func (l *EfhLogger) genUpdateHeaderForOption(messageType uint8, oid packet.OptionId) efhm_header {
return efhm_header{
Type: messageType,
GroupId: l.stream.getGroup(),
SecurityId: oid.ToUint64(),
SequenceNumber: l.stream.getSeqNum(),
TimeStamp: l.stream.getTimestamp(),
}
}
func (s *Subscr) Unsubscribe(oid packet.OptionId) {
errs.Check(oid.Valid(), "unsubscribing from invalid option", oid)
delete(s.subscriptions, oid)
}
func (s *SimLogger) OperationAppliedToOrders(operation sim.SimOperation) {
type ordrespLogInfo struct {
notFound, addOp int
orderId packet.OrderId
optionId packet.OptionId
side, price, size int
ordlSuffix string
}
type orduLogInfo struct {
orderId packet.OrderId
optionId packet.OptionId
side, price, size int
}
var or ordrespLogInfo
var ou orduLogInfo
switch op := operation.(type) {
case *sim.OperationAdd:
var oid packet.OptionId
if op.Independent() {
oid = op.GetOptionId()
}
or = ordrespLogInfo{
addOp: 1,
orderId: op.OrderId,
optionId: oid,
ordlSuffix: fmt.Sprintf(" %012x", oid.ToUint64()),
}
ou = orduLogInfo{
orderId: or.orderId,
optionId: op.GetOptionId(),
price: op.GetPrice(),
size: op.GetNewSize(sim.SizeKindDefault),
}
if op.GetSide() == packet.MarketSideAsk {
ou.side = 1
}
case *sim.OperationRemove, *sim.OperationUpdate:
if operation.GetOptionId().Invalid() {
or = ordrespLogInfo{notFound: 1}
} else {
newSize := operation.GetNewSize(sim.SizeKindDefault)
or = ordrespLogInfo{
optionId: operation.GetOptionId(),
price: operation.GetPrice(),
size: newSize - operation.GetDefaultSizeDelta(),
}
if operation.GetSide() == packet.MarketSideAsk {
or.side = 1
}
if newSize != 0 {
ou = orduLogInfo{
optionId: or.optionId,
side: or.side,
price: or.price,
size: newSize,
}
}
}
or.orderId = operation.GetOrigOrderId()
ou.orderId = or.orderId
default:
errs.Check(false)
}
s.printfln("ORDL %d %016x%s", or.addOp, or.orderId.ToUint64(), or.ordlSuffix)
s.printfln("ORDRESP %d %d %d %08x %08x %012x %016x", or.notFound, or.addOp, or.side, or.size, or.price, or.optionId.ToUint64(), or.orderId.ToUint64())
if operation.GetOptionId().Valid() {
s.printfln("ORDU %016x %012x %d %08x %08x", ou.orderId.ToUint64(), ou.optionId.ToUint64(), ou.side, ou.price, ou.size)
}
}
func (s *Subscr) Subscribe(oid packet.OptionId) {
errs.Check(oid.Valid(), "subscribing to invalid option", oid)
s.subscriptions[oid] = struct{}{}
s.autoSubscribe = false
}