void onTradeRecap (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeRecap& recap)
{
cout << "Trade Recap (" << recap.getSymbol ()
<< " (" << recap.getPartId () << ")" << "): \n";
}
void onTradeClosing (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeClosing& event,
const MamdaTradeRecap& recap)
{
cout << "Closing trade (" << recap.getSymbol ()
<< " (" << recap.getPartId () << ")): "
<< "price: " << event.getClosePrice().getAsString()
<< "; accVol: " << recap.getAccVolume ()
<< "\n";
}
void onTradeReport (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeReport& event,
const MamdaTradeRecap& recap)
{
cout << "Trade (" << recap.getSymbol ()
<< " (" << recap.getPartId () << ")"
<< ":" << recap.getTradeCount ()
<< "): " << event.getTradeVolume ()
<< " @ " << event.getTradePrice().getAsString()
<< " (seq#: " << event.getEventSeqNum ()
<< "; partId: " << event.getTradePartId ()
<< "; srcTime: " << event.getSrcTime().getAsString()
<< "; lineTime: " << event.getLineTime().getAsString()
<< "; tradeTime: " << event.getEventTime().getAsString()
<< "; acttime: " << event.getActivityTime().getAsString()
<< "; qual: " << event.getTradeQual ()
<< "; bid: " << mQuoteListener.getBidPrice().getAsString()
<< "; ask; " << mQuoteListener.getAskPrice().getAsString()
<< ")\n";
}
void onTradePossiblyDuplicate (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradePossiblyDuplicate& event,
const MamdaTradeRecap& recap)
{
cout << "Possibly duplicate trade (" << subscription->getSymbol ()
<< " / " << event.getMsgQual().getAsString()
<< "(" << event.getMsgQual().getValue()
<< ")): price: " << event.getTradePrice().getAsString()
<< "; accVol: " << recap.getAccVolume ()
<< " (seq#: " << event.getEventSeqNum()
<< "; time: " << event.getEventTime().getAsString()
<< ")\n";
}
void onTradeOutOfSequence (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeOutOfSequence& event,
const MamdaTradeRecap& recap)
{
cout << "Out of sequence trade (" << subscription->getSymbol ()
<< " / " << event.getMsgQual().getAsString()
<< "(" << event.getMsgQual().getValue()
<< ")): price: " << event.getTradePrice().getAsString()
<< "; accVol: " << recap.getAccVolume()
<< " (seq#: " << event.getEventSeqNum()
<< "; time: " << event.getEventTime().getAsString()
<< ")\n"
<< flush;
}
void onTradeReport (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeReport& event,
const MamdaTradeRecap& recap)
{
cout << "Trade (" << subscription->getSymbol ()
<< ":" << recap.getTradeCount ()
<< "): " << event.getTradeVolume ()
<< " @ " << event.getTradePrice().getAsString()
<< " (seq#: " << event.getEventSeqNum ()
<< "; time: " << event.getEventTime().getAsString()
<< "; acttime: " << event.getActivityTime().getAsString()
<< "; partId: " << event.getTradePartId ()
<< "; qual: " << event.getTradeQual ()
<< "; cond: " << event.getTradeQualNative ()
<< "; irreg: " << event.getIsIrregular () << ")\n"
<< flush;
}
void onTradeReport (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeReport& event,
const MamdaTradeRecap& recap)
{
ofstream Fieldtest1;
//Fieldtest1.open ("ControlCallBackMsgs/TradeFields/TradeFieldTest.out");
Fieldtest1.open ("newMsgs/newTradeFieldTest.out");
if(!Fieldtest1)
{
cout << "Cannot open file.\n";
exit(1);
}
Fieldtest1 << recap.getSymbol()
<< recap.getSrcTime().getAsString()
<< event.getTradePartId()
//<< recap.getF64("wTotalVolume",475,113561846)
<< recap.getTotalValue()
<< recap.getVwap()
<< recap.getTradeCount()
<< event.getIsIrregular()
<< event.getTradeQual()
//<< recap.getI32("wTradeSeqNum",483, 1)
<< event.getTradeQualNative()
<< listener.getTradePrice().getValue()
<< recap.getNetChange().getValue()
<< recap.getPctChange()
<< recap.getTradeUnits()
<< recap.getTradeDirection()
<< recap.getLastTime().getAsString()
<< event.getTradeVolume()
<< recap.getActivityTime().getAsString()
//<< recap.MamaMsg::getDateTime("wSendTime",?, val)
<< recap.getLineTime().getAsString()
<< listener.getPubId()
<< recap.getEventSeqNum()
<< event.getEventTime().getAsString()
<< recap.getIrregPartId()
<< recap.getIrregVolume()
<< recap.getIrregTime().getAsString()
<< recap.getTradeDate().getAsString()
<< recap.getOffExAccVolume()
<< recap.getOnExAccVolume()
<< recap.getOpenPrice().getValue()
<< recap.getHighPrice().getValue()
<< recap.getLowPrice().getValue()
<< recap.getClosePrice().getValue()
<< recap.getPrevClosePrice().getValue()
<< recap.getAdjPrevClosePrice().getValue()
<< recap.getPrevCloseDate().getAsString()
<< recap.getBlockCount()
<< recap.getBlockVolume()
<< recap.getOffExVwap()
<< recap.getOnExVwap()
<< recap.getOffExTotalValue()
<< recap.getOnExTotalValue()
<< recap.getStdDev()
<< recap.getStdDevSum()
<< recap.getStdDevSumSquares()
<< recap.getLastSeqNum()
<< recap.getHighSeqNum()
<< recap.getLowSeqNum()
<< recap.getTotalVolumeSeqNum()
<< recap.getCurrencyCode()
<< recap.getSettlePrice().getValue()
<< recap.getSettleDate().getAsString()
<< listener.getOrderId()
<< listener.getUniqueId()
<< listener.getTradeAction()
<< listener.getTradeExecVenue()
<< listener.getTradeSellersSaleDays()
<< listener.getOrigStopStock()
//<< recap.getI64("wOrigSeqNum",423, 1) causes this test to abort
<< listener.getOrigPrice().getValue()
<< listener.getOrigVolume()
<< listener.getOrigPartId()
<< listener.getOrigQual()
<< listener.getOrigQualNative()
//<< recap.getI64("wOrigSaleDays",422, 1) causes this test to abort
<< listener.getOrigStopStock()
<< listener.getCorrPrice().getValue()
<< listener.getCorrPartId()
<< listener.getCorrQual()
<< listener.getCorrQualNative()
//<< recap.getI64("wCorrSaleDays",250, 1)causes this test to abort
<< listener.getCorrStopStock()
<< listener.getOffExchangeTradePrice().getValue()
<< listener.getOnExchangeTradePrice().getValue()
<< flush;
Fieldtest1.close();
ofstream Fieldtest2;
//Fieldtest2.open ("ControlCallBackMsgs/TradeFieldStates/TradeFieldStateTest.out");
Fieldtest2.open ("newMsgs/newTradeFieldStatesTest.out");
if(!Fieldtest2)
{
cout << "Cannot open file.\n";
exit(1);
}
Fieldtest2 << recap.getSymbolFieldState()
<< recap.getSrcTimeFieldState()
<< event.getTradePartIdFieldState()
//<< recap.getF64("wTotalVolume",475,113561846)
<< recap.getTotalValueFieldState()
<< recap.getVwapFieldState()
<< recap.getTradeCountFieldState()
<< event.getIsIrregularFieldState()
<< event.getTradeQualFieldState()
//<< recap.getI32("wTradeSeqNum",483, 1)
<< event.getTradeQualNativeFieldState()
<< listener.getTradePriceFieldState()
<< recap.getNetChangeFieldState()
<< recap.getPctChangeFieldState()
<< recap.getTradeUnitsFieldState()
<< recap.getTradeDirectionFieldState()
<< recap.getLastTimeFieldState()
<< event.getTradeVolumeFieldState()
<< recap.getActivityTimeFieldState()
//<< recap.MamaMsg::getDateTime("wSendTime",?, val)
<< recap.getLineTimeFieldState()
<< listener.getPubIdFieldState()
<< recap.getEventSeqNumFieldState()
<< event.getEventTimeFieldState()
<< recap.getIrregPartIdFieldState()
<< recap.getIrregVolumeFieldState()
<< recap.getIrregTimeFieldState()
<< recap.getTradeDateFieldState()
<< recap.getOffExAccVolumeFieldState()
<< recap.getOnExAccVolumeFieldState()
<< recap.getOpenPriceFieldState()
<< recap.getHighPriceFieldState()
<< recap.getLowPriceFieldState()
<< recap.getClosePriceFieldState()
<< recap.getPrevClosePriceFieldState()
<< recap.getAdjPrevClosePriceFieldState()
<< recap.getPrevCloseDateFieldState()
<< recap.getBlockCountFieldState()
<< recap.getBlockVolumeFieldState()
<< recap.getOffExVwapFieldState()
<< recap.getOnExVwapFieldState()
<< recap.getOffExTotalValueFieldState()
<< recap.getOnExTotalValueFieldState()
<< recap.getStdDevFieldState()
<< recap.getStdDevSumFieldState()
<< recap.getStdDevSumSquaresFieldState()
<< recap.getLastSeqNumFieldState()
<< recap.getHighSeqNumFieldState()
<< recap.getLowSeqNumFieldState()
<< recap.getTotalVolumeSeqNumFieldState()
<< recap.getCurrencyCodeFieldState()
<< recap.getSettlePriceFieldState()
<< recap.getSettleDateFieldState()
<< listener.getOrderIdFieldState()
<< listener.getUniqueIdFieldState()
<< listener.getTradeActionFieldState()
<< listener.getTradeExecVenueFieldState()
<< listener.getTradeSellersSaleDaysFieldState()
<< listener.getOrigStopStockFieldState()
//<< recap.getI64("wOrigSeqNum",423, 1) causes this test to abort
<< listener.getOrigPriceFieldState()
<< listener.getOrigVolumeFieldState()
<< listener.getOrigPartIdFieldState()
<< listener.getOrigQualFieldState()
<< listener.getOrigQualNativeFieldState()
//<< recap.getI64("wOrigSaleDays",422, 1) causes this test to abort
<< listener.getOrigStopStockFieldState()
<< listener.getCorrPriceFieldState()
<< listener.getCorrPartIdFieldState()
<< listener.getCorrQualFieldState()
<< listener.getCorrQualNativeFieldState()
//<< recap.getI64("wCorrSaleDays",250, 1)causes this test to abort
<< listener.getCorrStopStockFieldState()
<< listener.getOffExchangeTradePriceFieldState()
<< listener.getOnExchangeTradePriceFieldState()
<< flush;
Fieldtest2.close();
return ;
}