| public getF64 ( Wombat.MamaFieldDescriptor descriptor ) : double | ||
| descriptor | Wombat.MamaFieldDescriptor | |
| return | double | |
private void getLevelInfo(
MamdaOrderBookPriceLevel level,
MamaMsg plMsg,
MamdaOrderBook deltaBook)
{
level.setPrice(plMsg.getPrice(MamdaOrderBookFields.PL_PRICE));
level.setSize((long)plMsg.getF64(MamdaOrderBookFields.PL_SIZE, 0));
level.setNumEntries((int)plMsg.getF64(MamdaOrderBookFields.PL_NUM_ENTRIES, 1));
level.setAction((MamdaOrderBookPriceLevel.Actions)plMsg.getChar(
MamdaOrderBookFields.PL_ACTION, 'A'));
level.setSide((MamdaOrderBookPriceLevel.Sides)plMsg.getChar(
MamdaOrderBookFields.PL_SIDE, 'B'));
/* Optional order book fields: */
level.setSizeChange((long)plMsg.getF64(MamdaOrderBookFields.PL_SIZE_CHANGE, 0)); //default 0
level.setTime(plMsg.getDateTime(MamdaOrderBookFields.PL_TIME, deltaBook.getBookTime()));
}
void getEntryInfo(
MamdaOrderBookEntry entry,
MamaMsg entMsg,
MamdaOrderBookPriceLevel level)
{
entry.setAction((MamdaOrderBookEntry.Actions)entMsg.getChar(
MamdaOrderBookFields.ENTRY_ACTION, 'D'));
entry.setId(entMsg.getString(MamdaOrderBookFields.ENTRY_ID));
entry.setSize((long)entMsg.getF64(MamdaOrderBookFields.ENTRY_SIZE, 0));
entry.setTime(entMsg.getDateTime(MamdaOrderBookFields.ENTRY_TIME, level.getTime()));
}