| public tryDateTime ( Wombat.MamaFieldDescriptor descriptor, System.DateTime &result ) : bool | ||
| descriptor | Wombat.MamaFieldDescriptor | |
| result | System.DateTime | |
| return | bool | |
private void updateFundamentalFields(MamaMsg msg)
{
/*
* NOTE: fields which are enums can be pubished as integers if feedhandler
* uses mama-publish-enums-as-ints. It may also be possible for a feed to
* publish the numerical value as a string. All enumerated fields must be handled
* by getting the value based on the field type.
*/
if (msg.tryDateTime(MamdaFundamentalFields.SRC_TIME, ref mSrcTimeStr))
mSrcTimeStrFieldState = MamdaFieldState.MODIFIED;
if (msg.tryDateTime(MamdaFundamentalFields.ACTIVITY_TIME, ref mActTimeStr))
mActTimeStrFieldState = MamdaFieldState.MODIFIED;
if (msg.tryString(MamdaFundamentalFields.CORP_ACT_TYPE, ref mCorpActType))
mCorpActTypeFieldState = MamdaFieldState.MODIFIED;
if(msg.tryField (MamdaFundamentalFields.DIVIDEND_FREQ, ref mTmpfield))
{
mDivFreq = getFieldAsString(mTmpfield);
mDivFreqFieldState = MamdaFieldState.MODIFIED;
}
if (msg.tryString(MamdaFundamentalFields.DIVIDEND_EX_DATE, ref mDivExDate))
mDivExDateFieldState = MamdaFieldState.MODIFIED;
if(msg.tryString(MamdaFundamentalFields.DIVIDEND_PAY_DATE, ref mDivPayDate))
mDivPayDateFieldState = MamdaFieldState.MODIFIED;
if (msg.tryString(MamdaFundamentalFields.DIVIDEND_REC_DATE, ref mDivRecordDate))
mDivRecordDateFieldState = MamdaFieldState.MODIFIED;
if(msg.tryString(MamdaFundamentalFields.DIVIDEND_CURRENCY, ref mDivCurrency))
mDivCurrencyFieldState = MamdaFieldState.MODIFIED;
if (msg.tryString(MamdaFundamentalFields.MRKT_SEGM_NATIVE, ref mMrktSegmNative))
mMrktSegmNativeFieldState = MamdaFieldState.MODIFIED;
if (msg.tryString(MamdaFundamentalFields.MRKT_SECT_NATIVE, ref mMrktSectNative))
mMrktSectNativeFieldState = MamdaFieldState.MODIFIED;
if(msg.tryField (MamdaFundamentalFields.MRKT_SEGMENT, ref mTmpfield))
{
mMarketSegment = getFieldAsString(mTmpfield);
mMarketSegmentFieldState = MamdaFieldState.MODIFIED;
}
if(msg.tryField (MamdaFundamentalFields.MRKT_SECTOR, ref mTmpfield))
{
mMarketSector = getFieldAsString(mTmpfield);
mMarketSectorFieldState = MamdaFieldState.MODIFIED;
}
if (msg.tryI64 (MamdaFundamentalFields.SHARES_OUT, ref mSharesOut))
mSharesOutFieldState = MamdaFieldState.MODIFIED;
if (msg.tryI64 (MamdaFundamentalFields.SHARES_FLOAT, ref mSharesFloat))
mSharesFloatFieldState = MamdaFieldState.MODIFIED;
if (msg.tryI64 (MamdaFundamentalFields.SHARES_AUTH, ref mSharesAuth))
mSharesAuthFieldState = MamdaFieldState.MODIFIED;
if (msg.tryF64(MamdaFundamentalFields.DIVIDEND_PRICE, ref mDividendPrice))
mDividendPriceFieldState = MamdaFieldState.MODIFIED;
if (msg.tryF64(MamdaFundamentalFields.EARN_PER_SHARE, ref mEarnPerShare))
mEarnPerShareFieldState = MamdaFieldState.MODIFIED;
if (msg.tryF64(MamdaFundamentalFields.VOLATILITY, ref mVolatility))
mVolatilityFieldState = MamdaFieldState.MODIFIED;
if (msg.tryF64(MamdaFundamentalFields.PRICE_EARN_RATIO, ref mPeRatio))
mPeRatioFieldState = MamdaFieldState.MODIFIED;
if (msg.tryF64(MamdaFundamentalFields.YIELD, ref mYield))
mYieldFieldState = MamdaFieldState.MODIFIED;
if (msg.tryF64(MamdaFundamentalFields.HIST_VOLATILITY, ref mHistVolatility))
mHistVolatilityFieldState = MamdaFieldState.MODIFIED;
if (msg.tryF64(MamdaFundamentalFields.RISK_FREE_RATE, ref mRiskFreeRate))
mRiskFreeRateFieldState = MamdaFieldState.MODIFIED;
}
private void handleStandardFields(
MamdaSubscription subscription,
MamaMsg msg,
bool checkSeqNum)
{
long seqNum = 0;
msg.tryI64(MamaReservedFields.SeqNum, ref seqNum);
ulong senderId = 0;
msg.tryU64(MamaReservedFields.SenderId, ref senderId);
if (checkSeqNum)
{
if ((seqNum != 0) && (mSeqNum != (seqNum - 1)))
{
mGapBegin = mSeqNum + 1;
mGapEnd = seqNum - 1;
invokeGapHandlers(subscription, msg);
if (mFullBook != null && senderId == mPreviousSenderId)
{
mFullBook.setIsConsistent(false);
}
}
}
mSeqNum = seqNum;
mPreviousSenderId = senderId;
msg.tryI64(MamdaOrderBookFields.SEQNUM, ref mEventSeqNum);
msg.tryDateTime(MamdaOrderBookFields.SRC_TIME, ref mSrcTime);
msg.tryDateTime(MamdaOrderBookFields.ACTIVITY_TIME, ref mActTime);
}
private void handleStandardFields(MamdaSubscription subscription,
MamaMsg msg,
bool checkSeqNum)
{
if (mSymbol == null)
msg.tryString (MamdaCommonFields.SYMBOL, ref mSymbol);
if (mPartId == null)
{
if ((!msg.tryString (MamdaOrderBookFields.PART_ID, ref mPartId)) && (mSymbol != null))
{
// No explicit part ID in message, but maybe in symbol.
int lastDot = mSymbol.IndexOf (".");
if (lastDot != -1)
{
lastDot++;
int lastChar = mSymbol.Length;
if (lastDot != lastChar)
{
mPartId = mSymbol.Substring (lastDot, (lastChar-lastDot));
}
}
}
}
msg.tryDateTime (MamdaOrderBookFields.SRC_TIME, ref mSrcTime);
msg.tryDateTime (MamdaOrderBookFields.ACTIVITY_TIME, ref mActivityTime);
msg.tryDateTime (MamdaOrderBookFields.LINE_TIME, ref mLineTime);
msg.tryDateTime (MamaReservedFields.SendTime, ref mSendTime);
mEventTime = msg.getDateTime (MamdaOrderBookFields.BOOK_TIME, mSrcTime);
long seqNum = msg.getI64(MamaReservedFields.SeqNum);
if (checkSeqNum && (seqNum != (mEventSeqNum + 1)))
{
mGapBegin = mEventSeqNum + 1;
mGapEnd = seqNum - 1;
mEventSeqNum = seqNum;
invokeGapHandlers (subscription, msg);
}
else
{
mEventSeqNum = seqNum;
}
}
