Exemple #1
0
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(),
	}
}
Exemple #2
0
func (s *Subscr) Unsubscribe(oid packet.OptionId) {
	errs.Check(oid.Valid(), "unsubscribing from invalid option", oid)
	delete(s.subscriptions, oid)
}
Exemple #3
0
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)
	}
}
Exemple #4
0
func (s *Subscr) Subscribe(oid packet.OptionId) {
	errs.Check(oid.Valid(), "subscribing to invalid option", oid)
	s.subscriptions[oid] = struct{}{}
	s.autoSubscribe = false
}