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106 changes: 53 additions & 53 deletions src/core/decoder.rs
Original file line number Diff line number Diff line change
Expand Up @@ -1012,7 +1012,7 @@ where
self.wrapper
.lock()
.expect(WRAPPER_POISONED_MUTEX)
.fundamental_data(req_id, timestamp.as_ref());
.head_timestamp(req_id, timestamp.as_ref());
Ok(())
}

Expand Down Expand Up @@ -2191,62 +2191,62 @@ where
0 => return Ok(()), // None
1..=2 =>
// Last (1) or AllLast (2)
{
let price = decode_f64(&mut fields_itr)?;
let size = decode_i32(&mut fields_itr)?;
let mask = decode_i32(&mut fields_itr)?;
let mut tick_attrib_last = TickAttribLast::default();
tick_attrib_last.past_limit = mask & 1 != 0;
tick_attrib_last.unreported = mask & 2 != 0;
let exchange = decode_string(&mut fields_itr)?;
let special_conditions = decode_string(&mut fields_itr)?;
self.wrapper
.lock()
.expect(WRAPPER_POISONED_MUTEX)
.tick_by_tick_all_last(
req_id,
FromPrimitive::from_i32(tick_type).unwrap(),
time,
price,
size,
tick_attrib_last,
exchange.as_ref(),
special_conditions.as_ref(),
);
}
{
let price = decode_f64(&mut fields_itr)?;
let size = decode_i32(&mut fields_itr)?;
let mask = decode_i32(&mut fields_itr)?;
let mut tick_attrib_last = TickAttribLast::default();
tick_attrib_last.past_limit = mask & 1 != 0;
tick_attrib_last.unreported = mask & 2 != 0;
let exchange = decode_string(&mut fields_itr)?;
let special_conditions = decode_string(&mut fields_itr)?;
self.wrapper
.lock()
.expect(WRAPPER_POISONED_MUTEX)
.tick_by_tick_all_last(
req_id,
FromPrimitive::from_i32(tick_type).unwrap(),
time,
price,
size,
tick_attrib_last,
exchange.as_ref(),
special_conditions.as_ref(),
);
}
3 =>
// BidAsk
{
let bid_price = decode_f64(&mut fields_itr)?;
let ask_price = decode_f64(&mut fields_itr)?;
let bid_size = decode_i32(&mut fields_itr)?;
let ask_size = decode_i32(&mut fields_itr)?;
let mask = decode_i32(&mut fields_itr)?;
let mut tick_attrib_bid_ask = TickAttribBidAsk::default();
tick_attrib_bid_ask.bid_past_low = mask & 1 != 0;
tick_attrib_bid_ask.ask_past_high = mask & 2 != 0;
self.wrapper
.lock()
.expect(WRAPPER_POISONED_MUTEX)
.tick_by_tick_bid_ask(
req_id,
time,
bid_price,
ask_price,
bid_size,
ask_size,
tick_attrib_bid_ask,
);
}
{
let bid_price = decode_f64(&mut fields_itr)?;
let ask_price = decode_f64(&mut fields_itr)?;
let bid_size = decode_i32(&mut fields_itr)?;
let ask_size = decode_i32(&mut fields_itr)?;
let mask = decode_i32(&mut fields_itr)?;
let mut tick_attrib_bid_ask = TickAttribBidAsk::default();
tick_attrib_bid_ask.bid_past_low = mask & 1 != 0;
tick_attrib_bid_ask.ask_past_high = mask & 2 != 0;
self.wrapper
.lock()
.expect(WRAPPER_POISONED_MUTEX)
.tick_by_tick_bid_ask(
req_id,
time,
bid_price,
ask_price,
bid_size,
ask_size,
tick_attrib_bid_ask,
);
}
4 =>
// MidPoint
{
let mid_point = decode_f64(&mut fields_itr)?;
self.wrapper
.lock()
.expect(WRAPPER_POISONED_MUTEX)
.tick_by_tick_mid_point(req_id, time, mid_point);
}
{
let mid_point = decode_f64(&mut fields_itr)?;
self.wrapper
.lock()
.expect(WRAPPER_POISONED_MUTEX)
.tick_by_tick_mid_point(req_id, time, mid_point);
}
_ => return Ok(()),
}
Ok(())
Expand Down