Package deltix.qsrv.hf.connectors.util

Class BaseL2DiffProcessor

java.lang.Object

deltix.qsrv.hf.connectors.util.BaseL2DiffProcessor

Direct Known Subclasses:

UltimateDiffProcessor

public abstract class BaseL2DiffProcessor
extends java.lang.Object

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	debugModeOn

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BaseL2DiffProcessor(deltix.timebase.api.messages.Level2Message message, deltix.data.stream.MessageChannel<? super deltix.timebase.api.messages.MarketMessage> receiver, boolean debugModeOn)

Method Summary

Modifier and Type	Method	Description
protected double[]	ArrayRealloc(double[] array, int newLength)
protected abstract boolean	doProcessDiff(IFullSnapshot previous, IUpdateSnapshot current, int marketDepth)
static boolean	IsValidSnapshot(IFullSnapshot snapshot, int marketDepth)
boolean	ProcessDiff(IFullSnapshot previous, IUpdateSnapshot current, int marketDepth, L2Snapshot correctState)
protected void	sendChanges(deltix.timebase.api.messages.BookUpdateAction action, int depth, boolean isAsk, double price, double size)

Methods inherited from class java.lang.Object

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

Field Detail

debugModeOn

protected final boolean debugModeOn

Constructor Detail

BaseL2DiffProcessor

protected BaseL2DiffProcessor(deltix.timebase.api.messages.Level2Message message,
                              deltix.data.stream.MessageChannel<? super deltix.timebase.api.messages.MarketMessage> receiver,
                              boolean debugModeOn)

Method Detail

doProcessDiff

protected abstract boolean doProcessDiff(IFullSnapshot previous,
                                         IUpdateSnapshot current,
                                         int marketDepth)

IsValidSnapshot

public static final boolean IsValidSnapshot(IFullSnapshot snapshot,
                                            int marketDepth)

ArrayRealloc

protected final double[] ArrayRealloc(double[] array,
                                      int newLength)

ProcessDiff

public final boolean ProcessDiff(IFullSnapshot previous,
                                 IUpdateSnapshot current,
                                 int marketDepth,
                                 L2Snapshot correctState)

sendChanges

protected final void sendChanges(deltix.timebase.api.messages.BookUpdateAction action,
                                 int depth,
                                 boolean isAsk,
                                 double price,
                                 double size)