How to properly manage EMA orderbook delete action (from market_by_price)?

steve.lau

I receive the delete action from market_by_price in EMA. I checked the map action with

case MapEntry.MapAction.DELETE :

But when I tried to get the price to delete. The field 3427 (ORDER_PRC) is always empty.

Below is the implementation

P.S. The code tag doesn't format the code nicely so I paste as plain text.

private void decodeMap(String ric, com.thomsonreuters.ema.access.Map map) {

int tmpSide = 0;
double tmpPrice = 0;
double tmpSize = 0;
for (MapEntry mapEntry : map) {

if (DataTypes.FIELD_LIST == mapEntry.loadType()) {

FieldList fieldList = mapEntry.fieldList();
for (FieldEntry fieldEntry : fieldList) {

int fid = fieldEntry.fieldId();
if (fieldEntry.code() == Data.DataCode.BLANK) {

// noop
}
else {

switch (fid) {

case 3427: // ORDER PRICE
tmpPrice = fieldEntry.real().asDouble();
break;
case 3428: // ORDER SIDE
tmpSide = fieldEntry.enumValue();
break;
case 3430: // NUMBER OF ORDERS, type: 4, OMMTypes.UINT = int
tmpNumOrder = fieldEntry.uintValue();
break;
case 4356: // ACCUMULATED SIZE
tmpSize = fieldEntry.real().asDouble();
break;
default:
break;
}
}
}
}
if (mapEntry.action() == MapEntry.MapAction.DELETE && tmpPrice != 0d) { // orderbook delete operation
// delete the entry in orderbook
}
}
}

chavalit-jintamalit

Hi @steve.lau

You should use "Map Entry KEY" to store your data in a map data structure.

You can delete the entry from map using the same "Map Entry KEY".

You can refer to line 84 on

com.thomsonreuters.ema.examples.training.consumer.series200.example210__MarketByOrder__Streaming example.

System.out.println("Action: " + mapEntry.mapActionAsString() + " key value: " + EmaUtility.asHexString(mapEntry.key().buffer().buffer()));

steve.lau

Hi @chavalit.jintamalit

Thank you, so you mean the key should be a String to be retrieved by below?

EmaUtility.asHexString(mapEntry.key().buffer().buffer())

chavalit-jintamalit

The EmaUtility.asHexString is optional.

You can convert byte arrays (the value of map key) to any string that you like.

It is the unique identifier to this map entry.

umer.nalla

Hi @steve.lau

You may also find the following article useful - How to Sort & Process Level 2 Orderbook Data

Although the sample source code is C++, the explanations should still be relevant.

steve.lau

Cool, thanks a lot all Gents

steve.lau

very useful, thanks!