func (l *TobLogger) MessageArrived(idm *sim.SimMessage) {
l.consumeOps = idm.BookUpdates()
if idm.BookSides() == 2 {
// XXX why do we need this?
l.bid.Check, l.ask.Check = true, true
} else {
l.bid.Check, l.ask.Check = false, false
}
l.curOps = 0
l.hasOldTob = false
}
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)
}
}