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How to maintain an image/cache in EMA? We are moving from RFA MarketData API to EMA.

After going through the EMA documentation, I am not sure if EMA is providing any mechanism to maintain a cached image and applying updates to it.

We used to do it using only a few lines of code in RFA MarketData. We are subscribing to market price service. In RFA MarketData code we maintain a cached full image in a TibMsg object.

TibMsg m_RawImage;

We populate the TibMsg object when we get an initial image from the RFA callback using the following code:

void ProcessItemImage(const MarketDataItemEvent& event)
{
  const rfa::common::Buffer& buffer = event.getBuffer();
  switch (event.getDataFormat())
    {
      case MarketDataEnums::Marketfeed:
        if (!buffer.isEmpty())
        {
          TibMsg msg;
          TibErr err = msg.UnPack((char*)buffer.c_buf(), buffer.size());
          assert(err.code == TIBMSG_OK);
          CopyTibMsg(m_RawImage, msg);
.
.
.

When we get a update message callback from RFA we apply the update to the cached full image using the following code:

void ProcessItemUpdate(const MarketDataItemEvent& event)
{
  const rfa::common::Buffer& buffer = event.getBuffer();
  switch (event.getDataFormat())
  {
    case MarketDataEnums::Marketfeed:
      if (!buffer.isEmpty())
      {
        TibMsg msg;
        TibErr err = msg.UnPack((char*)buffer.c_buf(), buffer.size());
        assert(err.code == TIBMSG_OK);
        if (err.code != TIBMSG_OK)
          return;
        UpdateTibMsg(m_RawImage, msg);
.
.
}
bool UpdateTibMsg(TibMsg& image, TibMsg& delta)
{
  TibField field;
  bool ret = false;
  for (field.First(δ); field.status==TIBMSG_OK; field.Next())
  {
    TibErr err = image.Update(&field);
    ret |= (err.code == TIBMSG_OK);
  }
  return ret;
}

What is the equivalent thing to do in EMA? What object can we cache?

The documentation clearly says this:

Warning! The Data class and all classes that inherit from it are designed as temporary and short-lived objects. For this reason, do not use them as storage or caching devices.

Do we need to implement our own classes for caching and applying updates?

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1 Answer

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Accepted
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Hi @nm

You can follow this tutorial to decode message.

You can extract any interested information from this step.

And you have to create your own class to keep the information from refresh(equivalent to image in TibMsg) or update to your own cache.

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