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  2. order book price level number of entries

Re: order book price level number of entries

Damian Maguire <damian.j.maguire@...>
 

Hey Dmitri, 

There's probably someone who can clarify better, but I believe the difference is the 'mNumEntries' is the total number of entries which the data feed has reported is part of the book, but which may not necessarily be accessible within the MAMDA Price Level structure (for example, if the feed doesn't supply entry level information for the book we might still report the number of entries, but have nothing we can look at). The 'mNumEntriesTotal' is then the total number of entries which are actually iterable within the same structure. 

Looking at the logic in that snippit, I'm not convinced there's not a small issue there (I don't know that we should be setting mNumEntriesTotal as part of this logic) - it might be worth raising a bug in GitHub and someone more familiar with that code might be able to comment. 

Cheers, 

D


On Thu, Jan 26, 2017 at 8:23 PM Dmitri Fedorov <dfedorov.solace@...> wrote:
Hi,

I'm working on a performance issue with the Solace proprietary OpenMAMA bridge processing MAMDA messages and I've come across this:

void MamdaOrderBookPriceLevel::setNumEntries (mama_u32_t  numEntries)
    {
        mImpl.mNumEntries      = numEntries;
        mImpl.mNumEntriesTotal = (mImpl.mEntries ?  mImpl.mEntries->size() : 
                                                        numEntries);
    }
Could someone explain to me please, what's the difference between the "number of entries" and the "total number of entries" in the order book price level, and whe the "total" number of sets it with this condition?

Thank you in advance.

Regards,
Dmitri Fedorov
Software Architect
Solace
Ottawa, ON Canada

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