private void createDeltaFromMamaMsgWithoutVectorFields(
MamdaSubscription subscription,
MamaMsg msg,
bool isRecap)
{
NullableInt numLevelFields_ = new NullableInt();
int numLevelFieldInMsg = 1;
if (msg.tryI32(MamdaOrderBookFields.NUM_LEVELS, ref numLevelFields_))
{
numLevelFieldInMsg = numLevelFields_.Value;
}
int maxLevelFields = MamdaOrderBookFields.getNumLevelFields();
// getNumLevelFields() defaults to 0 but we want to go into the
// below loop at least once for flattened messages scenario
if (maxLevelFields == 0)
{
maxLevelFields = 1;
}
if (numLevelFieldInMsg < maxLevelFields)
{
maxLevelFields = numLevelFieldInMsg;
}
mPriceLevels = maxLevelFields;
for (int i = 1; i <= maxLevelFields; i++)
{
clearLevelFields();
mPriceLevel = i;
MamaMsg plMsg = null;
if (MamdaOrderBookFields.PRICE_LEVEL.Length > 1)
{
plMsg = msg.getMsg(MamdaOrderBookFields.PRICE_LEVEL[i], null);
}
if (plMsg == null)
{
if (numLevelFieldInMsg == 1)
{
// Price level fields are probably be in the main message.
plMsg = msg;
}
else
{
throw new MamdaDataException(
"cannot find price level fields in MamaMsg");
}
}
getLevelInfoAndEntries(subscription, msg, plMsg, isRecap);
}
}
/// <summary>
/// Compare another object
/// </summary>
/// <param name="obj">Object to compare with</param>
/// <returns>
/// If both objects are the same, returns zero. If this object
/// has a value but the other object does not, returns +1. If this
/// object does not have a value, but the other object does have a
/// value, returns -1. If both objects have a value, returns an
/// indication of their relative values
///</returns>
public int CompareTo(object obj)
{
NullableInt other = (NullableInt)obj;
if (mHasValue)
{
if (other.mHasValue)
{
return(mValue.CompareTo(other.mValue));
}
else
{
return(1);
}
}
else if (other.mHasValue)
{
return(-1);
}
else
{
return(0);
}
}
public bool tryI32(
MamaFieldDescriptor descriptor,
ref NullableInt result)
{
return tryI32(null, (ushort)descriptor.getFid(), ref result);
}
/// <overloads>Try to get a signed 32-bit integer field</overloads>
public bool tryI32(
string name,
ushort fid,
ref NullableInt result)
{
int val = 0;
bool ret = tryI32(name, fid, ref val);
if (ret)
{
result.Value = val;
}
return ret;
}
private void createDeltaFromMamaMsgWithoutVectorFields(
MamdaSubscription subscription,
MamaMsg msg,
bool isRecap)
{
NullableInt numLevelFields_ = new NullableInt();
int numLevelFieldInMsg = 1;
if (msg.tryI32 (MamdaOrderBookFields.NUM_LEVELS, ref numLevelFields_))
{
numLevelFieldInMsg = numLevelFields_.Value;
}
int maxLevelFields = MamdaOrderBookFields.getNumLevelFields();
// getNumLevelFields() defaults to 0 but we want to go into the
// below loop at least once for flattened messages scenario
if (maxLevelFields == 0)
{
maxLevelFields = 1;
}
if (numLevelFieldInMsg < maxLevelFields)
{
maxLevelFields = numLevelFieldInMsg;
}
mPriceLevels = maxLevelFields;
for (int i = 1; i <= maxLevelFields; i++)
{
clearLevelFields();
mPriceLevel = i;
MamaMsg plMsg = null;
if (MamdaOrderBookFields.PRICE_LEVEL.Length > 1)
{
plMsg = msg.getMsg(MamdaOrderBookFields.PRICE_LEVEL[i], null);
}
if (plMsg == null)
{
if (numLevelFieldInMsg == 1)
{
// Price level fields are probably be in the main message.
plMsg = msg;
}
else
{
throw new MamdaDataException (
"cannot find price level fields in MamaMsg");
}
}
getLevelInfoAndEntries(subscription, msg, plMsg, isRecap);
}
}
