@Override public void eventFired(byte[] event) { BaseMessage bm; try { bm = marshaller.demarshall(event); if (bm.getType().equals(CommandType.OHLC)) { OHLCV ohlc= marshaller .demarshall(((AQMessages.OHLC) bm .getExtension(AQMessages.OHLC.cmd))); processOHLCV(ohlc); } } catch (Exception e) { e.printStackTrace(); log.warn("Exception: ", e); } } };
@Override public void eventFired(byte[] event) { BaseMessage bm; try { bm = marshaller.demarshall(event); OrderEvent o = marshaller.demarshallOrderEvent(bm); if (o != null) collectionList.add(o); } catch (InvalidProtocolBufferException e) { e.printStackTrace(); } } });
/** * faster marshaller for MDS. Use message factory implementation instead * * @param mdiId * @param bidPrices * @param askPrices * @param bidSizes * @param askSizes * @return */ @Deprecated public byte[] marshallToMDS(String mdiId, List<Double> bidPrices, List<Double> askPrices, List<Double> bidSizes, List<Double> askSizes) { return (marshallToMDS(mdiId, bidPrices, askPrices, bidSizes, askSizes, false)); }
Marshaller m = new Marshaller(); MessageFactory2 mf = new MessageFactory2(); byte[] b = m.marshall(mds); BaseMessage bm = m.demarshall(b); .demarshall(((AQMessages.MarketDataSnapshot) bm .getExtension(AQMessages.MarketDataSnapshot.cmd)));
bm = new Marshaller().demarshall(arg0); } catch (InvalidProtocolBufferException e1) {
Marshaller m = new Marshaller(); MessageFactory2 mf = new MessageFactory2();
@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); // // }
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:
BaseMessage bm; try { bm = marshaller.demarshall(event); OrderEvent temp = null; .demarshall(((AQMessages.MarketDataSnapshot) bm .getExtension(AQMessages.MarketDataSnapshot.cmd))); process(mds); Tick t = marshaller.demarshall(((AQMessages.Tick) bm.getExtension(AQMessages.Tick.cmd))); process(t); } else if ((temp = marshaller.demarshallOrderEvent(bm)) != null) { OrderStreamEvent ose = new OrderStreamEvent("", temp.getTimeStamp(), temp); } 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); SingleLegOrder slo = marshaller.demarshall(no); addOrSetOrderTable(slo);
.toDoubleListSkipNull(new Double[] { Math .random() }); publishers[i].send(m.marshallToMDS("MDI" + i, doubleListSkipNull, doubleListSkipNull2, doubleListSkipNull3, doubleListSkipNull4));
@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 (log.isDebugEnabled()) log.debug("Event type: " + bm.getType()); if (bm.getType().equals(CommandType.OHLC)) { OHLCV o = marshaller.demarshall((AQMessages.OHLC) bm .getExtension(AQMessages.OHLC.cmd)); o.setResolutionInSeconds(tf.getMinutes() * 60); collectionList.add(o); } } catch (Exception e) { e.printStackTrace(); log.warn("Exception: ", e); } } });
@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); } } });
@Override public void eventFired(byte[] event) { BaseMessage bm; try { bm = marshaller.demarshall(event); if (bm.getType().equals(CommandType.VALUESET)) { ValueSet vs = bm.getExtension(ValueSet.cmd); handle(vs); } } 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); } } };
@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(); } } });
bm = marshaller.demarshall(rawMessage); System.out.println(bm); switch (bm.getType()) {