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OpenMAMDA is a high performance Market Data API written on top of OpenMAMA.
/* $Id$
*
* 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.MamaFieldDescriptor;
import com.wombat.mama.MamaDictionary;
import java.util.Properties;
/**
* Utility cache of MamaFieldDescriptors which are used
* internally by the API when accessing imbalance related fields from update
* messages.
* This class should be initialized prior to using the
* MamdaOrderImbalanceListener by calling setDictionary() with a
* valid dictionary object which contains imbalance related fields.
*/
public class MamdaOrderImbalanceFields extends MamdaFields
{
public static MamaFieldDescriptor HIGH_INDICATION_PRICE = null;
public static MamaFieldDescriptor LOW_INDICATION_PRICE = null;
public static MamaFieldDescriptor INDICATION_PRICE = null;
public static MamaFieldDescriptor BUY_VOLUME = null;
public static MamaFieldDescriptor SELL_VOLUME = null;
public static MamaFieldDescriptor MATCH_VOLUME = null;
public static MamaFieldDescriptor SECURITY_STATUS_QUAL = null;
public static MamaFieldDescriptor INSIDE_MATCH_PRICE = null;
public static MamaFieldDescriptor FAR_CLEARING_PRICE = null;
public static MamaFieldDescriptor NEAR_CLEARING_PRICE = null;
public static MamaFieldDescriptor NO_CLEARING_PRICE = null;
public static MamaFieldDescriptor PRICE_VAR_IND = null;
public static MamaFieldDescriptor CROSS_TYPE = null;
public static MamaFieldDescriptor SRC_TIME = null;
public static MamaFieldDescriptor ACTIVITY_TIME = null;
public static MamaFieldDescriptor SEND_TIME = null;
public static MamaFieldDescriptor LINE_TIME = null;
public static MamaFieldDescriptor MSG_TYPE = null;
public static MamaFieldDescriptor ISSUE_SYMBOL = null;
public static MamaFieldDescriptor PART_ID = null;
public static MamaFieldDescriptor SYMBOL = null;
public static MamaFieldDescriptor SEQ_NUM = null;
public static MamaFieldDescriptor SECURITY_STATUS_ORIG = null;
public static MamaFieldDescriptor SECURITY_STATUS_TIME = null;
public static MamaFieldDescriptor AUCTION_TIME = null;
public static int MAX_FID = 0;
private static boolean initialised = false;
public static void setDictionary (MamaDictionary dictionary,
Properties properties)
{
// already initialised
if (initialised)
{
return;
}
String wHighIndicationPrice = lookupFieldName (properties,
"wHighIndicationPrice");
String wLowIndicationPrice = lookupFieldName (properties,
"wLowIndicationPrice");
String wIndicationPrice = lookupFieldName (properties,
"wIndicationPrice");
String wBuyVolume = lookupFieldName (properties,
"wBuyVolume");
String wSellVolume = lookupFieldName (properties,
"wSellVolume");
String wMatchVolume = lookupFieldName (properties,
"wMatchVolume");
String wSecStatusQual = lookupFieldName (properties,
"wSecStatusQual");
String wInsideMatchPrice = lookupFieldName (properties,
"wInsideMatchPrice");
String wFarClearingPrice = lookupFieldName (properties,
"wFarClearingPrice");
String wNearClearingPrice = lookupFieldName (properties,
"wNearClearingPrice");
String wNoClearingPrice = lookupFieldName (properties,
"wNoClearingPrice");
String wPriceVarInd = lookupFieldName (properties,
"wPriceVarInd");
String wCrossType = lookupFieldName (properties,
"wCrossType");
String wSrcTime = lookupFieldName (properties,
"wSrcTime");
String wMsgType = lookupFieldName (properties,
"wMsgType");
String wIssueSymbol = lookupFieldName (properties,
"wIssueSymbol");
String wPartId = lookupFieldName (properties,
"wPartId");
String wSymbol = lookupFieldName (properties,
"wSymbol");
String wSeqNum = lookupFieldName (properties,
"wSeqNum");
String wSecurityStatusOrig = lookupFieldName (properties,
"wSecurityStatusOrig");
String wSecurityStatusTime = lookupFieldName (properties,
"wSecurityStatusTime");
String wAuctionTime = lookupFieldName (properties,
"wAuctionTime");
String wActivityTime = lookupFieldName (properties,
"wActivityTime");
String wSendTime = lookupFieldName (properties,
"wSendTime");
String wLineTime = lookupFieldName (properties,
"wLineTime");
HIGH_INDICATION_PRICE = dictionary.getFieldByName (wHighIndicationPrice);
LOW_INDICATION_PRICE = dictionary.getFieldByName (wLowIndicationPrice);
INDICATION_PRICE = dictionary.getFieldByName (wIndicationPrice);
BUY_VOLUME = dictionary.getFieldByName (wBuyVolume);
SELL_VOLUME = dictionary.getFieldByName (wSellVolume);
MATCH_VOLUME = dictionary.getFieldByName (wMatchVolume);
SECURITY_STATUS_QUAL = dictionary.getFieldByName (wSecStatusQual);
INSIDE_MATCH_PRICE = dictionary.getFieldByName (wInsideMatchPrice);
FAR_CLEARING_PRICE = dictionary.getFieldByName (wFarClearingPrice);
NEAR_CLEARING_PRICE = dictionary.getFieldByName (wNearClearingPrice);
NO_CLEARING_PRICE = dictionary.getFieldByName (wNoClearingPrice);
PRICE_VAR_IND = dictionary.getFieldByName (wPriceVarInd);
CROSS_TYPE = dictionary.getFieldByName (wCrossType);
SRC_TIME = dictionary.getFieldByName (wSrcTime);
MSG_TYPE = dictionary.getFieldByName (wMsgType);
ISSUE_SYMBOL = dictionary.getFieldByName (wIssueSymbol);
PART_ID = dictionary.getFieldByName (wPartId);
SYMBOL = dictionary.getFieldByName (wSymbol);
SEQ_NUM = dictionary.getFieldByName (wSeqNum);
SECURITY_STATUS_ORIG = dictionary.getFieldByName (wSecurityStatusOrig);
SECURITY_STATUS_TIME = dictionary.getFieldByName (wSecurityStatusTime);
AUCTION_TIME = dictionary.getFieldByName (wAuctionTime);
ACTIVITY_TIME = dictionary.getFieldByName (wActivityTime);
SEND_TIME = dictionary.getFieldByName (wSendTime);
LINE_TIME = dictionary.getFieldByName (wLineTime);
MAX_FID = dictionary.getMaxFid();
initialised = true;
}
public static int getMaxFid ()
{
return MAX_FID;
}
public static boolean isSet ()
{
return initialised;
}
/**
* Reset the dictionary for order imbalance update fields.
*/
public static void reset ()
{
if (MamdaCommonFields.isSet())
{
MamdaCommonFields.reset ();
}
HIGH_INDICATION_PRICE = null;
LOW_INDICATION_PRICE = null;
INDICATION_PRICE = null;
BUY_VOLUME = null;
SELL_VOLUME = null;
MATCH_VOLUME = null;
SECURITY_STATUS_QUAL = null;
INSIDE_MATCH_PRICE = null;
FAR_CLEARING_PRICE = null;
NEAR_CLEARING_PRICE = null;
NO_CLEARING_PRICE = null;
PRICE_VAR_IND = null;
CROSS_TYPE = null;
SRC_TIME = null;
MSG_TYPE = null;
ISSUE_SYMBOL = null;
PART_ID = null;
SYMBOL = null;
SEQ_NUM = null;
SECURITY_STATUS_ORIG = null;
SECURITY_STATUS_TIME = null;
AUCTION_TIME = null;
ACTIVITY_TIME = null;
SEND_TIME = null;
LINE_TIME = null;
initialised = false;
MAX_FID = 0;
}
}
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