Beispiel #1
0
        public void SetUp()
        {
            try
            {
                //Intialise mama
                myBridge = new MamaBridge("lbm");
                Mama.open();

                mDictionary = new MamaDictionary();
                mDictionary.create("dictionary.txt");

                MamdaCommonFields.setDictionary(mDictionary, null);
                MamdaTradeFields.reset();
                MamdaTradeFields.setDictionary(mDictionary, null);

                mSubscription  = new MamdaSubscription();
                mTradeListener = new MamdaTradeListener();
                mSubscription.addMsgListener(mTradeListener);

                ticker = new tradetickerCB();
                mTradeListener.addHandler(ticker);
            }
            catch (Exception e)
            {
                Console.Error.WriteLine(e.ToString());
                Environment.Exit(1);
            }
        }
Beispiel #2
0
        public void SetUp()
        {
            try
            {
                MamaBridge mBridge = Mama.loadBridge("lbm");
                Mama.open();

                MamaDictionary mDictionary = new MamaDictionary();
                mDictionary.create("dictionary.txt");

                MamdaCommonFields.setDictionary(mDictionary, null);
                MamdaTradeFields.reset();
                MamdaTradeFields.setDictionary(mDictionary, null);

                mSubscription  = new MamdaSubscription();
                mTradeListener = new MamdaTradeListener();
                mSubscription.addMsgListener(mTradeListener);
                recap = new MamdaConcreteTradeRecap();
            }
            catch (Exception ex)
            {
                throw new MamdaDataException(ex.Message, ex);
            }
        }
        public static void Main(string[] args)
        {
            MamaTransport        transport    = null;
            MamaQueue            defaultQueue = null;
            MamaDictionary       dictionary   = null;
            CommandLineProcessor options      = new CommandLineProcessor(args);
            double throttleRate = options.getThrottleRate();


            if (options.hasLogLevel())
            {
                logLevel_ = options.getLogLevel();
                Mama.enableLogging(logLevel_);
            }

            if ((throttleRate > 100.0) || (throttleRate <= 0.0))
            {
                throttleRate = 100.0;
            }

            try
            {
                // Initialize MAMDA
                myBridge = new MamaBridge(options.getMiddleware());
                Mama.open();

                transport = new MamaTransport();
                transport.create(options.getTransport(), myBridge);
                defaultQueue = Mama.getDefaultEventQueue(myBridge);
                //Get the Data dictionary.....
                MamaSource dictionarySource = new MamaSource();
                dictionarySource.symbolNamespace = options.getDictSource();
                dictionarySource.transport       = transport;
                dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);

                //Initialise the dictionary and fields
                MamdaCommonFields.setDictionary(dictionary, null);
                MamdaQuoteFields.setDictionary(dictionary, null);
                MamdaTradeFields.setDictionary(dictionary, null);

                foreach (string symbol in options.getSymbolList())
                {
                    MamdaSubscription aSubscription = new MamdaSubscription();
                    aSubscription.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_GROUP);
                    aSubscription.setTimeout(60.0);
                    aSubscription.create(
                        transport,
                        defaultQueue,
                        options.getSource(),
                        symbol,
                        null);

                    /* For each subscription a MamdaMultiSecurityicipantManager is
                     * added as the message listener. The callbacks on the
                     * MamdaMultiSecurityHandler will be invokes as new group members
                     * become available.*/
                    MamdaMultiSecurityManager multiSecurityManager =
                        new MamdaMultiSecurityManager(symbol);
                    multiSecurityManager.addHandler(new MultiSecurityHandler());

                    aSubscription.addMsgListener(multiSecurityManager);

                    aSubscription.activate();

                    mamdaSubscriptions.Add(aSubscription);
                }

                Mama.start(myBridge);
                GC.KeepAlive(dictionary);
                Console.WriteLine("Press ENTER or Ctrl-C to quit...");
                Console.ReadLine();
            }
            catch (Exception e)
            {
                Console.WriteLine(e.ToString());
                Environment.Exit(1);
            }
        }
        static void Main(string[] args)
        {
            MamaTransport        transport    = null;
            MamaQueue            defaultQueue = null;
            MamaDictionary       dictionary   = null;
            CommandLineProcessor options      = new CommandLineProcessor(args);

            myQuietModeLevel = options.getQuietModeLevel();


            if (options.hasLogLevel())
            {
                myLogLevel = options.getLogLevel();
                Mama.enableLogging(myLogLevel);
            }

            try
            {
                //Initialize MAMA API
                myBridge = new MamaBridge(options.getMiddleware());
                Mama.open();
                transport = new MamaTransport();
                transport.create(options.getTransport(), myBridge);
                defaultQueue = Mama.getDefaultEventQueue(myBridge);
                myMamaSource = new MamaSource();
                //Get the Data dictionary.....
                MamaSource dictionarySource = new MamaSource();
                dictionarySource.symbolNamespace = "WOMBAT";
                dictionarySource.transport       = transport;
                dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);

                MamdaQuoteFields.setDictionary(dictionary, null);
                MamdaTradeFields.setDictionary(dictionary, null);
                MamdaCommonFields.setDictionary(dictionary, null);
                MamdaOrderBookFields.setDictionary(dictionary, null);

                myQueueGroup = new MamaQueueGroup(myBridge, options.getNumThreads());

                foreach (string symbol in options.getSymbolList())
                {
                    MamdaSubscription aSubscription = new MamdaSubscription();

                    MamdaBookAtomicListener aBookListener = new MamdaBookAtomicListener();
                    AtomicBookTicker        aTicker       = new AtomicBookTicker();

                    aBookListener.addBookHandler(aTicker);
                    aBookListener.addLevelHandler(aTicker);

                    if (options.getPrintEntries())
                    {   // Entries
                        aBookListener.addLevelEntryHandler(aTicker);
                    }

                    aSubscription.addMsgListener(aBookListener);
                    aSubscription.addStaleListener(aTicker);
                    aSubscription.addErrorListener(aTicker);
                    aSubscription.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_BOOK);

                    aSubscription.create(transport,
                                         myQueueGroup.getNextQueue(),
                                         options.getSource(),
                                         symbol,
                                         null);

                    mamdaSubscriptions.Add(aSubscription);
                }

                //Start dispatching on the default MAMA event queue
                Console.WriteLine("Hit Enter or Ctrl-C to exit.");
                Mama.start(myBridge);
                GC.KeepAlive(dictionary);
                Console.ReadLine();
            }
            catch (Exception e)
            {
                Console.WriteLine(e.ToString());
                Environment.Exit(1);
            }
        }
Beispiel #5
0
        public static void Main(string[] args)
        {
            MamaTransport        baseTransport     = null;
            MamaTransport        optionTransport   = null;
            MamaTransport        dictTransport     = null;
            string               dictTransportName = null;
            MamaQueue            defaultQueue      = null;
            MamaDictionary       dictionary        = null;
            CommandLineProcessor options           = new CommandLineProcessor(args);


            if (options.hasLogLevel())
            {
                logLevel_ = options.getLogLevel();
                Mama.enableLogging(logLevel_);
            }

            try
            {
                // Initialize MAMA
                myBridge = new MamaBridge(options.getMiddleware());
                Mama.open();

                // Initialize transports.  We're assuming that options and
                // underlyings might be on different transports.  Note:
                // some companies might use multiple transports for
                // underlyings (e.g., CTA and NASDAQ), which case it would
                // be necessary to create three transports here and be
                // sure to pass the correct transport later.
                baseTransport = new MamaTransport();
                baseTransport.create(options.getTransport(), myBridge);
                optionTransport = baseTransport;
                defaultQueue    = Mama.getDefaultEventQueue(myBridge);

                // Fetch and initialize the data dictionary
                MamaSource dictionarySource = new MamaSource();
                dictionarySource.symbolNamespace = options.getDictSource();
                dictTransportName = options.getDictTransport();
                if (null != dictTransportName)
                {
                    dictTransport = new MamaTransport();
                    dictTransport.create(dictTransportName, myBridge);
                }
                else
                {
                    dictTransport = baseTransport;
                }
                dictionarySource.transport = dictTransport;
                dictionary = buildDataDictionary(dictTransport, defaultQueue, dictionarySource);
                MamdaQuoteFields.setDictionary(dictionary, null);
                MamdaTradeFields.setDictionary(dictionary, null);
                MamdaFundamentalFields.setDictionary(dictionary, null);
                MamdaOptionFields.setDictionary(dictionary, null);

                // Create listeners for each chain.  Two subscriptions are
                // necessary.
                foreach (string symbol in options.getSymbolList())
                {
                    // Create chain and listener objects.
                    MamdaTradeListener aBaseTradeListener = new MamdaTradeListener();
                    MamdaQuoteListener aBaseQuoteListener = new MamdaQuoteListener();
                    MamdaOptionChain   anOptionChain      = new MamdaOptionChain(symbol);
                    anOptionChain.setUnderlyingQuoteListener(aBaseQuoteListener);
                    anOptionChain.setUnderlyingTradeListener(aBaseTradeListener);
                    MamdaOptionChainListener anOptionListener =
                        new MamdaOptionChainListener(anOptionChain);

                    // Create our handlers (the UnderlyingTicker and
                    // OptionChainDisplay could be a single class).
                    UnderlyingTicker aBaseTicker =
                        new UnderlyingTicker(anOptionChain, true);
                    OptionChainDisplay aDisplay =
                        new OptionChainDisplay(anOptionChain);

                    // Create subscriptions for underlying and option chain:
                    MamdaSubscription aBaseSubscription    = new MamdaSubscription();
                    MamdaSubscription anOptionSubscription =
                        new MamdaSubscription();

                    // Register for underlying quote and trade events.
                    aBaseTradeListener.addHandler(aBaseTicker);
                    aBaseQuoteListener.addHandler(aBaseTicker);
                    aBaseSubscription.addMsgListener(aBaseTradeListener);
                    aBaseSubscription.addMsgListener(aBaseQuoteListener);

                    aBaseSubscription.create(
                        baseTransport,
                        defaultQueue,
                        options.getSource(),
                        symbol,
                        null);
                    mamdaSubscriptions.Add(aBaseSubscription);
                    // Register for underlying option events.
                    anOptionListener.addHandler(aDisplay);

                    // We set the timeout to 1 for this example because we
                    // currently use the timeout feature to determine when
                    // to say that we have received all of the initials.
                    // There will be a separate time interval for this in
                    // the future.
                    anOptionSubscription.setTimeout(1);
                    anOptionSubscription.addMsgListener(anOptionListener);
                    anOptionSubscription.addStaleListener(aDisplay);
                    anOptionSubscription.addErrorListener(aDisplay);
                    anOptionSubscription.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_GROUP);
                    anOptionSubscription.create(
                        optionTransport,
                        defaultQueue,
                        options.getSource(),
                        symbol,
                        null);
                    optionSubscriptions.Add(anOptionSubscription);
                }

                //Start dispatching on the default event queue
                Mama.start(myBridge);
                GC.KeepAlive(dictionary);

                Console.WriteLine("Press ENTER or Ctrl-C to quit...");
                Console.ReadLine();
            }
            catch (Exception e)
            {
                Console.WriteLine(e.ToString());
                Environment.Exit(1);
            }
        }
        public static void Main(string[] args)
        {
            MamaTransport        transport    = null;
            MamaQueue            defaultQueue = null;
            MamaDictionary       dictionary   = null;
            CommandLineProcessor options      = new CommandLineProcessor(args);

            myQuietModeLevel = options.getQuietModeLevel();

            if (options.hasLogLevel())
            {
                myLogLevel = options.getLogLevel();
                Mama.enableLogging(myLogLevel);
            }

            try
            {
                // Initialize MAMDA
                myBridge = new MamaBridge(options.getMiddleware());
                Mama.open();
                transport = new MamaTransport();
                transport.create(options.getTransport(), myBridge);
                defaultQueue = Mama.getDefaultEventQueue(myBridge);

                /*Get the data dictionary*/
                MamaSource dictionarySource = new MamaSource();
                dictionarySource.symbolNamespace = options.getDictSource();
                dictionarySource.transport       = transport;
                dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);

                MamdaQuoteFields.setDictionary(dictionary, null);
                MamdaTradeFields.setDictionary(dictionary, null);
                MamdaSecurityStatusFields.setDictionary(dictionary, null);

                mamdaSubscriptions = new MamdaSubscription [options.getSymbolList().Count];
                int i = 0;
                foreach (string symbol in options.getSymbolList())
                {
                    mamdaSubscriptions[i] = new MamdaSubscription();

                    MamdaTradeListener          aTradeListener          = new MamdaTradeListener();
                    MamdaQuoteListener          aQuoteListener          = new MamdaQuoteListener();
                    MamdaSecurityStatusListener aSecurityStatusListener = new MamdaSecurityStatusListener();
                    ComboTicker aTicker = new ComboTicker();

                    aTradeListener.addHandler(aTicker);
                    aQuoteListener.addHandler(aTicker);
                    aSecurityStatusListener.addHandler(aTicker);
                    mamdaSubscriptions[i].addMsgListener(aTradeListener);
                    mamdaSubscriptions[i].addMsgListener(aQuoteListener);
                    mamdaSubscriptions[i].addStaleListener(aTicker);
                    mamdaSubscriptions[i].addErrorListener(aTicker);

                    mamdaSubscriptions[i].create(transport,
                                                 defaultQueue,
                                                 options.getSource(),
                                                 symbol,
                                                 null /*Closure*/);

                    i++;
                }

                Console.WriteLine("Hit Enter or Ctrl-C to exit.");
                Mama.start(myBridge);
                GC.KeepAlive(dictionary);
                Console.ReadLine();
            }
            catch (Exception e)
            {
                Console.Error.WriteLine(e.ToString());
                Environment.Exit(1);
            }
        }
Beispiel #7
0
        static void Main(string[] args)
        {
            MamaTransport        transport    = null;
            MamaQueue            defaultQueue = null;
            MamaDictionary       dictionary   = null;
            CommandLineProcessor options      = new CommandLineProcessor(args);

            if (options.hasLogLevel())
            {
                Mama.enableLogging(options.getLogLevel());
            }

            try
            {
                //Initialize MAMA API
                myBridge = new MamaBridge(options.getMiddleware());
                Mama.open();
                transport = new MamaTransport();
                transport.create(options.getTransport(), myBridge);
                defaultQueue = Mama.getDefaultEventQueue(myBridge);

                //Get the Data dictionary.....
                MamaSource dictionarySource = new MamaSource();
                dictionarySource.symbolNamespace = "WOMBAT";
                dictionarySource.transport       = transport;
                dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);

                MamdaTradeFields.setDictionary(dictionary, null);

                mamdaSubscriptions = new MamdaSubscription [options.getSymbolList().Count];
                int i = 0;
                foreach (string symbol in options.getSymbolList())
                {
                    mamdaSubscriptions[i] = new MamdaSubscription();
                    MamdaTradeListener aTradeListener = new MamdaTradeListener();
                    TradeTicker        aTicker        = new TradeTicker();

                    aTradeListener.addHandler(aTicker);
                    mamdaSubscriptions[i].addMsgListener(aTradeListener);
                    mamdaSubscriptions[i].addStaleListener(aTicker);
                    mamdaSubscriptions[i].addErrorListener(aTicker);

                    mamdaSubscriptions[i].create(
                        transport,
                        defaultQueue,
                        options.getSource(),
                        symbol,
                        null);
                    i++;
                }

                //Start dispatching on the default MAMA event queue
                Console.WriteLine("Hit Enter or Ctrl-C to exit.");
                Mama.start(myBridge);
                GC.KeepAlive(dictionary);
                Console.ReadLine();
            }
            catch (Exception e)
            {
                Console.WriteLine(e.ToString());
                Environment.Exit(1);
            }
        }