public void onBookGap( MamdaSubscription subscription, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookGap gapEvent, MamdaOrderBookRecap recap) { }
public void onBookClear( MamdaSubscription subscription, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta delta, MamdaOrderBookRecap fullBook) { }
public void onBookClear(MamdaSubscription subscription, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta delta, MamdaOrderBookRecap fullBook) { //Will not be called for a snapshot sub }
public void onBookGap(MamdaSubscription subscription, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookGap gapEvent, MamdaOrderBookRecap fullBook) { //Will not be called for a snapshot sub }
public void onBookDelta( MamdaSubscription subscription, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta delta, MamdaOrderBookRecap recap) { }
public void onBookRecap( MamdaSubscription subscription, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta delta, MamdaOrderBookRecap recap) { outer_.OnBookRecapCallback(subscription, listener, msg, delta, recap); }
/// <summary> /// </summary> /// <param name="realTimeSubsc"></param> /// <param name="realTimeListener"></param> /// <param name="handler"></param> /// <param name="intervalSeconds"></param> public MamdaOrderBookChecker( MamdaSubscription realTimeSubsc, MamdaOrderBookListener realTimeListener, MamdaOrderBookCheckerHandler handler, double intervalSeconds) { mSnapShotmHandler = new SnapShotChecker(this); mHandler = handler; mRealTimeSubsc = realTimeSubsc; mRealTimeListener = realTimeListener; mIntervalSecs = intervalSeconds; mRandomTimerFired = false; init(); }
internal void OnBookRecapCallback( MamdaSubscription subscription, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta delta, MamdaOrderBookRecap recap) { long snappedSeqNum = listener.getSeqNum(); long realTimeSeqNum = mRealTimeListener.getSeqNum(); MamdaOrderBook fullBook = recap.getFullOrderBook(); if (snappedSeqNum != realTimeSeqNum) { mInconclusiveCount++; if (mHandler != null) { string reason = "sequence numbers differ (" + snappedSeqNum + "!=" + realTimeSeqNum; mHandler.onInconclusive(MamdaOrderBookCheckType.SNAPSHOT, reason); } } else { try { fullBook.assertEqual(mRealTimeListener.getFullOrderBook()); mSuccessCount++; if (mHandler != null) { mHandler.onSuccess(MamdaOrderBookCheckType.APPLY_DELTA); } } catch (MamdaOrderBookException e) { mFailureCount++; if (mHandler != null) { mHandler.onFailure(MamdaOrderBookCheckType.SNAPSHOT, e.ToString(), msg, mRealTimeListener.getFullOrderBook(), fullBook); } } } //Deactivate the subscription mSnapShotListener.clear(); mSnapShotSubsc.deactivate(); }
/// <summary> /// </summary> /// <param name="transport"></param> /// <param name="queue"></param> /// <param name="handler"></param> /// <param name="source"></param> /// <param name="symbol"></param> /// <param name="intervalSeconds"></param> public MamdaOrderBookChecker( MamaTransport transport, MamaQueue queue, MamdaOrderBookCheckerHandler handler, string source, string symbol, double intervalSeconds) { mSnapShotmHandler = new SnapShotChecker(this); mRealTimeSubsc = new MamdaSubscription(); mRealTimeListener = new MamdaOrderBookListener(); mHandler = handler; mQueue = queue; mIntervalSecs = intervalSeconds; mRandomTimerFired = false; mRealTimeSubsc.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_BOOK); mRealTimeSubsc.create(transport, queue, source, symbol, null); mRealTimeSubsc.addMsgListener(mRealTimeListener); init(); }
internal void OnBookRecapCallback( MamdaSubscription subscription, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta delta, MamdaOrderBookRecap recap) { long snappedSeqNum = listener.getSeqNum (); long realTimeSeqNum = mRealTimeListener.getSeqNum (); MamdaOrderBook fullBook = recap.getFullOrderBook(); if (snappedSeqNum != realTimeSeqNum) { mInconclusiveCount++; if (mHandler != null) { string reason ="sequence numbers differ (" + snappedSeqNum + "!=" + realTimeSeqNum; mHandler.onInconclusive(MamdaOrderBookCheckType.SNAPSHOT, reason); } } else { try { fullBook.assertEqual(mRealTimeListener.getFullOrderBook()); mSuccessCount++; if (mHandler != null) { mHandler.onSuccess(MamdaOrderBookCheckType.APPLY_DELTA); } } catch (MamdaOrderBookException e) { mFailureCount++; if (mHandler != null) { mHandler.onFailure(MamdaOrderBookCheckType.SNAPSHOT, e.ToString(), msg, mRealTimeListener.getFullOrderBook(), fullBook); } } } //Deactivate the subscription mSnapShotListener.clear(); mSnapShotSubsc.deactivate(); }
public void onBookRecap( MamdaSubscription subscription, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta delta, MamdaOrderBookRecap recap) { }