| Name |
|---|
| Wombat |
| Name | |
|---|---|
| class | Wombat::MamdaTradeListener MamdaTradeListener is a class that specializes in handling trade updates. Developers provide their own implementation of the MamdaTradeHandler interface and will be delivered notifications for trades, trade cancels/error/corrections, and trade closing prices. An obvious application for this MAMDA class is any kind of trade tick capture application. |
| class | Wombat::MamdaTradeListener::TradeLineTime |
| class | Wombat::MamdaTradeListener::TradeSendTime |
/* $Id$
*
* 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;
using System.Threading;
namespace Wombat
{
public class MamdaTradeListener :
MamdaMsgListener,
MamdaTradeRecap,
MamdaTradeReport,
MamdaTradeGap,
MamdaTradeCancelOrError,
MamdaTradeCorrection,
MamdaTradeClosing
{
public MamdaTradeListener()
{
clearCache(mTradeCache);
mFieldIterator = new FieldIterator(this);
}
private static void clearCache(MamdaTradeCache cache)
{
cache.mSymbol = null;
cache.mIssueSymbol = null;
cache.mPartId = null;
cache.mSrcTime = DateTime.MinValue;
cache.mActTime = DateTime.MinValue;
cache.mLineTime = DateTime.MinValue;
cache.mSendTime = DateTime.MinValue;
cache.mPubId = null;
cache.mIsIrregular = false;
cache.mLastPrice = new MamaPrice();
cache.mLastVolume = 0;
cache.mLastPartId = null;
cache.mTradeId = null;
cache.mOrigTradeId = null;
cache.mCorrTradeId = null;
cache.mLastTime = DateTime.MinValue;
cache.mTradeDate = DateTime.MinValue;
cache.mIrregPrice = new MamaPrice();
cache.mIrregVolume = 0;
cache.mIrregPartId = null;
cache.mIrregTime = DateTime.MinValue;
cache.mAccVolume = 0;
cache.mOffExAccVolume = 0;
cache.mOnExAccVolume = 0;
cache.mTradeDirection = null;
cache.mTmpSide.setState((short)MamdaTradeSide.mamdaTradeSide.TRADE_SIDE_UNKNOWN);
cache.mNetChange = new MamaPrice();
cache.mPctChange = 0.0;
cache.mOpenPrice = new MamaPrice();
cache.mHighPrice = new MamaPrice();
cache.mLowPrice = new MamaPrice();
cache.mClosePrice = new MamaPrice();
cache.mPrevClosePrice = new MamaPrice();
cache.mPrevCloseDate = DateTime.MinValue;
cache.mAdjPrevClose = new MamaPrice();
cache.mTradeCount = 0;
cache.mBlockVolume = 0;
cache.mBlockCount = 0;
cache.mVwap = 0.0;
cache.mOffExVwap = 0.0;
cache.mOnExVwap = 0.0;
cache.mTotalValue = 0.0;
cache.mOffExTotalValue = 0.0;
cache.mOnExTotalValue = 0.0;
cache.mStdDev = 0.0;
cache.mStdDevSum = 0.0;
cache.mStdDevSumSquares = 0.0;
cache.mOrderId = 0;
cache.mSettlePrice = new MamaPrice();
cache.mSettleDate = DateTime.MinValue;
cache.mShortSaleCircuitBreaker = ' ';
cache.mOrigShortSaleCircuitBreaker = ' ';
cache.mCorrShortSaleCircuitBreaker = ' ';
cache.mEventSeqNum = 0;
cache.mEventTime = DateTime.MinValue;
cache.mTradePrice = new MamaPrice();
cache.mTradeVolume = 0;
cache.mTradePartId = null;
cache.mTradeQualStr = null;
cache.mTradeQualNativeStr = null;
cache.mSellersSaleDays = 0;
cache.mStopStockInd = '\0';
cache.mTradeExecVenue = null;
cache.mOffExTradePrice = new MamaPrice();
cache.mOnExTradePrice = new MamaPrice();
cache.mIsCancel = false;
cache.mOrigSeqNum = 0;
cache.mOrigPrice = new MamaPrice();
cache.mOrigVolume = 0;
cache.mOrigPartId = null;
cache.mOrigQualStr = null;
cache.mOrigQualNativeStr = null;
cache.mOrigSellersSaleDays = 0;
cache.mOrigStopStockInd = '\0';
cache.mCorrPrice = new MamaPrice();
cache.mCorrVolume = 0;
cache.mCorrPartId = null;
cache.mCorrQualStr = null;
cache.mCorrQualNativeStr = null;
cache.mCorrSellersSaleDays = 0;
cache.mCorrStopStockInd = '\0';
cache.mCorrTime = DateTime.MinValue;
cache.mCancelTime = DateTime.MinValue;
cache.mTradeCondStr = null;
cache.mOrigCondStr = null;
cache.mCorrCondStr = null;
cache.mTradeUnits = null;
cache.mLastSeqNum = 0;
cache.mHighSeqNum = 0;
cache.mLowSeqNum = 0;
cache.mTotalVolumeSeqNum = 0;
cache.mCurrencyCode = null;
cache.mConflateCount = 1;
cache.mGotPartId = false;
cache.mLastGenericMsgWasTrade = false;
cache.mGotTradeTime = false;
cache.mGotTradePrice = false;
cache.mGotTradeSize = false;
cache.mGotTradeCount = false;
mProcessUpdateAsTrade = true;
//Field State
cache.mSymbolFieldState = new MamdaFieldState();
cache.mIssueSymbolFieldState = new MamdaFieldState();
cache.mPartIdFieldState = new MamdaFieldState();
cache.mSrcTimeFieldState = new MamdaFieldState();
cache.mActTimeFieldState = new MamdaFieldState();
cache.mLineTimeFieldState = new MamdaFieldState();
cache.mSendTimeFieldState = new MamdaFieldState();
cache.mPubIdFieldState = new MamdaFieldState();
cache.mIsIrregularFieldState = new MamdaFieldState();
cache.mLastPriceFieldState = new MamdaFieldState();
cache.mLastVolumeFieldState = new MamdaFieldState();
cache.mLastPartIdFieldState = new MamdaFieldState();
cache.mTradeIdFieldState = new MamdaFieldState();
cache.mOrigTradeIdFieldState = new MamdaFieldState();
cache.mCorrTradeIdFieldState = new MamdaFieldState();
cache.mLastTimeFieldState = new MamdaFieldState();
cache.mTradeDateFieldState = new MamdaFieldState();
cache.mIrregPriceFieldState = new MamdaFieldState();
cache.mIrregVolumeFieldState = new MamdaFieldState();
cache.mIrregPartIdFieldState = new MamdaFieldState();
cache.mIrregTimeFieldState = new MamdaFieldState();
cache.mAccVolumeFieldState = new MamdaFieldState();
cache.mOffExAccVolumeFieldState = new MamdaFieldState();
cache.mOnExAccVolumeFieldState = new MamdaFieldState();
cache.mTradeDirectionFieldState = MamdaFieldState.NOT_INITIALISED;
cache.mSideFieldState = MamdaFieldState.NOT_INITIALISED;
cache.mNetChangeFieldState = new MamdaFieldState();
cache.mPctChangeFieldState = new MamdaFieldState();
cache.mOpenPriceFieldState = new MamdaFieldState();
cache.mHighPriceFieldState = new MamdaFieldState();
cache.mLowPriceFieldState = new MamdaFieldState();
cache.mClosePriceFieldState = new MamdaFieldState();
cache.mPrevClosePriceFieldState = new MamdaFieldState();
cache.mPrevCloseDateFieldState = new MamdaFieldState();
cache.mAdjPrevCloseFieldState = new MamdaFieldState();
cache.mTradeCountFieldState = new MamdaFieldState();
cache.mBlockVolumeFieldState = new MamdaFieldState();
cache.mBlockCountFieldState = new MamdaFieldState();
cache.mVwapFieldState = new MamdaFieldState();
cache.mOffExVwapFieldState = new MamdaFieldState();
cache.mOnExVwapFieldState = new MamdaFieldState();
cache.mTotalValueFieldState = new MamdaFieldState();
cache.mOffExTotalValueFieldState = new MamdaFieldState();
cache.mOnExTotalValueFieldState = new MamdaFieldState();
cache.mStdDevFieldState = new MamdaFieldState();
cache.mStdDevSumFieldState = new MamdaFieldState();
cache.mStdDevSumSquaresFieldState = new MamdaFieldState();
cache.mOrderIdFieldState = new MamdaFieldState();
cache.mSettlePriceFieldState = new MamdaFieldState();
cache.mSettleDateFieldState = new MamdaFieldState();
cache.mShortSaleCircuitBreakerFieldState = new MamdaFieldState();
cache.mOrigShortSaleCircuitBreakerFieldState = new MamdaFieldState();
cache.mCorrShortSaleCircuitBreakerFieldState = new MamdaFieldState();
cache.mEventSeqNumFieldState = new MamdaFieldState();
cache.mEventTimeFieldState = new MamdaFieldState();
cache.mTradePriceFieldState = new MamdaFieldState();
cache.mTradeVolumeFieldState = new MamdaFieldState();
cache.mTradePartIdFieldState = new MamdaFieldState();
cache.mTradeQualStrFieldState = new MamdaFieldState();
cache.mTradeQualNativeStrFieldState = new MamdaFieldState();
cache.mSellersSaleDaysFieldState = new MamdaFieldState();
cache.mStopStockIndFieldState = new MamdaFieldState();
cache.mTradeExecVenueFieldState = new MamdaFieldState();
cache.mOffExTradePriceFieldState = new MamdaFieldState();
cache.mOnExTradePriceFieldState = new MamdaFieldState();
cache.mOrigSeqNumFieldState = new MamdaFieldState();
cache.mOrigPriceFieldState = new MamdaFieldState();
cache.mOrigVolumeFieldState = new MamdaFieldState();
cache.mOrigPartIdFieldState = new MamdaFieldState();
cache.mOrigQualStrFieldState = new MamdaFieldState();
cache.mOrigQualNativeStrFieldState = new MamdaFieldState();
cache.mOrigSellersSaleDaysFieldState = new MamdaFieldState();
cache.mOrigStopStockIndFieldState = new MamdaFieldState();
cache.mCorrPriceFieldState = new MamdaFieldState();
cache.mCorrVolumeFieldState = new MamdaFieldState();
cache.mCorrPartIdFieldState = new MamdaFieldState();
cache.mCorrQualStrFieldState = new MamdaFieldState();
cache.mCorrQualNativeStrFieldState = new MamdaFieldState();
cache.mCorrSellersSaleDaysFieldState = new MamdaFieldState();
cache.mCorrStopStockIndFieldState = new MamdaFieldState();
cache.mCorrTimeFieldState = new MamdaFieldState();
cache.mCancelTimeFieldState = new MamdaFieldState();
cache.mTradeCondStrFieldState = new MamdaFieldState();
cache.mOrigCondStrFieldState = new MamdaFieldState();
cache.mCorrCondStrFieldState = new MamdaFieldState();
cache.mTradeUnitsFieldState = new MamdaFieldState();
cache.mLastSeqNumFieldState = new MamdaFieldState();
cache.mHighSeqNumFieldState = new MamdaFieldState();
cache.mLowSeqNumFieldState = new MamdaFieldState();
cache.mTotalVolumeSeqNumFieldState = new MamdaFieldState();
cache.mCurrencyCodeFieldState = new MamdaFieldState();
cache.mConflateCountFieldState = new MamdaFieldState();
}
public void addHandler(MamdaTradeHandler handler)
{
mHandlers.Add(handler);
}
public String getSymbol()
{
return mTradeCache.mSymbol;
}
public String getPartId()
{
return mTradeCache.mPartId;
}
public DateTime getSrcTime()
{
return mTradeCache.mSrcTime;
}
public DateTime getActivityTime()
{
return mTradeCache.mActTime;
}
public DateTime getLineTime()
{
return mTradeCache.mLineTime;
}
public DateTime getSendTime()
{
return mTradeCache.mSendTime;
}
public String getPubId()
{
return mTradeCache.mPubId;
}
public long getEventSeqNum()
{
return mTradeCache.mEventSeqNum;
}
public DateTime getEventTime()
{
return mTradeCache.mEventTime;
}
public MamaPrice getLastPrice()
{
return mTradeCache.mLastPrice;
}
public long getLastVolume()
{
return (long)mTradeCache.mLastVolume;
}
public String getLastPartId()
{
return mTradeCache.mLastPartId;
}
public String getTradeId()
{
return mTradeCache.mTradeId;
}
public String getOrigTradeId()
{
return mTradeCache.mOrigTradeId;
}
public String getCorrTradeId()
{
return mTradeCache.mCorrTradeId;
}
public DateTime getLastTime()
{
return mTradeCache.mLastTime;
}
public MamaPrice getIrregPrice()
{
return mTradeCache.mIrregPrice;
}
public long getIrregVolume()
{
return (long)mTradeCache.mIrregVolume;
}
public String getIrregPartId()
{
return mTradeCache.mIrregPartId;
}
public DateTime getIrregTime()
{
return mTradeCache.mIrregTime;
}
public DateTime getTradeDate()
{
return mTradeCache.mTradeDate;
}
public long getAccVolume()
{
return (long)mTradeCache.mAccVolume;
}
public long getOffExAccVolume()
{
return (long)mTradeCache.mOffExAccVolume;
}
public long getOnExAccVolume()
{
return (long)mTradeCache.mOnExAccVolume;
}
public MamaPrice getNetChange()
{
return mTradeCache.mNetChange;
}
public double getPctChange()
{
return mTradeCache.mPctChange;
}
public String getTradeDirection()
{
return mTradeCache.mTradeDirection;
}
public string getSide()
{
return mTradeCache.mSide;
}
public MamaPrice getOpenPrice()
{
return mTradeCache.mOpenPrice;
}
public MamaPrice getHighPrice()
{
return mTradeCache.mHighPrice;
}
public MamaPrice getLowPrice()
{
return mTradeCache.mLowPrice;
}
public MamaPrice getClosePrice()
{
return mTradeCache.mClosePrice;
}
public MamaPrice getPrevClosePrice()
{
return mTradeCache.mPrevClosePrice;
}
public DateTime getPrevCloseDate()
{
return mTradeCache.mPrevCloseDate;
}
public MamaPrice getAdjPrevClose()
{
return mTradeCache.mAdjPrevClose;
}
public long getBlockCount()
{
return mTradeCache.mBlockCount;
}
public long getBlockVolume()
{
return (long)mTradeCache.mBlockVolume;
}
public double getVwap()
{
return mTradeCache.mVwap;
}
public double getOffExVwap()
{
return mTradeCache.mOffExVwap;
}
public double getOnExVwap()
{
return mTradeCache.mOnExVwap;
}
public double getTotalValue()
{
return mTradeCache.mTotalValue;
}
public double getOffExTotalValue()
{
return mTradeCache.mOffExTotalValue;
}
public double getOnExTotalValue()
{
return mTradeCache.mOnExTotalValue;
}
public double getStdDev()
{
return mTradeCache.mStdDev;
}
public double getStdDevSum()
{
return mTradeCache.mStdDevSum;
}
public double getStdDevSumSquares()
{
return mTradeCache.mStdDevSumSquares;
}
public long getOrderId()
{
return mTradeCache.mOrderId;
}
public MamaPrice getSettlePrice()
{
return mTradeCache.mSettlePrice;
}
public DateTime getSettleDate()
{
return mTradeCache.mSettleDate;
}
public char getShortSaleCircuitBreaker()
{
return mTradeCache.mShortSaleCircuitBreaker;
}
public char getOrigShortSaleCircuitBreaker()
{
return mTradeCache.mOrigShortSaleCircuitBreaker;
}
public char getCorrShortSaleCircuitBreaker()
{
return mTradeCache.mCorrShortSaleCircuitBreaker;
}
public MamaPrice getTradePrice()
{
return mTradeCache.mTradePrice;
}
public long getTradeVolume()
{
return (long)mTradeCache.mTradeVolume;
}
public String getTradePartId()
{
return mTradeCache.mTradePartId;
}
public String getTradeQual()
{
return mTradeCache.mTradeQualStr;
}
public String getTradeQualNativeStr()
{
return mTradeCache.mTradeQualNativeStr;
}
public String getTradeCondition()
{
return mTradeCache.mTradeCondStr;
}
public long getTradeSellersSaleDays()
{
return mTradeCache.mSellersSaleDays;
}
public char getTradeStopStock()
{
return mTradeCache.mStopStockInd;
}
public String getTradeExecVenue()
{
return mTradeCache.mTradeExecVenue;
}
public MamaPrice getOffExchangeTradePrice()
{
return mTradeCache.mOffExTradePrice;
}
public MamaPrice getOnExchangeTradePrice()
{
return mTradeCache.mOnExTradePrice;
}
public long getTradeCount()
{
return mTradeCache.mTradeCount;
}
public string getTradeUnits()
{
return mTradeCache.mTradeUnits;
}
public long getLastSeqNum()
{
return mTradeCache.mLastSeqNum;
}
public long getHighSeqNum()
{
return mTradeCache.mHighSeqNum;
}
public long getLowSeqNum()
{
return mTradeCache.mLowSeqNum;
}
public long getTotalVolumeSeqNum()
{
return mTradeCache.mTotalVolumeSeqNum;
}
public string getCurrencyCode()
{
return mTradeCache.mCurrencyCode;
}
public bool getIsIrregular()
{
return mTradeCache.mIsIrregular;
}
public long getBeginGapSeqNum()
{
return mGapBegin;
}
public long getEndGapSeqNum()
{
return mGapEnd;
}
public bool getIsCancel()
{
return mTradeCache.mIsCancel;
}
public long getOrigSeqNum()
{
return mTradeCache.mOrigSeqNum;
}
public double getOrigPrice()
{
return mTradeCache.mOrigPrice.getValue();
}
public long getOrigVolume()
{
return (long)mTradeCache.mOrigVolume;
}
public String getOrigPartId()
{
return mTradeCache.mOrigPartId;
}
public String getOrigQual()
{
return mTradeCache.mOrigQualStr;
}
public String getOrigQualNative()
{
return mTradeCache.mOrigQualNativeStr;
}
public String getOrigCondition()
{
return mTradeCache.mOrigCondStr;
}
public long getOrigSellersSaleDays()
{
return mTradeCache.mOrigSellersSaleDays;
}
public char getOrigStopStock()
{
return mTradeCache.mOrigStopStockInd;
}
public double getCorrPrice()
{
return mTradeCache.mCorrPrice.getValue();
}
public long getCorrVolume()
{
return (long)mTradeCache.mCorrVolume;
}
public String getCorrPartId()
{
return mTradeCache.mCorrPartId;
}
public String getCorrQual()
{
return mTradeCache.mCorrQualStr;
}
public String getCorrQualNative()
{
return mTradeCache.mCorrQualNativeStr;
}
public String getCorrCondition()
{
return mTradeCache.mCorrCondStr;
}
public long getCorrSellersSaleDays()
{
return mTradeCache.mCorrSellersSaleDays;
}
public char getCorrStopStock()
{
return mTradeCache.mCorrStopStockInd;
}
public bool getIsIndicative()
{
return mIsIndicative.Value;
}
public MamdaFieldState getSymbolFieldState()
{
return mTradeCache.mSymbolFieldState;
}
public MamdaFieldState getPartIdFieldState()
{
return mTradeCache.mPartIdFieldState;
}
public MamdaFieldState getSrcTimeFieldState()
{
return mTradeCache.mSrcTimeFieldState;
}
public MamdaFieldState getActivityTimeFieldState()
{
return mTradeCache.mActTimeFieldState;
}
public MamdaFieldState getLineTimeFieldState()
{
return mTradeCache.mLineTimeFieldState;
}
public MamdaFieldState getSendTimeFieldState()
{
return mTradeCache.mSendTimeFieldState;
}
public MamdaFieldState getPubIdFieldState()
{
return mTradeCache.mPubIdFieldState;
}
public MamdaFieldState getEventSeqNumFieldState()
{
return mTradeCache.mEventSeqNumFieldState;
}
public MamdaFieldState getEventTimeFieldState()
{
return mTradeCache.mEventTimeFieldState;
}
public MamdaFieldState getLastPriceFieldState()
{
return mTradeCache.mLastPriceFieldState;
}
public MamdaFieldState getLastVolumeFieldState()
{
return mTradeCache.mLastVolumeFieldState;
}
public MamdaFieldState getLastPartIdFieldState()
{
return mTradeCache.mLastPartIdFieldState;
}
public MamdaFieldState getTradeIdFieldState()
{
return mTradeCache.mTradeIdFieldState;
}
public MamdaFieldState getOrigTradeIdFieldState()
{
return mTradeCache.mOrigTradeIdFieldState;
}
public MamdaFieldState getCorrTradeIdFieldState()
{
return mTradeCache.mCorrTradeIdFieldState;
}
public MamdaFieldState getLastTimeFieldState()
{
return mTradeCache.mLastTimeFieldState;
}
public MamdaFieldState getIrregPriceFieldState()
{
return mTradeCache.mIrregPriceFieldState;
}
public MamdaFieldState getIrregVolumeFieldState()
{
return mTradeCache.mIrregVolumeFieldState;
}
public MamdaFieldState getIrregPartIdFieldState()
{
return mTradeCache.mIrregPartIdFieldState;
}
public MamdaFieldState getIrregTimeFieldState()
{
return mTradeCache.mIrregTimeFieldState;
}
public MamdaFieldState getTradeDateFieldState()
{
return mTradeCache.mTradeDateFieldState;
}
public MamdaFieldState getAccVolumeFieldState()
{
return mTradeCache.mAccVolumeFieldState;
}
public MamdaFieldState getOffExAccVolumeFieldState()
{
return mTradeCache.mOffExAccVolumeFieldState;
}
public MamdaFieldState getOnExAccVolumeFieldState()
{
return mTradeCache.mOnExAccVolumeFieldState;
}
public MamdaFieldState getNetChangeFieldState()
{
return mTradeCache.mNetChangeFieldState;
}
public MamdaFieldState getPctChangeFieldState()
{
return mTradeCache.mPctChangeFieldState;
}
public MamdaFieldState getTradeDirectionFieldState()
{
return mTradeCache.mTradeDirectionFieldState;
}
public MamdaFieldState getSideFieldState()
{
return mTradeCache.mSideFieldState;
}
public MamdaFieldState getOpenPriceFieldState()
{
return mTradeCache.mOpenPriceFieldState;
}
public MamdaFieldState getHighPriceFieldState()
{
return mTradeCache.mHighPriceFieldState;
}
public MamdaFieldState getLowPriceFieldState()
{
return mTradeCache.mLowPriceFieldState;
}
public MamdaFieldState getClosePriceFieldState()
{
return mTradeCache.mClosePriceFieldState;
}
public MamdaFieldState getPrevClosePriceFieldState()
{
return mTradeCache.mPrevClosePriceFieldState;
}
public MamdaFieldState getPrevCloseDateFieldState()
{
return mTradeCache.mPrevCloseDateFieldState;
}
public MamdaFieldState getAdjPrevCloseFieldState()
{
return mTradeCache.mAdjPrevCloseFieldState;
}
public MamdaFieldState getBlockCountFieldState()
{
return mTradeCache.mBlockCountFieldState;
}
public MamdaFieldState getBlockVolumeFieldState()
{
return mTradeCache.mBlockVolumeFieldState;
}
public MamdaFieldState getVwapFieldState()
{
return mTradeCache.mVwapFieldState;
}
public MamdaFieldState getOffExVwapFieldState()
{
return mTradeCache.mOffExVwapFieldState;
}
public MamdaFieldState getOnExVwapFieldState()
{
return mTradeCache.mOnExVwapFieldState;
}
public MamdaFieldState getTotalValueFieldState()
{
return mTradeCache.mTotalValueFieldState;
}
public MamdaFieldState getOffExTotalValueFieldState()
{
return mTradeCache.mOffExTotalValueFieldState;
}
public MamdaFieldState getOnExTotalValueFieldState()
{
return mTradeCache.mOnExTotalValueFieldState;
}
public MamdaFieldState getStdDevFieldState()
{
return mTradeCache.mStdDevFieldState;
}
public MamdaFieldState getStdDevSumFieldState()
{
return mTradeCache.mStdDevSumFieldState;
}
public MamdaFieldState getStdDevSumSquaresFieldState()
{
return mTradeCache.mStdDevSumSquaresFieldState;
}
public MamdaFieldState getOrderIdFieldState()
{
return mTradeCache.mOrderIdFieldState;
}
public MamdaFieldState getSettlePriceFieldState()
{
return mTradeCache.mSettlePriceFieldState;
}
public MamdaFieldState getSettleDateFieldState()
{
return mTradeCache.mSettleDateFieldState;
}
public MamdaFieldState getShortSaleCircuitBreakerFieldState()
{
return mTradeCache.mShortSaleCircuitBreakerFieldState;
}
public MamdaFieldState getOrigShortSaleCircuitBreakerFieldState()
{
return mTradeCache.mOrigShortSaleCircuitBreakerFieldState;
}
public MamdaFieldState getCorrShortSaleCircuitBreakerFieldState()
{
return mTradeCache.mCorrShortSaleCircuitBreakerFieldState;
}
public MamdaFieldState getTradePriceFieldState()
{
return mTradeCache.mTradePriceFieldState;
}
public MamdaFieldState getTradeVolumeFieldState()
{
return (MamdaFieldState)mTradeCache.mTradeVolumeFieldState;
}
public MamdaFieldState getTradePartIdFieldState()
{
return mTradeCache.mTradePartIdFieldState;
}
public MamdaFieldState getTradeQualFieldState()
{
return mTradeCache.mTradeQualStrFieldState;
}
public MamdaFieldState getTradeQualNativeStrFieldState()
{
return mTradeCache.mTradeQualNativeStrFieldState;
}
public MamdaFieldState getTradeConditionFieldState()
{
return mTradeCache.mTradeCondStrFieldState;
}
public MamdaFieldState getTradeSellersSaleDaysFieldState()
{
return mTradeCache.mSellersSaleDaysFieldState;
}
public MamdaFieldState getTradeStopStockFieldState()
{
return mTradeCache.mStopStockIndFieldState;
}
public MamdaFieldState getTradeExecVenueFieldState()
{
return mTradeCache.mTradeExecVenueFieldState;
}
public MamdaFieldState getOffExchangeTradePriceFieldState()
{
return mTradeCache.mOffExTradePriceFieldState;
}
public MamdaFieldState getOnExchangeTradePriceFieldState()
{
return mTradeCache.mOnExTradePriceFieldState;
}
public MamdaFieldState getTradeCountFieldState()
{
return mTradeCache.mTradeCountFieldState;
}
public MamdaFieldState getTradeUnitsFieldState()
{
return mTradeCache.mTradeUnitsFieldState;
}
public MamdaFieldState getLastSeqNumFieldState()
{
return mTradeCache.mLastSeqNumFieldState;
}
public MamdaFieldState getHighSeqNumFieldState()
{
return mTradeCache.mHighSeqNumFieldState;
}
public MamdaFieldState getLowSeqNumFieldState()
{
return mTradeCache.mLowSeqNumFieldState;
}
public MamdaFieldState getTotalVolumeSeqNumFieldState()
{
return mTradeCache.mTotalVolumeSeqNumFieldState;
}
public MamdaFieldState getCurrencyCodeFieldState()
{
return mTradeCache.mCurrencyCodeFieldState;
}
public MamdaFieldState getIsIrregularFieldState()
{
return mTradeCache.mIsIrregularFieldState;
}
public MamdaFieldState getBeginGapSeqNumFieldState()
{
return mGapBeginFieldState;
}
public MamdaFieldState getEndGapSeqNumFieldState()
{
return mGapEndFieldState;
}
public MamdaFieldState getOrigSeqNumFieldState()
{
return mTradeCache.mOrigSeqNumFieldState;
}
public MamdaFieldState getOrigPriceFieldState()
{
return mTradeCache.mOrigPriceFieldState;
}
public MamdaFieldState getOrigVolumeFieldState()
{
return (MamdaFieldState)mTradeCache.mOrigVolumeFieldState;
}
public MamdaFieldState getOrigPartIdFieldState()
{
return mTradeCache.mOrigPartIdFieldState;
}
public MamdaFieldState getOrigQualFieldState()
{
return mTradeCache.mOrigQualStrFieldState;
}
public MamdaFieldState getOrigQualNativeFieldState()
{
return mTradeCache.mOrigQualNativeStrFieldState;
}
public MamdaFieldState getOrigConditionFieldState()
{
return mTradeCache.mOrigCondStrFieldState;
}
public MamdaFieldState getOrigSellersSaleDaysFieldState()
{
return mTradeCache.mOrigSellersSaleDaysFieldState;
}
public MamdaFieldState getOrigStopStockFieldState()
{
return mTradeCache.mOrigStopStockIndFieldState;
}
public MamdaFieldState getCorrPriceFieldState()
{
return mTradeCache.mCorrPriceFieldState;
}
public MamdaFieldState getCorrVolumeFieldState()
{
return (MamdaFieldState)mTradeCache.mCorrVolumeFieldState;
}
public MamdaFieldState getCorrPartIdFieldState()
{
return mTradeCache.mCorrPartIdFieldState;
}
public MamdaFieldState getCorrQualFieldState()
{
return mTradeCache.mCorrQualStrFieldState;
}
public MamdaFieldState getCorrQualNativeFieldState()
{
return mTradeCache.mCorrQualNativeStrFieldState;
}
public MamdaFieldState getCorrConditionFieldState()
{
return mTradeCache.mCorrCondStrFieldState;
}
public MamdaFieldState getCorrSellersSaleDaysFieldState()
{
return mTradeCache.mCorrSellersSaleDaysFieldState;
}
public MamdaFieldState getCorrStopStockFieldState()
{
return mTradeCache.mCorrStopStockIndFieldState;
}
public MamdaFieldState getIsIndicativeFieldState()
{
return mIsIndicativeFieldState;
}
public void populateRecap(MamdaConcreteTradeRecap recap)
{
lock (this)
{
recap.setSymbol(mTradeCache.mSymbol);
recap.setPartId(mTradeCache.mPartId);
recap.setSrcTime(mTradeCache.mSrcTime);
recap.setActTime(mTradeCache.mActTime);
recap.setLineTime(mTradeCache.mLineTime);
recap.setSendTime(mTradeCache.mSendTime);
recap.setPubId(mTradeCache.mPubId);
recap.setLastPrice(mTradeCache.mLastPrice);
recap.setLastVolume(mTradeCache.mLastVolume);
recap.setLastPartId(mTradeCache.mLastPartId);
recap.setTradeId(mTradeCache.mTradeId);
recap.setOrigTradeId(mTradeCache.mOrigTradeId);
recap.setCorrTradeId(mTradeCache.mCorrTradeId);
recap.setLastTime(mTradeCache.mLastTime);
recap.setTradeDate(mTradeCache.mTradeDate);
recap.setIrregPrice(mTradeCache.mIrregPrice);
recap.setIrregVolume(mTradeCache.mIrregVolume);
recap.setIrregPartId(mTradeCache.mIrregPartId);
recap.setIrregTime(mTradeCache.mIrregTime);
recap.setAccVolume(mTradeCache.mAccVolume);
recap.setOffExAccVolume(mTradeCache.mOffExAccVolume);
recap.setOnExAccVolume(mTradeCache.mOnExAccVolume);
recap.setNetChange(mTradeCache.mNetChange);
recap.setPctChange(mTradeCache.mPctChange);
recap.setTradeDirection(mTradeCache.mTradeDirection);
recap.setSide(mTradeCache.mSide);
recap.setOpenPrice(mTradeCache.mOpenPrice);
recap.setHighPrice(mTradeCache.mHighPrice);
recap.setLowPrice(mTradeCache.mLowPrice);
recap.setClosePrice(mTradeCache.mClosePrice);
recap.setPrevClosePrice(mTradeCache.mPrevClosePrice);
recap.setPrevCloseDate(mTradeCache.mPrevCloseDate);
recap.setAdjPrevClose(mTradeCache.mAdjPrevClose);
recap.setBlockCount(mTradeCache.mBlockCount);
recap.setBlockVolume(mTradeCache.mBlockVolume);
recap.setVwap(mTradeCache.mVwap);
recap.setOffExVwap(mTradeCache.mOffExVwap);
recap.setOnExVwap(mTradeCache.mOnExVwap);
recap.setTotalValue(mTradeCache.mTotalValue);
recap.setOffExTotalValue(mTradeCache.mOffExTotalValue);
recap.setOnExTotalValue(mTradeCache.mOnExTotalValue);
recap.setStdDev(mTradeCache.mStdDev);
recap.setStdDevSum(mTradeCache.mStdDevSum);
recap.setStdDevSumSquares(mTradeCache.mStdDevSumSquares);
recap.setOrderId(mTradeCache.mOrderId);
recap.setSettlePrice(mTradeCache.mSettlePrice);
recap.setSettleDate(mTradeCache.mSettleDate);
recap.setEventSeqNum(mTradeCache.mEventSeqNum);
recap.setEventTime(mTradeCache.mEventTime);
recap.setTradePrice(mTradeCache.mTradePrice);
recap.setTradeVolume(mTradeCache.mTradeVolume);
recap.setTradePartId(mTradeCache.mTradePartId);
recap.setTradeQualStr(mTradeCache.mTradeQualStr);
recap.setTradeQualNativeStr(mTradeCache.mTradeQualNativeStr);
recap.setTradeCondStr(mTradeCache.mTradeCondStr);
recap.setSellersSaleDays(mTradeCache.mSellersSaleDays);
recap.setStopStockInd(mTradeCache.mStopStockInd);
recap.setTradeExecVenue(mTradeCache.mTradeExecVenue);
recap.setOffExchangeTradePrice(mTradeCache.mOffExTradePrice);
recap.setOnExchangeTradePrice(mTradeCache.mOnExTradePrice);
recap.setTradeUnits(mTradeCache.mTradeUnits);
recap.setLastSeqNum(mTradeCache.mLastSeqNum);
recap.setHighSeqNum(mTradeCache.mHighSeqNum);
recap.setLowSeqNum(mTradeCache.mLowSeqNum);
recap.setTotalVolumeSeqNum(mTradeCache.mTotalVolumeSeqNum);
recap.setCurrencyCode(mTradeCache.mCurrencyCode);
recap.setTradeCount(mTradeCache.mTradeCount);
recap.setOrigSeqNum(mTradeCache.mOrigSeqNum);
recap.setOrigPrice(mTradeCache.mOrigPrice);
recap.setOrigVolume(mTradeCache.mOrigVolume);
recap.setOrigPartId(mTradeCache.mOrigPartId);
recap.setOrigQualStr(mTradeCache.mOrigQualStr);
recap.setOrigQualNativeStr(mTradeCache.mOrigQualNativeStr);
recap.setOrigCondStr(mTradeCache.mOrigCondStr);
recap.setOrigSellersSaleDays(mTradeCache.mOrigSellersSaleDays);
recap.setOrigStopStockInd(mTradeCache.mOrigStopStockInd);
recap.setCorrPrice(mTradeCache.mCorrPrice);
recap.setCorrVolume(mTradeCache.mCorrVolume);
recap.setCorrPartId(mTradeCache.mCorrPartId);
recap.setCorrQualStr(mTradeCache.mCorrQualStr);
recap.setCorrQualNativeStr(mTradeCache.mCorrQualNativeStr);
recap.setCorrCondStr(mTradeCache.mCorrCondStr);
recap.setCorrSellersSaleDays(mTradeCache.mCorrSellersSaleDays);
recap.setCorrStopStockInd(mTradeCache.mCorrStopStockInd);
recap.setCancelTime(mTradeCache.mCancelTime);
recap.setIsIrregular(mTradeCache.mIsIrregular);
recap.setIsCancel(mTradeCache.mIsCancel);
}
}
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
// Ensure only a single instance is created.
// Listeners may be created on separate threads.
if (mUpdaters == null)
{
lock (mUpdatersGuard)
{
if (!MamdaTradeFields.isSet())
{
return;
}
if (mUpdaters == null)
{
TradeUpdate[] updaters = createUpdaters();
Thread.MemoryBarrier();
mUpdaters = updaters;
}
}
}
// If msg is a trade-related message, invoke the
// appropriate callback:
mTradeCache.mWasIrregular = mTradeCache.mIsIrregular;
mTradeCache.mConflateCount = 1;
switch (msgType)
{
case mamaMsgType.MAMA_MSG_TYPE_SNAPSHOT:
case mamaMsgType.MAMA_MSG_TYPE_INITIAL:
case mamaMsgType.MAMA_MSG_TYPE_RECAP:
case mamaMsgType.MAMA_MSG_TYPE_PREOPENING:
handleRecap(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_TRADE:
handleTrade(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_CANCEL:
handleCancelOrError(subscription, msg, true);
break;
case mamaMsgType.MAMA_MSG_TYPE_ERROR:
handleCancelOrError(subscription, msg, false);
break;
case mamaMsgType.MAMA_MSG_TYPE_CORRECTION:
handleCorrection(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_CLOSING:
handleClosing(subscription, msg);
break;
case mamaMsgType.MAMA_MSG_TYPE_UPDATE:
if (mProcessUpdateAsTrade)
{
handleUpdate(subscription, msg);
}
break;
}
}
#region Implementation details
#region Implementation helpers
private void handleRecap(
MamdaSubscription subscription,
MamaMsg msg)
{
updateFieldStates();
updateTradeFields(msg);
mTradeCache.mIsIrregular = mTradeCache.mWasIrregular;
checkTradeCount(subscription, msg, false);
foreach (MamdaTradeHandler handler in mHandlers)
{
handler.onTradeRecap(subscription, this, msg, this);
}
}
private void handleTrade(
MamdaSubscription subscription,
MamaMsg msg)
{
updateFieldStates();
updateTradeFields(msg);
checkTradeCount(subscription, msg, true);
if (mIgnoreUpdate)
{
mIgnoreUpdate = false;
return;
}
foreach (MamdaTradeHandler handler in mHandlers)
{
handler.onTradeReport(subscription, this, msg, this, this);
}
}
private void handleCancelOrError(
MamdaSubscription subscription,
MamaMsg msg,
bool isCancel)
{
updateFieldStates();
updateTradeFields(msg);
mTradeCache.mIsCancel = isCancel;
checkTradeCount(subscription, msg, true);
if (mIgnoreUpdate)
{
mIgnoreUpdate = false;
return;
}
if (mTradeCache.mCancelTime != DateTime.MinValue)
{
mTradeCache.mEventTime = mTradeCache.mCancelTime;
mTradeCache.mEventTimeFieldState = MamdaFieldState.MODIFIED;
}
foreach (MamdaTradeHandler handler in mHandlers)
{
handler.onTradeCancelOrError(subscription, this, msg, this, this);
}
}
private void handleCorrection(MamdaSubscription subscription,
MamaMsg msg)
{
updateFieldStates();
updateTradeFields(msg);
checkTradeCount(subscription, msg, true);
if (mIgnoreUpdate)
{
mIgnoreUpdate = false;
return;
}
if (mTradeCache.mCorrTime != DateTime.MinValue)
{
mTradeCache.mEventTime = mTradeCache.mCorrTime;
mTradeCache.mEventTimeFieldState = MamdaFieldState.MODIFIED;
}
foreach (MamdaTradeHandler handler in mHandlers)
{
handler.onTradeCorrection(subscription, this, msg, this, this);
}
}
private void handleUpdate(MamdaSubscription subscription,
MamaMsg msg)
{
updateFieldStates();
updateTradeFields(msg);
checkTradeCount(subscription, msg, true);
if (mIgnoreUpdate)
{
mIgnoreUpdate = false;
return;
}
if (mTradeCache.mLastGenericMsgWasTrade)
{
foreach (MamdaTradeHandler handler in mHandlers)
{
handler.onTradeReport(subscription, this, msg, this, this);
}
}
}
private void handleClosing(MamdaSubscription subscription,
MamaMsg msg)
{
updateFieldStates();
updateTradeFields(msg);
checkTradeCount(subscription, msg, true);
if (mIgnoreUpdate)
{
mIgnoreUpdate = false;
return;
}
foreach (MamdaTradeHandler handler in mHandlers)
{
handler.onTradeClosing(subscription, this, msg, this, this);
}
}
private void updateFieldStates()
{
if (mTradeCache.mSymbolFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mSymbolFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mIssueSymbolFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mIssueSymbolFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mPartIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mPartIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mSrcTimeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mSrcTimeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mActTimeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mActTimeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mLineTimeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mLineTimeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mSendTimeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mSendTimeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mPubIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mPubIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mIsIrregularFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mIsIrregularFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mLastPriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mLastPriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mLastVolumeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mLastVolumeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mLastPartIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mLastPartIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradeIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradeIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigTradeIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigTradeIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCorrTradeIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCorrTradeIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mLastTimeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mLastTimeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradeDateFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradeDateFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mIrregPriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mIrregPriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mIrregVolumeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mIrregVolumeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mIrregPartIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mIrregPartIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mIrregTimeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mIrregTimeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mAccVolumeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mAccVolumeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOffExAccVolumeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOffExAccVolumeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOnExAccVolumeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOnExAccVolumeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradeDirectionFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradeDirectionFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mSideFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mSideFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mNetChangeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mNetChangeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mPctChangeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mPctChangeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOpenPriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOpenPriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mHighPriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mHighPriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mLowPriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mLowPriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mClosePriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mClosePriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mPrevClosePriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mPrevClosePriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mPrevCloseDateFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mPrevCloseDateFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mAdjPrevCloseFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mAdjPrevCloseFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradeCountFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradeCountFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mBlockVolumeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mBlockVolumeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mBlockCountFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mBlockCountFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mVwapFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mVwapFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOffExVwapFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOffExVwapFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOnExVwapFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOnExVwapFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTotalValueFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTotalValueFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOffExTotalValueFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOffExTotalValueFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOnExTotalValueFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOnExTotalValueFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mStdDevFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mStdDevFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mStdDevSumFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mStdDevSumFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mStdDevSumSquaresFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mStdDevSumSquaresFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrderIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrderIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mSettlePriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mSettlePriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mSettleDateFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mSettleDateFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mShortSaleCircuitBreakerFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mShortSaleCircuitBreakerFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigShortSaleCircuitBreakerFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigShortSaleCircuitBreakerFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCorrShortSaleCircuitBreakerFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCorrShortSaleCircuitBreakerFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mEventSeqNumFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mEventSeqNumFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mEventTimeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mEventTimeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradePriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradePriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradeVolumeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradeVolumeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradePartIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradePartIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradeQualStrFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradeQualStrFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradeQualNativeStrFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradeQualNativeStrFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mSellersSaleDaysFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mSellersSaleDaysFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mStopStockIndFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mStopStockIndFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradeExecVenueFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradeExecVenueFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOffExTradePriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOffExTradePriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOnExTradePriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOnExTradePriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigSeqNumFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigSeqNumFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigPriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigPriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigVolumeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigVolumeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigPartIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigPartIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigQualStrFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigQualStrFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigQualNativeStrFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigQualNativeStrFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigSellersSaleDaysFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigSellersSaleDaysFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigStopStockIndFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigStopStockIndFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCorrPriceFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCorrPriceFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCorrVolumeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCorrVolumeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCorrPartIdFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCorrPartIdFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCorrQualStrFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCorrQualStrFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCorrQualNativeStrFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCorrQualNativeStrFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCorrSellersSaleDaysFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCorrSellersSaleDaysFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCorrStopStockIndFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCorrStopStockIndFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCancelTimeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCancelTimeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradeCondStrFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradeCondStrFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mOrigCondStrFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mOrigCondStrFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCorrCondStrFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCorrCondStrFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTradeUnitsFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTradeUnitsFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mLastSeqNumFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mLastSeqNumFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mHighSeqNumFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mHighSeqNumFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mLowSeqNumFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mLowSeqNumFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mTotalVolumeSeqNumFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mTotalVolumeSeqNumFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mCurrencyCodeFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mCurrencyCodeFieldState = MamdaFieldState.NOT_MODIFIED;
if (mTradeCache.mConflateCountFieldState == MamdaFieldState.MODIFIED)
mTradeCache.mConflateCountFieldState = MamdaFieldState.NOT_MODIFIED;
}
private void updateTradeFields(MamaMsg msg)
{
mTradeCache.mGotPartId = false;
mTradeCache.mLastGenericMsgWasTrade = false;
mTradeCache.mGotTradeTime = false;
mTradeCache.mGotTradePrice = false;
mTradeCache.mGotTradeSize = false;
mTradeCache.mGotTradeCount = false;
mTradeCache.mGotIssueSymbol = false;
lock (this)
{
msg.iterateFields(mFieldIterator, null, null);
}
if (mTradeCache.mGotIssueSymbol)
{
mTradeCache.mSymbol = mTradeCache.mIssueSymbol;
mTradeCache.mSymbolFieldState = MamdaFieldState.MODIFIED;
}
if (mTradeCache.mIsIrregular)
{
mTradeCache.mTradePrice = mTradeCache.mIrregPrice;
mTradeCache.mTradePriceFieldState = MamdaFieldState.MODIFIED;
mTradeCache.mTradeVolume = mTradeCache.mIrregVolume;
mTradeCache.mTradeVolumeFieldState = MamdaFieldState.MODIFIED;
mTradeCache.mTradePartId = mTradeCache.mIrregPartId;
mTradeCache.mTradePartIdFieldState = MamdaFieldState.MODIFIED;
if (mTradeCache.mIrregTime == DateTime.MinValue)
{
mTradeCache.mEventTime = mTradeCache.mLastTime;
mTradeCache.mEventTimeFieldState = MamdaFieldState.MODIFIED;
}
else
{
mTradeCache.mEventTime = mTradeCache.mIrregTime;
mTradeCache.mEventTimeFieldState = MamdaFieldState.MODIFIED;
}
}
else
{
mTradeCache.mTradePrice = mTradeCache.mLastPrice;
mTradeCache.mTradePriceFieldState = MamdaFieldState.MODIFIED;
mTradeCache.mTradeVolume = mTradeCache.mLastVolume;
mTradeCache.mTradeVolumeFieldState = MamdaFieldState.MODIFIED;
mTradeCache.mTradePartId = mTradeCache.mLastPartId;
mTradeCache.mTradePartIdFieldState = MamdaFieldState.MODIFIED;
mTradeCache.mEventTime = mTradeCache.mLastTime;
mTradeCache.mEventTimeFieldState = MamdaFieldState.MODIFIED;
}
if (mTradeCache.mGotPartId == false)
{
// No explicit part ID in message, but maybe in symbol.
if (mTradeCache.mSymbol != null)
{
int lastDot = mTradeCache.mSymbol.IndexOf(".");
if (lastDot != -1)
{
lastDot++;
if (lastDot != mTradeCache.mSymbol.Length)
{
mTradeCache.mPartId =
mTradeCache.mSymbol.Substring(lastDot);
mTradeCache.mPartIdFieldState = MamdaFieldState.MODIFIED;
mTradeCache.mGotPartId = true;
}
}
}
}
if (mTradeCache.mGotTradeTime || mTradeCache.mGotTradePrice
|| mTradeCache.mGotTradeSize)
{
mTradeCache.mLastGenericMsgWasTrade = true;
}
}
private void checkTradeCount(
MamdaSubscription subscription,
MamaMsg msg,
bool checkForGap)
{
mIgnoreUpdate = false;
// Check number of trades for gaps
long tradeCount = mTmpTradeCount.GetValueOrDefault(0);
if (mTradeCache.mGotTradeCount)
{
if (checkForGap && (tradeCount > 0))
{
if ((mTradeCache.mTradeCount > 0) && (tradeCount > (mTradeCache.mTradeCount + mTradeCache.mConflateCount)))
{
mGapBegin = mTradeCache.mTradeCount + mTradeCache.mConflateCount;
mGapBeginFieldState = MamdaFieldState.MODIFIED;
mGapEnd = tradeCount - 1;
mGapEndFieldState = MamdaFieldState.MODIFIED;
mTradeCache.mTradeCount = tradeCount;
mTradeCache.mTradeCountFieldState = MamdaFieldState.MODIFIED;
foreach (MamdaTradeHandler handler in mHandlers)
{
handler.onTradeGap(subscription, this, msg, this, this);
}
}
}
}
// Check for duplicates. Only check if tradeCount > 0, in case it isn't being sent down.
if (mTradeCache.mGotTradeCount &&
tradeCount > 0 &&
(tradeCount == mTradeCache.mTradeCount))
{
mIgnoreUpdate = true;
}
mTradeCache.mTradeCount = tradeCount;
mTradeCache.mTradeCountFieldState = MamdaFieldState.MODIFIED;
}
#region Updaters
internal interface TradeUpdate
{
void onUpdate(
MamdaTradeListener listener,
MamaMsgField field);
}
private class MamdaTradeSymbol : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mSymbol = field.getString();
listener.mTradeCache.mSymbolFieldState = MamdaFieldState.MODIFIED;
}
}
private class MamdaTradeIssueSymbol : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mIssueSymbol = field.getString();
listener.mTradeCache.mIssueSymbolFieldState = MamdaFieldState.MODIFIED;
listener.mTradeCache.mGotIssueSymbol = true;
}
}
private class TradeLastPartId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mLastPartId = field.getString();
listener.mTradeCache.mLastPartIdFieldState = MamdaFieldState.MODIFIED;
listener.mTradeCache.mGotPartId = true;
listener.mTradeCache.mIsIrregular = false;
}
}
private class TradeId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
switch (field.getType())
{
case mamaFieldType.MAMA_FIELD_TYPE_STRING:
listener.mTradeCache.mTradeId = field.getString();
listener.mTradeCache.mTradeIdFieldState = MamdaFieldState.MODIFIED;
break;
case mamaFieldType.MAMA_FIELD_TYPE_I8:
case mamaFieldType.MAMA_FIELD_TYPE_U8:
case mamaFieldType.MAMA_FIELD_TYPE_I16:
case mamaFieldType.MAMA_FIELD_TYPE_U16:
case mamaFieldType.MAMA_FIELD_TYPE_I32:
case mamaFieldType.MAMA_FIELD_TYPE_U32:
case mamaFieldType.MAMA_FIELD_TYPE_U64:
listener.mTradeCache.mTradeId = field.getU64().ToString();
listener.mTradeCache.mTradeIdFieldState = MamdaFieldState.MODIFIED;
break;
default:
break;
}
}
}
private class OrigTradeId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
switch (field.getType())
{
case mamaFieldType.MAMA_FIELD_TYPE_STRING:
listener.mTradeCache.mOrigTradeId = field.getString();
listener.mTradeCache.mOrigTradeIdFieldState = MamdaFieldState.MODIFIED;
break;
case mamaFieldType.MAMA_FIELD_TYPE_I8:
case mamaFieldType.MAMA_FIELD_TYPE_U8:
case mamaFieldType.MAMA_FIELD_TYPE_I16:
case mamaFieldType.MAMA_FIELD_TYPE_U16:
case mamaFieldType.MAMA_FIELD_TYPE_I32:
case mamaFieldType.MAMA_FIELD_TYPE_U32:
case mamaFieldType.MAMA_FIELD_TYPE_U64:
listener.mTradeCache.mOrigTradeId = field.getU64().ToString();
listener.mTradeCache.mOrigTradeIdFieldState = MamdaFieldState.MODIFIED;
break;
default:
break;
}
}
}
private class CorrTradeId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCorrTradeId = field.getString();
listener.mTradeCache.mCorrTradeIdFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeUpdateAsTrade : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
mProcessUpdateAsTrade = field.getBool();
}
}
private class TradeSrcTime : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mSrcTime = field.getDateTime();
listener.mTradeCache.mSrcTimeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeActivityTime : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mActTime = field.getDateTime();
listener.mTradeCache.mActTimeFieldState = MamdaFieldState.MODIFIED;
}
}
public class TradeLineTime : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mLineTime = field.getDateTime();
listener.mTradeCache.mLineTimeFieldState = MamdaFieldState.MODIFIED;
}
}
public class TradeSendTime : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mSendTime = field.getDateTime();
listener.mTradeCache.mSendTimeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradePubId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mPubId = field.getString();
listener.mTradeCache.mPubIdFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradePrevPartId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mLastPartId = field.getString();
listener.mTradeCache.mLastPartIdFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeAccVolume : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mAccVolume = field.getF64();
listener.mTradeCache.mAccVolumeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOffExAccVolume : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOffExAccVolume = field.getF64();
listener.mTradeCache.mOffExAccVolumeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOnExAccVolume : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOnExAccVolume = field.getF64();
listener.mTradeCache.mOnExAccVolumeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeNetChange : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mNetChange.copy(field.getPrice());
listener.mTradeCache.mNetChangeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradePctChange : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mPctChange = field.getF64();
listener.mTradeCache.mPctChangeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeDirection : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
switch (field.getType())
{
case mamaFieldType.MAMA_FIELD_TYPE_I8:
case mamaFieldType.MAMA_FIELD_TYPE_U8:
case mamaFieldType.MAMA_FIELD_TYPE_I16:
case mamaFieldType.MAMA_FIELD_TYPE_U16:
case mamaFieldType.MAMA_FIELD_TYPE_I32:
case mamaFieldType.MAMA_FIELD_TYPE_U32:
listener.mTradeCache.mTradeDirection = field.getU32().ToString();
listener.mTradeCache.mTradeDirectionFieldState = MamdaFieldState.MODIFIED;
break;
case mamaFieldType.MAMA_FIELD_TYPE_STRING:
listener.mTradeCache.mTradeDirection = field.getString();
listener.mTradeCache.mTradeDirectionFieldState = MamdaFieldState.MODIFIED;
break;
default:
break;
}
}
}
private class AggressorSide : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mSide = field.getChar().ToString();
listener.mTradeCache.mSideFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeSide : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
switch (field.getType())
{
case mamaFieldType.MAMA_FIELD_TYPE_I8:
case mamaFieldType.MAMA_FIELD_TYPE_U8:
case mamaFieldType.MAMA_FIELD_TYPE_I16:
case mamaFieldType.MAMA_FIELD_TYPE_U16:
case mamaFieldType.MAMA_FIELD_TYPE_I32:
case mamaFieldType.MAMA_FIELD_TYPE_U32:
listener.mTradeCache.mTmpSide.setState((short)field.getU32());
listener.mTradeCache.mSide = MamdaTradeSide.toString(listener.mTradeCache.mTmpSide.getState());
listener.mTradeCache.mSideFieldState = MamdaFieldState.MODIFIED;
break;
case mamaFieldType.MAMA_FIELD_TYPE_STRING:
listener.mTradeCache.mSide = field.getString();
listener.mTradeCache.mSideFieldState = MamdaFieldState.MODIFIED;
break;
default:
break;
}
}
}
private class TradeOpenPrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOpenPrice.copy(field.getPrice());
listener.mTradeCache.mOpenPriceFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeHighPrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mHighPrice.copy(field.getPrice());
listener.mTradeCache.mHighPriceFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeLowPrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mLowPrice.copy(field.getPrice());
listener.mTradeCache.mLowPriceFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeClosePrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mClosePrice.copy(field.getPrice());
listener.mTradeCache.mClosePriceFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradePrevClosePrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mPrevClosePrice.copy(field.getPrice());
listener.mTradeCache.mPrevClosePriceFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradePrevCloseDate : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mPrevCloseDate = field.getDateTime();
listener.mTradeCache.mPrevCloseDateFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeAdjPrevClose : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mAdjPrevClose.copy(field.getPrice());
listener.mTradeCache.mAdjPrevCloseFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeBlockCount : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mBlockCount = field.getI64();
listener.mTradeCache.mBlockCountFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeBlockVolume : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mBlockVolume = field.getF64();
listener.mTradeCache.mBlockVolumeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeVWap : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mVwap = field.getF64();
listener.mTradeCache.mVwapFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOffExVWap : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOffExVwap = field.getF64();
listener.mTradeCache.mOffExVwapFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOnExVWap : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOnExVwap = field.getF64();
listener.mTradeCache.mOnExVwapFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeTotalValue : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mTotalValue = field.getF64();
listener.mTradeCache.mTotalValueFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOffExTotalValue : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOffExTotalValue = field.getF64();
listener.mTradeCache.mOffExTotalValueFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOnExTotalValue : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOnExTotalValue = field.getF64();
listener.mTradeCache.mOnExTotalValueFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeStdDev : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mStdDev = field.getF64();
listener.mTradeCache.mStdDevFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeStdDevSum : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mStdDevSum = field.getF64();
listener.mTradeCache.mStdDevSumFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeStdDevSumSquares : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mStdDevSumSquares = field.getF64();
listener.mTradeCache.mStdDevSumSquaresFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOrderId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOrderId = field.getI64();
listener.mTradeCache.mOrderIdFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeSettlePrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mSettlePrice.copy(field.getPrice());
listener.mTradeCache.mSettlePriceFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeSettleDate : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mSettleDate = field.getDateTime();
listener.mTradeCache.mSettleDateFieldState = MamdaFieldState.MODIFIED;
}
}
private class MamdaShortSaleCircuitBreaker : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mShortSaleCircuitBreaker = field.getChar();
listener.mTradeCache.mShortSaleCircuitBreakerFieldState = MamdaFieldState.MODIFIED;
}
}
private class MamdaOrigShortSaleCircuitBreaker : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOrigShortSaleCircuitBreaker = field.getChar();
listener.mTradeCache.mOrigShortSaleCircuitBreakerFieldState = MamdaFieldState.MODIFIED;
}
}
private class MamdaCorrShortSaleCircuitBreaker : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCorrShortSaleCircuitBreaker = field.getChar();
listener.mTradeCache.mCorrShortSaleCircuitBreakerFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeEventSeqNum : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mEventSeqNum = field.getI64();
listener.mTradeCache.mEventSeqNumFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeLastTime : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mLastTime = field.getDateTime();
listener.mTradeCache.mLastTimeFieldState = MamdaFieldState.MODIFIED;
listener.mTradeCache.mGotTradeTime = true;
}
}
private class TradeTradeDate : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mTradeDate = field.getDateTime();
listener.mTradeCache.mTradeDateFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeIrregPrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mIrregPrice.copy(field.getPrice());
listener.mTradeCache.mIrregPriceFieldState = MamdaFieldState.MODIFIED;
if (listener.mTradeCache.mIrregPrice.getValue() != 0.0 && listener.mTradeCache.mIsIrregular == false)
{
listener.mTradeCache.mIsIrregular = true;
listener.mTradeCache.mIsIrregularFieldState = MamdaFieldState.MODIFIED;
}
listener.mTradeCache.mGotTradePrice = true;
}
}
private class TradeIrregVolume : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mIrregVolume = field.getI64();
listener.mTradeCache.mIrregVolumeFieldState = MamdaFieldState.MODIFIED;
if (listener.mTradeCache.mIrregVolume != 0 && listener.mTradeCache.mIsIrregular == false)
{
listener.mTradeCache.mIsIrregular = true;
listener.mTradeCache.mIsIrregularFieldState = MamdaFieldState.MODIFIED;
}
listener.mTradeCache.mGotTradeSize = true;
}
}
private class TradeIrregPartId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mIrregPartId = field.getString();
listener.mTradeCache.mIrregPartIdFieldState = MamdaFieldState.MODIFIED;
if (listener.mTradeCache.mIrregPartId != "" && listener.mTradeCache.mIsIrregular == false)
{
listener.mTradeCache.mIsIrregular = true;
listener.mTradeCache.mIsIrregularFieldState = MamdaFieldState.MODIFIED;
}
}
}
private class TradeIrregTime : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mIrregTime = field.getDateTime();
listener.mTradeCache.mIrregTimeFieldState = MamdaFieldState.MODIFIED;;
listener.mTradeCache.mGotTradeTime = true;
}
}
private class TradeLastPrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mLastPrice.copy(field.getPrice());
listener.mTradeCache.mLastPriceFieldState = MamdaFieldState.MODIFIED;
listener.mTradeCache.mIsIrregular = false;
listener.mTradeCache.mGotTradePrice = true;
}
}
private class TradeLastVolume : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mLastVolume = field.getF64();
listener.mTradeCache.mLastVolumeFieldState = MamdaFieldState.MODIFIED;
listener.mTradeCache.mIsIrregular = false;
listener.mTradeCache.mGotTradeSize = true;
}
}
private class TradePartId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mTradePartId = field.getString();
listener.mTradeCache.mTradePartIdFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeQualStr : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mTradeQualStr = field.getString();
listener.mTradeCache.mTradeQualStrFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeQualNativeStr : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mTradeQualNativeStr = field.getString();
listener.mTradeCache.mTradeQualNativeStrFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCondStr : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mTradeCondStr = field.getString();
listener.mTradeCache.mTradeCondStrFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeSellerSalesDays : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mSellersSaleDays = field.getI64();
listener.mTradeCache.mSellersSaleDaysFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeStopStockInd : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
switch (field.getType())
{
case mamaFieldType.MAMA_FIELD_TYPE_CHAR:
listener.mTradeCache.mStopStockInd = field.getChar();
listener.mTradeCache.mStopStockIndFieldState = MamdaFieldState.MODIFIED;
break;
case mamaFieldType.MAMA_FIELD_TYPE_STRING:
if (field.getString() != String.Empty)
{
listener.mTradeCache.mStopStockInd = field.getString()[0];
listener.mTradeCache.mStopStockIndFieldState = MamdaFieldState.MODIFIED;
}
else
{
listener.mTradeCache.mStopStockInd = ' ';
listener.mTradeCache.mStopStockIndFieldState = MamdaFieldState.MODIFIED;
}
break;
default: break;
}
}
}
private class TradeExecVenue : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
switch (field.getType())
{
case mamaFieldType.MAMA_FIELD_TYPE_I8:
case mamaFieldType.MAMA_FIELD_TYPE_U8:
case mamaFieldType.MAMA_FIELD_TYPE_I16:
case mamaFieldType.MAMA_FIELD_TYPE_U16:
case mamaFieldType.MAMA_FIELD_TYPE_I32:
case mamaFieldType.MAMA_FIELD_TYPE_U32:
listener.mTradeCache.mTradeExecVenue = field.getU32().ToString();
listener.mTradeCache.mTradeExecVenueFieldState = MamdaFieldState.MODIFIED;
break;
case mamaFieldType.MAMA_FIELD_TYPE_STRING:
listener.mTradeCache.mTradeExecVenue = field.getString();
listener.mTradeCache.mTradeExecVenueFieldState = MamdaFieldState.MODIFIED;
break;
default:
break;
}
}
}
private class OffExTradePrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOffExTradePrice.copy(field.getPrice());
listener.mTradeCache.mOffExTradePriceFieldState = MamdaFieldState.MODIFIED;
}
}
private class OnExTradePrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOnExTradePrice.copy(field.getPrice());
listener.mTradeCache.mOnExTradePriceFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCount : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
long tempTradeCount = field.getI64();
listener.mTmpTradeCount.Value = tempTradeCount;
listener.mTradeCache.mGotTradeCount = true;
}
}
private class TradeConflateCount : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mConflateCount = field.getU32();
listener.mTradeCache.mConflateCountFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeUnits : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mTradeUnits = field.getString();
listener.mTradeCache.mTradeUnitsFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeLastSeqNum : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mLastSeqNum = field.getI64();
listener.mTradeCache.mLastSeqNumFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeHighSeqNum : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mHighSeqNum = field.getI64();
listener.mTradeCache.mHighSeqNumFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeLowSeqNum : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mLowSeqNum = field.getI64();
listener.mTradeCache.mLowSeqNumFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeTotalVolumeSeqNum : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mTotalVolumeSeqNum = field.getI64();
listener.mTradeCache.mTotalVolumeSeqNumFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCurrencyCode : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCurrencyCode = field.getString();
listener.mTradeCache.mCurrencyCodeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOrigSeqNum : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOrigSeqNum = field.getI64();
listener.mTradeCache.mOrigSeqNumFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOrigPrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOrigPrice.copy(field.getPrice());
listener.mTradeCache.mOrigPriceFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOrigVolume : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOrigVolume = field.getF64();
listener.mTradeCache.mOrigVolumeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOrigPartId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOrigPartId = field.getString();
listener.mTradeCache.mOrigPartIdFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOrigQualStr : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOrigQualStr = field.getString();
listener.mTradeCache.mOrigQualStrFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOrigQualNativeStr : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOrigQualNativeStr = field.getString();
listener.mTradeCache.mOrigQualNativeStrFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOrigCondStr : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOrigCondStr = field.getString();
listener.mTradeCache.mOrigCondStrFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOrigSellersSaleDays : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mOrigSellersSaleDays = field.getI64();
listener.mTradeCache.mOrigSellersSaleDaysFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeOrigStopStockInd : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
switch (field.getType())
{
case mamaFieldType.MAMA_FIELD_TYPE_CHAR:
listener.mTradeCache.mOrigStopStockInd = field.getChar();
listener.mTradeCache.mOrigStopStockIndFieldState = MamdaFieldState.MODIFIED;
break;
case mamaFieldType.MAMA_FIELD_TYPE_STRING:
if (field.getString() != String.Empty)
{
listener.mTradeCache.mOrigStopStockInd = field.getString()[0];
listener.mTradeCache.mOrigStopStockIndFieldState = MamdaFieldState.MODIFIED;
}
else
{
listener.mTradeCache.mOrigStopStockInd = ' ';
listener.mTradeCache.mOrigStopStockIndFieldState = MamdaFieldState.MODIFIED;
}
break;
default: break;
}
}
}
private class TradeCorrPrice : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCorrPrice.copy(field.getPrice());
listener.mTradeCache.mCorrPriceFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCorrVolume : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCorrVolume = field.getF64();
listener.mTradeCache.mCorrVolumeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCorrPartId : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCorrPartId = field.getString();
listener.mTradeCache.mCorrPartIdFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCorrQualStr : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCorrQualStr = field.getString();
listener.mTradeCache.mCorrQualStrFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCorrQualNativeStr : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCorrQualNativeStr = field.getString();
listener.mTradeCache.mCorrQualNativeStrFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCorrCondStr : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCorrCondStr = field.getString();
listener.mTradeCache.mCorrCondStrFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCorrSellersSaleDays : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCorrSellersSaleDays = field.getI64();
listener.mTradeCache.mCorrSellersSaleDaysFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCorrStopStockInd : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
switch (field.getType())
{
case mamaFieldType.MAMA_FIELD_TYPE_CHAR:
listener.mTradeCache.mCorrStopStockInd = field.getChar();
listener.mTradeCache.mCorrStopStockIndFieldState = MamdaFieldState.MODIFIED;
break;
case mamaFieldType.MAMA_FIELD_TYPE_STRING:
if (field.getString() != String.Empty)
{
listener.mTradeCache.mCorrStopStockInd = field.getString()[0];
listener.mTradeCache.mCorrStopStockIndFieldState = MamdaFieldState.MODIFIED;
}
else
{
listener.mTradeCache.mCorrStopStockInd = ' ';
listener.mTradeCache.mCorrStopStockIndFieldState = MamdaFieldState.MODIFIED;
}
break;
default: break;
}
}
}
private class TradeCorrTime : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCorrTime = field.getDateTime();
listener.mTradeCache.mCorrTimeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeCancelTime : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mCancelTime = field.getDateTime();
listener.mTradeCache.mCancelTimeFieldState = MamdaFieldState.MODIFIED;
}
}
private class TradeIsIrregular : TradeUpdate
{
public void onUpdate(
MamdaTradeListener listener,
MamaMsgField field)
{
listener.mTradeCache.mIsIrregular = field.getBool();
listener.mTradeCache.mIsIrregularFieldState = MamdaFieldState.MODIFIED;
}
}
private static TradeUpdate[] createUpdaters()
{
mMaxFid = MamdaTradeFields.getMaxFid();
TradeUpdate[] updaters = new TradeUpdate[mMaxFid + 1];
addToUpdatersList(updaters, MamdaTradeFields.SYMBOL, new MamdaTradeSymbol());
addToUpdatersList(updaters, MamdaTradeFields.ISSUE_SYMBOL, new MamdaTradeIssueSymbol());
addToUpdatersList(updaters, MamdaTradeFields.PART_ID, new TradeLastPartId());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_ID, new TradeId());
addToUpdatersList(updaters, MamdaTradeFields.ORIG_TRADE_ID, new OrigTradeId());
addToUpdatersList(updaters, MamdaTradeFields.CORR_TRADE_ID, new CorrTradeId());
addToUpdatersList(updaters, MamdaTradeFields.SRC_TIME, new TradeSrcTime());
addToUpdatersList(updaters, MamdaTradeFields.ACTIVITY_TIME, new TradeActivityTime());
addToUpdatersList(updaters, MamdaTradeFields.LINE_TIME, new TradeLineTime());
addToUpdatersList(updaters, MamdaTradeFields.SEND_TIME, new TradeSendTime());
addToUpdatersList(updaters, MamdaTradeFields.PUB_ID, new TradePubId());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_PRICE, new TradeLastPrice());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_SIZE, new TradeLastVolume());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_TIME, new TradeLastTime());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_DATE, new TradeTradeDate());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_DIRECTION, new TradeDirection());
addToUpdatersList(updaters, MamdaTradeFields.AGGRESSOR_SIDE, new AggressorSide());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_SIDE, new TradeSide());
addToUpdatersList(updaters, MamdaTradeFields.NET_CHANGE, new TradeNetChange());
addToUpdatersList(updaters, MamdaTradeFields.PCT_CHANGE, new TradePctChange());
addToUpdatersList(updaters, MamdaTradeFields.TOTAL_VOLUME, new TradeAccVolume());
addToUpdatersList(updaters, MamdaTradeFields.OFF_EXCHANGE_TOTAL_VOLUME, new TradeOffExAccVolume());
addToUpdatersList(updaters, MamdaTradeFields.ON_EXCHANGE_TOTAL_VOLUME, new TradeOnExAccVolume());
addToUpdatersList(updaters, MamdaTradeFields.HIGH_PRICE, new TradeHighPrice());
addToUpdatersList(updaters, MamdaTradeFields.LOW_PRICE, new TradeLowPrice());
addToUpdatersList(updaters, MamdaTradeFields.OPEN_PRICE, new TradeOpenPrice());
addToUpdatersList(updaters, MamdaTradeFields.CLOSE_PRICE, new TradeClosePrice());
addToUpdatersList(updaters, MamdaTradeFields.PREV_CLOSE_PRICE, new TradePrevClosePrice());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_SEQNUM, new TradeEventSeqNum());
addToUpdatersList(updaters, MamdaTradeFields.SHORT_SALE_CIRCUIT_BREAKER, new MamdaShortSaleCircuitBreaker());
addToUpdatersList(updaters, MamdaTradeFields.ORIG_SHORT_SALE_CIRCUIT_BREAKER, new MamdaOrigShortSaleCircuitBreaker());
addToUpdatersList(updaters, MamdaTradeFields.CORR_SHORT_SALE_CIRCUIT_BREAKER, new MamdaCorrShortSaleCircuitBreaker());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_QUALIFIER, new TradeQualStr());
addToUpdatersList(updaters, MamdaTradeFields.SALE_CONDITION, new TradeQualNativeStr());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_PART_ID, new TradeLastPartId());
addToUpdatersList(updaters, MamdaTradeFields.TOTAL_VALUE, new TradeTotalValue());
addToUpdatersList(updaters, MamdaTradeFields.OFF_EXCHANGE_TOTAL_VALUE, new TradeOffExTotalValue());
addToUpdatersList(updaters, MamdaTradeFields.ON_EXCHANGE_TOTAL_VALUE, new TradeOnExTotalValue());
addToUpdatersList(updaters, MamdaTradeFields.VWAP, new TradeVWap());
addToUpdatersList(updaters, MamdaTradeFields.OFF_EXCHANGE_VWAP, new TradeOffExVWap());
addToUpdatersList(updaters, MamdaTradeFields.ON_EXCHANGE_VWAP, new TradeOnExVWap());
addToUpdatersList(updaters, MamdaTradeFields.STD_DEV, new TradeStdDev());
addToUpdatersList(updaters, MamdaTradeFields.STD_DEV_SUM, new TradeStdDevSum());
addToUpdatersList(updaters, MamdaTradeFields.STD_DEV_SUM_SQUARES, new TradeStdDevSumSquares());
addToUpdatersList(updaters, MamdaTradeFields.ORDER_ID, new TradeOrderId());
addToUpdatersList(updaters, MamdaTradeFields.SETTLE_PRICE, new TradeSettlePrice());
addToUpdatersList(updaters, MamdaTradeFields.SETTLE_DATE, new TradeSettleDate());
addToUpdatersList(updaters, MamdaTradeFields.SELLERS_SALE_DAYS, new TradeSellerSalesDays());
addToUpdatersList(updaters, MamdaTradeFields.STOP_STOCK_IND, new TradeStopStockInd());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_EXEC_VENUE, new TradeExecVenue());
addToUpdatersList(updaters, MamdaTradeFields.OFF_EXCHANGE_TRADE_PRICE, new OffExTradePrice());
addToUpdatersList(updaters, MamdaTradeFields.ON_EXCHANGE_TRADE_PRICE, new OnExTradePrice());
addToUpdatersList(updaters, MamdaTradeFields.IS_IRREGULAR, new TradeIsIrregular());
addToUpdatersList(updaters, MamdaTradeFields.ORIG_PART_ID, new TradeOrigPartId());
addToUpdatersList(updaters, MamdaTradeFields.ORIG_PRICE, new TradeOrigPrice());
addToUpdatersList(updaters, MamdaTradeFields.ORIG_SIZE, new TradeOrigVolume());
addToUpdatersList(updaters, MamdaTradeFields.ORIG_SEQNUM, new TradeOrigSeqNum());
addToUpdatersList(updaters, MamdaTradeFields.ORIG_TRADE_QUALIFIER, new TradeOrigQualStr());
addToUpdatersList(updaters, MamdaTradeFields.ORIG_SALE_CONDITION, new TradeOrigQualNativeStr());
addToUpdatersList(updaters, MamdaTradeFields.ORIG_SELLERS_SALE_DAYS, new TradeOrigSellersSaleDays());
addToUpdatersList(updaters, MamdaTradeFields.ORIG_STOP_STOCK_IND, new TradeOrigStopStockInd());
addToUpdatersList(updaters, MamdaTradeFields.CORR_PART_ID, new TradeCorrPartId());
addToUpdatersList(updaters, MamdaTradeFields.CORR_PRICE, new TradeCorrPrice());
addToUpdatersList(updaters, MamdaTradeFields.CORR_SIZE, new TradeCorrVolume());
addToUpdatersList(updaters, MamdaTradeFields.CORR_TRADE_QUALIFIER, new TradeCorrQualStr());
addToUpdatersList(updaters, MamdaTradeFields.CORR_SALE_CONDITION, new TradeCorrQualNativeStr());
addToUpdatersList(updaters, MamdaTradeFields.CORR_SELLERS_SALE_DAYS, new TradeCorrSellersSaleDays());
addToUpdatersList(updaters, MamdaTradeFields.CORR_STOP_STOCK_IND, new TradeCorrStopStockInd());
addToUpdatersList(updaters, MamdaTradeFields.CORR_TIME, new TradeCorrTime());
addToUpdatersList(updaters, MamdaTradeFields.CANCEL_TIME, new TradeCancelTime());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_COUNT, new TradeCount());
addToUpdatersList(updaters, MamdaTradeFields.CONFLATE_COUNT, new TradeConflateCount());
addToUpdatersList(updaters, MamdaTradeFields.TRADE_UNITS, new TradeUnits());
addToUpdatersList(updaters, MamdaTradeFields.HIGH_SEQNUM, new TradeHighSeqNum());
addToUpdatersList(updaters, MamdaTradeFields.LOW_SEQNUM, new TradeLowSeqNum());
addToUpdatersList(updaters, MamdaTradeFields.LAST_SEQNUM, new TradeLastSeqNum());
addToUpdatersList(updaters, MamdaTradeFields.TOTAL_VOLUME_SEQNUM, new TradeTotalVolumeSeqNum());
addToUpdatersList(updaters, MamdaTradeFields.CURRENCY_CODE, new TradeCurrencyCode());
addToUpdatersList(updaters, MamdaTradeFields.BLOCK_COUNT, new TradeBlockCount());
addToUpdatersList(updaters, MamdaTradeFields.BLOCK_VOLUME, new TradeBlockVolume());
addToUpdatersList(updaters, MamdaTradeFields.PREV_CLOSE_DATE, new TradePrevCloseDate());
addToUpdatersList(updaters, MamdaTradeFields.ADJ_PREV_CLOSE, new TradeAdjPrevClose());
addToUpdatersList(updaters, MamdaTradeFields.IRREG_PRICE, new TradeIrregPrice());
addToUpdatersList(updaters, MamdaTradeFields.IRREG_SIZE, new TradeIrregVolume());
addToUpdatersList(updaters, MamdaTradeFields.IRREG_PART_ID, new TradeIrregPartId());
addToUpdatersList(updaters, MamdaTradeFields.IRREG_TIME, new TradeIrregTime());
addToUpdatersList(updaters, MamdaTradeFields.UPDATE_AS_TRADE, new TradeUpdateAsTrade());
return updaters;
}
private static void addToUpdatersList(
TradeUpdate[] updaters,
MamaFieldDescriptor fieldDesc,
TradeUpdate updater)
{
if (fieldDesc == null) return;
int fieldId = fieldDesc.getFid();
if (fieldId <= mMaxFid)
{
updaters[fieldId] = updater;
}
}
#endregion Updaters
private class FieldIterator : MamaMsgFieldIterator
{
private MamdaTradeListener mListener;
public FieldIterator(MamdaTradeListener listener)
{
mListener = listener;
}
public void onField(
MamaMsg msg,
MamaMsgField field,
Object closure)
{
try
{
int fieldId = field.getFid();
if (fieldId <= mMaxFid)
{
TradeUpdate updater = MamdaTradeListener.mUpdaters[fieldId];
if (updater != null)
{
updater.onUpdate(mListener, field);
}
}
}
catch (Exception ex)
{
throw new MamdaDataException(ex.Message, ex);
}
}
}
#endregion Implementation helpers
#region MamaTradeCache
internal class MamdaTradeCache
{
// The following fields are used for caching the offical last
// price and related fields. These fields can be used by
// applications for reference and will be passed for recaps.
public string mSymbol = null;
public string mIssueSymbol = null;
public string mPartId = null;
public DateTime mSrcTime = DateTime.MinValue;
public DateTime mActTime = DateTime.MinValue;
public DateTime mLineTime = DateTime.MinValue;
public DateTime mSendTime = DateTime.MinValue;
public string mPubId = null;
public bool mIsIrregular = false;
public bool mWasIrregular = false;
public MamaPrice mLastPrice = null;
public double mLastVolume = 0;
public string mLastPartId = null;
public string mTradeId = null;
public string mOrigTradeId = null;
public string mCorrTradeId = null;
public DateTime mLastTime = DateTime.MinValue;
public DateTime mTradeDate = DateTime.MinValue;
public MamaPrice mIrregPrice = null;
public double mIrregVolume = 0;
public string mIrregPartId = null;
public DateTime mIrregTime = DateTime.MinValue;
public double mAccVolume = 0;
public double mOffExAccVolume = 0;
public double mOnExAccVolume = 0;
public string mTradeDirection = null;
public MamdaTradeSide mTmpSide = new MamdaTradeSide();
public string mSide = null;
public MamaPrice mNetChange = null;
public double mPctChange = 0.0;
public MamaPrice mOpenPrice = null;
public MamaPrice mHighPrice = null;
public MamaPrice mLowPrice = null;
public MamaPrice mClosePrice = null;
public MamaPrice mPrevClosePrice = null;
public DateTime mPrevCloseDate = DateTime.MinValue;
public MamaPrice mAdjPrevClose = null;
public long mTradeCount = 0;
public double mBlockVolume = 0;
public long mBlockCount = 0;
public double mVwap = 0.0;
public double mOffExVwap = 0.0;
public double mOnExVwap = 0.0;
public double mTotalValue = 0.0;
public double mOffExTotalValue = 0.0;
public double mOnExTotalValue = 0.0;
public double mStdDev = 0.0;
public double mStdDevSum = 0.0;
public double mStdDevSumSquares = 0.0;
public long mOrderId = 0;
public MamaPrice mSettlePrice = null;
public DateTime mSettleDate = DateTime.MinValue;
public char mShortSaleCircuitBreaker;
public char mOrigShortSaleCircuitBreaker;
public char mCorrShortSaleCircuitBreaker;
public long mConflateCount = 1;
// The following fields are used for caching the last reported
// trade, which might have been out of order. The reason for
// caching these values is to allow a configuration that passes
// the minimum amount of data (unchanged fields not sent).
public long mEventSeqNum = 0;
public DateTime mEventTime = DateTime.MinValue;
public MamaPrice mTradePrice = null;
public double mTradeVolume = 0;
public string mTradePartId = null;
public string mTradeQualStr = null;
public string mTradeQualNativeStr = null;
public long mSellersSaleDays = 0;
public char mStopStockInd = '\0';
public string mTradeExecVenue = null;
public MamaPrice mOffExTradePrice = null;
public MamaPrice mOnExTradePrice = null;
// Additional fields for cancels/error/corrections:
public bool mIsCancel = false;
public long mOrigSeqNum = 0;
public MamaPrice mOrigPrice = null;
public double mOrigVolume = 0;
public string mOrigPartId = null;
public string mOrigQualStr = null;
public string mOrigQualNativeStr = null;
public long mOrigSellersSaleDays = 0;
public char mOrigStopStockInd = '\0';
public MamaPrice mCorrPrice = null;
public double mCorrVolume = 0;
public string mCorrPartId = null;
public string mCorrQualStr = null;
public string mCorrQualNativeStr = null;
public long mCorrSellersSaleDays = 0;
public char mCorrStopStockInd = '\0';
public DateTime mCorrTime = DateTime.MinValue;
public DateTime mCancelTime = DateTime.MinValue;
public string mTradeUnits = null;
public long mLastSeqNum = 0;
public long mHighSeqNum = 0;
public long mLowSeqNum = 0;
public long mTotalVolumeSeqNum = 0;
public string mCurrencyCode = null;
public string mTradeCondStr = null;
public string mOrigCondStr = null;
public string mCorrCondStr = null;
public bool mGotPartId = false;
public bool mLastGenericMsgWasTrade = false;
public bool mGotTradeTime = false;
public bool mGotTradePrice = false;
public bool mGotTradeSize = false;
public bool mGotTradeCount = false;
public bool mGotIssueSymbol = false;
//Field State
public MamdaFieldState mSymbolFieldState = new MamdaFieldState();
public MamdaFieldState mIssueSymbolFieldState = new MamdaFieldState();
public MamdaFieldState mPartIdFieldState = new MamdaFieldState();
public MamdaFieldState mSrcTimeFieldState = new MamdaFieldState();
public MamdaFieldState mActTimeFieldState = new MamdaFieldState();
public MamdaFieldState mLineTimeFieldState = new MamdaFieldState();
public MamdaFieldState mSendTimeFieldState = new MamdaFieldState();
public MamdaFieldState mPubIdFieldState = new MamdaFieldState();
public MamdaFieldState mIsIrregularFieldState = new MamdaFieldState();
public MamdaFieldState mLastPriceFieldState = new MamdaFieldState();
public MamdaFieldState mLastVolumeFieldState = new MamdaFieldState();
public MamdaFieldState mLastPartIdFieldState = new MamdaFieldState();
public MamdaFieldState mTradeIdFieldState = new MamdaFieldState();
public MamdaFieldState mOrigTradeIdFieldState = new MamdaFieldState();
public MamdaFieldState mCorrTradeIdFieldState = new MamdaFieldState();
public MamdaFieldState mLastTimeFieldState = new MamdaFieldState();
public MamdaFieldState mTradeDateFieldState = new MamdaFieldState();
public MamdaFieldState mIrregPriceFieldState = new MamdaFieldState();
public MamdaFieldState mIrregVolumeFieldState = new MamdaFieldState();
public MamdaFieldState mIrregPartIdFieldState = new MamdaFieldState();
public MamdaFieldState mIrregTimeFieldState = new MamdaFieldState();
public MamdaFieldState mAccVolumeFieldState = new MamdaFieldState();
public MamdaFieldState mOffExAccVolumeFieldState = new MamdaFieldState();
public MamdaFieldState mOnExAccVolumeFieldState = new MamdaFieldState();
public MamdaFieldState mTradeDirectionFieldState = new MamdaFieldState();
public MamdaFieldState mSideFieldState = new MamdaFieldState();
public MamdaFieldState mNetChangeFieldState = new MamdaFieldState();
public MamdaFieldState mPctChangeFieldState = new MamdaFieldState();
public MamdaFieldState mOpenPriceFieldState = new MamdaFieldState();
public MamdaFieldState mHighPriceFieldState = new MamdaFieldState();
public MamdaFieldState mLowPriceFieldState = new MamdaFieldState();
public MamdaFieldState mClosePriceFieldState = new MamdaFieldState();
public MamdaFieldState mPrevClosePriceFieldState = new MamdaFieldState();
public MamdaFieldState mPrevCloseDateFieldState = new MamdaFieldState();
public MamdaFieldState mAdjPrevCloseFieldState = new MamdaFieldState();
public MamdaFieldState mTradeCountFieldState = new MamdaFieldState();
public MamdaFieldState mBlockVolumeFieldState = new MamdaFieldState();
public MamdaFieldState mBlockCountFieldState = new MamdaFieldState();
public MamdaFieldState mVwapFieldState = new MamdaFieldState();
public MamdaFieldState mOffExVwapFieldState = new MamdaFieldState();
public MamdaFieldState mOnExVwapFieldState = new MamdaFieldState();
public MamdaFieldState mTotalValueFieldState = new MamdaFieldState();
public MamdaFieldState mOffExTotalValueFieldState = new MamdaFieldState();
public MamdaFieldState mOnExTotalValueFieldState = new MamdaFieldState();
public MamdaFieldState mStdDevFieldState = new MamdaFieldState();
public MamdaFieldState mStdDevSumFieldState = new MamdaFieldState();
public MamdaFieldState mStdDevSumSquaresFieldState = new MamdaFieldState();
public MamdaFieldState mOrderIdFieldState = new MamdaFieldState();
public MamdaFieldState mSettlePriceFieldState = new MamdaFieldState();
public MamdaFieldState mSettleDateFieldState = new MamdaFieldState();
public MamdaFieldState mShortSaleCircuitBreakerFieldState = new MamdaFieldState();
public MamdaFieldState mOrigShortSaleCircuitBreakerFieldState = new MamdaFieldState();
public MamdaFieldState mCorrShortSaleCircuitBreakerFieldState = new MamdaFieldState();
public MamdaFieldState mEventSeqNumFieldState = new MamdaFieldState();
public MamdaFieldState mEventTimeFieldState = new MamdaFieldState();
public MamdaFieldState mTradePriceFieldState = new MamdaFieldState();
public MamdaFieldState mTradeVolumeFieldState = new MamdaFieldState();
public MamdaFieldState mTradePartIdFieldState = new MamdaFieldState();
public MamdaFieldState mTradeQualStrFieldState = new MamdaFieldState();
public MamdaFieldState mTradeQualNativeStrFieldState = new MamdaFieldState();
public MamdaFieldState mSellersSaleDaysFieldState = new MamdaFieldState();
public MamdaFieldState mStopStockIndFieldState = new MamdaFieldState();
public MamdaFieldState mTradeExecVenueFieldState = new MamdaFieldState();
public MamdaFieldState mOffExTradePriceFieldState = new MamdaFieldState();
public MamdaFieldState mOnExTradePriceFieldState = new MamdaFieldState();
public MamdaFieldState mOrigSeqNumFieldState = new MamdaFieldState();
public MamdaFieldState mOrigPriceFieldState = new MamdaFieldState();
public MamdaFieldState mOrigVolumeFieldState = new MamdaFieldState();
public MamdaFieldState mOrigPartIdFieldState = new MamdaFieldState();
public MamdaFieldState mOrigQualStrFieldState = new MamdaFieldState();
public MamdaFieldState mOrigQualNativeStrFieldState = new MamdaFieldState();
public MamdaFieldState mOrigSellersSaleDaysFieldState = new MamdaFieldState();
public MamdaFieldState mOrigStopStockIndFieldState = new MamdaFieldState();
public MamdaFieldState mCorrPriceFieldState = new MamdaFieldState();
public MamdaFieldState mCorrVolumeFieldState = new MamdaFieldState();
public MamdaFieldState mCorrPartIdFieldState = new MamdaFieldState();
public MamdaFieldState mCorrQualStrFieldState = new MamdaFieldState();
public MamdaFieldState mCorrQualNativeStrFieldState = new MamdaFieldState();
public MamdaFieldState mCorrSellersSaleDaysFieldState = new MamdaFieldState();
public MamdaFieldState mCorrStopStockIndFieldState = new MamdaFieldState();
public MamdaFieldState mCorrTimeFieldState = new MamdaFieldState();
public MamdaFieldState mCancelTimeFieldState = new MamdaFieldState();
public MamdaFieldState mTradeCondStrFieldState = new MamdaFieldState();
public MamdaFieldState mOrigCondStrFieldState = new MamdaFieldState();
public MamdaFieldState mCorrCondStrFieldState = new MamdaFieldState();
public MamdaFieldState mTradeUnitsFieldState = new MamdaFieldState();
public MamdaFieldState mLastSeqNumFieldState = new MamdaFieldState();
public MamdaFieldState mHighSeqNumFieldState = new MamdaFieldState();
public MamdaFieldState mLowSeqNumFieldState = new MamdaFieldState();
public MamdaFieldState mTotalVolumeSeqNumFieldState = new MamdaFieldState();
public MamdaFieldState mCurrencyCodeFieldState = new MamdaFieldState();
public MamdaFieldState mConflateCountFieldState = new MamdaFieldState();
}
#endregion MamaTradeCache
#region State
// We only need a single instance for use accross all Listener instances.
// Each updater instance maintains no state.
internal static TradeUpdate[] mUpdaters = null;
private static object mUpdatersGuard = new object();
private static int mMaxFid = 0;
private bool mIgnoreUpdate = false;
private readonly ArrayList mHandlers = new ArrayList();
// Used for all field iteration processing
private FieldIterator mFieldIterator = null;
// Whether we should try to identify updates as trades.
// This is true by default. Any feed wishing to not have updates processed
// as trades will send a flag in the initial indicating the fact.
private static bool mProcessUpdateAsTrade = true;
// The following fields are used for caching the offical last
// price and related fields. These fields can be used by
// applications for reference and will be passed for recaps.
internal readonly MamdaTradeCache mTradeCache = new MamdaTradeCache();
// Additional fields for gaps:
private long mGapBegin = 0;
private long mGapEnd = 0;
private MamdaFieldState mGapBeginFieldState = new MamdaFieldState();
private MamdaFieldState mGapEndFieldState = new MamdaFieldState();
// Fields for closing reports:
internal NullableBool mIsIndicative = new NullableBool();
internal NullableLong mTmpTradeCount = new NullableLong();
private MamdaFieldState mIsIndicativeFieldState = new MamdaFieldState();
#endregion State
#endregion Implementation details
}
}
Updated on 2023-03-31 at 15:30:19 +0100