| Name |
|---|
| com::wombat::mamda |
| Name | |
|---|---|
| class | com::wombat::mamda::MamdaQuoteListener |
/* $Id$
*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2012 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
*/
package com.wombat.mamda;
import com.wombat.mama.*;
import java.util.Iterator;
import java.util.LinkedList;
import java.util.logging.*;
import java.io.*;
public class MamdaQuoteListener implements MamdaMsgListener,
MamdaQuoteRecap,
MamdaQuoteUpdate,
MamdaQuoteGap,
MamdaQuoteClosing
{
private static Logger mLogger =
Logger.getLogger("com.wombat.mamda.MamdaQuoteListener");
// A single static instance for all Listener instances
// will be sudfficient as each updater will take a reference to the cache
// as an argument.
private static QuoteUpdate mUpdaters [] = null;
private static boolean mUpdatersComplete = false;
private static Object mUpdatersLock = new Object ();
private final LinkedList mHandlers = new LinkedList();
protected final MamdaQuoteCache mQuoteCache =
new MamdaQuoteCache ();
private MamaMsgField tmpField = new MamaMsgField();
private boolean mIgnoreUpdate = false;
// 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.
private class MamdaQuoteCache
{
public MamaString mSymbol = new MamaString();
public MamaString mIssueSymbol = new MamaString();
public MamaString mPartId = new MamaString();
public MamaDateTime mSrcTime = new MamaDateTime ();
public MamaDateTime mActTime = new MamaDateTime ();
public MamaDateTime mLineTime = new MamaDateTime ();
public MamaDateTime mSendTime = new MamaDateTime ();
public MamaString mPubId = new MamaString();
public MamaPrice mBidPrice = new MamaPrice();
public MamaDouble mBidSize = new MamaDouble();
public MamaDouble mBidDepth = new MamaDouble();
public MamaString mBidPartId = new MamaString();
public MamaPrice mBidClosePrice = new MamaPrice();
public MamaDateTime mBidCloseDate = new MamaDateTime ();
public MamaPrice mBidPrevClosePrice = new MamaPrice();
public MamaDateTime mBidPrevCloseDate = new MamaDateTime ();
public MamaPrice mBidHigh = new MamaPrice();
public MamaPrice mBidLow = new MamaPrice();
public MamaPrice mAskPrice = new MamaPrice();
public MamaDouble mAskSize = new MamaDouble();
public MamaDouble mAskDepth = new MamaDouble();
public MamaString mAskPartId = new MamaString();
public MamaPrice mAskClosePrice = new MamaPrice();
public MamaDateTime mAskCloseDate = new MamaDateTime ();
public MamaPrice mAskPrevClosePrice = new MamaPrice();
public MamaDateTime mAskPrevCloseDate = new MamaDateTime ();
public MamaPrice mAskHigh = new MamaPrice();
public MamaPrice mAskLow = new MamaPrice();
public MamaPrice mMidPrice = new MamaPrice();
public MamaLong mEventSeqNum = new MamaLong();
public MamaDateTime mEventDate = new MamaDateTime ();
public MamaDateTime mEventTime = new MamaDateTime ();
public MamaString mQuoteQualStr = new MamaString();
public MamaString mQuoteQualNative = new MamaString();
public MamaChar mShortSaleBidTick = new MamaChar();
public MamaChar mShortSaleCircuitBreaker = new MamaChar();
private MamaDateTime mAskTime = new MamaDateTime ();
private MamaDateTime mBidTime = new MamaDateTime ();
private MamaString mAskIndicator = new MamaString();
private MamaString mBidIndicator = new MamaString();
private MamaLong mAskUpdateCount = new MamaLong();
private MamaLong mBidUpdateCount = new MamaLong();
private MamaDouble mAskYield = new MamaDouble();
private MamaDouble mBidYield = new MamaDouble();
private MamaString mBidSizesList = new MamaString();
private MamaString mAskSizesList = new MamaString();
public MamaLong mTmpQuoteCount = new MamaLong();
public long mQuoteCount = 0;
public boolean mGotBidPrice = false;
public boolean mGotAskPrice = false;
public boolean mGotBidSize = false;
public boolean mGotAskSize = false;
public boolean mGotBidDepth = false;
public boolean mGotAskDepth = false;
public boolean mGotPartId = false;
public boolean mGotBidPartId = false;
public boolean mGotAskPartId = false;
public boolean mGotQuoteCount = false;
public boolean mGotIssueSymbol = false;
public MamaLong mConflateCount = new MamaLong();
// temp fields
private MamaDouble tmpDouble = new MamaDouble();
private MamaPrice tmpPrice = new MamaPrice();
private MamaString tmpString = new MamaString();
/* FieldState Accessors */
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 mBidPriceFieldState = new MamdaFieldState();
public MamdaFieldState mBidSizeFieldState = new MamdaFieldState();
public MamdaFieldState mBidDepthFieldState = new MamdaFieldState();
public MamdaFieldState mBidPartIdFieldState = new MamdaFieldState();
public MamdaFieldState mBidClosePriceFieldState = new MamdaFieldState();
public MamdaFieldState mBidCloseDateFieldState = new MamdaFieldState();
public MamdaFieldState mBidPrevClosePriceFieldState = new MamdaFieldState();
public MamdaFieldState mBidPrevCloseDateFieldState = new MamdaFieldState();
public MamdaFieldState mBidHighFieldState = new MamdaFieldState();
public MamdaFieldState mBidLowFieldState = new MamdaFieldState();
public MamdaFieldState mAskPriceFieldState = new MamdaFieldState();
public MamdaFieldState mAskSizeFieldState = new MamdaFieldState();
public MamdaFieldState mAskDepthFieldState = new MamdaFieldState();
public MamdaFieldState mAskPartIdFieldState = new MamdaFieldState();
public MamdaFieldState mAskClosePriceFieldState = new MamdaFieldState();
public MamdaFieldState mAskCloseDateFieldState = new MamdaFieldState();
public MamdaFieldState mAskPrevClosePriceFieldState = new MamdaFieldState();
public MamdaFieldState mAskPrevCloseDateFieldState = new MamdaFieldState();
public MamdaFieldState mAskHighFieldState = new MamdaFieldState();
public MamdaFieldState mAskLowFieldState = new MamdaFieldState();
public MamdaFieldState mMidPriceFieldState = new MamdaFieldState();
public MamdaFieldState mEventSeqNumFieldState = new MamdaFieldState();
public MamdaFieldState mEventDateFieldState = new MamdaFieldState();
public MamdaFieldState mEventTimeFieldState = new MamdaFieldState();
public MamdaFieldState mQuoteQualStrFieldState = new MamdaFieldState();
public MamdaFieldState mQuoteQualNativeFieldState = new MamdaFieldState();
public MamdaFieldState mShortSaleBidTickFieldState = new MamdaFieldState();
public MamdaFieldState mShortSaleCircuitBreakerFieldState = new MamdaFieldState();
private MamdaFieldState mAskTimeFieldState = new MamdaFieldState();
private MamdaFieldState mBidTimeFieldState = new MamdaFieldState();
private MamdaFieldState mAskIndicatorFieldState = new MamdaFieldState();
private MamdaFieldState mBidIndicatorFieldState = new MamdaFieldState();
private MamdaFieldState mAskUpdateCountFieldState = new MamdaFieldState();
private MamdaFieldState mBidUpdateCountFieldState = new MamdaFieldState();
private MamdaFieldState mAskYieldFieldState = new MamdaFieldState();
private MamdaFieldState mBidYieldFieldState = new MamdaFieldState();
public MamdaFieldState mTmpQuoteCountFieldState = new MamdaFieldState();
public MamdaFieldState mQuoteCountFieldState = new MamdaFieldState();
public MamdaFieldState mConflateCountFieldState = new MamdaFieldState();
public MamdaFieldState mBidSizesListFieldState = new MamdaFieldState();
public MamdaFieldState mAskSizesListFieldState = new MamdaFieldState();
}
// Additional fields for gaps:
private long mGapBegin = 0;
private long mGapEnd = 0;
public MamdaFieldState mGapBeginFieldState = new MamdaFieldState();
public MamdaFieldState mGapEndFieldState = new MamdaFieldState();
// true if an generic update is infact a quote
private boolean mLastGenericMsgWasQuote = false;
public MamdaQuoteListener ()
{
//Initialize the cache
clearCache (mQuoteCache);
}
public void clearCache (MamdaQuoteCache cache)
{
cache.mSymbol.setValue (null);
cache.mIssueSymbol.setValue (null);
cache.mPartId.setValue (null);
cache.mSrcTime.clear ();
cache.mActTime.clear ();
cache.mLineTime.clear ();
cache.mSendTime.clear ();
cache.mPubId.setValue (null);
cache.mBidPrice.clear ();
cache.mBidSize.setValue (0);
cache.mBidDepth.setValue (0);
cache.mBidPartId.setValue (null);
cache.mBidClosePrice.clear ();
cache.mBidCloseDate.clear ();
cache.mBidPrevClosePrice.clear ();
cache.mBidPrevCloseDate.clear ();
cache.mBidHigh.clear ();
cache.mBidLow.clear ();
cache.mAskPrice.clear ();
cache.mAskSize.setValue (0);
cache.mAskDepth.setValue (0);
cache.mAskPartId.setValue (null);
cache.mAskClosePrice.clear ();
cache.mAskCloseDate.clear ();
cache.mAskPrevClosePrice.clear ();
cache.mAskPrevCloseDate.clear ();
cache.mAskHigh.clear ();
cache.mAskLow.clear ();
cache.mMidPrice.clear ();
cache.mEventSeqNum.setValue (0);
cache.mEventDate.clear ();
cache.mEventTime.clear ();
cache.mQuoteQualStr.setValue (null);
cache.mQuoteQualNative.setValue (null);
cache.mShortSaleBidTick.setValue('Z');
cache.mShortSaleCircuitBreaker.setValue(' ');
cache.mAskTime.clear ();
cache.mBidTime.clear ();
cache.mAskIndicator.setValue (null);
cache.mBidIndicator.setValue (null);
cache.mAskUpdateCount.setValue (0);
cache.mBidUpdateCount.setValue (0);
cache.mAskYield.setValue (0);
cache.mBidYield.setValue (0);
cache.mAskSizesList.setValue (null);
cache.mBidSizesList.setValue (null);
cache.mTmpQuoteCount.setValue (0);
cache.mQuoteCount = 0;
cache.mGotBidPrice = false;
cache.mGotAskPrice = false;
cache.mGotBidSize = false;
cache.mGotAskSize = false;
cache.mGotBidDepth = false;
cache.mGotAskDepth = false;
cache.mGotPartId = false;
cache.mGotBidPartId = false;
cache.mGotAskPartId = false;
cache.mGotQuoteCount = false;
cache.mConflateCount.setValue (0);
cache.mSymbolFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mIssueSymbolFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mPartIdFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mSrcTimeFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mActTimeFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mLineTimeFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mSendTimeFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mPubIdFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidPriceFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidSizeFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidDepthFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidPartIdFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidClosePriceFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidCloseDateFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidPrevClosePriceFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidPrevCloseDateFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidHighFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidLowFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskPriceFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskSizeFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskDepthFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskPartIdFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskClosePriceFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskCloseDateFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskPrevClosePriceFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskPrevCloseDateFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskHighFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskLowFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mMidPriceFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mEventSeqNumFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mEventDateFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mEventTimeFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mQuoteQualStrFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mQuoteQualNativeFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mShortSaleBidTickFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mShortSaleCircuitBreakerFieldState.setState(MamdaFieldState.NOT_INITIALISED);
cache.mAskTimeFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidTimeFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskIndicatorFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidIndicatorFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskUpdateCountFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidUpdateCountFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskYieldFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidYieldFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mTmpQuoteCountFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mQuoteCountFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mConflateCountFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mAskSizesListFieldState.setState (MamdaFieldState.NOT_INITIALISED);
cache.mBidSizesListFieldState.setState (MamdaFieldState.NOT_INITIALISED);
}
public void addHandler (MamdaQuoteHandler handler)
{
mHandlers.addLast(handler);
}
public String getSymbol()
{
return mQuoteCache.mSymbol.getValue();
}
public String getPartId()
{
return mQuoteCache.mPartId.getValue();
}
public MamaDateTime getSrcTime()
{
return mQuoteCache.mSrcTime;
}
public MamaDateTime getActivityTime()
{
return mQuoteCache.mActTime;
}
public MamaDateTime getLineTime()
{
return mQuoteCache.mLineTime;
}
public MamaDateTime getSendTime()
{
return mQuoteCache.mSendTime;
}
public String getPubId()
{
return mQuoteCache.mPubId.getValue();
}
public MamaPrice getBidPrice()
{
return mQuoteCache.mBidPrice;
}
public double getBidSize()
{
return mQuoteCache.mBidSize.getValue();
}
public String getBidPartId()
{
return mQuoteCache.mBidPartId.getValue();
}
public MamaPrice getBidClosePrice()
{
return mQuoteCache.mBidClosePrice;
}
public MamaDateTime getBidCloseDate()
{
return mQuoteCache.mBidCloseDate;
}
public MamaPrice getBidPrevClosePrice()
{
return mQuoteCache.mBidPrevClosePrice;
}
public MamaDateTime getBidPrevCloseDate()
{
return mQuoteCache.mBidPrevCloseDate;
}
public MamaPrice getBidHigh()
{
return mQuoteCache.mBidHigh;
}
public MamaPrice getBidLow()
{
return mQuoteCache.mBidLow;
}
public MamaPrice getAskPrice()
{
return mQuoteCache.mAskPrice;
}
public double getAskSize()
{
return mQuoteCache.mAskSize.getValue();
}
public String getAskPartId()
{
return mQuoteCache.mAskPartId.getValue();
}
public double getAskDepth()
{
return mQuoteCache.mAskDepth.getValue();
}
public double getBidDepth()
{
return mQuoteCache.mBidDepth.getValue();
}
public MamaPrice getAskClosePrice()
{
return mQuoteCache.mAskClosePrice;
}
public MamaDateTime getAskCloseDate()
{
return mQuoteCache.mAskCloseDate;
}
public MamaPrice getAskPrevClosePrice()
{
return mQuoteCache.mAskPrevClosePrice;
}
public MamaDateTime getAskPrevCloseDate()
{
return mQuoteCache.mAskPrevCloseDate;
}
public MamaPrice getAskHigh()
{
return mQuoteCache.mAskHigh;
}
public MamaPrice getAskLow()
{
return mQuoteCache.mAskLow;
}
public MamaPrice getQuoteMidPrice()
{
if ((mQuoteCache.mBidPrice.getValue() > 0.0) &&
(mQuoteCache.mAskPrice.getValue() > 0.0))
{
mQuoteCache.mMidPrice.setValue ((
mQuoteCache.mAskPrice.getValue() +
mQuoteCache.mBidPrice.getValue()) / 2.0);
}
else
{
mQuoteCache.mMidPrice.clear();
}
return mQuoteCache.mMidPrice;
}
public String getQuoteQual()
{
return mQuoteCache.mQuoteQualStr.getValue();
}
public String getQuoteQualNative()
{
return mQuoteCache.mQuoteQualNative.getValue();
}
public char getShortSaleBidTick ()
{
return mQuoteCache.mShortSaleBidTick.getValue();
}
public char getShortSaleCircuitBreaker()
{
return mQuoteCache.mShortSaleCircuitBreaker.getValue();
}
public MamaDateTime getAskTime()
{
return mQuoteCache.mAskTime;
}
public MamaDateTime getBidTime()
{
return mQuoteCache.mBidTime;
}
public String getAskIndicator()
{
return mQuoteCache.mAskIndicator.getValue();
}
public String getBidIndicator()
{
return mQuoteCache.mBidIndicator.getValue();
}
public long getAskUpdateCount()
{
return mQuoteCache.mAskUpdateCount.getValue();
}
public long getBidUpdateCount()
{
return mQuoteCache.mBidUpdateCount.getValue();
}
public double getAskYield()
{
return mQuoteCache.mAskYield.getValue();
}
public double getBidYield()
{
return mQuoteCache.mBidYield.getValue();
}
public long getQuoteCount()
{
return mQuoteCache.mQuoteCount;
}
public long getEventSeqNum()
{
return mQuoteCache.mEventSeqNum.getValue();
}
public MamaDateTime getEventDate()
{
return mQuoteCache.mEventDate;
}
public MamaDateTime getEventTime()
{
return mQuoteCache.mEventTime;
}
public String getAskSizesList()
{
return mQuoteCache.mBidSizesList.getValue();
}
public String getBidSizesList()
{
return mQuoteCache.mAskSizesList.getValue();
}
public MamaDateTime getEventDateTime()
{
MamaDateTime mEventDateTime = new MamaDateTime (mQuoteCache.mEventTime, mQuoteCache.mEventDate);
return mEventDateTime;
}
public MamaDateTime getQuoteDate()
{
MamaDateTime mEventDateTime = new MamaDateTime (mQuoteCache.mEventTime, mQuoteCache.mEventDate);
return mEventDateTime;
}
public long getBeginGapSeqNum()
{
return mGapBegin;
}
public long getEndGapSeqNum()
{
return mGapEnd;
}
/* FieldState Accessors */
public short getSymbolFieldState()
{
return mQuoteCache.mSymbolFieldState.getState();
}
public short getPartIdFieldState()
{
return mQuoteCache.mPartIdFieldState.getState();
}
public short getSrcTimeFieldState()
{
return mQuoteCache.mSrcTimeFieldState.getState();
}
public short getActivityTimeFieldState()
{
return mQuoteCache.mActTimeFieldState.getState();
}
public short getLineTimeFieldState()
{
return mQuoteCache.mLineTimeFieldState.getState();
}
public short getSendTimeFieldState()
{
return mQuoteCache.mSendTimeFieldState.getState();
}
public short getPubIdFieldState()
{
return mQuoteCache.mPubIdFieldState.getState();
}
public short getBidPriceFieldState()
{
return mQuoteCache.mBidPriceFieldState.getState();
}
public short getBidSizeFieldState()
{
return mQuoteCache.mBidSizeFieldState.getState();
}
public short getBidPartIdFieldState()
{
return mQuoteCache.mBidPartIdFieldState.getState();
}
public short getBidClosePriceFieldState()
{
return mQuoteCache.mBidClosePriceFieldState.getState();
}
public short getBidCloseDateFieldState()
{
return mQuoteCache.mBidCloseDateFieldState.getState();
}
public short getBidPrevClosePriceFieldState()
{
return mQuoteCache.mBidPrevClosePriceFieldState.getState();
}
public short getBidPrevCloseDateFieldState()
{
return mQuoteCache.mBidPrevCloseDateFieldState.getState();
}
public short getBidHighFieldState()
{
return mQuoteCache.mBidHighFieldState.getState();
}
public short getBidLowFieldState()
{
return mQuoteCache.mBidLowFieldState.getState();
}
public short getAskPriceFieldState()
{
return mQuoteCache.mAskPriceFieldState.getState();
}
public short getAskSizeFieldState()
{
return mQuoteCache.mAskSizeFieldState.getState();
}
public short getAskPartIdFieldState()
{
return mQuoteCache.mAskPartIdFieldState.getState();
}
public short getAskClosePriceFieldState()
{
return mQuoteCache.mAskClosePriceFieldState.getState();
}
public short getAskCloseDateFieldState()
{
return mQuoteCache.mAskCloseDateFieldState.getState();
}
public short getAskPrevClosePriceFieldState()
{
return mQuoteCache.mAskPrevClosePriceFieldState.getState();
}
public short getAskPrevCloseDateFieldState()
{
return mQuoteCache.mAskPrevCloseDateFieldState.getState();
}
public short getAskHighFieldState()
{
return mQuoteCache.mAskHighFieldState.getState();
}
public short getAskLowFieldState()
{
return mQuoteCache.mAskLowFieldState.getState();
}
public short getAskDepthFieldState()
{
return mQuoteCache.mAskDepthFieldState.getState();
}
public short getBidDepthFieldState()
{
return mQuoteCache.mBidDepthFieldState.getState();
}
public short getQuoteMidPriceFieldState()
{
return mQuoteCache.mMidPriceFieldState.getState();
}
public short getQuoteQualFieldState()
{
return mQuoteCache.mQuoteQualStrFieldState.getState();
}
public short getQuoteQualNativeFieldState()
{
return mQuoteCache.mQuoteQualNativeFieldState.getState();
}
public short getShortSaleBidTickFieldState()
{
return mQuoteCache.mShortSaleBidTickFieldState.getState();
}
public short getShortSaleCircuitBreakerFieldState()
{
return mQuoteCache.mShortSaleCircuitBreakerFieldState.getState();
}
public short getAskTimeFieldState()
{
return mQuoteCache.mAskTimeFieldState.getState();
}
public short getBidTimeFieldState()
{
return mQuoteCache.mBidTimeFieldState.getState();
}
public short getAskIndicatorFieldState()
{
return mQuoteCache.mAskIndicatorFieldState.getState();
}
public short getBidIndicatorFieldState()
{
return mQuoteCache.mBidIndicatorFieldState.getState();
}
public short getAskUpdateCountFieldState()
{
return mQuoteCache.mAskUpdateCountFieldState.getState();
}
public short getBidUpdateCountFieldState()
{
return mQuoteCache.mBidUpdateCountFieldState.getState();
}
public short getAskYieldFieldState()
{
return mQuoteCache.mAskYieldFieldState.getState();
}
public short getBidYieldFieldState()
{
return mQuoteCache.mBidYieldFieldState.getState();
}
public short getQuoteCountFieldState()
{
return mQuoteCache.mQuoteCountFieldState.getState();
}
public short getEventSeqNumFieldState()
{
return mQuoteCache.mEventSeqNumFieldState.getState();
}
public short getEventDateFieldState()
{
return mQuoteCache.mEventDateFieldState.getState();
}
public short getEventTimeFieldState()
{
return mQuoteCache.mEventTimeFieldState.getState();
}
public short getAskSizesListFieldState()
{
return mQuoteCache.mAskSizesListFieldState.getState();
}
public short getBidSizesListFieldState()
{
return mQuoteCache.mBidSizesListFieldState.getState();
}
public short getBeginGapSeqNumFieldState()
{
return mGapBeginFieldState.getState();
}
public short getEndGapSeqNumFieldState()
{
return mGapEndFieldState.getState();
}
/* End FieldState Accessors */
public void onMsg (MamdaSubscription subscription,
MamaMsg msg,
short msgType)
{
// Listeners may be created on multiple threads and we only
// want a single list of updaters.
if (!mUpdatersComplete)
{
synchronized (mUpdatersLock)
{
if (!MamdaQuoteFields.isSet())
{
mLogger.warning ("MamdaQuoteFields::setDictionary() has not been called.");
return;
}
if (!mUpdatersComplete)
{
createUpdaters ();
mUpdatersComplete = true;
}
}
}
// If msg is a quote-related message, invoke the
// appropriate callback:
switch (msgType)
{
case MamaMsgType.TYPE_INITIAL:
case MamaMsgType.TYPE_RECAP:
case MamaMsgType.TYPE_PREOPENING:
handleRecap (subscription, msg);
break;
case MamaMsgType.TYPE_QUOTE:
handleQuote (subscription, msg);
break;
case MamaMsgType.TYPE_TRADE:
case MamaMsgType.TYPE_UPDATE:
handleUpdate (subscription, msg);
break;
}
}
private void handleRecap (MamdaSubscription subscription,
MamaMsg msg)
{
updateFieldStates();
updateQuoteFields (msg);
checkQuoteCount (subscription, msg, false);
Iterator i = mHandlers.iterator();
while (i.hasNext())
{
MamdaQuoteHandler handler = (MamdaQuoteHandler) i.next();
handler.onQuoteRecap (subscription, this, msg, this);
}
}
private void handleQuote (MamdaSubscription subscription,
MamaMsg msg)
{
updateFieldStates();
updateQuoteFields (msg);
checkQuoteCount (subscription, msg, true);
if (mIgnoreUpdate)
{
mIgnoreUpdate = false;
return;
}
Iterator i = mHandlers.iterator();
while (i.hasNext())
{
MamdaQuoteHandler handler = (MamdaQuoteHandler) i.next();
handler.onQuoteUpdate (subscription, this, msg, this, this);
}
}
private void handleUpdate (MamdaSubscription subscription,
MamaMsg msg)
{
updateFieldStates();
updateQuoteFields (msg);
if (mLastGenericMsgWasQuote)
{
checkQuoteCount (subscription, msg, true);
if (mIgnoreUpdate)
{
mIgnoreUpdate = false;
return;
}
Iterator i = mHandlers.iterator();
while (i.hasNext())
{
MamdaQuoteHandler handler = (MamdaQuoteHandler) i.next();
handler.onQuoteUpdate (subscription, this, msg, this, this);
}
mLastGenericMsgWasQuote = false;
}
}
private void checkQuoteCount (MamdaSubscription subscription,
MamaMsg msg,
boolean checkForGap)
{
mIgnoreUpdate = false;
// Check number of quotes for gaps
long quoteCount = mQuoteCache.mTmpQuoteCount.getValue();
mQuoteCache.mConflateCount.setValue(1);
if (msg.tryU32 ("wConflateQuoteCount", 23, mQuoteCache.mConflateCount))
mQuoteCache.mConflateCountFieldState.setState(MamdaFieldState.MODIFIED);
if (checkForGap && mQuoteCache.mGotQuoteCount)
{
if ((mQuoteCache.mQuoteCount> 0) &&
(quoteCount > (mQuoteCache.mQuoteCount+mQuoteCache.mConflateCount.getValue())))
{
mGapBegin = mQuoteCache.mQuoteCount+mQuoteCache.mConflateCount.getValue();
mGapEnd = quoteCount-1;
mGapBeginFieldState.setState (MamdaFieldState.MODIFIED);
mGapEndFieldState.setState (MamdaFieldState.MODIFIED);
mQuoteCache.mQuoteCount=quoteCount;
mQuoteCache.mQuoteCountFieldState.setState (MamdaFieldState.MODIFIED);
Iterator i = mHandlers.iterator();
while (i.hasNext())
{
MamdaQuoteHandler handler = (MamdaQuoteHandler) i.next();
handler.onQuoteGap (subscription, this, msg, this, this);
}
}
}
/* Check for duplicates. Only check if quote count > 0 in case it isn't being sent down. */
if ( mQuoteCache.mGotQuoteCount &&
quoteCount > 0 &&
(quoteCount == mQuoteCache.mQuoteCount) )
{
mIgnoreUpdate = true;
}
mQuoteCache.mQuoteCount = quoteCount;
mQuoteCache.mQuoteCountFieldState.setState (MamdaFieldState.MODIFIED);
}
private static void createUpdaters ()
{
int i = 0;
if (mUpdaters == null)
{
mUpdaters = new QuoteUpdate [MamdaQuoteFields.getMaxFid() + 1];
}
if (MamdaCommonFields.SYMBOL != null)
mUpdaters[i++] = new MamdaQuoteSymbol ();
if (MamdaCommonFields.ISSUE_SYMBOL != null)
mUpdaters[i++] = new MamdaQuoteIssueSymbol ();
if (MamdaCommonFields.PART_ID != null)
mUpdaters[i++] = new MamdaQuotePartId ();
if (MamdaCommonFields.SRC_TIME != null)
mUpdaters[i++] = new MamdaQuoteSrcTime ();
if (MamdaCommonFields.ACTIVITY_TIME != null)
mUpdaters[i++] = new MamdaQuoteActivityTime ();
if (MamdaCommonFields.LINE_TIME != null)
mUpdaters[i++] = new MamdaQuoteLineTime ();
if (MamdaCommonFields.SEND_TIME != null)
mUpdaters[i++] = new MamdaQuoteSendTime ();
if (MamdaCommonFields.PUB_ID != null)
mUpdaters[i++] = new MamdaQuotePubId ();
if (MamdaQuoteFields.BID_PRICE != null)
mUpdaters[i++] = new MamdaQuoteBidPrice ();
if (MamdaQuoteFields.BID_SIZE != null)
mUpdaters[i++] = new MamdaQuoteBidSize ();
if (MamdaQuoteFields.BID_PART_ID != null)
mUpdaters[i++] = new MamdaQuoteBidPartId ();
if (MamdaQuoteFields.BID_DEPTH != null)
mUpdaters[i++] = new MamdaQuoteBidDepth ();
if (MamdaQuoteFields.BID_CLOSE_PRICE != null)
mUpdaters[i++] = new MamdaQuoteBidClosePrice ();
if (MamdaQuoteFields.BID_CLOSE_DATE != null)
mUpdaters[i++] = new MamdaQuoteBidCloseDate ();
if (MamdaQuoteFields.BID_PREV_CLOSE_PRICE != null)
mUpdaters[i++] = new MamdaQuoteBidPrevClosePrice ();
if (MamdaQuoteFields.BID_PREV_CLOSE_DATE != null)
mUpdaters[i++] = new MamdaQuoteBidPrevCloseDate ();
if (MamdaQuoteFields.BID_HIGH != null)
mUpdaters[i++] = new MamdaQuoteBidHigh ();
if (MamdaQuoteFields.BID_LOW != null)
mUpdaters[i++] = new MamdaQuoteBidLow ();
if (MamdaQuoteFields.ASK_PRICE != null)
mUpdaters[i++] = new MamdaQuoteAskPrice ();
if (MamdaQuoteFields.ASK_SIZE != null)
mUpdaters[i++] = new MamdaQuoteAskSize ();
if (MamdaQuoteFields.ASK_PART_ID != null)
mUpdaters[i++] = new MamdaQuoteAskPartId ();
if (MamdaQuoteFields.ASK_DEPTH != null)
mUpdaters[i++] = new MamdaQuoteAskDepth ();
if (MamdaQuoteFields.ASK_CLOSE_PRICE != null)
mUpdaters[i++] = new MamdaQuoteAskClosePrice ();
if (MamdaQuoteFields.ASK_CLOSE_DATE != null)
mUpdaters[i++] = new MamdaQuoteAskCloseDate ();
if (MamdaQuoteFields.ASK_PREV_CLOSE_PRICE != null)
mUpdaters[i++] = new MamdaQuoteAskPrevClosePrice ();
if (MamdaQuoteFields.ASK_PREV_CLOSE_DATE != null)
mUpdaters[i++] = new MamdaQuoteAskPrevCloseDate ();
if (MamdaQuoteFields.ASK_HIGH != null)
mUpdaters[i++] = new MamdaQuoteAskHigh ();
if (MamdaQuoteFields.ASK_LOW != null)
mUpdaters[i++] = new MamdaQuoteAskLow ();
if (MamdaQuoteFields.QUOTE_SEQ_NUM != null)
mUpdaters[i++] = new MamdaQuoteSeqNum ();
if (MamdaQuoteFields.QUOTE_DATE != null)
mUpdaters[i++] = new MamdaQuoteDate ();
if (MamdaQuoteFields.QUOTE_TIME != null)
mUpdaters[i++] = new MamdaQuoteTime ();
if (MamdaQuoteFields.QUOTE_QUAL != null)
mUpdaters[i++] = new MamdaQuoteQual ();
if (MamdaQuoteFields.QUOTE_QUAL_NATIVE != null)
mUpdaters[i++] = new MamdaQuoteQualNative ();
if (MamdaQuoteFields.QUOTE_COUNT != null)
mUpdaters[i++] = new MamdaQuoteCount ();
if (MamdaQuoteFields.SHORT_SALE_BID_TICK != null)
mUpdaters[i++] = new MamdaShortSaleBidTick ();
if (MamdaQuoteFields.SHORT_SALE_CIRCUIT_BREAKER != null)
mUpdaters[i++] = new MamdaShortSaleCircuitBreaker();
if (MamdaQuoteFields.BID_TICK != null)
mUpdaters[i++] = new MamdaBidTick ();
if (MamdaQuoteFields.ASK_TIME != null)
mUpdaters[i++] = new MamdaAskTime ();
if (MamdaQuoteFields.BID_TIME != null)
mUpdaters[i++] = new MamdaBidTime ();
if (MamdaQuoteFields.ASK_INDICATOR != null)
mUpdaters[i++] = new MamdaAskIndicator ();
if (MamdaQuoteFields.BID_INDICATOR != null)
mUpdaters[i++] = new MamdaBidIndicator ();
if (MamdaQuoteFields.ASK_UPDATE_COUNT != null)
mUpdaters[i++] = new MamdaAskUpdateCount ();
if (MamdaQuoteFields.BID_UPDATE_COUNT != null)
mUpdaters[i++] = new MamdaBidUpdateCount ();
if (MamdaQuoteFields.ASK_YIELD != null)
mUpdaters[i++] = new MamdaAskYield ();
if (MamdaQuoteFields.BID_YIELD != null)
mUpdaters[i++] = new MamdaBidYield ();
if (MamdaQuoteFields.ASK_SIZES_LIST != null)
mUpdaters[i++] = new MamdaAskSizesList ();
if (MamdaQuoteFields.BID_SIZES_LIST != null)
mUpdaters[i++] = new MamdaBidSizesList ();
}
private void getQuoteFields(MamaMsg msg)
{
int i =0;
while (mUpdaters[i] != null)
{
mUpdaters[i++].onUpdate(msg, MamdaQuoteListener.this);
}
}
private void updateFieldStates()
{
if (mQuoteCache.mSymbolFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mSymbolFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mIssueSymbolFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mIssueSymbolFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mPartIdFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mPartIdFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mSrcTimeFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mSrcTimeFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mActTimeFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mActTimeFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mLineTimeFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mLineTimeFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mSendTimeFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mSendTimeFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mPubIdFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mPubIdFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidPriceFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidPriceFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidSizeFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidSizeFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidDepthFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidDepthFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidPartIdFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidPartIdFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidClosePriceFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidClosePriceFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidCloseDateFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidCloseDateFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidPrevClosePriceFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidPrevClosePriceFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidPrevCloseDateFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidPrevCloseDateFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidHighFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidHighFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidLowFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidLowFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskPriceFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskPriceFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskSizeFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskSizeFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskDepthFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskDepthFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskPartIdFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskPartIdFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskClosePriceFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskClosePriceFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskCloseDateFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskCloseDateFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskPrevClosePriceFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskPrevClosePriceFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskPrevCloseDateFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskPrevCloseDateFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskHighFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskHighFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskLowFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskLowFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mMidPriceFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mMidPriceFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mEventSeqNumFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mEventSeqNumFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mEventDateFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mEventDateFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mEventTimeFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mEventTimeFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mQuoteQualStrFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mQuoteQualStrFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mQuoteQualNativeFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mQuoteQualNativeFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mShortSaleBidTickFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mShortSaleBidTickFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mShortSaleCircuitBreakerFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mShortSaleCircuitBreakerFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskTimeFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskTimeFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidTimeFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidTimeFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskIndicatorFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskIndicatorFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidIndicatorFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidIndicatorFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskUpdateCountFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskUpdateCountFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidUpdateCountFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidUpdateCountFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskYieldFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskYieldFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidYieldFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidYieldFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mTmpQuoteCountFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mTmpQuoteCountFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mQuoteCountFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mQuoteCountFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mConflateCountFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mConflateCountFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mQuoteCountFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mQuoteCountFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mAskSizesListFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mAskSizesListFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mQuoteCache.mBidSizesListFieldState.getState() == MamdaFieldState.MODIFIED)
mQuoteCache.mBidSizesListFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mGapBeginFieldState.getState() == MamdaFieldState.MODIFIED)
mGapBeginFieldState.setState(MamdaFieldState.NOT_MODIFIED);
if (mGapEndFieldState.getState() == MamdaFieldState.MODIFIED)
mGapEndFieldState.setState(MamdaFieldState.NOT_MODIFIED);
}
private void updateQuoteFields (MamaMsg msg )
{
mLastGenericMsgWasQuote = false;
mQuoteCache.mGotQuoteCount = false;
mQuoteCache.mGotIssueSymbol = false;
mQuoteCache.mGotBidPrice = false;
mQuoteCache.mGotAskPrice = false;
mQuoteCache.mGotBidSize = false;
mQuoteCache.mGotAskSize = false;
mQuoteCache.mGotBidDepth = false;
mQuoteCache.mGotAskDepth = false;
mQuoteCache.mGotPartId = false;
mQuoteCache.mGotBidPartId = false;
mQuoteCache.mGotAskPartId = false;
// Iterate over all of the fields in the message.
synchronized (this)
{
getQuoteFields(msg);
}
if (mQuoteCache.mGotIssueSymbol)
{
mQuoteCache.mSymbol.setValue(mQuoteCache.mIssueSymbol.getValue());
mQuoteCache.mSymbolFieldState.setState(MamdaFieldState.MODIFIED);
}
// Check certain special fields.
if (mQuoteCache.mGotBidSize || mQuoteCache.mGotAskSize ||
mQuoteCache.mGotBidDepth || mQuoteCache.mGotAskDepth ||
mQuoteCache.mGotBidPrice || mQuoteCache.mGotAskPrice ||
mQuoteCache.mGotBidPartId || mQuoteCache.mGotAskPartId)
{
mLastGenericMsgWasQuote = true;
}
if (mQuoteCache.mGotPartId == false && mQuoteCache.mSymbol.getValue() != null)
{
// No explicit part ID in message, but maybe in symbol.
int lastDot = mQuoteCache.mSymbol.getValue().indexOf (".");
if (lastDot != -1)
{
lastDot++;
if (lastDot < mQuoteCache.mSymbol.getValue().length ())
{
mQuoteCache.mPartId.setValue (mQuoteCache.mSymbol.getValue().substring (lastDot));
mQuoteCache.mPartIdFieldState.setState (MamdaFieldState.MODIFIED);
mQuoteCache.mGotPartId = true;
}
}
}
}
private interface QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener);
}
private static class MamdaQuoteSymbol implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (listener.mQuoteCache.mSymbol.getValue() == null)
{
msg.tryString (null, MamdaCommonFields.SYMBOL.getFid(), listener.mQuoteCache.mSymbol);
listener.mQuoteCache.mSymbolFieldState.setState (MamdaFieldState.MODIFIED);
}
}
}
private static class MamdaQuoteIssueSymbol implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryString (null, MamdaCommonFields.ISSUE_SYMBOL.getFid(), listener.mQuoteCache.mIssueSymbol))
{
listener.mQuoteCache.mGotIssueSymbol = true;
listener.mQuoteCache.mIssueSymbolFieldState.setState (MamdaFieldState.MODIFIED);
}
}
}
private static class MamdaQuotePartId implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryString (null, MamdaCommonFields.PART_ID.getFid(), listener.mQuoteCache.mPartId))
{
listener.mQuoteCache.mGotPartId = true;
listener.mQuoteCache.mPartIdFieldState.setState (MamdaFieldState.MODIFIED);
}
}
}
private static class MamdaQuoteBidPrice implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryPrice (null, MamdaQuoteFields.BID_PRICE.getFid(), listener.mQuoteCache.tmpPrice))
{
if (listener.mQuoteCache.tmpPrice.getValue() != listener.mQuoteCache.mBidPrice.getValue() ||
listener.mQuoteCache.mBidPriceFieldState.getState() == MamdaFieldState.NOT_INITIALISED)
{
listener.mQuoteCache.mBidPrice.setValue (listener.mQuoteCache.tmpPrice.getValue());
listener.mQuoteCache.mGotBidPrice = true;
listener.mQuoteCache.mBidPriceFieldState.setState (MamdaFieldState.MODIFIED);
}
}
}
}
private static class MamdaQuoteBidSize implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryF64 (null, MamdaQuoteFields.BID_SIZE.getFid(), listener.mQuoteCache.tmpDouble))
{
if (listener.mQuoteCache.tmpDouble.getValue() != listener.mQuoteCache.mBidSize.getValue())
{
listener.mQuoteCache.mBidSize.setValue (listener.mQuoteCache.tmpDouble.getValue());
listener.mQuoteCache.mGotBidSize = true;
listener.mQuoteCache.mBidSizeFieldState.setState (MamdaFieldState.MODIFIED);
}
}
}
}
private static class MamdaQuoteBidPartId implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryString (null, MamdaQuoteFields.BID_PART_ID.getFid(), listener.mQuoteCache.tmpString))
{
//1st Update
if (listener.mQuoteCache.mBidPartId.getValue() == null)
{
listener.mQuoteCache.mBidPartId.setValue (listener.mQuoteCache.tmpString.getValue());
listener.mQuoteCache.mGotBidPartId = true;
listener.mQuoteCache.mBidPartIdFieldState.setState (MamdaFieldState.MODIFIED);
}
else if (!listener.mQuoteCache.tmpString.getValue().equals(
listener.mQuoteCache.mBidPartId.getValue()))
{
listener.mQuoteCache.mBidPartId.setValue (listener.mQuoteCache.tmpString.getValue());
listener.mQuoteCache.mGotBidPartId = true;
listener.mQuoteCache.mBidPartIdFieldState.setState (MamdaFieldState.MODIFIED);
}
}
}
}
private static class MamdaQuoteBidDepth implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryF64 (null, MamdaQuoteFields.BID_DEPTH.getFid(), listener.mQuoteCache.tmpDouble))
{
if (listener.mQuoteCache.mBidDepth.getValue() != listener.mQuoteCache.tmpDouble.getValue())
{
listener.mQuoteCache.mBidDepth.setValue (listener.mQuoteCache.tmpDouble.getValue());
listener.mQuoteCache.mBidDepthFieldState.setState (MamdaFieldState.MODIFIED);
listener.mQuoteCache.mGotBidDepth = true;
}
}
}
}
private static class MamdaQuoteBidClosePrice implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryPrice (null, MamdaQuoteFields.BID_CLOSE_PRICE.getFid(), listener.mQuoteCache.mBidClosePrice))
listener.mQuoteCache.mBidClosePriceFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteBidCloseDate implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaQuoteFields.BID_CLOSE_DATE.getFid(), listener.mQuoteCache.mBidCloseDate))
listener.mQuoteCache.mBidCloseDateFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteBidPrevClosePrice implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryPrice (null, MamdaQuoteFields.BID_PREV_CLOSE_PRICE.getFid(), listener.mQuoteCache.mBidPrevClosePrice))
listener.mQuoteCache.mBidPrevClosePriceFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteBidPrevCloseDate implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaQuoteFields.BID_PREV_CLOSE_DATE.getFid(), listener.mQuoteCache.mBidPrevCloseDate))
listener.mQuoteCache.mBidPrevCloseDateFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteBidHigh implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryPrice (null, MamdaQuoteFields.BID_HIGH.getFid(), listener.mQuoteCache.mBidHigh))
listener.mQuoteCache.mBidHighFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteBidLow implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryPrice (null, MamdaQuoteFields.BID_LOW.getFid(), listener.mQuoteCache.mBidLow))
listener.mQuoteCache.mBidLowFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteAskPrice implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryPrice (null, MamdaQuoteFields.ASK_PRICE.getFid(), listener.mQuoteCache.tmpPrice))
{
if (listener.mQuoteCache.mAskPrice.getValue() != listener.mQuoteCache.tmpPrice.getValue())
{
listener.mQuoteCache.mAskPrice.setValue (listener.mQuoteCache.tmpPrice.getValue());
listener.mQuoteCache.mAskPriceFieldState.setState (MamdaFieldState.MODIFIED);
listener.mQuoteCache.mGotAskPrice = true;
}
}
}
}
private static class MamdaQuoteAskSize implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryF64 (null, MamdaQuoteFields.ASK_SIZE.getFid(), listener.mQuoteCache.tmpDouble))
{
if (listener.mQuoteCache.mAskSize.getValue() != listener.mQuoteCache.tmpDouble.getValue())
{
listener.mQuoteCache.mAskSize.setValue (listener.mQuoteCache.tmpDouble.getValue());
listener.mQuoteCache.mAskSizeFieldState.setState (MamdaFieldState.MODIFIED);
listener.mQuoteCache.mGotAskSize = true;
}
}
}
}
private static class MamdaQuoteAskPartId implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryString (null, MamdaQuoteFields.ASK_PART_ID.getFid(), listener.mQuoteCache.tmpString))
{
//1st Update
if (listener.mQuoteCache.mAskPartId.getValue() == null)
{
listener.mQuoteCache.mAskPartId.setValue (listener.mQuoteCache.tmpString.getValue());
listener.mQuoteCache.mGotAskPartId = true;
listener.mQuoteCache.mAskPartIdFieldState.setState (MamdaFieldState.MODIFIED);
}
else if (!listener.mQuoteCache.mAskPartId.getValue().equals(
listener.mQuoteCache.tmpString.getValue()))
{
listener.mQuoteCache.mAskPartId.setValue (listener.mQuoteCache.tmpString.getValue());
listener.mQuoteCache.mGotAskPartId = true;
listener.mQuoteCache.mAskPartIdFieldState.setState (MamdaFieldState.MODIFIED);
}
}
}
}
private static class MamdaQuoteAskDepth implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryF64 (null, MamdaQuoteFields.ASK_DEPTH.getFid(), listener.mQuoteCache.tmpDouble))
{
if (listener.mQuoteCache.mAskDepth.getValue() != listener.mQuoteCache.tmpDouble.getValue())
{
listener.mQuoteCache.mAskDepth.setValue (listener.mQuoteCache.tmpDouble.getValue());
listener.mQuoteCache.mAskDepthFieldState.setState (MamdaFieldState.MODIFIED);
listener.mQuoteCache.mGotAskDepth = true;
}
}
}
}
private static class MamdaQuoteAskClosePrice implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryPrice (null, MamdaQuoteFields.ASK_CLOSE_PRICE.getFid(), listener.mQuoteCache.mAskClosePrice))
listener.mQuoteCache.mAskClosePriceFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteAskCloseDate implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaQuoteFields.ASK_CLOSE_DATE.getFid(), listener.mQuoteCache.mAskCloseDate))
listener.mQuoteCache.mAskCloseDateFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteAskPrevClosePrice implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryPrice (null, MamdaQuoteFields.ASK_PREV_CLOSE_PRICE.getFid(), listener.mQuoteCache.mAskPrevClosePrice))
listener.mQuoteCache.mAskPrevClosePriceFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteAskPrevCloseDate implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaQuoteFields.ASK_PREV_CLOSE_DATE.getFid(), listener.mQuoteCache.mAskPrevCloseDate))
listener.mQuoteCache.mAskPrevCloseDateFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteAskHigh implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryPrice (null, MamdaQuoteFields.ASK_HIGH.getFid(), listener.mQuoteCache.mAskHigh))
listener.mQuoteCache.mAskHighFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteAskLow implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryPrice (null, MamdaQuoteFields.ASK_LOW.getFid(), listener.mQuoteCache.mAskLow))
listener.mQuoteCache.mAskLowFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteSrcTime implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaCommonFields.SRC_TIME.getFid(), listener.mQuoteCache.mSrcTime))
listener.mQuoteCache.mSrcTimeFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteActivityTime implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaCommonFields.ACTIVITY_TIME.getFid(), listener.mQuoteCache.mActTime))
listener.mQuoteCache.mActTimeFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteLineTime implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaCommonFields.LINE_TIME.getFid(), listener.mQuoteCache.mLineTime))
listener.mQuoteCache.mLineTimeFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteSendTime implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaCommonFields.SEND_TIME.getFid(), listener.mQuoteCache.mSendTime))
listener.mQuoteCache.mSendTimeFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuotePubId implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryString (null, MamdaCommonFields.PUB_ID.getFid(), listener.mQuoteCache.mPubId))
listener.mQuoteCache.mPubIdFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteSeqNum implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryI64 (null, MamdaQuoteFields.QUOTE_SEQ_NUM.getFid(), listener.mQuoteCache.mEventSeqNum))
listener.mQuoteCache.mEventSeqNumFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteDate implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaQuoteFields.QUOTE_DATE.getFid(), listener.mQuoteCache.mEventDate))
listener.mQuoteCache.mEventDateFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteTime implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaQuoteFields.QUOTE_TIME.getFid(), listener.mQuoteCache.mEventTime))
listener.mQuoteCache.mEventTimeFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteQual implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryString (null, MamdaQuoteFields.QUOTE_QUAL.getFid(), listener.mQuoteCache.mQuoteQualStr))
listener.mQuoteCache.mQuoteQualStrFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaQuoteQualNative implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
listener.tmpField = msg.getField (null, MamdaQuoteFields.QUOTE_QUAL_NATIVE.getFid(), null);
if (listener.tmpField != null)
{
if (listener.tmpField.getType() == MamaFieldDescriptor.STRING)
{
listener.mQuoteCache.mQuoteQualNative.setValue(
listener.tmpField.getString());
listener.mQuoteCache.mQuoteQualNativeFieldState.setState(
MamdaFieldState.MODIFIED);
}
else if (listener.tmpField.getType() == MamaFieldDescriptor.CHAR)
{
listener.mQuoteCache.mQuoteQualNative.setValue(
Character.toString (listener.tmpField.getChar()));
listener.mQuoteCache.mQuoteQualNativeFieldState.setState(
MamdaFieldState.MODIFIED);
}
}
}
}
private static class MamdaQuoteCount implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryI64 (null, MamdaQuoteFields.QUOTE_COUNT.getFid(), listener.mQuoteCache.mTmpQuoteCount))
{
listener.mQuoteCache.mTmpQuoteCountFieldState.setState (MamdaFieldState.MODIFIED);
listener.mQuoteCache.mGotQuoteCount = true;
}
}
}
private static class MamdaShortSaleBidTick implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
// There is a bug in 2.14 FHs which can cause character fields to be sent as strings
// FH property CharFieldAsStringField in 2.16-> can enable this behaviour
// Adding support for this in MAMDA for client apps coded to expect this behaviour
listener.tmpField = msg.getField (null, MamdaQuoteFields.SHORT_SALE_BID_TICK.getFid(), null);
if (listener.tmpField != null)
{
switch (listener.tmpField.getType())
{
case MamaFieldDescriptor.I8 :
case MamaFieldDescriptor.CHAR :
listener.mQuoteCache.mShortSaleBidTick.setValue(
listener.tmpField.getChar ());
listener.mQuoteCache.mShortSaleBidTickFieldState.setState(
MamdaFieldState.MODIFIED);
break;
case MamaFieldDescriptor.STRING :
if (listener.tmpField.getString().length() > 0)
{
listener.mQuoteCache.mShortSaleBidTick.setValue(
listener.tmpField.getString().charAt(0));
listener.mQuoteCache.mShortSaleBidTickFieldState.setState(
MamdaFieldState.MODIFIED);
}
else
{
listener.mQuoteCache.mShortSaleBidTick.setValue(' ');
listener.mQuoteCache.mShortSaleBidTickFieldState.setState(
MamdaFieldState.MODIFIED);
}
break;
default:
break;
}
}
}
}
private static class MamdaShortSaleCircuitBreaker implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryChar (null, MamdaQuoteFields.SHORT_SALE_CIRCUIT_BREAKER.getFid(), listener.mQuoteCache.mShortSaleCircuitBreaker))
listener.mQuoteCache.mShortSaleCircuitBreakerFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaBidTick implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
// There is a bug in 2.14 FHs which can cause character fields to be sent as strings
// FH property CharFieldAsStringField in 2.16-> can enable this behaviour
// Adding support for this in MAMDA for client apps coded to expect this behaviour
listener.tmpField = msg.getField (null, MamdaQuoteFields.BID_TICK.getFid(), null);
if (listener.tmpField != null)
{
switch (listener.tmpField.getType())
{
case MamaFieldDescriptor.I8 :
case MamaFieldDescriptor.CHAR :
listener.mQuoteCache.mShortSaleBidTick.setValue(
listener.tmpField.getChar ());
listener.mQuoteCache.mShortSaleBidTickFieldState.setState(
MamdaFieldState.MODIFIED);
break;
case MamaFieldDescriptor.STRING :
if (listener.tmpField.getString().length() > 0)
{
listener.mQuoteCache.mShortSaleBidTick.setValue(
listener.tmpField.getString().charAt(0));
listener.mQuoteCache.mShortSaleBidTickFieldState.setState(
MamdaFieldState.MODIFIED);
}
else
{
listener.mQuoteCache.mShortSaleBidTick.setValue(' ');
listener.mQuoteCache.mShortSaleBidTickFieldState.setState(
MamdaFieldState.MODIFIED);
}
break;
default:
break;
}
}
}
}
private static class MamdaAskTime implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaQuoteFields.ASK_TIME.getFid(), listener.mQuoteCache.mAskTime))
listener.mQuoteCache.mAskTimeFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaBidTime implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryDateTime (null, MamdaQuoteFields.BID_TIME.getFid(), listener.mQuoteCache.mBidTime))
listener.mQuoteCache.mBidTimeFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaAskIndicator implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
listener.tmpField = msg.getField (null, MamdaQuoteFields.ASK_INDICATOR.getFid(), null);
if (listener.tmpField != null)
{
if (listener.tmpField.getType() == MamaFieldDescriptor.STRING)
{
listener.mQuoteCache.mAskIndicator.setValue(
listener.tmpField.getString());
listener.mQuoteCache.mAskIndicatorFieldState.setState (MamdaFieldState.MODIFIED);
}
else if (listener.tmpField.getType() == MamaFieldDescriptor.CHAR)
{
listener.mQuoteCache.mAskIndicator.setValue(
Character.toString (listener.tmpField.getChar()));
listener.mQuoteCache.mAskIndicatorFieldState.setState (MamdaFieldState.MODIFIED);
}
}
}
}
private static class MamdaBidIndicator implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
listener.tmpField = msg.getField (null, MamdaQuoteFields.BID_INDICATOR.getFid(), null);
if (listener.tmpField != null)
{
if (listener.tmpField.getType() == MamaFieldDescriptor.STRING)
{
listener.mQuoteCache.mBidIndicator.setValue(
listener.tmpField.getString());
listener.mQuoteCache.mBidIndicatorFieldState.setState (MamdaFieldState.MODIFIED);
}
else if (listener.tmpField.getType() == MamaFieldDescriptor.CHAR)
{
listener.mQuoteCache.mBidIndicator.setValue(
Character.toString (listener.tmpField.getChar()));
listener.mQuoteCache.mBidIndicatorFieldState.setState (MamdaFieldState.MODIFIED);
}
}
}
}
private static class MamdaAskUpdateCount implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryU32 (null, MamdaQuoteFields.ASK_UPDATE_COUNT.getFid(), listener.mQuoteCache.mAskUpdateCount))
listener.mQuoteCache.mAskUpdateCountFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaBidUpdateCount implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryU32 (null, MamdaQuoteFields.BID_UPDATE_COUNT.getFid(), listener.mQuoteCache.mBidUpdateCount))
listener.mQuoteCache.mBidUpdateCountFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaAskYield implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryF64 (null, MamdaQuoteFields.ASK_YIELD.getFid(), listener.mQuoteCache.mAskYield))
listener.mQuoteCache.mAskYieldFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaBidYield implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryF64 (null, MamdaQuoteFields.BID_YIELD.getFid(), listener.mQuoteCache.mBidYield))
listener.mQuoteCache.mBidYieldFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaBidSizesList implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryString (null, MamdaQuoteFields.BID_SIZES_LIST.getFid(), listener.mQuoteCache.mBidSizesList))
listener.mQuoteCache.mBidSizesListFieldState.setState (MamdaFieldState.MODIFIED);
}
}
private static class MamdaAskSizesList implements QuoteUpdate
{
public void onUpdate (MamaMsg msg, MamdaQuoteListener listener)
{
if (msg.tryString (null, MamdaQuoteFields.ASK_SIZES_LIST.getFid(), listener.mQuoteCache.mAskSizesList))
listener.mQuoteCache.mAskSizesListFieldState.setState (MamdaFieldState.MODIFIED);
}
}
}
Updated on 2023-03-31 at 15:30:40 +0100