private void updateLevelSide(
MamdaOrderBookPriceLevel level,
TreeMap bookSide)
{
MamaPrice price = level.getPrice();
if (bookSide.ContainsKey(price))
{
MamdaOrderBookPriceLevel fullBookLevel =
bookSide[price] as MamdaOrderBookPriceLevel;
/*Iterate over the entries in the update and apply them to the
* full book level according to action*/
foreach (MamdaOrderBookEntry deltaEntry in level)
{
switch (deltaEntry.getAction())
{
case MamdaOrderBookEntry.Actions.Add:
fullBookLevel.addEntry(deltaEntry);
break;
case MamdaOrderBookEntry.Actions.Update:
fullBookLevel.updateEntry(deltaEntry);
break;
case MamdaOrderBookEntry.Actions.Delete:
fullBookLevel.removeEntry(deltaEntry);
break;
case MamdaOrderBookEntry.Actions.Unknown:
/*Do nothing*/
break;
default:
/*Do nothing*/
break;
}
}
/*Update the details for the level itself*/
fullBookLevel.setDetails(level);
}
else
{
bookSide.Add(price, level); // Add it anyway
}
}
private void getEntries(
MamdaOrderBookPriceLevel level,
MamaMsg plMsg)
{
/* Entries may or may not exist in the message. If they do exist,
* they exist as a vector of submessages, separate submessages, or
* (if there is only one entry in the message) in the price level
* message itself. */
/* Optional order book fields: */
MamaMsg[] msgEntries = null;
/*We won't have PL_ENTRIES if FieldAttrsOrderBookWombatMsg
is not specified in the data dictionary*/
if (MamdaOrderBookFields.PL_ENTRIES != null)
{
/* null is passed as default value otherwise
getVectorMsg throws an exception if not found*/
msgEntries = plMsg.getVectorMsg(MamdaOrderBookFields.PL_ENTRIES, null);
}
if (msgEntries != null)
{
MamdaOrderBookEntry[] entries = new MamdaOrderBookEntry[msgEntries.Length];
for (int j = 0; j < msgEntries.Length; j++)
{
MamaMsg entMsg = msgEntries[j];
if (entMsg != null)
{
MamdaOrderBookEntry entry = new MamdaOrderBookEntry();
getEntryInfo(entry, entMsg, level);
level.addEntry(entry);
}
}
return;
}
/* Second, try the list of entries. */
int maxEntryFields = MamdaOrderBookFields.PL_ENTRY.Length;
// Get the number of attached sub messages
int numEntryAttached = plMsg.getI32(MamdaOrderBookFields.PL_NUM_ATTACH, 0);
// If there are no sub messages attempt to get the entry Id from this price level message
if (0 == numEntryAttached)
{
string entID = null;
// Check for the entry Id
if (plMsg.tryString(MamdaOrderBookFields.ENTRY_ID, ref entID))
{
// Add a new entry to the level
MamdaOrderBookEntry entry = new MamdaOrderBookEntry();
getEntryInfo(entry, plMsg, level);
level.addEntry(entry);
}
}
else
{
// Ensure we dont' enumerate beyond the maximum number of entries
if (numEntryAttached < maxEntryFields)
{
maxEntryFields = numEntryAttached;
}
// Enumerate all the entries
for (int j = 1; j <= maxEntryFields; j++)
{
// Get the sub message
MamaMsg entMsg = plMsg.getMsg(MamdaOrderBookFields.PL_ENTRY[j], null);
if (entMsg != null)
{
// Add an entry for this level
MamdaOrderBookEntry entry = new MamdaOrderBookEntry();
getEntryInfo(entry, entMsg, level);
level.addEntry(entry);
}
}
}
}
private void getEntries(
MamdaOrderBookPriceLevel level,
MamaMsg plMsg)
{
/* Entries may or may not exist in the message. If they do exist,
* they exist as a vector of submessages, separate submessages, or
* (if there is only one entry in the message) in the price level
* message itself. */
/* Optional order book fields: */
MamaMsg[] msgEntries = null;
/*We won't have PL_ENTRIES if FieldAttrsOrderBookWombatMsg
* is not specified in the data dictionary*/
if (MamdaOrderBookFields.PL_ENTRIES != null)
{
/* null is passed as default value otherwise
* getVectorMsg throws an exception if not found*/
msgEntries = plMsg.getVectorMsg(MamdaOrderBookFields.PL_ENTRIES, null);
}
if (msgEntries != null)
{
MamdaOrderBookEntry[] entries = new MamdaOrderBookEntry[msgEntries.Length];
for (int j = 0; j < msgEntries.Length; j++)
{
MamaMsg entMsg = msgEntries[j];
if (entMsg != null)
{
MamdaOrderBookEntry entry = new MamdaOrderBookEntry();
getEntryInfo(entry, entMsg, level);
level.addEntry(entry);
}
}
return;
}
/* Second, try the list of entries. */
int maxEntryFields = MamdaOrderBookFields.PL_ENTRY.Length;
// Get the number of attached sub messages
int numEntryAttached = plMsg.getI32(MamdaOrderBookFields.PL_NUM_ATTACH, 0);
// If there are no sub messages attempt to get the entry Id from this price level message
if (0 == numEntryAttached)
{
string entID = null;
// Check for the entry Id
if (plMsg.tryString(MamdaOrderBookFields.ENTRY_ID, ref entID))
{
// Add a new entry to the level
MamdaOrderBookEntry entry = new MamdaOrderBookEntry();
getEntryInfo(entry, plMsg, level);
level.addEntry(entry);
}
}
else
{
// Ensure we dont' enumerate beyond the maximum number of entries
if (numEntryAttached < maxEntryFields)
{
maxEntryFields = numEntryAttached;
}
// Enumerate all the entries
for (int j = 1; j <= maxEntryFields; j++)
{
// Get the sub message
MamaMsg entMsg = plMsg.getMsg(MamdaOrderBookFields.PL_ENTRY[j], null);
if (entMsg != null)
{
// Add an entry for this level
MamdaOrderBookEntry entry = new MamdaOrderBookEntry();
getEntryInfo(entry, entMsg, level);
level.addEntry(entry);
}
}
}
}
