本文整理汇总了C++中MamdaOrderBook::setIsConsistent方法的典型用法代码示例。如果您正苦于以下问题:C++ MamdaOrderBook::setIsConsistent方法的具体用法?C++ MamdaOrderBook::setIsConsistent怎么用?C++ MamdaOrderBook::setIsConsistent使用的例子?那么, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类MamdaOrderBook
的用法示例。
在下文中一共展示了MamdaOrderBook::setIsConsistent方法的2个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的C++代码示例。
示例1: checkQuoteCount
void MamdaQuoteToBookListenerImpl::checkQuoteCount (
MamdaSubscription* subscription,
const MamaMsg& msg)
{
// Check number of quotes for gaps
mama_u32_t quoteCount = mQuoteCache.mTmpQuoteCount;
mama_u16_t conflateCount = 0;
if (!msg.tryU16 ("wConflateQuoteCount", 23, conflateCount))
{
conflateCount = 1;
}
if (quoteCount > 0)
{
if ((mQuoteCache.mQuoteCount > 0) &&
(quoteCount > (mQuoteCache.mQuoteCount+conflateCount)))
{
mGapBegin = mQuoteCache.mQuoteCount+conflateCount;
mGapEnd = quoteCount-1;
mQuoteCache.mQuoteCount = quoteCount;
mFullBook->setIsConsistent (false);
invokeGapHandlers (subscription, &msg);
}
}
mQuoteCache.mQuoteCount = quoteCount;
}
示例2: handleRecap
void MamdaQuoteToBookListenerImpl::handleRecap (MamdaSubscription* subscription,
const MamaMsg& msg)
{
// Clear the book
mFullBook->clear();
// Clear ask/bid
mQuoteCache.mBidPrice = 0.0;
mQuoteCache.mBidSize = 0.0;
mQuoteCache.mAskPrice = 0.0;
mQuoteCache.mAskSize = 0.0;
// get all the fields out of the message
updateQuoteFields (msg);
checkQuoteCount (subscription, msg);
if (mFullBook->getIsConsistent()==false)
{
mama_log (MAMA_LOG_LEVEL_NORMAL,
"Received Recap: Book now consistent for %s\n",
(subscription ? subscription->getSymbol() : "no symbol"));
}
MamdaOrderBookPriceLevel* level = NULL;
if (mQuoteCache.mGotBidSize || mQuoteCache.mGotBidPrice)
{
addLevel (level,
mQuoteCache.mBidPrice.getValue(),
mQuoteCache.mBidSize,
MamdaOrderBookPriceLevel::MAMDA_BOOK_SIDE_BID,
mQuoteCache.mQuoteTime);
}
if (mQuoteCache.mGotAskSize || mQuoteCache.mGotAskPrice)
{
addLevel (level,
mQuoteCache.mAskPrice.getValue(),
mQuoteCache.mAskSize,
MamdaOrderBookPriceLevel::MAMDA_BOOK_SIDE_ASK,
mQuoteCache.mQuoteTime);
}
mFullBook->setIsConsistent (true);
setQuality (subscription, MAMA_QUALITY_OK);
invokeRecapHandlers (subscription, &msg);
MamdaOrderBookComplexDelta::clear();
}