pendingOrderContainer = (SingleLegOrder) o; pendingOrderContainer.setOrderId(updateid); transportPublisher.send(bm.toByteArray());
bm = marshaller.demarshall(rawMessage); System.out.println(bm); switch (bm.getType()) { case SECURITY_STATUS: { AQMessages.SecurityStatus os = ((AQMessages.SecurityStatus) bm .getExtension(AQMessages.SecurityStatus.cmd)); log.info("Order submitted."); AQMessages.OrderSubmitted os = ((AQMessages.OrderSubmitted) bm .getExtension(AQMessages.OrderSubmitted.cmd)); handle(os); break; log.info("Order accepted."); AQMessages.OrderAccepted oa = ((AQMessages.OrderAccepted) bm .getExtension(AQMessages.OrderAccepted.cmd)); handle(oa); break; log.info("Order cancelled."); AQMessages.OrderCancelled oc = ((AQMessages.OrderCancelled) bm .getExtension(AQMessages.OrderCancelled.cmd)); handle(oc); break; log.info("Order cancellation rejected."); AQMessages.OrderCancelReject ocr = ((AQMessages.OrderCancelReject) bm .getExtension(AQMessages.OrderCancelReject.cmd)); handle(ocr);
public int getSerializedSize() { int size = memoizedSerializedSize; if (size != -1) return size; size = 0; if (((bitField0_ & 0x00000001) == 0x00000001)) { size += com.google.protobuf.CodedOutputStream .computeEnumSize(1, type_.getNumber()); } size += extensionsSerializedSize(); size += getUnknownFields().getSerializedSize(); memoizedSerializedSize = size; return size; }
if (bm.getType().equals(CommandType.MDS)) { MarketDataSnapshot mds = marshaller .demarshall(((AQMessages.MarketDataSnapshot) bm .getExtension(AQMessages.MarketDataSnapshot.cmd))); process(mds); else if(bm.getType().equals(CommandType.TICK)){ Tick t = marshaller.demarshall(((AQMessages.Tick) bm.getExtension(AQMessages.Tick.cmd))); process(t); if (bm.getType().equals(CommandType.SERVER_TIME)) { } else if (bm.getType().equals(CommandType.POSITION_REPORT)) { PositionEvent pos = marshaller .demarshall(((AQMessages.PositionReport) bm .getExtension(AQMessages.PositionReport.cmd))); process((StreamEvent) pos); } else if (bm.getType().equals(CommandType.INFO_EVENT)) { InformationalEvent ie = marshaller .demarshall(((AQMessages.InfoEvent) bm .getExtension(AQMessages.InfoEvent.cmd))); process((StreamEvent) ie); } else if (bm.getType().equals(CommandType.NEW_ORDER)) { if (((AQMessages.NewOrder) bm .getExtension(AQMessages.NewOrder.cmd)).getResend() == 1) { .getExtension(AQMessages.NewOrder.cmd);
p.send(bm.toByteArray());
ValueSet vs = bm.getExtension(ValueSet.cmd);
try { transFac.getPublisher(ETransportType.STATE, instId).send( bm.toByteArray()); } catch (Exception e) { e.printStackTrace();
transportPublisher.send(bm.toByteArray()); } catch (Exception e) { log.warn("Error while sending message: ", e);
public OrderEvent demarshallOrderEvent(AQMessages.BaseMessage bm) { switch (bm.getType()) { case ORD_ACCPTD: return demarshall((AQMessages.OrderAccepted) bm .getExtension(AQMessages.OrderAccepted.cmd)); case ORD_SUBMITTED: return demarshall((AQMessages.OrderSubmitted) bm .getExtension(AQMessages.OrderSubmitted.cmd)); case ORD_CANCEL_SUBMITTED: return demarshall((AQMessages.OrderCancelSubmitted) bm .getExtension(AQMessages.OrderCancelSubmitted.cmd)); case ORD_CANCELLED: return demarshall((AQMessages.OrderCancelled) bm .getExtension(AQMessages.OrderCancelled.cmd)); case ORD_CNCL_REJ: return demarshall((AQMessages.OrderCancelReject) bm .getExtension(AQMessages.OrderCancelReject.cmd)); case ORD_REJ: return demarshall((AQMessages.OrderRejected) bm .getExtension(AQMessages.OrderRejected.cmd)); case ORD_UPDATE_SUBMITTED: return demarshall((AQMessages.OrderUpdateSubmitted) bm .getExtension(AQMessages.OrderUpdateSubmitted.cmd)); case ORD_UPD_REJECTED: return demarshall((AQMessages.OrderUpdateRejected) bm .getExtension(AQMessages.OrderUpdateRejected.cmd)); case ORD_UPDATED: return demarshall((AQMessages.OrderUpdated) bm .getExtension(AQMessages.OrderUpdated.cmd)); case EXECUTION_REPORT2:
valueSet.send(mf.valueSet(new TimeStamp(), "TYPE", "ID", "FIELD", "VALUE"+Math.random()).toByteArray()); log.info("Sent.");
BaseMessage bm = m.demarshall(b); if (bm.getType().equals(CommandType.MDS)) { .getExtension(AQMessages.MarketDataSnapshot.cmd)));
private void sendCancel() { // ok, we are working out a pending cancellation. cancellationPending = false; // log.info("Cancellation called for " + internalOrderId + ". " + lastState); // String reqId = "CNCL:" + originalOrderId + ":" + seqCounter; seqCounter++; String tradInstId = orderContainer.getTradInstId(); log.info("Sending cancel with cancel reqId:" + reqId); BaseMessage bm = messageFactory.OrderCancelRequest(reqId, internalOrderId, tradInstId, orderContainer.getOrderSide(), orderContainer.getQuantity()); if (bm != null) { try { log.info("Sending cancellation: " + orderContainer.toString()); transportPublisher.send(bm.toByteArray()); fireEvent(new OrderCancelSubmittedEvent()); } catch (Exception e) { // DIRTY. log.warn("Exception!!", e); fireEvent(new OrderCancellationRejectedEvent()); } } }
p.send(vs.toByteArray()); for(int i=0;i<1000;i++){ vs = mf.valueSet(new TimeStamp(), "STATE", "1", "V", ""+Math.random()); p.send(vs.toByteArray()); Thread.sleep(10);
@Override public void eventFired(byte[] event) { try { BaseMessage bm = m.demarshall(event); if (bm.getType().equals(CommandType.CUST_CMD)) { String custCommand = ((AQMessages.CustomCommand) bm .getExtension(AQMessages.CustomCommand.cmd)) .getCommand(); if (custCommand.startsWith("LATENCY_RES")) { String[] parts = custCommand.split(" "); long l1 = Long.parseLong(parts[1]); long l2 = Long.parseLong(parts[2]); long l3 = System.nanoTime(); // utsg.now().getNanoseconds(); long fromHereToThere = l2 - l1; long fromTheretoHere = l3 - l2; long roundTrip = l3 - l1; L1 += fromHereToThere; L2 += fromTheretoHere; L3 += roundTrip; counter--; // } } } catch (InvalidProtocolBufferException e) { e.printStackTrace(); } } });
@Override public void eventFired(byte[] event) { BaseMessage bm; try { bm = marshaller.demarshall(event); if(log.isDebugEnabled()) log.debug("Event type: " + bm.getType()); if (bm.getType().equals(CommandType.MDS)) { MarketDataSnapshot mds = marshaller .demarshall(((AQMessages.MarketDataSnapshot) bm .getExtension(AQMessages.MarketDataSnapshot.cmd))); if(!mds.isResend()) collectionList.add(mds); // else we drop it. } } catch (Exception e) { e.printStackTrace(); log.warn("Exception: ", e); } } });
@Override public void eventFired(byte[] event) { BaseMessage bm; try { bm = marshaller.demarshall(event); if (bm.getType().equals(CommandType.MDS)) { MarketDataSnapshot mds = marshaller .demarshall(((AQMessages.MarketDataSnapshot) bm .getExtension(AQMessages.MarketDataSnapshot.cmd))); processMarketDataSnapshot(mds); } else if(bm.getType().equals(CommandType.TICK)){ Tick t = marshaller.demarshall(((AQMessages.Tick) bm .getExtension(AQMessages.Tick.cmd))); processTick(t); } } catch (Exception e) { e.printStackTrace(); log.warn("Exception: ", e); } } };
@org.junit.Test public void testUDPRelay() throws Exception { // InMemoryTransportFactory t = new InMemoryTransportFactory(); UDPRelay ur = new UDPRelay(t,"localhost", 54321, 12345); // // let's create some test messages. Marshaller m = new Marshaller(); MessageFactory2 mf = new MessageFactory2(); BaseMessage vs = mf.valueSet(new TimeStamp(), "STATE", "1", "M", "100.0"); IPublisher p = t.getPublisher(ETransportType.STATE, "1"); p.send(vs.toByteArray()); // Thread.sleep(100); vs = mf.valueSet(new TimeStamp(), "STATE", "1", "V", "100.0"); p.send(vs.toByteArray()); Thread.sleep(5000); // // }
@Override public void eventFired(byte[] event) { BaseMessage bm; try { bm = marshaller.demarshall(event); if (log.isDebugEnabled()) log.debug("Event type: " + bm.getType()); if (bm.getType().equals(CommandType.MDS)) { MarketDataSnapshot mds = marshaller .demarshall(((AQMessages.MarketDataSnapshot) bm .getExtension(AQMessages.MarketDataSnapshot.cmd))); // we'll ignore resends. if(!mds.isResend()) process(mds); } } catch (Exception e) { e.printStackTrace(); log.warn("Exception: ", e); } } });
public void process(List<OHLCV> candleList) { for (OHLCV o : candleList) { if (o.getOpen() != null && !o.getOpen().equals(Double.NaN)) { System.out.println(o.getMdiId() + " - " + o.getOpen() + " - " + o.getClose()); try { BaseMessage bm = mf.ohlc(o.getTimeStamp(), o.getMdiId(), o.getOpen(), o.getHigh(), o.getLow(), o.getClose()); // let's convert that candle to a byte array. transFac.getPublisher(o.getId()).send(bm.toByteArray()); } catch (TransportException e) { e.printStackTrace(); } catch (Exception e) { e.printStackTrace(); } } } } }
@Deprecated /** * Use message factory implementation instead. * * @param mdiId * @param bidPrices * @param askPrices * @param bidSizes * @param askSizes * @param resend * @return */ public byte[] marshallToMDS(String mdiId, List<Double> bidPrices, List<Double> askPrices, List<Double> bidSizes, List<Double> askSizes, boolean resend) { BaseMessage mdsm = mf.buildMds(mdiId, bidPrices, askPrices, bidSizes, askSizes, resend); return mdsm.toByteArray(); }