cs/MamdaQuoteFields.cs

/* $Id$
 *
 * OpenMAMA: The open middleware agnostic messaging API
 * Copyright (C) 2011 NYSE Technologies, Inc.
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU Lesser General Public
 * License as published by the Free Software Foundation; either
 * version 2.1 of the License, or (at your option) any later version.
 *
 * This library is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with this library; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
 * 02110-1301 USA
 */

using System;
using System.Collections.Specialized;

namespace Wombat
{
    public class MamdaQuoteFields : MamdaFields
    {
        public static void setDictionary(
            MamaDictionary      dictionary,
            NameValueCollection properties)
        {
            if (mInitialised)
            {
                return;
            }

            string wSymbol           = lookupFieldName (properties, "wSymbol");
            string wIssueSymbol      = lookupFieldName (properties, "wIssueSymbol");
            string wPartId           = lookupFieldName (properties, "wPartId");
            string wSrcTime          = lookupFieldName (properties, "wSrcTime");
            string wActivityTime     = lookupFieldName (properties, "wActivityTime");
            string wLineTime         = lookupFieldName (properties, "wLineTime");
            string wSendTime         = lookupFieldName (properties, "wSendTime");
            string wPubId            = lookupFieldName (properties, "wPubId");

            string wBidPrice         = lookupFieldName (properties, "wBidPrice");
            string wBidSize          = lookupFieldName (properties, "wBidSize");
            string wBidPartId        = lookupFieldName (properties, "wBidPartId");
            string wBidDepth         = lookupFieldName (properties, "wBidDepth");
            string wBidClose         = lookupFieldName (properties, "wBidClose");
            string wBidCloseDate     = lookupFieldName (properties, "wBidCloseDate");
            string wPrevBidClose     = lookupFieldName (properties, "wPrevBidClose");
            string wPrevBidCloseDate = lookupFieldName (properties, "wPrevBidCloseDate");
            string wBidHigh          = lookupFieldName (properties, "wBidHigh");
            string wBidLow           = lookupFieldName (properties, "wBidLow");

            string wAskPrice         = lookupFieldName (properties, "wAskPrice");
            string wAskSize          = lookupFieldName (properties, "wAskSize");
            string wAskPartId        = lookupFieldName (properties, "wAskPartId");
            string wAskDepth         = lookupFieldName (properties, "wAskDepth");
            string wAskClose         = lookupFieldName (properties, "wAskClose");
            string wAskCloseDate     = lookupFieldName (properties, "wAskCloseDate");
            string wPrevAskClose     = lookupFieldName (properties, "wPrevAskClose");
            string wPrevAskCloseDate = lookupFieldName (properties, "wPrevAskCloseDate");
            string wAskHigh          = lookupFieldName (properties, "wAskHigh");
            string wAskLow           = lookupFieldName (properties, "wAskLow");

            string wQuoteSeqNum      = lookupFieldName (properties, "wQuoteSeqNum");
            string wQuoteTime        = lookupFieldName (properties, "wQuoteTime");
            string wQuoteDate        = lookupFieldName (properties, "wQuoteDate");
            string wQuoteQualifier   = lookupFieldName (properties, "wQuoteQualifier");
            string wCondition        = lookupFieldName (properties, "wCondition");
            string wQuoteCount       = lookupFieldName (properties, "wQuoteCount");
            string wConflateCount       = lookupFieldName (properties, "wConflateQuoteCount");
            string wShortSaleBidTick = lookupFieldName (properties, "wShortSaleBidTick");
            string wBidTick          = lookupFieldName (properties,  "wBidTick");

            string wAskTime          = lookupFieldName (properties, "wAskTime");
            string wBidTime          = lookupFieldName (properties, "wBidTime");
            string wAskIndicator     = lookupFieldName (properties, "wAskIndicator");
            string wBidIndicator     = lookupFieldName (properties, "wBidIndicator");
            string wAskUpdateCount   = lookupFieldName (properties, "wAskUpdateCount");
            string wBidUpdateCount   = lookupFieldName (properties, "wBidUpdateCount");
            string wAskYield         = lookupFieldName (properties, "wAskYield");
            string wBidYield         = lookupFieldName (properties, "wBidYield");
            string wShortSaleCircuitBreaker = lookupFieldName(properties, "wShortSaleCircuitBreaker");

            SYMBOL              = dictionary.getFieldByName (wSymbol);
            ISSUE_SYMBOL        = dictionary.getFieldByName (wIssueSymbol);
            PART_ID             = dictionary.getFieldByName (wPartId);
            SRC_TIME            = dictionary.getFieldByName (wSrcTime);
            ACTIVITY_TIME       = dictionary.getFieldByName (wActivityTime);
            LINE_TIME           = dictionary.getFieldByName (wLineTime);
            SEND_TIME           = dictionary.getFieldByName (wSendTime);
            PUB_ID              = dictionary.getFieldByName (wPubId);

            BID_PRICE           = dictionary.getFieldByName (wBidPrice);
            BID_SIZE            = dictionary.getFieldByName (wBidSize);
            BID_PART_ID         = dictionary.getFieldByName (wBidPartId);
            BID_DEPTH           = dictionary.getFieldByName (wBidDepth);
            BID_CLOSE_PRICE     = dictionary.getFieldByName (wBidClose);
            BID_CLOSE_DATE      = dictionary.getFieldByName (wBidCloseDate);
            BID_PREV_CLOSE_PRICE = dictionary.getFieldByName (wPrevBidClose);
            BID_PREV_CLOSE_DATE = dictionary.getFieldByName (wPrevBidCloseDate);
            BID_HIGH            = dictionary.getFieldByName (wBidHigh);
            BID_LOW             = dictionary.getFieldByName (wBidLow);

            ASK_PRICE           = dictionary.getFieldByName (wAskPrice);
            ASK_SIZE            = dictionary.getFieldByName (wAskSize);
            ASK_PART_ID         = dictionary.getFieldByName (wAskPartId);
            ASK_DEPTH           = dictionary.getFieldByName (wAskDepth);
            ASK_CLOSE_PRICE     = dictionary.getFieldByName (wAskClose);
            ASK_CLOSE_DATE      = dictionary.getFieldByName (wAskCloseDate);
            ASK_PREV_CLOSE_PRICE = dictionary.getFieldByName (wPrevAskClose);
            ASK_PREV_CLOSE_DATE = dictionary.getFieldByName (wPrevAskCloseDate);
            ASK_HIGH            = dictionary.getFieldByName (wAskHigh);
            ASK_LOW             = dictionary.getFieldByName (wAskLow);

            QUOTE_SEQ_NUM       = dictionary.getFieldByName (wQuoteSeqNum);
            QUOTE_TIME          = dictionary.getFieldByName (wQuoteTime);
            QUOTE_DATE          = dictionary.getFieldByName (wQuoteDate);
            QUOTE_QUAL          = dictionary.getFieldByName (wQuoteQualifier);
            QUOTE_QUAL_NATIVE   = dictionary.getFieldByName (wCondition);
            QUOTE_COUNT         = dictionary.getFieldByName (wQuoteCount);
            CONFLATE_COUNT      = dictionary.getFieldByName (wConflateCount);

            SHORT_SALE_BID_TICK = dictionary.getFieldByName (wShortSaleBidTick);
            BID_TICK            = dictionary.getFieldByName (wBidTick);


            ASK_TIME            = dictionary.getFieldByName (wAskTime);
            BID_TIME            = dictionary.getFieldByName (wBidTime);
            ASK_INDICATOR       = dictionary.getFieldByName (wAskIndicator);
            BID_INDICATOR       = dictionary.getFieldByName (wBidIndicator);
            ASK_UPDATE_COUNT    = dictionary.getFieldByName (wAskUpdateCount);
            BID_UPDATE_COUNT    = dictionary.getFieldByName (wBidUpdateCount);
            ASK_YIELD           = dictionary.getFieldByName (wAskYield);
            BID_YIELD           = dictionary.getFieldByName (wBidYield);
            SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName(wShortSaleCircuitBreaker);


            MAX_FID = dictionary.getMaxFid();
            mInitialised = true;
        }

        public static int getMaxFid()
        {
            return MAX_FID;
        }

        public static bool isSet()
        {
            return mInitialised;
        }

        public static void reset ()
        {
            if (MamdaCommonFields.isSet())
            {
                MamdaCommonFields.reset();
            }
            mInitialised           = false;
            MAX_FID               = 0;

            SYMBOL                = null;
            ISSUE_SYMBOL          = null;
            PART_ID               = null;
            SRC_TIME              = null;
            ACTIVITY_TIME         = null;
            LINE_TIME             = null;
            SEND_TIME             = null;
            PUB_ID                = null;
            BID_PRICE             = null;
            BID_SIZE              = null;
            BID_PART_ID           = null;
            BID_DEPTH             = null;
            BID_CLOSE_PRICE       = null;
            BID_CLOSE_DATE        = null;
            BID_PREV_CLOSE_PRICE  = null;
            BID_PREV_CLOSE_DATE   = null;
            BID_HIGH              = null;
            BID_LOW               = null;
            ASK_PRICE             = null;
            ASK_SIZE              = null;
            ASK_PART_ID           = null;
            ASK_DEPTH             = null;
            ASK_CLOSE_PRICE       = null;
            ASK_CLOSE_DATE        = null;
            ASK_PREV_CLOSE_PRICE  = null;
            ASK_PREV_CLOSE_DATE   = null;
            ASK_HIGH              = null;
            ASK_LOW               = null;
            QUOTE_SEQ_NUM         = null;
            QUOTE_TIME            = null;
            QUOTE_DATE            = null;
            QUOTE_QUAL            = null;
            QUOTE_QUAL_NATIVE     = null;
            QUOTE_COUNT           = null;
            CONFLATE_COUNT        = null;
            SHORT_SALE_BID_TICK   = null;
            BID_TICK              = null;
            ASK_TIME              = null;
            BID_TIME              = null;
            ASK_INDICATOR         = null;
            BID_INDICATOR         = null;
            ASK_UPDATE_COUNT      = null;
            BID_UPDATE_COUNT      = null;
            ASK_YIELD             = null;
            BID_YIELD             = null;
            SHORT_SALE_CIRCUIT_BREAKER = null;
        }

        public static MamaFieldDescriptor  SYMBOL           = null;
        public static MamaFieldDescriptor  ISSUE_SYMBOL     = null;
        public static MamaFieldDescriptor  PART_ID          = null;
        public static MamaFieldDescriptor  SRC_TIME         = null;
        public static MamaFieldDescriptor  ACTIVITY_TIME    = null;
        public static MamaFieldDescriptor  LINE_TIME        = null;
        public static MamaFieldDescriptor  SEND_TIME        = null;
        public static MamaFieldDescriptor  PUB_ID           = null;

        public static MamaFieldDescriptor  BID_PRICE        = null;
        public static MamaFieldDescriptor  BID_SIZE         = null;
        public static MamaFieldDescriptor  BID_PART_ID      = null;
        public static MamaFieldDescriptor  BID_DEPTH        = null;
        public static MamaFieldDescriptor  BID_CLOSE_PRICE  = null;
        public static MamaFieldDescriptor  BID_CLOSE_DATE   = null;
        public static MamaFieldDescriptor  BID_PREV_CLOSE_PRICE = null;
        public static MamaFieldDescriptor  BID_PREV_CLOSE_DATE = null;
        public static MamaFieldDescriptor  BID_HIGH         = null;
        public static MamaFieldDescriptor  BID_LOW          = null;

        public static MamaFieldDescriptor  ASK_PRICE        = null;
        public static MamaFieldDescriptor  ASK_SIZE         = null;
        public static MamaFieldDescriptor  ASK_PART_ID      = null;
        public static MamaFieldDescriptor  ASK_DEPTH        = null;
        public static MamaFieldDescriptor  ASK_CLOSE_PRICE  = null;
        public static MamaFieldDescriptor  ASK_CLOSE_DATE   = null;
        public static MamaFieldDescriptor  ASK_PREV_CLOSE_PRICE = null;
        public static MamaFieldDescriptor  ASK_PREV_CLOSE_DATE = null;
        public static MamaFieldDescriptor  ASK_HIGH         = null;
        public static MamaFieldDescriptor  ASK_LOW          = null;

        public static MamaFieldDescriptor  QUOTE_SEQ_NUM    = null;
        public static MamaFieldDescriptor  QUOTE_TIME       = null;
        public static MamaFieldDescriptor  QUOTE_DATE       = null;
        public static MamaFieldDescriptor  QUOTE_QUAL       = null;
        public static MamaFieldDescriptor  QUOTE_QUAL_NATIVE = null;
        public static MamaFieldDescriptor  QUOTE_COUNT      = null;
        public static MamaFieldDescriptor  CONFLATE_COUNT      = null;

        /*Looks like this field can be sent as either from the feeds*/
        public static MamaFieldDescriptor  SHORT_SALE_BID_TICK = null;
        public static MamaFieldDescriptor  BID_TICK = null;

        public static MamaFieldDescriptor  ASK_TIME             = null;
        public static MamaFieldDescriptor  BID_TIME             = null;
        public static MamaFieldDescriptor  ASK_INDICATOR        = null;
        public static MamaFieldDescriptor  BID_INDICATOR        = null;
        public static MamaFieldDescriptor  ASK_UPDATE_COUNT     = null;
        public static MamaFieldDescriptor  BID_UPDATE_COUNT     = null;
        public static MamaFieldDescriptor  ASK_YIELD            = null;
        public static MamaFieldDescriptor  BID_YIELD            = null;
        public static MamaFieldDescriptor  SHORT_SALE_CIRCUIT_BREAKER = null;


        public static int  MAX_FID = 0;
        private static bool mInitialised = false;
    }

}