrice(
MamaFieldDescriptor descriptor,
MamaPrice[] valueIfMissing)
{
return getVectorPrice (null, (ushort)descriptor.getFid(), valueIfMissing);
}
/// <summary>
/// Try to get a MAMA price field.
/// </summary>
public bool tryPrice(
string name,
ushort fid,
MamaPrice result)
{
EnsurePeerCreated();
int code = NativeMethods.mamaMsg_getPrice(nativeHandle, name, fid, result.NativeHandle);
if (CheckResultCodeIgnoreNotFound(code) != MamaStatus.mamaStatus.MAMA_STATUS_OK)
{
return false;
}
return true;
}
/// <summary>
///
/// </summary>
/// <param name="indicationPrice"></param>
public void setImbalancePrice(MamaPrice indicationPrice)
{
if (null != indicationPrice)
this.mIndicationPrice = new MamaPrice(indicationPrice);
}
public void setClosePrice(MamaPrice closePrice)
{
if (closePrice != null)
mClosePrice.copy(closePrice);
else
mClosePrice.clear();
}
