/**
* Helper function to store a MamdaBookAtomicLevel in
* the resuabale MamdaOrderBookPriceLevel
*/
void storeLevel(const MamdaBookAtomicLevel& level)
{
mReusablePriceLevel.clear();
mReusablePriceLevel.setPrice (level.getPriceLevelPrice());
mReusablePriceLevel.setSide ((MamdaOrderBookPriceLevel::Side)level.getPriceLevelSide());
mReusablePriceLevel.setTime (level.getPriceLevelTime());
/**
* As per the MAMDA Developers Guide, the following three accessors on a MamdaBookAtomicLevel
* object should not be used for V5 entry updates. Here, these calls are used and
* the resulting MamdaOrderBookPriceLevel is only used when the callbacks received
* indicate that the update was not a V5 entry update.
*/
mReusablePriceLevel.setSize (level.getPriceLevelSize());
mReusablePriceLevel.setAction ((MamdaOrderBookPriceLevel::Action) level.getPriceLevelAction());
mReusablePriceLevel.setNumEntries ((mama_u32_t)level.getPriceLevelNumEntries());
}
void BookPublisher::processOrder ()
{
MamdaOrderBookPriceLevel* level = NULL;
MamdaOrderBookEntry* entry = NULL;
order thisOrder = orderArray[mOrderCount];
mBookTime.setToNow();
if (mProcessEntries)
{
switch (thisOrder.entAction)
{
case ENTDELETE:
{
level = mBook->getLevelAtPrice (thisOrder.price, thisOrder.side);
if (level)
entry = level->findEntry (thisOrder.entId);
if (entry)
mBook->deleteEntry (entry, mBookTime, NULL);
break;
}
case ENTADD:
{
mBook->addEntry (thisOrder.entId, thisOrder.entSize,
thisOrder.price, thisOrder.side,
mBookTime, NULL, NULL);
break;
}
case ENTUPDATE:
{
entry = level->findEntry (thisOrder.entId);
mBook->updateEntry (entry, thisOrder.entSize,
mBookTime, NULL);
break;
}
}
}
else
{
level = mBook->getLevelAtPrice(thisOrder.price, thisOrder.side);
if (level)
{
level->setSizeChange (thisOrder.sizeChange);
level->setPrice (thisOrder.price);
level->setSize (thisOrder.volume);
level->setNumEntries (thisOrder.numEntries);
level->setTime (mBookTime);
level->setAction (thisOrder.plAction);
}
else
{
level = new MamdaOrderBookPriceLevel();
level->setSide (thisOrder.side);
level->setSizeChange (thisOrder.sizeChange);
level->setPrice (thisOrder.price);
level->setSize (thisOrder.volume);
level->setNumEntries (thisOrder.numEntries);
level->setTime (mBookTime);
level->setAction (thisOrder.plAction);
}
switch (thisOrder.plAction)
{
case PLDELETE:
mBook->deleteLevel(*level);
break;
case PLADD:
mBook->addLevel(*level);
break;
case PLUPDATE:
mBook->updateLevel(*level);
break;
}
}
mOrderCount++;
}