com.wombat.mamda.orderbook.MamdaOrderBookFields Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of openmamda Show documentation
Show all versions of openmamda Show documentation
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.orderbook;
import com.wombat.mamda.MamdaCommonFields;
import com.wombat.mamda.MamdaFields;
import com.wombat.mama.MamaFieldDescriptor;
import com.wombat.mama.MamaDictionary;
import java.util.Properties;
/**
* Maintains a cache of common orderbook related field descriptors.
*/
public class MamdaOrderBookFields extends MamdaFields
{
public static MamaFieldDescriptor SRC_TIME = null;
public static MamaFieldDescriptor ACTIVITY_TIME = null;
public static MamaFieldDescriptor PART_ID = null;
public static MamaFieldDescriptor SEQNUM = null;
public static MamaFieldDescriptor BOOK_TIME = null;
public static MamaFieldDescriptor NUM_LEVELS = null;
public static MamaFieldDescriptor BOOK_PROPERTIES = null;
public static MamaFieldDescriptor BOOK_PROP_MSG_TYPE = null;
public static MamaFieldDescriptor PRICE_LEVELS = null;
public static MamaFieldDescriptor PL_ACTION = null;
public static MamaFieldDescriptor PL_PRICE = null;
public static MamaFieldDescriptor PL_SIDE = null;
public static MamaFieldDescriptor PL_SIZE = null;
public static MamaFieldDescriptor PL_SIZE_CHANGE = null;
public static MamaFieldDescriptor PL_TIME = null;
public static MamaFieldDescriptor PL_NUM_ENTRIES = null;
public static MamaFieldDescriptor PL_NUM_ATTACH = null;
public static MamaFieldDescriptor PL_ENTRIES = null;
public static MamaFieldDescriptor PL_PROPERTIES = null;
public static MamaFieldDescriptor PL_PROP_MSG_TYPE = null;
public static MamaFieldDescriptor ENTRY_ID = null;
public static MamaFieldDescriptor ENTRY_ACTION = null;
public static MamaFieldDescriptor ENTRY_REASON = null;
public static MamaFieldDescriptor ENTRY_SIZE = null;
public static MamaFieldDescriptor ENTRY_TIME = null;
public static MamaFieldDescriptor ENTRY_STATUS = null;
public static MamaFieldDescriptor ENTRY_PROPERTIES = null;
public static MamaFieldDescriptor ENTRY_PROP_MSG_TYPE = null;
public static MamaFieldDescriptor[] PRICE_LEVEL = null;
public static MamaFieldDescriptor[] PL_ENTRY = null;
public static MamaFieldDescriptor BID_MARKET_ORDERS = null;
public static MamaFieldDescriptor ASK_MARKET_ORDERS = null;
public static MamaFieldDescriptor BOOK_TYPE = null;
private static int theNumLevelFields = 0;
private static int theNumEntryFields = 0;
private static int theMaxFid = 0;
public static MamaDictionary theDictionary = null;
private static boolean initialised = false;
/**
* Set the dictionary for common orderbook fields.
* Maintains a cache of MamaFieldDescriptors for common orderbook
* 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 (final MamaDictionary dictionary,
final Properties properties)
{
// already initialised
if (initialised)
{
return;
}
// initialise the common fields
MamdaCommonFields.setDictionary (dictionary, null);
theDictionary = dictionary;
String wSrcTime = lookupFieldName (properties,
"wSrcTime");
String wActivityTime = lookupFieldName (properties,
"wActivityTime");
String wPartId = lookupFieldName (properties,
"wPartId");
String wSeqNum = lookupFieldName (properties,
"wSeqNum");
String wBookTime = lookupFieldName (properties,
"wBookTime");
String wNumLevels = lookupFieldName (properties,
"wNumLevels");
String wBookPropFids = lookupFieldName (properties,
"wBookPropFids");
String wBookPropMsgType = lookupFieldName (properties,
"wBookPropMsgType");
String wPriceLevels = lookupFieldName (properties,
"wPriceLevels");
String wPlAction = lookupFieldName (properties,
"wPlAction");
String wPlPrice = lookupFieldName (properties,
"wPlPrice");
String wPlSide = lookupFieldName (properties,
"wPlSide");
String wPlSize = lookupFieldName (properties,
"wPlSize");
String wPlSizeChange = lookupFieldName (properties,
"wPlSizeChange");
String wPlTime = lookupFieldName (properties,
"wPlTime");
String wPlNumEntries = lookupFieldName (properties,
"wPlNumEntries");
String wPlNumAttach = lookupFieldName (properties,
"wPlNumAttach");
String wPlEntries = lookupFieldName (properties,
"wPlEntries");
String wPlPropFids = lookupFieldName (properties,
"wPlPropFids");
String wPlPropMsgType = lookupFieldName (properties,
"wPlPropMsgType");
String wEntryId = lookupFieldName (properties,
"wEntryId");
String wEntryAction = lookupFieldName (properties,
"wEntryAction");
String wEntryReason = lookupFieldName (properties,
"wEntryReason");
String wEntrySize = lookupFieldName (properties,
"wEntrySize");
String wEntryTime = lookupFieldName (properties,
"wEntryTime");
String wEntryStatus = lookupFieldName (properties,
"wEntryStatus");
String wEntryPropFids = lookupFieldName (properties,
"wEntryPropFids");
String wEntryPropMsgType = lookupFieldName (properties,
"wEntryPropMsgType");
String wBidMarketOrders = lookupFieldName (properties,
"wBidMarketOrders");
String wAskMarketOrders = lookupFieldName (properties,
"wAskMarketOrders");
String wBookType = lookupFieldName (properties,
"wBookType");
SRC_TIME = dictionary.getFieldByName (wSrcTime);
ACTIVITY_TIME = dictionary.getFieldByName (wActivityTime);
PART_ID = dictionary.getFieldByName (wPartId);
SEQNUM = dictionary.getFieldByName (wSeqNum);
BOOK_TIME = dictionary.getFieldByName (wBookTime);
NUM_LEVELS = dictionary.getFieldByName (wNumLevels);
PRICE_LEVELS = dictionary.getFieldByName (wPriceLevels);
BOOK_PROPERTIES = dictionary.getFieldByName (wBookPropFids);
BOOK_PROP_MSG_TYPE = dictionary.getFieldByName (wBookPropMsgType);
PL_ACTION = dictionary.getFieldByName (wPlAction);
PL_PRICE = dictionary.getFieldByName (wPlPrice);
PL_SIDE = dictionary.getFieldByName (wPlSide);
PL_SIZE = dictionary.getFieldByName (wPlSize);
PL_SIZE_CHANGE = dictionary.getFieldByName (wPlSizeChange);
PL_TIME = dictionary.getFieldByName (wPlTime);
PL_NUM_ENTRIES = dictionary.getFieldByName (wPlNumEntries);
PL_NUM_ATTACH = dictionary.getFieldByName (wPlNumAttach);
PL_ENTRIES = dictionary.getFieldByName (wPlEntries);
PL_PROPERTIES = dictionary.getFieldByName (wPlPropFids);
PL_PROP_MSG_TYPE = dictionary.getFieldByName (wPlPropMsgType);
ENTRY_ID = dictionary.getFieldByName (wEntryId);
ENTRY_ACTION = dictionary.getFieldByName (wEntryAction);
ENTRY_REASON = dictionary.getFieldByName (wEntryReason);
ENTRY_SIZE = dictionary.getFieldByName (wEntrySize);
ENTRY_TIME = dictionary.getFieldByName (wEntryTime);
ENTRY_STATUS = dictionary.getFieldByName (wEntryStatus);
ENTRY_PROPERTIES = dictionary.getFieldByName (wEntryPropFids);
ENTRY_PROP_MSG_TYPE= dictionary.getFieldByName (wEntryPropMsgType);
BID_MARKET_ORDERS = dictionary.getFieldByName (wBidMarketOrders);
ASK_MARKET_ORDERS = dictionary.getFieldByName (wAskMarketOrders);
BOOK_TYPE = dictionary.getFieldByName (wBookType);
// Look for non-vector price level fields (as per legacy
// MDRV). First count them to get a maximum array size.
theNumLevelFields = 0;
while (true)
{
String wPriceLevel = lookupFieldName (properties,
"wPriceLevel" + (theNumLevelFields+1));
if (dictionary.getFieldByName (wPriceLevel) == null)
break;
theNumLevelFields++;
}
// Note we want to allocate a 0 length array if their are no entries.
PRICE_LEVEL = new MamaFieldDescriptor[theNumLevelFields+1];
for (int i = 1; i <= theNumLevelFields; i++)
{
String wPriceLevel =
lookupFieldName (properties, "wPriceLevel"+i);
PRICE_LEVEL[i] = dictionary.getFieldByName (wPriceLevel);
}
// Look for non-vector entry fields (as per legacy MDRV).
// First count them to get a maximum array size.
theNumEntryFields = 0;
while (true)
{
String wPlEntry = lookupFieldName (properties,
"wPlEntry"+(theNumEntryFields+1));
if (dictionary.getFieldByName (wPlEntry) == null)
break;
theNumEntryFields++;
}
// Note we want to allocate a 0 length array if their are no entries.
PL_ENTRY = new MamaFieldDescriptor [theNumEntryFields+1];
for (int i = 1; i <= theNumEntryFields; i++)
{
String wPlEntry = lookupFieldName (properties, "wPlEntry"+i);
PL_ENTRY[i] = dictionary.getFieldByName (wPlEntry);
}
theMaxFid = dictionary.getMaxFid ();
initialised = true;
}
/**
* Internal. Returns the number of fixed (non-vector) price level
* fields.
*/
static public int getNumLevelFields ()
{
return theNumLevelFields;
}
/**
* Internal. Returns the number of fixed (non-vector) entry
* fields.
*/
static public int getNumEntryFields ()
{
return theNumEntryFields;
}
/**
* Internal. Returns whether the dictionary contains vector
* fields (important when unpacking order book messages).
*/
static public boolean getHasVectorFields()
{
return (PRICE_LEVELS != null);
}
/**
* Internal. Returns whether the dictionary contains fixed price
* level fields (important when unpacking order book messages).
*/
static public boolean getHasFixedLevelFields()
{
return (theNumLevelFields > 0);
}
public static int getMaxFid ()
{
return theMaxFid;
}
public static boolean isSet ()
{
return initialised;
}
/**
* Reset the dictionary for order book update fields.
*/
public static void reset ()
{
if (MamdaCommonFields.isSet())
{
MamdaCommonFields.reset ();
}
SRC_TIME = null;
ACTIVITY_TIME = null;
PART_ID = null;
SEQNUM = null;
BOOK_TIME = null;
NUM_LEVELS = null;
PRICE_LEVELS = null;
BOOK_PROPERTIES = null;
BOOK_PROP_MSG_TYPE = null;
PL_ACTION = null;
PL_PRICE = null;
PL_SIDE = null;
PL_SIZE = null;
PL_SIZE_CHANGE = null;
PL_TIME = null;
PL_NUM_ENTRIES = null;
PL_NUM_ATTACH = null;
PL_ENTRIES = null;
PL_PROPERTIES = null;
PL_PROP_MSG_TYPE = null;
ENTRY_ID = null;
ENTRY_ACTION = null;
ENTRY_REASON = null;
ENTRY_SIZE = null;
ENTRY_TIME = null;
ENTRY_STATUS = null;
ENTRY_PROPERTIES = null;
ENTRY_PROP_MSG_TYPE= null;
BID_MARKET_ORDERS = null;
ASK_MARKET_ORDERS = null;
PRICE_LEVEL = null;
PL_ENTRY = null;
theMaxFid = 0;
initialised = false;
theNumLevelFields = 0;
theNumEntryFields = 0;
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy