@Override
protected final void applyTrade(MDEntry entry) {
switch (entry.getMdUpdateAction()) {
case New:
case Change:
_lastTradeQty = entry.getMdEntrySize();
_lastTradePrice = entry.getMdEntryPx();
_totalTradeVol += _lastTradeQty;
_totalTraded += (_lastTradeQty * _lastTradePrice);
break;
case Delete:
final int tradeQty = entry.getMdEntrySize();
final double tradePrice = entry.getMdEntryPx();
_totalTradeVol -= tradeQty;
_totalTraded -= (tradeQty * tradePrice);
break;
case DeleteThru:
case DeleteFrom:
case Overlay:
case Unknown:
break;
}
}
@Override
protected final void applyAsk(final MDEntry entry) {
final int lvl = entry.getMdPriceLevel() - 1;
switch (entry.getMdUpdateAction()) {
case New:
{
_tmpEntry.set(entry.getMdEntrySize(), entry.getMdEntryPx());
_book.insertAsk(lvl, _tmpEntry);
}
break;
case Change:
{
final double px = entry.getMdEntryPx();
if (px != Constants.UNSET_DOUBLE) {
_tmpEntry.set(entry.getMdEntrySize(), px);
_book.setAsk(lvl, _tmpEntry);
} else {
_book.setAskQty(lvl, entry.getMdEntrySize());
}
}
break;
case Delete:
{
_book.deleteAsk(lvl);
}
break;
case DeleteThru:
_book.deleteThruAsk(lvl);
break;
case DeleteFrom:
_book.deleteFromAsk(lvl);
break;
case Overlay:
{
final int qty = entry.getMdEntrySize();
if (qty != Constants.UNSET_INT) {
_tmpEntry.set(qty, entry.getMdEntryPx());
_book.setAsk(lvl, _tmpEntry);
} else {
_book.setAskPrice(lvl, entry.getMdEntryPx());
}
}
break;
case Unknown:
break;
}
}
@Override
protected final void applyBid(final MDEntry entry) {
final int lvl = entry.getMdPriceLevel() - 1;
switch (entry.getMdUpdateAction()) {
case New:
{
_tmpEntry.set(entry.getMdEntrySize(), entry.getMdEntryPx());
_book.insertBid(lvl, _tmpEntry);
}
break;
case Change:
{ // should be used ONLY for qty change, but CME use for price setting as well
final double px = entry.getMdEntryPx();
if (px != Constants.UNSET_DOUBLE) {
_tmpEntry.set(entry.getMdEntrySize(), px);
_book.setBid(lvl, _tmpEntry);
} else {
_book.setBidQty(lvl, entry.getMdEntrySize());
}
}
break;
case Delete:
{
_book.deleteBid(lvl);
}
break;
case DeleteThru:
_book.deleteThruBid(lvl);
break;
case DeleteFrom:
_book.deleteFromBid(lvl);
break;
case Overlay:
{
final int qty = entry.getMdEntrySize();
if (qty != Constants.UNSET_INT) {
_tmpEntry.set(qty, entry.getMdEntryPx());
_book.setBid(lvl, _tmpEntry);
} else {
_book.setBidPrice(lvl, entry.getMdEntryPx());
}
}
break;
case Unknown:
break;
}
}