static int md_snapshot(struct fast_book *book, struct fast_message *msg)
{
struct price_level *levels;
struct fast_decimal price;
struct fast_field *field;
struct price_level level;
char type;
i64 size;
u32 ind;
field = fast_get_field(msg, "MDEntryType");
if (!field || field_state_empty(field))
goto fail;
type = field->string_value[0];
if (type == '0') {
levels = book->ob.bids;
} else if (type == '1') {
levels = book->ob.asks;
} else if (type == 'J') {
book_add_flags(book, FAST_BOOK_EMPTY);
goto exit;
} else {
goto fail;
}
field = fast_get_field(msg, "MDPriceLevel");
if (!field || field_state_empty(field))
goto fail;
ind = field->uint_value - 1;
field = fast_get_field(msg, "MDEntrySize");
if (!field || field_state_empty(field))
goto fail;
size = field->int_value;
field = fast_get_field(msg, "MDEntryPx");
if (!field || field_state_empty(field))
goto fail;
price = field->decimal_value;
if (price_align(&price, &book->tick))
goto fail;
level.price = price.mnt;
level.size = size;
if (set_price_level(levels, book->ob.depth, &level, ind))
goto fail;
exit:
return 0;
fail:
return -1;
}
static int md_increment(struct fast_book *book, struct fast_message *msg)
{
struct fast_decimal price;
struct fast_field *field;
struct ob_order order;
char type;
i64 size;
field = fast_get_field(msg, "MDEntryType");
if (!field || field_state_empty(field))
goto fail;
type = field->string_value[0];
if (type == '0') {
order.buy = true;
} else if (type == '1') {
order.buy = false;
} else if (type == 'J') {
book_add_flags(book, FAST_BOOK_EMPTY);
goto exit;
} else {
goto fail;
}
field = fast_get_field(msg, "MDEntrySize");
if (!field || field_state_empty(field))
goto fail;
switch (field->type) {
case FAST_TYPE_INT:
size = field->int_value;
break;
case FAST_TYPE_DECIMAL:
if (decimal_to_int(&field->decimal_value, &size))
goto fail;
break;
case FAST_TYPE_UINT:
case FAST_TYPE_STRING:
case FAST_TYPE_VECTOR:
case FAST_TYPE_SEQUENCE:
default:
goto fail;
}
field = fast_get_field(msg, "MDEntryPx");
if (!field || field_state_empty(field))
goto fail;
price = field->decimal_value;
if (price_align(&price, &book->tick))
goto fail;
order.seq_num = book->rptseq;
order.price = price.mnt;
order.size = size;
field = fast_get_field(msg, "MDUpdateAction");
if (!field || field_state_empty(field))
goto fail;
if (field->uint_value == 0) {
if (ob_level_modify(&book->ob, &order))
goto fail;
} else if (field->uint_value == 1) {
if (ob_level_modify(&book->ob, &order))
goto fail;
} else if (field->uint_value == 2) {
if (book_has_flags(book, FAST_BOOK_ACTIVE)) {
if (ob_level_delete(&book->ob, &order))
goto fail;
} else {
order.size = 0;
if (ob_level_modify(&book->ob, &order))
goto fail;
}
} else {
goto fail;
}
exit:
return 0;
fail:
return -1;
}
