pyRT.apps.feeds.BuildBook Namespace Reference

Functions
def	DateTimeMs
	Return string-ified time as YYYY-MM-DD HH:MM:SS.mmm. More...
def	MapFile
	Open / Map in file. More...
def	TimeMs
	Return string-ified time as HH:MM:SS.mmm. More...

Variables
tuple	anp = Memoir.SnapComplete( raw )
tuple	argc = len( sys.argv )
	# main() # # More...
tuple	bDmp = ( argc > 3 )
tuple	brk = Depth.BrokenTrade( raw )
	bRun = True
	Drop Message List. More...
tuple	cle = Memoir.ClearBook( raw )
tuple	cor = Depth.TradeCorrect( raw )
list	DDB = []
	Directory by SecID : { SecID1 : Memoir.Dir1, SecID2 : Memoir.Dir2, ... More...
tuple	dir = Memoir.Directory( raw )
list	dmp = [ '%-20s : %8d' % ( pm, MDB[pm] ) for pm in MDB ]
tuple	dst = ph.Dst()
int	eSeq = 1
	Number of Packets Processed. More...
tuple	fh = pcap.FileHdr( map[:32] )
list	fp = kv[0]
tuple	iMB = sz/( 1024 * 1024 )
	iSeq = udp._SeqNum
tuple	kv = MapFile( pf )
list	map = kv[1]
dictionary	MDB = {}
	Expected SeqNum. More...
tuple	mdb = seq.Messages()
tuple	mLen = rh._oLen-ph.Size()
	mt = sbe._MsgType
int	nc = 0
tuple	nm = seq.MsgCount()
tuple	non = Depth.NonDisplayTrade( raw )
int	nPkt = 0
tuple	oAdd = Depth.OrderAdd( raw )
tuple	oDel = Depth.OrderDel( raw )
tuple	off = fh.Size()
tuple	oMB = sz/( 1024 * 1024 )
tuple	oMod = Depth.OrderMod( raw )
list	pf = sys.argv[1]
tuple	ph = pcap.PktHdr( map[off:off+42] )
tuple	pm = DataDict.GetMsgName( sbe )
list	raw = map[off:off+mLen]
tuple	rh = pcap.RecHdr( map[off:off+20] )
	rOff = off
string	s = '%dMb mapped in; '
tuple	sbe = SBE.Header( raw )
dictionary	SDB = {}
	Message Count by Message Type. More...
tuple	sec = SBE.Security( raw )
	for-raw More...
tuple	seq = UDP.SeqPkt( raw, False )
	sid = sec._SecID
tuple	src = ph.Src()
tuple	sSz = seq.Size()
tuple	sts = Memoir.SecuritySts( raw )
list	sym = SDB[sid]
tuple	sz = len( map )
tuple	trd = Depth.OrderExec( raw )
tuple	udp = UDP.Header( raw )
tuple	zap = gzip.decompress( map )

Function Documentation

def pyRT.apps.feeds.BuildBook.DateTimeMs

(

)

Return string-ified time as YYYY-MM-DD HH:MM:SS.mmm.

Returns

string-ified time as YYYY-MM-DD HH:MM:SS.mmm

def pyRT.apps.feeds.BuildBook.MapFile

(

filename

)

Open / Map in file.

Parameters

filename

- File to mmap()

Returns

[ fp, map, fSz ] on success; None on error

def pyRT.apps.feeds.BuildBook.TimeMs

(

)

Return string-ified time as HH:MM:SS.mmm.

Returns

string-ified time as HH:MM:SS.mmm

Variable Documentation

tuple pyRT.apps.feeds.BuildBook.anp = Memoir.SnapComplete( raw )

tuple pyRT.apps.feeds.BuildBook.argc = len( sys.argv )

               #

main() # #

tuple pyRT.apps.feeds.BuildBook.bDmp = ( argc > 3 )

tuple pyRT.apps.feeds.BuildBook.brk = Depth.BrokenTrade( raw )

pyRT.apps.feeds.BuildBook.bRun = True

Drop Message List.

tuple pyRT.apps.feeds.BuildBook.cle = Memoir.ClearBook( raw )

tuple pyRT.apps.feeds.BuildBook.cor = Depth.TradeCorrect( raw )

list pyRT.apps.feeds.BuildBook.DDB = []

Directory by SecID : { SecID1 : Memoir.Dir1, SecID2 : Memoir.Dir2, ...

}

tuple pyRT.apps.feeds.BuildBook.dir = Memoir.Directory( raw )

list pyRT.apps.feeds.BuildBook.dmp = [ '%-20s : %8d' % ( pm, MDB[pm] ) for pm in MDB ]

tuple pyRT.apps.feeds.BuildBook.dst = ph.Dst()

pyRT.apps.feeds.BuildBook.eSeq = 1

Number of Packets Processed.

tuple pyRT.apps.feeds.BuildBook.fh = pcap.FileHdr( map[:32] )

list pyRT.apps.feeds.BuildBook.fp = kv[0]

pyRT.apps.feeds.BuildBook.iMB = sz/( 1024 * 1024 )

pyRT.apps.feeds.BuildBook.iSeq = udp._SeqNum

tuple pyRT.apps.feeds.BuildBook.kv = MapFile( pf )

pyRT.apps.feeds.BuildBook.map = kv[1]

dictionary pyRT.apps.feeds.BuildBook.MDB = {}

Expected SeqNum.

tuple pyRT.apps.feeds.BuildBook.mdb = seq.Messages()

tuple pyRT.apps.feeds.BuildBook.mLen = rh._oLen-ph.Size()

pyRT.apps.feeds.BuildBook.mt = sbe._MsgType

int pyRT.apps.feeds.BuildBook.nc = 0

tuple pyRT.apps.feeds.BuildBook.nm = seq.MsgCount()

tuple pyRT.apps.feeds.BuildBook.non = Depth.NonDisplayTrade( raw )

int pyRT.apps.feeds.BuildBook.nPkt = 0

tuple pyRT.apps.feeds.BuildBook.oAdd = Depth.OrderAdd( raw )

tuple pyRT.apps.feeds.BuildBook.oDel = Depth.OrderDel( raw )

pyRT.apps.feeds.BuildBook.off = fh.Size()

tuple pyRT.apps.feeds.BuildBook.oMB = sz/( 1024 * 1024 )

tuple pyRT.apps.feeds.BuildBook.oMod = Depth.OrderMod( raw )

list pyRT.apps.feeds.BuildBook.pf = sys.argv[1]

tuple pyRT.apps.feeds.BuildBook.ph = pcap.PktHdr( map[off:off+42] )

tuple pyRT.apps.feeds.BuildBook.pm = DataDict.GetMsgName( sbe )

list pyRT.apps.feeds.BuildBook.raw = map[off:off+mLen]

tuple pyRT.apps.feeds.BuildBook.rh = pcap.RecHdr( map[off:off+20] )

pyRT.apps.feeds.BuildBook.rOff = off

string pyRT.apps.feeds.BuildBook.s = '%dMb mapped in; '

tuple pyRT.apps.feeds.BuildBook.sbe = SBE.Header( raw )

dictionary pyRT.apps.feeds.BuildBook.SDB = {}

Message Count by Message Type.

tuple pyRT.apps.feeds.BuildBook.sec = SBE.Security( raw )

for-raw

tuple pyRT.apps.feeds.BuildBook.seq = UDP.SeqPkt( raw, False )

pyRT.apps.feeds.BuildBook.sid = sec._SecID

tuple pyRT.apps.feeds.BuildBook.src = ph.Src()

tuple pyRT.apps.feeds.BuildBook.sSz = seq.Size()

tuple pyRT.apps.feeds.BuildBook.sts = Memoir.SecuritySts( raw )

pyRT.apps.feeds.BuildBook.sym = SDB[sid]

tuple pyRT.apps.feeds.BuildBook.sz = len( map )

tuple pyRT.apps.feeds.BuildBook.trd = Depth.OrderExec( raw )

tuple pyRT.apps.feeds.BuildBook.udp = UDP.Header( raw )

tuple pyRT.apps.feeds.BuildBook.zap = gzip.decompress( map )