void MamdaOrderBookPriceLevel::setAsDifference (
const MamdaOrderBookPriceLevel& lhs,
const MamdaOrderBookPriceLevel& rhs)
{
assert (lhs.getPrice() == rhs.getPrice());
MamdaOrderBookPriceLevel::iterator lhsEnd = end();
MamdaOrderBookPriceLevel::iterator lhsIter = begin();
MamdaOrderBookPriceLevel::iterator rhsEnd = end();
MamdaOrderBookPriceLevel::iterator rhsIter = begin();
while ((lhsIter != lhsEnd) && (rhsIter != rhsEnd))
{
const char* lhsId = NULL;
const char* rhsId = NULL;
mama_quantity_t lhsSize = 0.0;
mama_quantity_t rhsSize = 0.0;
if (lhsIter != lhsEnd)
{
const MamdaOrderBookEntry* entry = *lhsIter;
lhsId = entry->getId();
lhsSize = entry->getSize();
}
if (rhsIter != rhsEnd)
{
const MamdaOrderBookEntry* entry = *rhsIter;
rhsId = entry->getId();
rhsSize = entry->getSize();
}
if (lhsId && rhsId)
{
if (strcmp(lhsId,rhsId)==0)
{
// Same ID, maybe different size.
if (mama_isQuantityEqual (lhsSize, rhsSize))
{
MamdaOrderBookEntry* updateEntry =
new MamdaOrderBookEntry (**rhsIter);
updateEntry->setAction(
MamdaOrderBookEntry::MAMDA_BOOK_ACTION_UPDATE);
addEntry (updateEntry);
}
++lhsIter;
++rhsIter;
continue;
}
else
{
// Different ID (either something exists on the LHS
// and not on RHS or vice versa).
MamdaOrderBookPriceLevel::const_iterator rhsFound =
findEntryAfter (rhsIter, lhsId);
if (rhsFound != rhsEnd)
{
// The ID from the LHS was found on the RHS, so
// there must have been additional entries on the
// RHS, which we now need to add.
do
{
MamdaOrderBookEntry* entry =
new MamdaOrderBookEntry(**rhsIter);
addEntry (entry);
++rhsIter;
}
while (rhsIter != rhsFound);
}
else
{
// The ID from the LHS was not present on the RHS,
// so add the LHS entry. Note: it would probably
// be faster to iterate over the LHS side rather
// than begin the loop again.
MamdaOrderBookEntry* entry =
new MamdaOrderBookEntry(**lhsIter);
addEntry (entry);
++lhsIter;
}
}
}
}
setPrice (rhs.getPrice());
setSizeChange (rhs.getSize() - lhs.getSize());
setSize (rhs.getSize());
setNumEntries (rhs.getNumEntries());
setAction (MamdaOrderBookPriceLevel::MAMDA_BOOK_ACTION_UPDATE);
setTime (rhs.getTime());
setSide (rhs.getSide());
}
