private void handleClear( MamdaSubscription subscription, MamaMsg msg) { // Synchronize the current Order Book in case a snapshot is being created if (mFullBook != null) { lock (mFullBook) { handleStandardFields(subscription, msg, false); mDeltaBook.setSymbol(subscription.getSymbol()); mDeltaBook.setAsDeltaDeleted(mFullBook); mFullBook.clear(); mFullBook.setSymbol(subscription.getSymbol()); mFullBook.setIsConsistent(true); } } else { handleStandardFields(subscription, msg, false); } invokeClearHandlers(subscription, msg); mGotInitial = true; }
private void handleUpdateImpl( MamdaSubscription subscription, MamaMsg msg) { handleStandardFields(subscription, msg, true); if (createDeltaFromMamaMsg(mDeltaBook, msg)) { mDeltaBook.setSymbol(subscription.getSymbol()); mDeltaBook.setBookTime(msg.getDateTime(MamdaOrderBookFields.BOOK_TIME, mSrcTime)); if (mFullBook != null) { if (mUpdateInconsistentBook || mFullBook.getIsConsistent()) { mFullBook.apply(mDeltaBook); } mFullBook.setBookTime(mDeltaBook.getBookTime()); } if (mHandlers.Count > 0) { if (mUpdateInconsistentBook || (mFullBook == null) || mFullBook.getIsConsistent()) { invokeDeltaHandlers(subscription, msg); } } } }
public void onError( MamdaSubscription subscription, MamdaErrorSeverity severity, MamdaErrorCode errorCode, string errorStr) { Console.WriteLine("Error (" + subscription.getSymbol() + "): "); }
public void onQuoteClosing( MamdaSubscription sub, MamdaQuoteListener listener, MamaMsg msg, MamdaQuoteClosing closingEvent, MamdaQuoteRecap recap) { Console.WriteLine("Quote Closing (" + sub.getSymbol() + "): "); }
private void handleRecap( MamdaSubscription subscription, MamaMsg msg) { // Synchronize the current Order Book in case a snapshot is being created if (mFullBook != null) { lock (mFullBook) { msg.tryU64(MamaReservedFields.SenderId, ref mPreviousSenderId); handleStandardFields(subscription, msg, false); if (createDeltaFromMamaMsg(mTempmDeltaBook, msg)) { mDeltaBook.setSymbol(subscription.getSymbol()); mDeltaBook.setBookTime(msg.getDateTime(MamdaOrderBookFields.BOOK_TIME, mSrcTime)); mDeltaBook.setAsDeltaDifference(mFullBook, mTempmDeltaBook); mFullBook.copy(mTempmDeltaBook); mFullBook.setSymbol(subscription.getSymbol()); mFullBook.setBookTime(mDeltaBook.getBookTime()); mFullBook.setIsConsistent(true); invokeRecapHandlers(subscription, msg); } } } else { handleStandardFields(subscription, msg, false); // Set the delta to be the contents of the recap. if (createDeltaFromMamaMsg(mDeltaBook, msg)) { mDeltaBook.setSymbol(subscription.getSymbol()); invokeRecapHandlers(subscription, msg); } } mGotInitial = true; }
public void onTradeCorrection( MamdaSubscription sub, MamdaTradeListener listener, MamaMsg msg, MamdaTradeCorrection correction, MamdaTradeRecap recap) { Console.WriteLine("Trade correction (" + sub.getSymbol() + "): "); }
public void onTradeCancelOrError( MamdaSubscription sub, MamdaTradeListener listener, MamaMsg msg, MamdaTradeCancelOrError cancelOrError, MamdaTradeRecap recap) { Console.WriteLine("Trade error/cancel (" + sub.getSymbol() + "): "); }
public void onStale( MamdaSubscription subscription, mamaQuality quality) { Console.WriteLine("Stale (" + subscription.getSymbol() + "): "); }