Package deltix.qsrv.hf.blocks.l2

Class ByInstrumentAggregator<T extends L2DataProcessor & ConcurrentL2DataProcessor>

java.lang.Object

deltix.qsrv.hf.blocks.l2.ByInstrumentAggregator<T>

All Implemented Interfaces:

BookHolder, ConcurrentBookHolder, ConcurrentL2DataProcessor, L2DataProcessor

public class ByInstrumentAggregator<T extends L2DataProcessor & ConcurrentL2DataProcessor>
extends java.lang.Object
implements L2DataProcessor, ConcurrentL2DataProcessor

Thread-safe

Constructor Summary

Constructors

Constructor	Description
ByInstrumentAggregator(T processor)

Method Summary

Modifier and Type	Method	Description
void	getBook(BookReceiver receiver, java.lang.CharSequence exchange, java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type)
Book	getBook(java.lang.CharSequence exchange, java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type)
void	getBooks(BookReceiver receiver)
void	getBooks(BookReceiver receiver, java.lang.CharSequence exchange)
void	getBooks(BookReceiver receiver, java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type)
L2DataProcessorConfig	getConfiguration()
void	getOrCreateBook(ModifiedBookReceiver receiver, java.lang.CharSequence exchange, java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type)
Book	getOrCreateBook(java.lang.CharSequence exchange, java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type)
void	processL2Increment(ModifiedBookReceiver receiver, deltix.timebase.api.messages.Level2MessageInfo msg)
Book	processL2Increment(deltix.timebase.api.messages.Level2MessageInfo msg)
void	processL2Message(ModifiedBookReceiver receiver, deltix.timebase.api.messages.L2MessageInfo msg)
Book	processL2Message(deltix.timebase.api.messages.L2MessageInfo msg)
void	processL2Snapshot(ModifiedBookReceiver receiver, deltix.timebase.api.messages.L2SnapshotMessageInfo msg)
Book	processL2Snapshot(deltix.timebase.api.messages.L2SnapshotMessageInfo msg)
void	processMessage(ModifiedBookReceiver receiver, deltix.timebase.api.messages.MarketMessageInfo msg)
Book	processMessage(deltix.timebase.api.messages.MarketMessageInfo msg)
void	pushBookSnapshots(java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type)
void	pushBookSnapshots(java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type, int size)
void	pushBookSnapshots(java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type, deltix.data.stream.MessageChannel<deltix.qsrv.hf.pub.InstrumentMessage> out)
void	pushBookSnapshots(java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type, deltix.data.stream.MessageChannel<deltix.qsrv.hf.pub.InstrumentMessage> out, int size)
void	pushSnapshot(java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type)
void	pushSnapshot(java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type, int size)
void	pushSnapshot(java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type, deltix.data.stream.MessageChannel<deltix.qsrv.hf.pub.InstrumentMessage> out)
void	pushSnapshot(java.lang.CharSequence symbol, deltix.qsrv.hf.pub.InstrumentType type, deltix.data.stream.MessageChannel<deltix.qsrv.hf.pub.InstrumentMessage> out, int size)

Methods inherited from class java.lang.Object

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

Constructor Detail

ByInstrumentAggregator

public ByInstrumentAggregator(T processor)

Method Detail

getConfiguration

public L2DataProcessorConfig getConfiguration()

Specified by:

getConfiguration in interface L2DataProcessor<T extends L2DataProcessor & ConcurrentL2DataProcessor>

processMessage

public Book processMessage(deltix.timebase.api.messages.MarketMessageInfo msg)

Specified by:

processMessage in interface L2DataProcessor<T extends L2DataProcessor & ConcurrentL2DataProcessor>

processMessage

public void processMessage(ModifiedBookReceiver receiver,
                           deltix.timebase.api.messages.MarketMessageInfo msg)

Specified by:

processMessage in interface ConcurrentL2DataProcessor<T extends L2DataProcessor & ConcurrentL2DataProcessor>

processL2Snapshot

public Book processL2Snapshot(deltix.timebase.api.messages.L2SnapshotMessageInfo msg)

Specified by:

processL2Snapshot in interface L2DataProcessor<T extends L2DataProcessor & ConcurrentL2DataProcessor>

processL2Increment

public Book processL2Increment(deltix.timebase.api.messages.Level2MessageInfo msg)

Specified by:

processL2Increment in interface L2DataProcessor<T extends L2DataProcessor & ConcurrentL2DataProcessor>

processL2Message

public Book processL2Message(deltix.timebase.api.messages.L2MessageInfo msg)

Specified by:

processL2Message in interface L2DataProcessor<T extends L2DataProcessor & ConcurrentL2DataProcessor>

processL2Snapshot

public void processL2Snapshot(ModifiedBookReceiver receiver,
                              deltix.timebase.api.messages.L2SnapshotMessageInfo msg)

Specified by:

processL2Snapshot in interface ConcurrentL2DataProcessor<T extends L2DataProcessor & ConcurrentL2DataProcessor>

processL2Increment

public void processL2Increment(ModifiedBookReceiver receiver,
                               deltix.timebase.api.messages.Level2MessageInfo msg)

Specified by:

processL2Increment in interface ConcurrentL2DataProcessor<T extends L2DataProcessor & ConcurrentL2DataProcessor>

processL2Message

public void processL2Message(ModifiedBookReceiver receiver,
                             deltix.timebase.api.messages.L2MessageInfo msg)

Specified by:

processL2Message in interface ConcurrentL2DataProcessor<T extends L2DataProcessor & ConcurrentL2DataProcessor>

getBooks

public final void getBooks(BookReceiver receiver)

Specified by:

getBooks in interface ConcurrentBookHolder<T extends L2DataProcessor & ConcurrentL2DataProcessor>

getBooks

public final void getBooks(BookReceiver receiver,
                           java.lang.CharSequence exchange)

Specified by:

getBooks in interface ConcurrentBookHolder<T extends L2DataProcessor & ConcurrentL2DataProcessor>

getBooks

public final void getBooks(BookReceiver receiver,
                           java.lang.CharSequence symbol,
                           deltix.qsrv.hf.pub.InstrumentType type)

Specified by:

getBooks in interface ConcurrentBookHolder<T extends L2DataProcessor & ConcurrentL2DataProcessor>

getBook

public Book getBook(java.lang.CharSequence exchange,
                    java.lang.CharSequence symbol,
                    deltix.qsrv.hf.pub.InstrumentType type)

Specified by:

getBook in interface BookHolder<T extends L2DataProcessor & ConcurrentL2DataProcessor>

getOrCreateBook

public Book getOrCreateBook(java.lang.CharSequence exchange,
                            java.lang.CharSequence symbol,
                            deltix.qsrv.hf.pub.InstrumentType type)

Specified by:

getOrCreateBook in interface BookHolder<T extends L2DataProcessor & ConcurrentL2DataProcessor>

getBook

public void getBook(BookReceiver receiver,
                    java.lang.CharSequence exchange,
                    java.lang.CharSequence symbol,
                    deltix.qsrv.hf.pub.InstrumentType type)

Specified by:

getBook in interface ConcurrentBookHolder<T extends L2DataProcessor & ConcurrentL2DataProcessor>

getOrCreateBook

public void getOrCreateBook(ModifiedBookReceiver receiver,
                            java.lang.CharSequence exchange,
                            java.lang.CharSequence symbol,
                            deltix.qsrv.hf.pub.InstrumentType type)

Specified by:

getOrCreateBook in interface ConcurrentBookHolder<T extends L2DataProcessor & ConcurrentL2DataProcessor>

pushSnapshot

public void pushSnapshot(java.lang.CharSequence symbol,
                         deltix.qsrv.hf.pub.InstrumentType type)

pushSnapshot

public void pushSnapshot(java.lang.CharSequence symbol,
                         deltix.qsrv.hf.pub.InstrumentType type,
                         int size)

pushSnapshot

public void pushSnapshot(java.lang.CharSequence symbol,
                         deltix.qsrv.hf.pub.InstrumentType type,
                         deltix.data.stream.MessageChannel<deltix.qsrv.hf.pub.InstrumentMessage> out)

pushSnapshot

public void pushSnapshot(java.lang.CharSequence symbol,
                         deltix.qsrv.hf.pub.InstrumentType type,
                         deltix.data.stream.MessageChannel<deltix.qsrv.hf.pub.InstrumentMessage> out,
                         int size)

pushBookSnapshots

public void pushBookSnapshots(java.lang.CharSequence symbol,
                              deltix.qsrv.hf.pub.InstrumentType type)

pushBookSnapshots

public void pushBookSnapshots(java.lang.CharSequence symbol,
                              deltix.qsrv.hf.pub.InstrumentType type,
                              int size)

pushBookSnapshots

public void pushBookSnapshots(java.lang.CharSequence symbol,
                              deltix.qsrv.hf.pub.InstrumentType type,
                              deltix.data.stream.MessageChannel<deltix.qsrv.hf.pub.InstrumentMessage> out)

pushBookSnapshots

public void pushBookSnapshots(java.lang.CharSequence symbol,
                              deltix.qsrv.hf.pub.InstrumentType type,
                              deltix.data.stream.MessageChannel<deltix.qsrv.hf.pub.InstrumentMessage> out,
                              int size)