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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 com.wombat.mama.MamaReservedFields;
import java.util.Properties;
/**
* Cache of common Quote related field descriptors.
* This is required to be populated if using the MamdaQuoteListener.
*/
public class MamdaQuoteFields extends MamdaFields
{
/**
* @deprecated Use MamdaCommonFields.SYMBOL
**/
public static MamaFieldDescriptor SYMBOL = null;
/**
* @deprecated Use MamdaCommonFields.ISSUE_SYMBOL
*/
public static MamaFieldDescriptor ISSUE_SYMBOL = null;
/**
* @deprecated Use MamdaCommonFields.PART_ID
*/
public static MamaFieldDescriptor PART_ID = null;
/**
* @deprecated Use MamdaCommonFields.SRC_TIME
*/
public static MamaFieldDescriptor SRC_TIME = null;
/**
* @deprecated Use MamdaCommonFields.ACTIVITY_TIME
*/
public static MamaFieldDescriptor ACTIVITY_TIME = null;
/**
* @deprecated Use MamdaCommonFields.LINE_TIME
*/
public static MamaFieldDescriptor LINE_TIME = null;
/**
* @deprecated Use MamdaCommonFields.SEND_TIME
*/
public static MamaFieldDescriptor SEND_TIME = null;
/**
* @deprecated Use MamdaCommonFields.PUB_ID
*/
public static MamaFieldDescriptor PUB_ID = null;
public static MamaFieldDescriptor BID_PRICE = null;
public static MamaFieldDescriptor BID_SIZE = null;
public static MamaFieldDescriptor BID_PART_ID = null;
public static MamaFieldDescriptor BID_DEPTH = null;
public static MamaFieldDescriptor BID_CLOSE_PRICE = null;
public static MamaFieldDescriptor BID_CLOSE_DATE = null;
public static MamaFieldDescriptor BID_PREV_CLOSE_PRICE = null;
public static MamaFieldDescriptor BID_PREV_CLOSE_DATE = null;
public static MamaFieldDescriptor BID_HIGH = null;
public static MamaFieldDescriptor BID_LOW = null;
public static MamaFieldDescriptor ASK_PRICE = null;
public static MamaFieldDescriptor ASK_SIZE = null;
public static MamaFieldDescriptor ASK_PART_ID = null;
public static MamaFieldDescriptor ASK_DEPTH = null;
public static MamaFieldDescriptor ASK_CLOSE_PRICE = null;
public static MamaFieldDescriptor ASK_CLOSE_DATE = null;
public static MamaFieldDescriptor ASK_PREV_CLOSE_PRICE = null;
public static MamaFieldDescriptor ASK_PREV_CLOSE_DATE = null;
public static MamaFieldDescriptor ASK_HIGH = null;
public static MamaFieldDescriptor ASK_LOW = null;
public static MamaFieldDescriptor QUOTE_SEQ_NUM = null;
public static MamaFieldDescriptor QUOTE_DATE = null;
public static MamaFieldDescriptor QUOTE_TIME = null;
public static MamaFieldDescriptor QUOTE_QUAL = null;
public static MamaFieldDescriptor QUOTE_QUAL_NATIVE = null;
public static MamaFieldDescriptor QUOTE_COUNT = null;
/*Looks like this field can be sent as either from the feeds*/
public static MamaFieldDescriptor SHORT_SALE_BID_TICK = null;
public static MamaFieldDescriptor BID_TICK = null;
public static MamaFieldDescriptor ASK_TIME = null;
public static MamaFieldDescriptor BID_TIME = null;
public static MamaFieldDescriptor ASK_INDICATOR = null;
public static MamaFieldDescriptor BID_INDICATOR = null;
public static MamaFieldDescriptor ASK_UPDATE_COUNT = null;
public static MamaFieldDescriptor BID_UPDATE_COUNT = null;
public static MamaFieldDescriptor ASK_YIELD = null;
public static MamaFieldDescriptor BID_YIELD = null;
public static MamaFieldDescriptor ASK_SIZES_LIST = null;
public static MamaFieldDescriptor BID_SIZES_LIST = null;
public static MamaFieldDescriptor SHORT_SALE_CIRCUIT_BREAKER = null;
public static int MAX_FID = 0;
private static boolean initialised = false;
/**
* Set the dictionary for common quote fields.
* Maintains a cache of MamaFieldDescriptors for common quote
* related fields. The properties parameter allows users
* of the API to map the common dictionary names to something else
* if they are being published under different names.
*
* @param dictionary A reference to a valid MamaDictionary
* @param properties A Properties object containing field mappings. (See
* MamdaFields for more information)
*/
public static void setDictionary (MamaDictionary dictionary,
Properties properties)
{
// already initialised
if (initialised)
{
return;
}
MamdaCommonFields.setDictionary (dictionary, null);
String wSymbol = lookupFieldName (properties,
"wSymbol");
String wIssueSymbol = lookupFieldName (properties,
"wIssueSymbol");
String wPartId = lookupFieldName (properties,
"wPartId");
String wSrcTime = lookupFieldName (properties,
"wSrcTime");
String wActivityTime = lookupFieldName (properties,
"wActivityTime");
String wLineTime = lookupFieldName (properties,
"wLineTime");
String MamaSendTime = lookupFieldName (properties,
MamaReservedFields.SendTime.getName());
String wPubId = lookupFieldName (properties,
"wPubId");
String wBidPrice = lookupFieldName (properties,
"wBidPrice");
String wBidSize = lookupFieldName (properties,
"wBidSize");
String wBidPartId = lookupFieldName (properties,
"wBidPartId");
String wBidDepth = lookupFieldName (properties,
"wBidDepth");
String wBidClose = lookupFieldName (properties,
"wBidClose");
String wBidCloseDate = lookupFieldName (properties,
"wBidCloseDate");
String wPrevBidClose = lookupFieldName (properties,
"wPrevBidClose");
String wPrevBidCloseDate = lookupFieldName (properties,
"wPrevBidCloseDate");
String wBidHigh = lookupFieldName (properties,
"wBidHigh");
String wBidLow = lookupFieldName (properties,
"wBidLow");
String wAskPrice = lookupFieldName (properties,
"wAskPrice");
String wAskSize = lookupFieldName (properties,
"wAskSize");
String wAskPartId = lookupFieldName (properties,
"wAskPartId");
String wAskDepth = lookupFieldName (properties,
"wAskDepth");
String wAskClose = lookupFieldName (properties,
"wAskClose");
String wAskCloseDate = lookupFieldName (properties,
"wAskCloseDate");
String wPrevAskClose = lookupFieldName (properties,
"wPrevAskClose");
String wPrevAskCloseDate = lookupFieldName (properties,
"wPrevAskCloseDate");
String wAskHigh = lookupFieldName (properties,
"wAskHigh");
String wAskLow = lookupFieldName (properties,
"wAskLow");
String wQuoteSeqNum = lookupFieldName (properties,
"wQuoteSeqNum");
String wQuoteDate = lookupFieldName (properties,
"wQuoteDate");
String wQuoteTime = lookupFieldName (properties,
"wQuoteTime");
String wQuoteQualifier = lookupFieldName (properties,
"wQuoteQualifier");
String wCondition = lookupFieldName (properties,
"wCondition");
String wQuoteCount = lookupFieldName (properties,
"wQuoteCount");
String wShortSaleBidTick = lookupFieldName (properties,
"wShortSaleBidTick");
String wBidTick = lookupFieldName (properties,
"wBidTick");
String wAskTime = lookupFieldName (properties,
"wAskTime");
String wBidTime = lookupFieldName (properties,
"wBidTime");
String wAskIndicator = lookupFieldName (properties,
"wAskIndicator");
String wBidIndicator = lookupFieldName (properties,
"wBidIndicator");
String wAskUpdateCount = lookupFieldName (properties,
"wAskUpdateCount");
String wBidUpdateCount = lookupFieldName (properties,
"wBidUpdateCount");
String wAskYield = lookupFieldName (properties,
"wAskYield");
String wBidYield = lookupFieldName (properties,
"wBidYield");
String wBidSizesList = lookupFieldName (properties,
"wBidSizesList");
String wAskSizesList = lookupFieldName (properties,
"wAskSizesList");
String wShortSaleCircuitBreaker = lookupFieldName (properties,
"wShortSaleCircuitBreaker");
SYMBOL = dictionary.getFieldByName (wSymbol);
ISSUE_SYMBOL = dictionary.getFieldByName (wIssueSymbol);
PART_ID = dictionary.getFieldByName (wPartId);
SRC_TIME = dictionary.getFieldByName (wSrcTime);
ACTIVITY_TIME = dictionary.getFieldByName (wActivityTime);
LINE_TIME = dictionary.getFieldByName (wLineTime);
SEND_TIME = dictionary.getFieldByName (MamaSendTime);
PUB_ID = dictionary.getFieldByName (wPubId);
BID_PRICE = dictionary.getFieldByName (wBidPrice);
BID_SIZE = dictionary.getFieldByName (wBidSize);
BID_PART_ID = dictionary.getFieldByName (wBidPartId);
BID_DEPTH = dictionary.getFieldByName (wBidDepth);
BID_CLOSE_PRICE = dictionary.getFieldByName (wBidClose);
BID_CLOSE_DATE = dictionary.getFieldByName (wBidCloseDate);
BID_PREV_CLOSE_PRICE = dictionary.getFieldByName (wPrevBidClose);
BID_PREV_CLOSE_DATE = dictionary.getFieldByName (wPrevBidCloseDate);
BID_HIGH = dictionary.getFieldByName (wBidHigh);
BID_LOW = dictionary.getFieldByName (wBidLow);
ASK_PRICE = dictionary.getFieldByName (wAskPrice);
ASK_SIZE = dictionary.getFieldByName (wAskSize);
ASK_PART_ID = dictionary.getFieldByName (wAskPartId);
ASK_DEPTH = dictionary.getFieldByName (wAskDepth);
ASK_CLOSE_PRICE = dictionary.getFieldByName (wAskClose);
ASK_CLOSE_DATE = dictionary.getFieldByName (wAskCloseDate);
ASK_PREV_CLOSE_PRICE = dictionary.getFieldByName (wPrevAskClose);
ASK_PREV_CLOSE_DATE = dictionary.getFieldByName (wPrevAskCloseDate);
ASK_HIGH = dictionary.getFieldByName (wAskHigh);
ASK_LOW = dictionary.getFieldByName (wAskLow);
QUOTE_SEQ_NUM = dictionary.getFieldByName (wQuoteSeqNum);
QUOTE_DATE = dictionary.getFieldByName (wQuoteDate);
QUOTE_TIME = dictionary.getFieldByName (wQuoteTime);
QUOTE_QUAL = dictionary.getFieldByName (wQuoteQualifier);
QUOTE_QUAL_NATIVE = dictionary.getFieldByName (wCondition);
QUOTE_COUNT = dictionary.getFieldByName (wQuoteCount);
SHORT_SALE_BID_TICK = dictionary.getFieldByName (wShortSaleBidTick);
BID_TICK = dictionary.getFieldByName (wBidTick);
ASK_TIME = dictionary.getFieldByName (wAskTime);
BID_TIME = dictionary.getFieldByName (wBidTime);
ASK_INDICATOR = dictionary.getFieldByName (wAskIndicator);
BID_INDICATOR = dictionary.getFieldByName (wBidIndicator);
ASK_UPDATE_COUNT = dictionary.getFieldByName (wAskUpdateCount);
BID_UPDATE_COUNT = dictionary.getFieldByName (wBidUpdateCount);
ASK_YIELD = dictionary.getFieldByName (wAskYield);
BID_YIELD = dictionary.getFieldByName (wBidYield);
ASK_SIZES_LIST = dictionary.getFieldByName (wAskSizesList);
BID_SIZES_LIST = dictionary.getFieldByName (wBidSizesList);
SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName (wShortSaleCircuitBreaker);
MAX_FID = dictionary.getMaxFid();
initialised = true;
}
public static void reset ()
{
if (MamdaCommonFields.isSet())
{
MamdaCommonFields.reset ();
}
initialised = false;
MAX_FID = 0;
SYMBOL = null;
ISSUE_SYMBOL = null;
PART_ID = null;
SRC_TIME = null;
ACTIVITY_TIME = null;
LINE_TIME = null;
SEND_TIME = null;
PUB_ID = null;
BID_PRICE = null;
BID_SIZE = null;
BID_DEPTH = null;
BID_PART_ID = null;
BID_CLOSE_PRICE = null;
BID_CLOSE_DATE = null;
BID_PREV_CLOSE_PRICE = null;
BID_PREV_CLOSE_DATE = null;
BID_HIGH = null;
BID_LOW = null;
ASK_PRICE = null;
ASK_SIZE = null;
ASK_DEPTH = null;
ASK_PART_ID = null;
ASK_CLOSE_PRICE = null;
ASK_CLOSE_DATE = null;
ASK_PREV_CLOSE_PRICE = null;
ASK_PREV_CLOSE_DATE = null;
ASK_HIGH = null;
ASK_LOW = null;
QUOTE_SEQ_NUM = null;
QUOTE_TIME = null;
QUOTE_DATE = null;
QUOTE_QUAL = null;
QUOTE_QUAL_NATIVE = null;
QUOTE_COUNT = null;
SHORT_SALE_BID_TICK = null;
BID_TICK = null;
ASK_TIME = null;
BID_TIME = null;
ASK_INDICATOR = null;
BID_INDICATOR = null;
ASK_UPDATE_COUNT = null;
BID_UPDATE_COUNT = null;
ASK_YIELD = null;
BID_YIELD = null;
BID_SIZES_LIST = null;
ASK_SIZES_LIST = null;
SHORT_SALE_CIRCUIT_BREAKER = null;
}
public static int getMaxFid ()
{
return MAX_FID;
}
public static boolean isSet ()
{
return initialised;
}
}
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