struct PriceLevel
{
char timeOfEvent[STRING_MAX+1]; // ID :3
int price; // ID :7
int volume; // ID :8
int levels; // ID :10
int numberOfOrders; // ID :11
};
struct MarketByLevel5Event
{
int subscriptionGroup; // ID :1
long sequenceNumber; // ID :2
char timeOfEvent[STRING_MAX+1]; // ID :3
char sequenceIndicator; // ID :4
long orderBook; // ID :5
int askCount;
struct PriceLevel askPriceLevels[5]; // ID :21
int bidCount;
struct PriceLevel bidPriceLevels[5]; // ID :22
};
//위의 구조체에 아래의 데이타를 파싱및 매핑해서, 출력해본다.
3001=[1=258|2=1125000|3=2017-04-26T14:29:33.350|5=2170|21=[[3=2017-04-26T14:29:33.350|7=168000000|8=400000000|10=0]]]
>>>MarketByLevel5Event---------------------------------------------------
subscriptionGroup(1) = 258
sequenceNumber (2) = 1125000
timeOfEvent (3) = 2017-04-26T14:29:33.350
sequenceIndicator(4) =
orderBook (5) = 2170
:ASK:::timeOfEvent(3) = [1][0]2017-04-26T14:29:33.350
:ASK:::price (7) = [1][0]16800
:ASK:::volume (8) = [1][0]400
:ASK:::levels (10) = [1][0]0
:ASK:::numberOfOrders(11) = [1][0]0
>>>------------------------------------------------------------
3001=[1=258|2=1172210|3=2017-04-26T14:55:16.034|5=2170|21=[[3=2017-04-26T14:29:33.350|7=168000000|8=400000000|10=0]]|22=[[3=2017-04-26T14:55:16.034|7=121000000|8=100000000|10=0]]]
>>>MarketByLevel5Event---------------------------------------------------
subscriptionGroup(1) = 258
sequenceNumber (2) = 1172210
timeOfEvent (3) = 2017-04-26T14:55:16.034
sequenceIndicator(4) =
orderBook (5) = 2170
:ASK:::timeOfEvent(3) = [1][0]2017-04-26T14:29:33.350
:ASK:::price (7) = [1][0]16800
:ASK:::volume (8) = [1][0]400
:ASK:::levels (10) = [1][0]0
:ASK:::numberOfOrders(11) = [1][0]0
:BID:::timeOfEvent(3) = [1][0]2017-04-26T14:55:16.034
:BID:::price (7) = [1][0]12100
:BID:::volume (8) = [1][0]100
:BID:::levels (10) = [1][0]0
:BID:::numberOfOrders(11) = [1][0]0
>>>------------------------------------------------------------
3001=[1=258|2=1043350|3=2017-04-26T14:29:28.340|5=2202|21=[[3=2017-04-26T14:29:28.340|7=50000000|8=500000000|10=0]]]
>>>MarketByLevel5Event---------------------------------------------------
subscriptionGroup(1) = 258
sequenceNumber (2) = 1043350
timeOfEvent (3) = 2017-04-26T14:29:28.340
sequenceIndicator(4) =
orderBook (5) = 2202
:ASK:::timeOfEvent(3) = [1][0]2017-04-26T14:29:28.340
:ASK:::price (7) = [1][0]5000
:ASK:::volume (8) = [1][0]500
:ASK:::levels (10) = [1][0]0
:ASK:::numberOfOrders(11) = [1][0]0
>>>------------------------------------------------------------
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