Macros
#define	CMD_SYMBOL_DEL_PKTS
	Delete a symbol from the cache. More...

Functions
int	symbol_create (const char *name, unsigned int flags)
	Create a new symbol within the Transformer memory. More...

void	symbol_delete_all_mmaker (const char *name)
	Delete all the Type 2 data associated with a symbol. More...

void	symbol_delete_all_permission_keys (const char *name)
	Delete all the data associated with a permission object. More...

void	symbol_delete_mmaker (const char name, const char mmaker)
	Delete the data associated with a type 2 index. More...

void	symbol_delete_permission_key (const char name, const char key)
	Delete the data associated with a permission key. More...

void	symbol_delete_type2 (const char name, const char index, int fieldnum)
	Delete the data associated with a type 2 index. More...

int	symbol_get_type (const char *objname)
	Return the type of a particular object. More...

char **	symbol_historic_field (const char name, int fieldnum, int number)
	Get all data for a particular field number within a symbol. More...

char *	symbol_last_field (const char *name, int fieldnum)
	Return the last received fieldvalue for a symbol. More...

char *	symbol_last_field_byname (const char name, const char field)
	Return the last recieved fieldvalue for a symbol. More...

ds_data_t *	symbol_last_mmaker_update (const char name, const char mmaker)
	Returns the currently cached Type 2 data for a symbol/Type 2 index. More...

ds_data_t *	symbol_last_permission_update (const char name, const char key)
	Returns the currently cached permission object data. More...

ds_data_t *	symbol_last_update (const char *name)
	Returns the currently cached Type 1 data for a symbol. More...

time_t	symbol_last_updatetime (const char *name)
	Return the time that the last update was received for this symbol. More...

char **	symbol_match (const char name, int number)
	Return a list of symbols matching the specifier. More...

char **	symbol_match_bytype (const char name, int type, int number)
	Return a list of symbols matching the pattern and of the specified type. More...

char **	symbol_return_mmakers (const char name, int num)
	Returns a list of all the cached Type 2 market makers. More...

char **	symbol_return_permission_keys (const char name, int num)
	Returns a list of all the cached permission object keys. More...

int	tf_symbol_get_status (const char name, char *status_message_ptr)
	Return the status for an object within the cache. More...

int	tf_symbol_get_type (const char *objname)
	Return the type of a particular object. More...

char **	tf_symbol_match (const char name, int number)
	Return a list of symbols matching the specifier. More...

char **	tf_symbol_match_bytype (const char pattern, int type, int number)
	Return a list of symbols matching the pattern and of the specified type. More...

void	tf_symbol_send_status (const char name, int status, const char message)
	Send a status message for an object within the cache. More...

Detailed Description

The Transformer maintains a cache containing the most recent values of an object. The values contained within the cache can be inspected/modified by a module

Macro Definition Documentation

#define CMD_SYMBOL_DEL_PKTS

Delete a symbol from the cache.

This message will delete a symbol from the cache. A message will be propogated through to an interested modules.

See also: symbol_send_nodata()

Function Documentation

int symbol_create	(	const char *	name,
		unsigned int	flags
	)

Create a new symbol within the Transformer memory.

Parameters

name	Symbol name
flags	Flags to create the object with see FIXME

Return values

1	- already exists
0	- successfully created
-1	- couldn't create object

If this function returns 1, then the flags on the symbol will be set according to the flags supplied to this function.

Examples:: demo-modify.c.

void symbol_delete_all_mmaker ( const char * name )

Delete all the Type 2 data associated with a symbol.

Parameters

name	Name of the symbol

void symbol_delete_all_permission_keys ( const char * name )

Delete all the data associated with a permission object.

Parameters

name	Name of the symbol

void symbol_delete_mmaker	(	const char *	name,
		const char *	mmaker
	)

Delete the data associated with a type 2 index.

Parameters

name	Name of the symbol
mmaker	The Type 2 index

This function assumes that the fieldnamed "MktMkrId" exists and that it maps through to the Secondary Index.

void symbol_delete_permission_key	(	const char *	name,
		const char *	key
	)

Delete the data associated with a permission key.

Parameters

name	Name of the symbol
key	The key

The tables below show some sample permission object data that may be cached for the object /LO/CAPLIN. The first table shows data that is available before the call symbol_delete_permission_key("/LO/CAPLIN", "NYC") is made. The second table shows the data that is available afterwards.

Before symbol_delete_permission_key("/LO/CAPLIN", "NYC") is called:

Key	BidTier1	BidTier2	BidTier3
LON	1.01	1.05	1.1
NYC	1.1	1.15	1.2
SGP	1.2	1.25	1.3

After symbol_delete_permission_key("/LO/CAPLIN", "NYC") is called:

Key	BidTier1	BidTier2	BidTier3
LON	1.01	1.05	1.1
SGP	1.2	1.25	1.3

void symbol_delete_type2	(	const char *	name,
		const char *	index,
		int	fieldnum
	)

Delete the data associated with a type 2 index.

Parameters

name	Name of the symbol
index	The type 2 index
fieldnum	The field number under which type 2 entries are indexed

The tables below show some sample type 2 data that may be cached for the object /LO/CAPLIN, with the type 2 indices stored under the field MARKET_MAKER_ID (field number 212). The first table shows the type 2 data that is available before the call deleteType2("/LO/CAPLIN", "BRC", 212) is made. The second table shows the data that is available afterwards.

Before symbol_delete_type2("/LO/CAPLIN", "BRC", 212) is called:

MARKET_MAKER_ID	BIDSIZE	BID	ASK	ASKSIZE
BRC	1000	52 1/2	54	750
GBN	500	53	54	1000
TLT	1000	53	53 3/4	1000

After symbol_delete_type2("/LO/CAPLIN", "BRC", 212) is called:

MARKET_MAKER_ID	BidSize	Bid	Ask	AskSize
GBN	500	53	54	1000
TLT	1000	53	53 3/4	1000

int symbol_get_type ( const char * objname )

Return the type of a particular object.

Parameters

objname Name of the object

Return values

-1	Object not found
other	The object type

Note: This function is deprecated in favour of tf_symbol_get_type()

char** symbol_historic_field	(	const char *	name,
		int	fieldnum,
		int *	number
	)

Get all data for a particular field number within a symbol.

Parameters

[in]	name	The symbol name
[in]	fieldnum	The fieldnumber to return the values for
[out]	number	Number of fields returned

Returns: An array of values

The number of matching fields is placed into *number and an array of strings is returned.

This array of strings can then be deallocated by free_array()

The table below shows some sample type 3 data that may be cached for the object /LO/CAPLIN. In this case, the TradePrice, TradeTime and TradeVolume fields are all type 3 fields. If the TradePrice field number is 18, then if the Transformer module calls argv = symbol_historic_field("/LO/CAPLIN", 18, &argc), an array containing "53 3/4", "54 1/2", "54 1/4". "54" and "53 1/2" will be returned.

TradePrice	TradeTime	TradeVolume
53 3/4	10:19	10000
54 1/2	10:19	600
54 1/4	10:18	1000
54	10:17	1233
53 1/2	10:17	67

char* symbol_last_field	(	const char *	name,
		int	fieldnum
	)

Return the last received fieldvalue for a symbol.

Parameters

name	Symbol name
fieldnum	The field number

Returns: The current value from the cache for the specified object and field names, or null if the value is not found. If null is returned, it could be because the object was not found in the cache, or because the object does not contain the specified field.

The return parameter should freed using the free() function after use

char* symbol_last_field_byname	(	const char *	name,
		const char *	field
	)

Return the last recieved fieldvalue for a symbol.

Parameters

name	Symbol name
field	The fieldname

Returns: The current value from the cache for the specified object and field names, or null if the value is not found. If null is returned, it could be because the object was not found in the cache, or because the object does not contain the specified field, or the field has not been defined using the "add-field" configuration option.

The return parameter should freed using the system free() function after use

ds_data_t* symbol_last_mmaker_update	(	const char *	name,
		const char *	mmaker
	)

Returns the currently cached Type 2 data for a symbol/Type 2 index.

Parameters

name	Name of the symbol
mmaker	The type 2 index

Returns: A ds_data_t containing the current values for the requested type 2 index

The ds_data_t returned by this function should be freed using ds_free_data() after use.

The table below shows some sample type 2 data that may be cached for the object /LO/CAPLIN. In this case, the MarketMakerId field contains the type 2 indices. To get the data for the MarketMaker GBN, the Transformer module should call symbol_last_mmaker_update("/LO/CAPLIN", "GBN").

MarketMakerId	BidSize	Bid	Ask	AskSize
BRC	1000	52 1/2	54	750
GBN	500	53	54	1000
TLT	1000	53	53 3/4	1000

ds_data_t* symbol_last_permission_update	(	const char *	name,
		const char *	key
	)

Returns the currently cached permission object data.

Parameters

name	Name of the permission object
key	The key index

Returns: A ds_data_t containing the current values for the requested key index

The ds_data_t returned by this function should be freed using ds_free_data() after use.

The table below shows some sample permission object data that may be cached for the object /LO/CAPLIN. In this case, the key field contains bid values for different tiers.

To get the data for the key LON, the Transformer module should call symbol_last_permission_update("/LO/CAPLIN", "LON").

Key	BidTier1	BidTier2	BidTier3
LON	1.01	1.05	1.1
NYC	1.1	1.15	1.2
SGP	1.2	1.25	1.3

ds_data_t* symbol_last_update ( const char * name )

Returns the currently cached Type 1 data for a symbol.

Parameters

name	Name of the symbol

Returns: If present a ds_data_t containing an image of the Type 1 cache

The ds_data_t returned by this function should be freed using ds_free_data() after use

time_t symbol_last_updatetime ( const char * name )

Return the time that the last update was received for this symbol.

Parameters

name	Name of the symbol

char** symbol_match	(	const char *	name,
		int *	number
	)

Return a list of symbols matching the specifier.

The array returned by this function should be freed using free_array()

Parameters

[in]	name	- The wildcard to match
[out]	number	- Number of matching symbols

Returns: A pointer to an array of symbol names

The number of matching symbols is placed into *number and an array of strings is returned.

This array of strings can then be deallocated by free_array()

Deprecated:: The use of filename-style wildcards is being deprecated throughout the Caplin platform in favour of standard regular expressions. Please see tf_symbol_match() for a regular expression compatible version of this function.

char** symbol_match_bytype	(	const char *	name,
		int	type,
		int *	number
	)

Return a list of symbols matching the pattern and of the specified type.

The array returned by this function should be freed using free_array()

Parameters

[in]	name	The wildcard to match
[in]	type	Object type to match
[out]	number	Number of matching symbols

Returns: A pointer to an array of symbol names

The number of matching symbols is placed into *number and an array of strings is returned.

This array of strings can then be deallocated by free_array()

Deprecated:: The use of filename-style wildcards is being deprecated throughout the Caplin platform in favour of standard regular expressions. Please see tf_symbol_match_bytype() for a regular expression compatible version of this function.

char** symbol_return_mmakers	(	const char *	name,
		int *	num
	)

Returns a list of all the cached Type 2 market makers.

Parameters

[in]	name	Name of the symbol
[out]	num	Number of market makers for this symbol

Returns: Pointer to an array of market makers (NULL if none)

The return values of this function should be freed using free_array()

The table below shows some sample type 2 data that may be cached for the object /LO/CAPLIN. In this case, the MarketMakerId field contains the type 2 indices. If the Transformer module calls symbols_return_mmakers on /LO/CAPLIN, an array containing "BRC", "GBN" and "TLT" will be returned.

MarketMakerId	BidSize	Bid	Ask	AskSize
BRC	1000	52 1/2	54	750
GBN	500	53	54	1000
TLT	1000	53	53 3/4	1000

char** symbol_return_permission_keys	(	const char *	name,
		int *	num
	)

Returns a list of all the cached permission object keys.

Parameters

[in]	name	Name of the symbol
[out]	num	Number of keys for this symbol

Returns: Pointer to an array of keys (NULL if none)

The return values of this function should be freed using free_array()

The table below shows some sample permission object data that may be cached for the object /LO/CAPLIN.

If the Transformer module calls symbols_return_permission_keys on /LO/CAPLIN, an array containing "LON", "NYC" and "SGP" will be returned.

Key	BidTier1	BidTier2	BidTier3
LON	1.01	1.05	1.1
NYC	1.1	1.15	1.2
SGP	1.2	1.25	1.3

int tf_symbol_get_status	(	const char *	name,
		char **	status_message_ptr
	)

Return the status for an object within the cache.

Parameters

	name	- Name of the object to query
[out]	status_message_ptr	- Output for the status message (may be NULL). This should be deallocated with ds_free() by the caller

Return values

OBJ_STATUS_STALE
OBJ_STATUS_LIMITED
OBJ_STATUS_OK

int tf_symbol_get_type ( const char * objname )

Return the type of a particular object.

Parameters

objname Name of the object

Return values

-1	Object not found
other	The object type

char** tf_symbol_match	(	const char *	name,
		int *	number
	)

Return a list of symbols matching the specifier.

The array returned by this function should be freed using free_array()

Parameters

[in]	name	The wildcard to match
[out]	number	Number of matching symbols

Returns: A pointer to an array of symbol names

The number of matching symbols is placed into *number and an array of strings is returned.

This array of strings can then be deallocated by free_array()

char** tf_symbol_match_bytype	(	const char *	pattern,
		int	type,
		int *	number
	)

Return a list of symbols matching the pattern and of the specified type.

The array returned by this function should be freed using free_array()

Parameters

[in]	pattern	- The wildcard to match
[in]	type	- Object type to match
[out]	number	- Number of matching symbols

Returns: A pointer to an array of symbol names

The number of matching symbols is placed into *number and an array of strings is returned.

This array of strings can then be deallocated by free_array()

void tf_symbol_send_status	(	const char *	name,
		int	status,
		const char *	message
	)

Send a status message for an object within the cache.

Parameters

name	- Name of the object to send the cache for
status	- Status flags to send
message	- Status message to send

Status should be one of the following OBJ_STATUS_OK, OBJ_STATUS_INFO, OBJ_STATUS_STALE

Macros

Functions

Detailed Description

Macro Definition Documentation

Function Documentation