C# MamaMsg.getVectorMsg方法代码示例

        private void getEntries(
            MamdaOrderBookPriceLevel level,
            MamaMsg plMsg)
        {
            /* Entries may or may not exist in the message.  If they do exist,
             * they exist as a vector of submessages, separate submessages, or
             * (if there is only one entry in the message) in the price level
             * message itself. */

            /* Optional order book fields: */
            MamaMsg[] msgEntries = null;
            /*We won't have PL_ENTRIES if FieldAttrsOrderBookWombatMsg
             is not specified in the data dictionary*/
            if (MamdaOrderBookFields.PL_ENTRIES != null)
            {
                /* null is passed as default value otherwise
                    getVectorMsg throws an exception if not found*/
                msgEntries = plMsg.getVectorMsg(MamdaOrderBookFields.PL_ENTRIES, null);
            }
            if (msgEntries != null)
            {
                MamdaOrderBookEntry[] entries = new MamdaOrderBookEntry[msgEntries.Length];
                for (int j = 0; j < msgEntries.Length; j++)
                {
                    MamaMsg entMsg = msgEntries[j];
                    if (entMsg != null)
                    {
                        MamdaOrderBookEntry entry = new MamdaOrderBookEntry();
                        getEntryInfo(entry, entMsg, level);
                        level.addEntry(entry);
                    }
                }
                return;
            }

            /* Second, try the list of entries. */
            int maxEntryFields = MamdaOrderBookFields.PL_ENTRY.Length;

            // Get the number of attached sub messages
            int numEntryAttached = plMsg.getI32(MamdaOrderBookFields.PL_NUM_ATTACH, 0);

            // If there are no sub messages attempt to get the entry Id from this price level message
            if (0 == numEntryAttached)
            {
                string entID = null;
                // Check for the entry Id
                if (plMsg.tryString(MamdaOrderBookFields.ENTRY_ID, ref entID))
                {
                    // Add a new entry to the level
                    MamdaOrderBookEntry entry = new MamdaOrderBookEntry();
                    getEntryInfo(entry, plMsg, level);
                    level.addEntry(entry);
                }
            }

            else
            {
                // Ensure we dont' enumerate beyond the maximum number of entries
                if (numEntryAttached < maxEntryFields)
                {
                    maxEntryFields = numEntryAttached;
                }

                // Enumerate all the entries
                for (int j = 1; j <= maxEntryFields; j++)
                {
                    // Get the sub message
                    MamaMsg entMsg = plMsg.getMsg(MamdaOrderBookFields.PL_ENTRY[j], null);
                    if (entMsg != null)
                    {
                        // Add an entry for this level
                        MamdaOrderBookEntry entry = new MamdaOrderBookEntry();
                        getEntryInfo(entry, entMsg, level);
                        level.addEntry(entry);
                    }
                }
            }
        }

        private void getLevelInfoAndEntries(
                                MamdaSubscription subscription,
                                MamaMsg msg,
                                MamaMsg plMsg,
                                bool isRecap)
        {
            double priceLevelSizeChange = 0.0;
            int priceLevelActionInt = 0;
            int priceLevelSideInt = 0;
            MamaMsg entMsg = null;

            plMsg.tryPrice(MamdaOrderBookFields.PL_PRICE, ref mPriceLevelPrice);

            plMsg.tryF64(MamdaOrderBookFields.PL_SIZE, ref mPriceLevelSize);

            plMsg.tryF64(MamdaOrderBookFields.PL_NUM_ENTRIES, ref mPriceLevelNumEntries);

            if (plMsg.tryI32(MamdaOrderBookFields.PL_ACTION, ref priceLevelActionInt))
            {
                mPriceLevelAction = (sbyte) priceLevelActionInt;
            }

            if (plMsg.tryI32(MamdaOrderBookFields.PL_SIDE, ref priceLevelSideInt))
            {
                mPriceLevelSide = (sbyte) priceLevelSideInt;
            }

            // Optional order book fields:

            mPriceLevelTime = plMsg.getDateTime (MamdaOrderBookFields.PL_TIME, mEventTime);

            if ( plMsg.tryF64(MamdaOrderBookFields.PL_SIZE_CHANGE, ref priceLevelSizeChange) )
            {
                mPriceLevelSizeChange = (long) priceLevelSizeChange;
            }

            // Call the Price Level Handler if set
            if (mLevelHandler!=null)
            {
                if (isRecap)
                {
                    mLevelHandler.onBookAtomicLevelRecap (
                                    subscription, this, msg, this);
                }
                else
                {
                    mLevelHandler.onBookAtomicLevelDelta (
                                    subscription, this, msg, this);
                }
            }

            // Handle entries.
            //
            // Note: the number of entries actually present may well
            // not add up to the PL_NUM_ENTRIES; it may be more than,
            // less than or equal to PL_NUM_ENTRIES.  For example, if
            // the delta is a price level update then PL_NUM_ENTRIES
            // indicates the total number of remaining entries whereas
            // the array of entries in the message will only contain
            // those that are being added/deleted/updated. Only if the
            // price level action is an add should the number of
            // entries match.
            //

            if (mLevelEntryHandler!=null)
            {
                // clear entry cache
                clearLevelEntryFields();

                // First try a single vector.
                int  numEntriesInMsg = 0;
                MamaMsg[] msgEntries = null;

                /* We won't have PL_ENTRIES if FieldAttrsOrderBookWombatMsg
                * is not specified in the data dictionary */
                if (MamdaOrderBookFields.PL_ENTRIES != null)
                {
                    /* null is passed as default value otherwise
                    * getVectorMsg throws an exception if not found */
                    msgEntries = plMsg.getVectorMsg(MamdaOrderBookFields.PL_ENTRIES, null);
                    if (msgEntries != null)
                    {
                        numEntriesInMsg = msgEntries.Length;
                    }
                }

                if (numEntriesInMsg > 0)
                {
                    mPriceLevelActNumEntries = numEntriesInMsg;

                    for (int j = 0; j < numEntriesInMsg; j++)
                    {
                        entMsg = msgEntries[j];

                        getEntriesInfo(entMsg);
                        if (isRecap)
                        {
                            mLevelEntryHandler.onBookAtomicLevelEntryRecap (
                                        subscription, this, msg, this);
                        }
//.........这里部分代码省略.........

        /// <summary>
        /// createDeltaFromMamaMsg processes a MamaMsg containing a partial
        /// or full order book and returns whether processing is complete
        /// </summary>
        /// <param name="delta"></param>
        /// <param name="msg"></param>
        /// <returns></returns>
        private bool createDeltaFromMamaMsg(
			MamdaOrderBook delta,
			MamaMsg msg)
        {
            // Note: the following test checks whether vector fields are part
            // of the data dictionary.  However, the vector fields may indeed
            // be part of the data dictionary, but the message may still
            // contain the non-vector style order book data.
            if (MamdaOrderBookFields.getHasVectorFields())
            {
                /* null is passed as default value otherwise
                    getVectorMsg throws an exception if not found*/
                MamaMsg[] msgLevels =
                    msg.getVectorMsg(MamdaOrderBookFields.PRICE_LEVELS, null);
                if (msgLevels != null)
                {
                    createDeltaFromMamaMsgWithVectorFields(delta, msgLevels);
                    return true;
                }
            }
            return createDeltaFromMamaMsgWithoutVectorFields(delta, msg);
        }

        private void createDeltaFromMamaMsg(MamdaSubscription subscription,
                                             MamaMsg msg,
                                             bool isRecap)
        {
            if (mBookHandler != null)
            {
                mBookHandler.onBookAtomicBeginBook (subscription, this, isRecap);
            }

            // Note: the following test checks whether vector fields are part
            // of the data dictionary.  However, the vector fields may indeed
            // be part of the data dictionary, but the message may still
            // contain the non-vector style order book data.
            if (MamdaOrderBookFields.getHasVectorFields())
            {
                /* null is passed as default value otherwise
                 * getVectorMsg throws an exception if not found */
                MamaMsg[] msgLevels =
                    msg.getVectorMsg(MamdaOrderBookFields.PRICE_LEVELS, null);

                if (msgLevels != null)
                {
                    createDeltaFromMamaMsgWithVectorFields (subscription,
                                                            msg,
                                                            msgLevels,
                                                            isRecap);
                }
                else
                {
                    createDeltaFromMamaMsgWithoutVectorFields (subscription, msg, isRecap);
                }
            }
            else
            {
                createDeltaFromMamaMsgWithoutVectorFields (subscription, msg, isRecap);
            }

            if (mBookHandler!=null)
            {
                mBookHandler.onBookAtomicEndBook (subscription, this);
            }
        }