C# MamaMsg.tryI32方法代码示例

        /// <summary>
        /// Returns whether a complete book delta was received.
        /// 
        /// Books without vector fields (i.e. fixed field layout) might
        /// come in multiple MamaMsgs.  The MdMsgNum and MdTotalNum
        /// fields can be used to determine which message is which.
        /// 
        /// When a single price level is present, it may or may not be
        /// encapsulated in a nested message field.  Similarly, with single
        /// entries in a price level.
        /// </summary>
        /// <param name="delta"></param>
        /// <param name="msg"></param>
        /// <returns></returns>
        private bool createDeltaFromMamaMsgWithoutVectorFields(
			MamdaOrderBook delta,
			MamaMsg msg)
        {
            int msgNum   = 1;
            int msgTotal = 1;

            if (msg.tryI32(MamaReservedFields.MsgNum, ref mMsgNum))
            {
                msgNum = mMsgNum.Value;
            }
            if (msg.tryI32(MamaReservedFields.MsgTotal, ref mMsgTotal))
            {
                msgTotal = mMsgTotal.Value;
            }

            if (msgNum == 1)
            {
                // Only clear the book if this is the first message in the
                // set of updates.
                delta.clear();
            }

            if (!mHaveSanityCheckedBookDict)
            {
                mHaveSanityCheckedBookDict = true;
                if (MamdaOrderBookFields.PRICE_LEVEL.Length == 0)
                {
                    throw new MamdaOrderBookException (
                        "data dictionary error: cannot find price level fields");
                }
            }

            //for optimised feed date, wNumLevels should be assumed = 1 if not sent
            int numLevelFieldInMsg = 1;
            if (msg.tryI32(MamdaOrderBookFields.NUM_LEVELS, ref mNumLevelFields))
            {
                numLevelFieldInMsg = mNumLevelFields.Value;
            }

            int maxLevelFields = MamdaOrderBookFields.PRICE_LEVEL.Length;
            if (numLevelFieldInMsg < maxLevelFields)
            {
                maxLevelFields = numLevelFieldInMsg;
            }

            for (int i = 1; i <= maxLevelFields; i++)
            {
                MamaMsg plMsg = msg.getMsg(MamdaOrderBookFields.PRICE_LEVEL[i], null);

                if (plMsg == null)
                {
                    if (numLevelFieldInMsg == 1)
                    {
                        /* Price level fields are probably be in the main
                         * message. */
                        plMsg = msg;
                    }
                    else
                    {
                        throw new MamdaDataException (
                            "cannot find price level fields in MamaMsg");
                    }
                }

                MamdaOrderBookPriceLevel level = new MamdaOrderBookPriceLevel();
                getLevelInfo(level, plMsg, delta);
                getEntries(level, plMsg);
                delta.addLevel (level);
            }
            return msgNum == msgTotal;
        }

        private bool getEntriesInfo(MamaMsg entMsg)
        {
            int priceLevelEntryActionInt = 0;
            ulong mPriceLevelEntrySizeUlong = 0;

            if (entMsg.tryI32(MamdaOrderBookFields.ENTRY_ACTION, ref priceLevelEntryActionInt))
            {
                mPriceLevelEntryAction = (sbyte) priceLevelEntryActionInt;
            }

            entMsg.tryU64 (MamdaOrderBookFields.ENTRY_SIZE, ref mPriceLevelEntrySizeUlong);
            mPriceLevelEntrySize = (long) mPriceLevelEntrySizeUlong;

            mPriceLevelEntryTime = entMsg.getDateTime(MamdaOrderBookFields.ENTRY_TIME, mPriceLevelTime);

            if(entMsg.tryStringAnsi (MamdaOrderBookFields.ENTRY_ID, ref mPriceLevelEntryIdIntPtr))
            {
                return true;
            }
            else
            {
                return false;
            }
        }

        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.........

        private void createDeltaFromMamaMsgWithoutVectorFields(
                                                MamdaSubscription subscription,
                                                MamaMsg msg,
                                                bool isRecap)
        {
            NullableInt numLevelFields_ = new NullableInt();

            int numLevelFieldInMsg = 1;

            if (msg.tryI32 (MamdaOrderBookFields.NUM_LEVELS, ref numLevelFields_))
            {
                numLevelFieldInMsg = numLevelFields_.Value;
            }

            int maxLevelFields = MamdaOrderBookFields.getNumLevelFields();

            // getNumLevelFields() defaults to 0 but we want to go into the
            // below loop at least once for flattened messages scenario
            if (maxLevelFields == 0)
            {
                maxLevelFields = 1;
            }

            if (numLevelFieldInMsg < maxLevelFields)
            {
                maxLevelFields = numLevelFieldInMsg;
            }
            mPriceLevels = maxLevelFields;

            for (int i = 1; i <= maxLevelFields; i++)
            {
                clearLevelFields();
                mPriceLevel = i;
                MamaMsg plMsg = null;

                if (MamdaOrderBookFields.PRICE_LEVEL.Length > 1)
                {
                    plMsg = msg.getMsg(MamdaOrderBookFields.PRICE_LEVEL[i], null);
                }

                if (plMsg == null)
                {
                    if (numLevelFieldInMsg == 1)
                    {
                        // Price level fields are probably be in the main message.
                        plMsg = msg;
                    }
                    else
                    {
                         throw new MamdaDataException (
                            "cannot find price level fields in MamaMsg");
                    }
                }
                getLevelInfoAndEntries(subscription, msg, plMsg, isRecap);
            }
        }