public void LowWatermark(
MamaQueue mamaQueue,
int size,
object closure)
{
Console.WriteLine(closure + "queue low water mark exceeded. Size " + size);
}
private static MamaDictionary buildDataDictionary(
MamaTransport transport,
MamaQueue defaultQueue,
MamaSource dictionarySource)
{
bool[] gotDict = new bool[] { false };
MamaDictionaryCallback dictionaryCallback = new DictionaryCallback(gotDict);
lock (dictionaryCallback)
{
MamaSubscription subscription = new MamaSubscription ();
MamaDictionary dictionary = new MamaDictionary();
dictionary.create(
defaultQueue,
dictionaryCallback,
dictionarySource,
3,
10);
Mama.start(myBridge);
if (!gotDict[0])
{
if (!Monitor.TryEnter(dictionaryCallback, 30000))
{
Console.Error.WriteLine("Timed out waiting for dictionary.");
Environment.Exit(0);
}
Monitor.Exit(dictionaryCallback);
}
return dictionary;
}
}
private static MamaDictionary buildDataDictionary(
MamaTransport transport,
MamaQueue defaultQueue,
MamaSource dictionarySource)
{
bool[] gotDict = new bool[] { false };
MamaDictionaryCallback dictionaryCallback = new DictionaryCallback(gotDict);
lock (dictionaryCallback)
{
MamaSubscription subscription = new MamaSubscription();
MamaDictionary dictionary = new MamaDictionary();
dictionary.create(
defaultQueue,
dictionaryCallback,
dictionarySource,
3,
10);
Mama.start(myBridge);
if (!gotDict[0])
{
if (!Monitor.TryEnter(dictionaryCallback, 30000))
{
Console.Error.WriteLine("Timed out waiting for dictionary.");
Environment.Exit(0);
}
Monitor.Exit(dictionaryCallback);
}
return(dictionary);
}
}
/// <summary>
/// This is the thread procedure that is executed by the churn thread, it will keep
/// churning subscriptions until the kill event is set.
/// </summary>
private void ChurnThreadProc()
{
for (; ;)
{
// Check the for kill event
bool signal = m_killEvent.WaitOne(1000, false);
// Quit the loop if the kill signal was received
if (signal)
{
break;
}
// Churn subscriptions
for (int j = 0; j < quota; j++)
{
int i = mamaRandom.Next(0, mamaNumSymbols);
MamaTimer timer = new MamaTimer();
// Get the queue
MamaQueue queue = mamaSubscriptions[i].subscQueue;
if (queue != null)
{
timer.create(queue, this, m_churnTimeout, i);
}
}
}
}
/// <summary>
/// MamaQueueMonitorCallback callbacks
/// </summary>
/////////////////////////////////////////////////////////////////////////////////////////////////
public void HighWatermarkExceeded(
MamaQueue mamaQueue,
int size,
object closure)
{
Console.WriteLine(closure + " queue high water mark exceeded. Size " + size);
}
public static void Main(string[] args)
{
MamaTransport transport = null;
MamaQueue defaultQueue = null;
MamaDictionary dictionary = null;
ListenerCallback callback = new ListenerCallback();
CommandLineProcessor options = new CommandLineProcessor(args);
try
{
// Initialize MAMA
myBridge = new MamaBridge(options.getMiddleware());
Mama.open();
if (options.hasLogLevel())
{
Mama.enableLogging(options.getLogLevel());
}
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);
foreach (string symbol in options.getSymbolList())
{
MamdaSubscription aSubscription = new MamdaSubscription();
aSubscription.addMsgListener(callback);
aSubscription.addStaleListener(callback);
aSubscription.addErrorListener(callback);
if (options.getSnapshot())
{
aSubscription.setServiceLevel(mamaServiceLevel.MAMA_SERVICE_LEVEL_SNAPSHOT, 0);
}
aSubscription.create(transport,
defaultQueue,
options.getSource(),
symbol,
null);
mamdaSubscriptions.Add(aSubscription);
}
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);
}
}
public StatsReport(MamaQueue mamaDefaultQueue)
{
statstimer = new MamaTimer();
statstimer.create(mamaDefaultQueue, this, 2, null);
Console.WriteLine(" Time" + " {0, -4} {1, -4} {2, -4} {3, -4} {4, -2}",
"Create", "Inital", "OtherMsg", "Error", "Recreate");
}
/// <summary>
/// Will process an enqueued event, it will simply increment the count of
/// the number of events.
/// </summary>
/// <param name="mamaQueue">
/// The queue.
/// </param>
/// <param name="closure">
/// Closure object.
/// </param>
void MamaQueueEventCallback.onEvent(MamaQueue mamaQueue, object closure)
{
// Increment the event count
Interlocked.Increment(ref m_numberEvents);
// Save the closure
Interlocked.Exchange(ref m_closure, closure);
// Fire the event to indicate a queue event has been processed
m_event.Set();
}
/// <summary>
/// This function will create subscriptions for all the symbols in the array list.
/// </summary>
private void createSubscriptions()
{
// There must be at least 1 symbol
if (m_symbols.Count < 1)
{
throw new ApplicationException("There are no symbols to subscribe to.");
}
ListenerSubscriptionCallback subscriptionCallback = new ListenerSubscriptionCallback(m_dictionary, m_iterator, m_quietness, m_symbols.Count);
// Enumerate all the symbol names and create a subscription for each one
foreach (string symbol in m_symbols)
{
MamaSubscription subscription = new MamaSubscription();
// Set the service level depending on whether we need a snapshot subscription or not
if (m_snapshot)
{
subscription.setServiceLevel(mamaServiceLevel.MAMA_SERVICE_LEVEL_SNAPSHOT);
}
else
{
subscription.setServiceLevel(mamaServiceLevel.MAMA_SERVICE_LEVEL_REAL_TIME);
}
// Complete the remaining properties
subscription.setSubscriptionType(mamaSubscriptionType.MAMA_SUBSC_TYPE_NORMAL);
subscription.setTimeout(10);
subscription.setRetries(3);
subscription.setRequiresInitial(true);
/* Determine the queue to use, if there are multiple threads running then the next queue in the
* group will be acquired.
*/
MamaQueue queue = m_defaultQueue;
if (m_queueGroup != null)
{
queue = m_queueGroup.getNextQueue();
}
subscription.create(queue, subscriptionCallback, m_source, symbol);
// Add the subscription to the array list so that they can all be destroyed later on
m_subscriptions.Add(subscription);
}
}
private static void initializeMama()
{
Mama.enableLogging(mamaLogLevel);
try
{
myBridge = Mama.loadBridge(myMiddleware);
/* Always the first API method called. Initialized internal API
* state*/
Mama.open();
myDefaultQueue = Mama.getDefaultEventQueue(myBridge);
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
Console.WriteLine("Failed to initialize MAMA");
Environment.Exit(1);
}
transport = new MamaTransport();
/* The name specified here is the name identifying properties in the
* mama.properties file*/
transport.create(transportName, myBridge);
if (myDictTportName != null)
{
myDictTransport = new MamaTransport();
myDictTransport.create(myDictTportName, myBridge);
}
else
{
myDictTransport = transport;
}
/*MamaSource for all subscriptions*/
mySource = new MamaSource();
mySource.transport = transport;
mySource.symbolNamespace = mySymbolNamespace;
/*MamaSource for dictionary subscription*/
myDictSource = new MamaSource();
myDictSource.transport = myDictTransport;
myDictSource.symbolNamespace = dictSource;
}
public void Setup()
{
// Load the wmw bridge
m_bridge = Mama.loadBridge("lbm");
// Create the mama queue
m_queue = new MamaQueue(m_bridge);
// Create the auto reset event
m_event = new AutoResetEvent(false);
// Spin a thread to dispatch events
m_dispatcher = new Thread(new ThreadStart(this.DispatcherThread));
// Reset all other member variables
m_closure = null;
m_numberEvents = 0;
// Start the thread
m_dispatcher.Start();
}
private void createQueues()
{
mamaDefaultQueue = Mama.getDefaultEventQueue(mamaBridge);
mamaQueueGroup = new MamaQueueGroup(mamaBridge, mamaThreads);
if (mamaThreads > 0)
{
// Has queue monitoring been enabled?
if (mamaHighWaterMark > 0 || mamaLowWaterMark > 0)
{
for (int index = 0; index < mamaThreads; index++)
{
MamaQueue queue = mamaQueueGroup.getNextQueue();
string queueName = "QUEUE " + index;
Console.WriteLine("Setting monitor for " + queueName);
queue.setQueueMonitorCallbacks(this, queueName);
if (mamaHighWaterMark > 0)
{
queue.setHighWatermark(mamaHighWaterMark);
}
if (mamaLowWaterMark > 0)
{
try
{
// Not supported on all middlewares.
queue.setLowWatermark(mamaLowWaterMark);
}
catch (Exception e)
{
Console.WriteLine("Could not set " + queueName + " queue low water mark MamaStatus: " + e);
}
}
}
}
}
}
/// <summary>
/// This function will initialise mama including loading the bridge and creating the queues and transports.
/// </summary>
private void initializeMama()
{
// Set the desired log level, (based on the number of 'v's passed on the command line)
Mama.enableLogging(m_logLevel);
m_bridge = Mama.loadBridge(m_middlewareName);
Console.WriteLine(Mama.getVersion(m_bridge));
Mama.open();
m_defaultQueue = Mama.getDefaultEventQueue(m_bridge);
// The transport must be created before the dictionary is downloaded
createTransport();
createDictionary();
createQueues();
// Create the source needed to establish market data subscriptions
createSource();
}
/// <summary>
/// Queues will be created if the user has specified a number of threads to be
/// used, otherwise the default queue will be used.
/// </summary>
private void createQueues()
{
// Only continue if the number of threads required is greater than 0
if (m_numberThreads > 0)
{
m_queueGroup = new MamaQueueGroup(m_bridge, m_numberThreads);
if ((m_highWaterMark > 0) || (m_lowWaterMark > 0))
{
ListenerQueueCallback queueCallback = new ListenerQueueCallback();
// Install the callback on each queue
for (int index = 0; index < m_numberThreads; index++)
{
MamaQueue queue = m_queueGroup.getNextQueue();
string queueName = ("QUEUE " + index);
Console.WriteLine("Setting monitor for " + queueName);
// Install the callbacks
queue.setQueueMonitorCallbacks(queueCallback, queueName);
// Set the watermarks at which the callbacks are invoked
if (m_highWaterMark > 0)
{
queue.setHighWatermark(m_highWaterMark);
}
if (m_lowWaterMark > 0)
{
// Not supported on all middlewares.
queue.setLowWatermark(m_lowWaterMark);
}
}
}
}
}
public void LowWatermark(MamaQueue mamaQueue, int size, object closure)
{
Console.WriteLine("Default queue high water mark exceeded. Size " + size);
}
static void Main(string[] args)
{
// Parse the command line options to override defaults
String middlewareName = "qpid";
String transportName = "sub";
String sourceName = "OM";
String symbolName = null;
String dictionaryFile = "/opt/openmama/data/dictionaries/data.dict";
bool requiresDictionary = true;
bool requiresInitial = true;
if (args.Length == 0)
{
usageAndExit();
}
for (int i = 0; i < args.Length; i++)
{
switch (args[i])
{
case "-B":
requiresDictionary = false;
break;
case "-d":
dictionaryFile = args[++i];
break;
case "-I":
requiresInitial = false;
break;
case "-m":
middlewareName = args[++i];
break;
case "-s":
symbolName = args[++i];
break;
case "-S":
sourceName = args[++i];
break;
case "-t":
transportName = args[++i];
break;
case "-v":
Mama.enableLogging(MamaLogLevel.MAMA_LOG_LEVEL_FINEST);
break;
default:
usageAndExit();
break;
}
}
// Symbol name is mandatory here, so error if it's null
if (symbolName == null)
{
usageAndExit();
}
// Load the requested OpenMAMA middleware bridge (and default payload too)
MamaBridge bridge = Mama.loadBridge(middlewareName);
// Time to initialize OpenMAMA's underlying bridges with an "open"
Mama.open();
// Get default event queue from the bridge for testing
MamaQueue queue = Mama.getDefaultEventQueue(bridge);
// Set up the required transport on the specified bridge
MamaTransport transport = new MamaTransport();
transport.create(transportName, bridge);
// Set up the data dictionary
MamaDictionary dictionary = null;
if (requiresDictionary)
{
dictionary = new MamaDictionary();
dictionary.create(dictionaryFile);
}
// Set up the OpenMAMA source (symbol namespace)
MamaSource source = new MamaSource();
source.symbolNamespace = sourceName;
source.transport = transport;
// Set up the event handlers for OpenMAMA
SubscriptionEventHandler eventHandler = new SubscriptionEventHandler();
eventHandler.mDictionary = dictionary;
// Set up the OpenMAMA Subscription (interest in a topic)
MamaSubscription subscription = new MamaSubscription();
subscription.setRequiresInitial(requiresInitial);
subscription.create(queue, eventHandler, source, symbolName);
// Kick off OpenMAMA now (blocking call, non-blocking call also available)
Mama.start(bridge);
// Clean up connection on termination
Mama.close();
}
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);
}
myCacheFullBooks = options.cacheFullBooks();
myPrintEntries = options.getPrintEntries();
mySnapshot = options.getSnapshot();
myPrecision = options.getPrecision();
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 = options.getDictSource();
dictionarySource.transport = transport;
dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);
MamdaOrderBookFields.setDictionary(dictionary, null);
foreach (string symbol in options.getSymbolList())
{
MamdaSubscription aSubscription = new MamdaSubscription();
MamdaOrderBookListener aBookListener;
if (myCacheFullBooks)
{
aBookListener = new MamdaOrderBookListener();
}
else
{
aBookListener = new MamdaOrderBookListener(null, new MamdaOrderBook());
}
BookTicker aTicker = new BookTicker();
aBookListener.addHandler(aTicker);
aSubscription.addMsgListener(aBookListener);
aSubscription.addStaleListener(aTicker);
aSubscription.addErrorListener(aTicker);
aSubscription.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_BOOK);
if (mySnapshot)
{
aSubscription.setServiceLevel(mamaServiceLevel.MAMA_SERVICE_LEVEL_SNAPSHOT, 0);
}
aSubscription.create(
transport,
defaultQueue,
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);
}
}
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);
}
}
public static void Main(string[] args)
{
try
{
options = new CommandLineProcessor(args);
//Getting the log File name
myLogFileName = options.getLogFileName();
if (myLogFileName != null)
{
myOutFile = new FileStream(myLogFileName, FileMode.OpenOrCreate);
myOut = new StreamWriter(myOutFile);
myOut.WriteLine("Date/Time"+ "," + "ChurnStats" +","
+ "UpdateStats" + "," + "PeakMsgCount" + ","
+ "RecapStats" + "," + "BookGapStats" + ","
+"freeMemory" +"," +"Memory Used");
}
else
{
myOut = Console.Out;
}
// Initialize MAMA
bridge = new MamaBridge(options.getMiddleware());
Mama.open();
if (options.hasLogLevel())
{
myLogLevel = options.getLogLevel();
Mama.enableLogging(myLogLevel);
}
transport = new MamaTransport();
transport.create(options.getTransport(), bridge);
defaultQueue = Mama.getDefaultEventQueue(bridge);
//Get the Data dictionary.....
MamaSource dictionarySource = new MamaSource();
dictionarySource.symbolNamespace = options.getDictSource();
dictionarySource.transport = transport;
dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);
MamdaOrderBookFields.setDictionary(dictionary, null);
foreach (string symbol in options.getSymbolList())
{
subscribeToBooks(symbol);
}
myChurnRate = options.getChurnRate();
Thread.Sleep(10000);
//Getting the TimerInterval from the cmd prompt
myChurnInterval = options.getTimerInterval();
//Churn Timer
if (myChurnRate > 0)
{
myChurnTimer = safeCreateTimer(new ChurnCallback(), myChurnInterval);
}
//Stats Timer
myStatsTimer = safeCreateTimer(new StatsCallback(), 1.0);
Console.WriteLine("Hit Enter or Ctrl-C to exit.");
Mama.start(bridge);
GC.KeepAlive(dictionary);
Console.ReadLine();
if (myOutFile != null)
{
myOut.Close();
}
}
catch (Exception e)
{
Console.Error.WriteLine(e.ToString());
Environment.Exit(1);
}
}
public static void Main(string[] args)
{
CommandLineProcessor options = new CommandLineProcessor(args);
MamaTransport transport = null;
MamaQueue defaultQueue = null;
MamaDictionary dictionary = null;
double intervalSecs = options.getTimerInterval();
if (options.hasLogLevel())
{
myLogLevel = options.getLogLevel();
Mama.enableLogging(myLogLevel);
}
try
{
myBridge = new MamaBridge(options.getMiddleware());
Mama.open();
transport = new MamaTransport();
transport.create(options.getTransport(), myBridge);
mySource = new MamaSource();
defaultQueue = Mama.getDefaultEventQueue(myBridge);
// We might as well also enforce strict checking of order book updates
MamdaOrderBook.setStrictChecking(true);
/*Get the Data Dictionary*/
MamaSource dictionarySource = new MamaSource();
dictionarySource.symbolNamespace = "WOMBAT";
dictionarySource.transport = transport;
dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);
MamdaOrderBookFields.setDictionary(dictionary, null);
if (intervalSecs == 0)
{
intervalSecs = 5;
}
foreach (string symbol in options.getSymbolList())
{
BookSelfTest aSelfTest = new BookSelfTest();
MamdaOrderBookChecker aBookChecker = new MamdaOrderBookChecker(
transport,
defaultQueue,
aSelfTest,
options.getSource(),
symbol,
intervalSecs);
obookCheckers.Add(aBookChecker);
}
Mama.start(myBridge);
GC.KeepAlive(dictionary);
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
Environment.Exit(1);
}
}
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);
}
}
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);
}
}
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())
{
Mama.enableLogging(options.getLogLevel());
}
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 = "WOMBAT";
dictionarySource.transport = transport;
dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);
MamdaAuctionFields.setDictionary(dictionary, null);
mamdaSubscriptions = new MamdaSubscription [options.getSymbolList().Count];
int i = 0;
foreach (string symbol in options.getSymbolList())
{
mamdaSubscriptions[i] = new MamdaSubscription();
MamdaAuctionListener aAuctionListener = new MamdaAuctionListener();
AuctionTicker aTicker = new AuctionTicker();
aAuctionListener.addHandler(aTicker);
mamdaSubscriptions[i].addMsgListener(aAuctionListener);
mamdaSubscriptions[i].addStaleListener(aTicker);
mamdaSubscriptions[i].addErrorListener(aTicker);
mamdaSubscriptions[i].create(transport,
defaultQueue,
options.getSource(),
symbol,
null);
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);
}
}
public static void Main(string[] args)
{
MamaTransport transport = null;
MamaTransport dictTransport = null;
string dictTransportName = null;
MamaQueue defaultQueue = null;
MamaDictionary dictionary = null;
CommandLineProcessor options = new CommandLineProcessor(args);
if (options.hasLogLevel())
{
Mama.enableLogging(options.getLogLevel());
}
try
{
// Initialize MAMDA
myBridge = new MamaBridge(options.getMiddleware());
Mama.open();
transport = new MamaTransport();
myMamaSource = new MamaSource();
transport.create(options.getTransport(), myBridge);
defaultQueue = Mama.getDefaultEventQueue(myBridge);
MamaSource dictionarySource = new MamaSource();
dictionarySource.symbolNamespace = "WOMBAT";
dictTransportName = options.getDictTransport();
if (null != dictTransportName)
{
dictTransport = new MamaTransport();
dictTransport.create(dictTransportName, myBridge);
}
else
{
dictTransport = transport;
}
dictionarySource.transport = dictTransport;
/*Get the data dictionary*/
dictionary = buildDataDictionary(dictTransport, defaultQueue, dictionarySource);
MamdaFundamentalFields.setDictionary(dictionary, null);
foreach (string symbol in options.getSymbolList())
{
MamdaSubscription aSubscription = new MamdaSubscription();
MamdaFundamentalListener aSecListener = new MamdaFundamentalListener();
FundTicker aTicker = new FundTicker();
aSecListener.addHandler(aTicker);
aSubscription.addMsgListener(aSecListener);
aSubscription.create(transport,
defaultQueue,
options.getSource(),
symbol,
null);
}
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);
}
}
