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C# MamaMsg.tryU32方法代码示例

本文整理汇总了C#中Wombat.MamaMsg.tryU32方法的典型用法代码示例。如果您正苦于以下问题:C# MamaMsg.tryU32方法的具体用法?C# MamaMsg.tryU32怎么用?C# MamaMsg.tryU32使用的例子?那么恭喜您, 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Wombat.MamaMsg的用法示例。


在下文中一共展示了MamaMsg.tryU32方法的1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: findContract

        private MamdaOptionContract findContract(
            MamdaSubscription  subscription,
            MamaMsg            msg)
        {
            /*
            * NOTE: fields which are enums can be pubished as integers if feedhandler
            * uses mama-publish-enums-as-ints.  It may also be possible for a feed to
            * publish the numerical value as a string. All enumerated fields must be handled
            * by getting the value based on the field type.
            */

            // Look up the strike price and expiration date
            string contractSymbol = null;
            if (!msg.tryString(MamdaOptionFields.CONTRACT_SYMBOL, ref contractSymbol))
            {
                throw new MamdaDataException ("cannot find contract symbol");
            }

            string fullSymbol = contractSymbol;
            MamdaOptionContract contract = mChain.getContract(fullSymbol);
            if (contract == null)
            {
                string expireDateStr = String.Empty;
                double strikePrice = 0.0;
                string putCall = String.Empty;
                uint openInterest = 0;
                
                msg.tryString(MamdaOptionFields.EXPIRATION_DATE, ref expireDateStr);
                msg.tryF64(MamdaOptionFields.STRIKE_PRICE, ref strikePrice);

                if (msg.tryField (MamdaOptionFields.PUT_CALL, ref tmpfield_))
                {
                    putCall = getFieldAsString(tmpfield_);
                }

                int symbolLen = fullSymbol.Length;
                string symbol   = null;
                string exchange = null;
                int dotIndex = fullSymbol.LastIndexOf('.');
                if (dotIndex > 0)
                {
                    // Have exchange in symbol.
                    exchange = fullSymbol.Substring(dotIndex + 1);
                    symbol   = fullSymbol.Substring(0, dotIndex);
                }
                else
                {
                    exchange = "";
                    symbol = fullSymbol;
                }

                DateTime expireDate = DateTime.MinValue;
                try
                {
                    expireDate = mDateFormat.Parse(expireDateStr);
                }
                catch (FormatException e)
                {
                    throw new MamdaDataException (
                        String.Format("cannot parse expiration date: {0}", expireDateStr));
                }

                MamdaOptionContract.PutOrCall putCallchar = extractPutCall(msg,fullSymbol);
                contract = new MamdaOptionContract(
                    symbol,
                    exchange,
                    expireDate,
                    strikePrice,
                    putCallchar);

               MamdaOptionContract.ExerciseStyle exerciseStyleChar = extractExerciseStyle(msg,fullSymbol);
               contract.setExerciseStyle(exerciseStyleChar);

               
                if (msg.tryU32 (MamdaOptionFields.OPEN_INTEREST, ref openInterest))
                {
                    contract.setOpenInterest( (long)openInterest );
                }

                mChain.addContract(fullSymbol, contract);

                mLastActionContract = contract;
                mLastActionContractFieldState = MamdaFieldState.MODIFIED;
                mLastAction = MamdaOptionAction.Add;
                mLastActionFieldState = MamdaFieldState.MODIFIED;
                foreach (MamdaOptionChainHandler handler in mHandlers)
                {
                    handler.onOptionContractCreate(subscription, this, msg, contract, mChain);
                }
            }
            return contract;
        }
开发者ID:jacobraj,项目名称:MAMA,代码行数:92,代码来源:MamdaOptionChainListener.cs


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