/*
* Helper function to print a MamdaOrderBookPriceLevel
*/
void prettyPrint(
MamdaSubscription* subscription,
const MamdaOrderBookPriceLevel& level)
{
// Print Entry Level Info
const char* symbol = subscription->getSymbol ();
const char* time = level.getTime().getTimeAsString();
double price = level.getPrice ();
char side = level.getSide();
char action = level.getAction ();
double size = level.getSize ();
cout << "LEVEL "
<< symbol << " "
<< time << " "
<< action << " "
<< price << " "
<< side << " "
<< size << endl;
}
/**
* Helper function to apply a MamdaOrderBookPriceLevel to
* a MamdaOrderBook
*/
void applyLevel (MamdaOrderBookPriceLevel& level)
{
if(mOrderBook.getQuality() == MAMA_QUALITY_OK)
{
switch(level.getAction())
{
case MamdaOrderBookPriceLevel::MAMDA_BOOK_ACTION_UPDATE :
try
{
/*
* When in the order book the only Action which makes sense is
* ADD
*/
level.setAction(MamdaOrderBookPriceLevel::MAMDA_BOOK_ACTION_ADD);
mOrderBook.updateLevel(level);
}
catch ( MamdaOrderBookException &e)
{
//Exception is thrown when updating level which does not exist
//level will be added so handled internally
}
break;
case MamdaOrderBookPriceLevel::MAMDA_BOOK_ACTION_ADD :
try
{
mLevelPtr = new MamdaOrderBookPriceLevel(level);
/*
* When in the order book the only Action which makes sense is
* ADD
*/
mLevelPtr->setAction(MamdaOrderBookPriceLevel::MAMDA_BOOK_ACTION_ADD);
mOrderBook.addLevel(*mLevelPtr);
//ownership of ptr passed to MamdaOrderBook
}
catch ( MamdaOrderBookException &e)
{
//Exception is thrown if adding a level already in book
//handled internally by updating level
delete mLevelPtr;
}
break;
case MamdaOrderBookPriceLevel::MAMDA_BOOK_ACTION_DELETE :
try
{
mOrderBook.deleteLevel(mReusablePriceLevel);
}
catch (MamdaOrderBookException &e)
{
//Thrown if the level cannot be found in the book
//No need for handling as level is deleted
}
break;
default:
cout << "atomicbookbuilder: Unknown price level ["
<< level.getAction() << "]\n";
break;
}
mLevelPtr = NULL;
}
}
