Esempio n. 1
0
File: efh.go Progetto: ikravets/ev
func (l *EfhLogger) MessageArrived(idm *sim.SimMessage) {
	l.stream.MessageArrived(idm)
	l.tobLogger.MessageArrived(idm)
	if oid, price, size, err := idm.TradeInfo(); err == nil {
		l.genUpdateTrades(oid, price, size)
		return
	}
	switch m := l.stream.getExchangeMessage().(type) {
	case *nasdaq.IttoMessageOptionDirectory:
		l.genUpdateDefinitionsNom(m)
	case *bats.PitchMessageSymbolMapping:
		l.genUpdateDefinitionsBats(m)
	case *miax.TomMessageSeriesUpdate:
		l.genUpdateDefinitionsMiax(m)
	}
}