Package deltix.qsrv.hf.blocks.booksim

Class AggregatedLevel2Processor

java.lang.Object

deltix.qsrv.hf.blocks.booksim.AggregatedLevel2Processor

All Implemented Interfaces:

BookPairHolder

public class AggregatedLevel2Processor
extends java.lang.Object
implements BookPairHolder

Using in multi-thread context:

 final AggregatedLevel2Processor processor = ...;
 
 // one thread
 AggregatedBookPair pair = processor.getOrCreateBookPair(...);
 synchronized (pair.getAggregatedBookPairs()) {
      pair.doSomething();
 }
 
 // another thread
 AggregatedBookPairs aggBooks = processor.getAggregatedBookPairs(...);
 synchronized (aggBooks) {
      aggBooks.doSomething();
 }
 

Constructor Summary

Constructors

Constructor	Description
AggregatedLevel2Processor(Level2Config config)
AggregatedLevel2Processor(Level2Config config, int capacity)

Method Summary

Modifier and Type	Method	Description
void	clear()
AggregatedBookPairs	getOrCreateAggregatedBookPairs(java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type)
BookPair	getOrCreateBookPair(deltix.timebase.api.messages.L2Message msg)
BookPair	getOrCreateBookPair(deltix.timebase.api.messages.L2SnapshotMessage msg)
BookPair	getOrCreateBookPair(deltix.timebase.api.messages.Level2Message msg)
BookPair	getOrCreateBookPair(java.lang.CharSequence exchangeCode, java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type)
BookPair	getOrCreateBookPair(java.lang.CharSequence exchangeCode, java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type, int maxNumLevels)
void	processIncrement(deltix.timebase.api.messages.Level2Message msg)
void	processIncrementSafe(deltix.timebase.api.messages.Level2Message msg)
void	processLevel2Increment(deltix.timebase.api.messages.L2Message msg)
void	processMessage(deltix.qsrv.hf.pub.InstrumentMessage msg)
void	processSnapshot(deltix.timebase.api.messages.L2SnapshotMessage msg)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AggregatedLevel2Processor

public AggregatedLevel2Processor(Level2Config config)

AggregatedLevel2Processor

public AggregatedLevel2Processor(Level2Config config,
                                 int capacity)

Method Detail

getOrCreateBookPair

public BookPair getOrCreateBookPair(deltix.timebase.api.messages.L2SnapshotMessage msg)

getOrCreateBookPair

public BookPair getOrCreateBookPair(deltix.timebase.api.messages.Level2Message msg)

getOrCreateBookPair

public BookPair getOrCreateBookPair(deltix.timebase.api.messages.L2Message msg)

getOrCreateBookPair

public BookPair getOrCreateBookPair(java.lang.CharSequence exchangeCode,
                                    java.lang.CharSequence symbol,
                                    deltix.qsrv.hf.pub.InstrumentType type)

Specified by:

getOrCreateBookPair in interface BookPairHolder

getOrCreateBookPair

public BookPair getOrCreateBookPair(java.lang.CharSequence exchangeCode,
                                    java.lang.CharSequence symbol,
                                    deltix.qsrv.hf.pub.InstrumentType type,
                                    int maxNumLevels)

processMessage

public void processMessage(deltix.qsrv.hf.pub.InstrumentMessage msg)

processSnapshot

public void processSnapshot(deltix.timebase.api.messages.L2SnapshotMessage msg)

processIncrement

public void processIncrement(deltix.timebase.api.messages.Level2Message msg)

processLevel2Increment

public void processLevel2Increment(deltix.timebase.api.messages.L2Message msg)

processIncrementSafe

public void processIncrementSafe(deltix.timebase.api.messages.Level2Message msg)

getOrCreateAggregatedBookPairs

public AggregatedBookPairs getOrCreateAggregatedBookPairs(java.lang.CharSequence symbol,
                                                          deltix.qsrv.hf.pub.InstrumentType type)

clear

public void clear()