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 void onTradeReport(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeReport trade,
MamdaTradeRecap recap)
{
Console.WriteLine("wSettlePrice: " + recap.getSettlePrice());
Console.WriteLine("wSettleDate: " + recap.getSettleDate());
Console.WriteLine(
"Trade ({0}:{1}): {2} @ {3} (seq#: {4}; time: {5}; acttime: {6}; qual: {7})",
sub.getSymbol(),
recap.getTradeCount(),
trade.getTradeVolume(),
trade.getTradePrice(),
trade.getEventSeqNum(),
trade.getEventTime(),
trade.getActivityTime(),
trade.getTradeQual());
}
public void onBookRecap(
MamdaSubscription sub,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta bookDelta,
MamdaOrderBookRecap bookRecap)
{
if (myQuietModeLevel < 2)
{
Console.WriteLine("RECAP!!! (seq# {0}) ", msg.getSeqNum());
}
if (myCacheFullBooks)
{
prettyPrint(bookRecap.getFullOrderBook());
}
else
{
prettyPrint(bookDelta.getDeltaOrderBook());
}
}
private static void subscribeToBooks(string symbol)
{
MamdaSubscription aSubscription = new MamdaSubscription();
MamdaOrderBookListener aBookListener = new MamdaOrderBookListener();
ListenerCallback callback = new ListenerCallback();
aBookListener.addHandler(callback);
aSubscription.addMsgListener(aBookListener);
aSubscription.addStaleListener(callback);
aSubscription.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_BOOK);
aSubscription.create(
transport,
defaultQueue,
options.getSource(),
symbol,
null);
//Add the Mamda Subscription to the ArrayList
subscriptionList.Add(aSubscription);
}
public void SetUp()
{
try
{
MamaBridge mBridge = Mama.loadBridge("lbm");
Mama.open();
MamaDictionary mDictionary = new MamaDictionary();
mDictionary.create("dictionary.txt");
MamdaCommonFields.setDictionary(mDictionary, null);
MamdaSecurityStatusFields.reset();
MamdaSecurityStatusFields.setDictionary(mDictionary, null);
mSubscription = new MamdaSubscription();
}
catch (Exception ex)
{
throw new MamdaDataException(ex.Message, ex);
}
}
public void callMamdaOnMsg(MamdaSubscription sub, MamaMsg msg)
{
try
{
ArrayList msgListeners = new ArrayList();
msgListeners = sub.getMsgListeners();
IEnumerator iter = msgListeners.GetEnumerator();
int size = msgListeners.Count;
for (int i = 0; i < size; i++)
{
iter.MoveNext();
MamdaMsgListener listener = (MamdaMsgListener)iter.Current;
listener.onMsg(sub, msg, msg.getType());
}
}
catch (Exception ex)
{
throw new MamdaDataException(ex.Message, ex);
}
}
public void onQuoteUpdate(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteUpdate quote,
MamdaQuoteRecap recap)
{
Console.WriteLine(
"Underlying quote: " +
quote.getBidSize() + "x" + quote.getBidPrice() + " " +
quote.getAskPrice() + "x" + quote.getAskSize() + " " +
"mid=" + recap.getQuoteMidPrice());
if (myPrintStrikes)
{
double lowStrike = -1.0;
double highStrike = -1.0;
Console.WriteLine(
" strikes within 15%: " + lowStrike + " " + highStrike);
}
}
public void onBookAtomicEndBook(
MamdaSubscription subscription,
MamdaBookAtomicListener listener)
{
if (myQuietModeLevel < 2)
{
if (listener.getPriceLevelNumLevels() == 0)
{
Console.WriteLine();
Console.WriteLine("END BOOK - " + subscription.getSymbol());
Console.WriteLine(" - empty book message !!!");
Console.WriteLine();
Console.WriteLine();
}
else
{
Console.WriteLine();
Console.WriteLine("END BOOK - " + subscription.getSymbol());
Console.WriteLine();
Console.WriteLine();
}
}
}
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 void onOptionSeriesUpdate(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionSeriesUpdate update,
MamdaOptionChain chain)
{
printChain(chain);
}
public void onBookGap(
MamdaSubscription sub,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookGap gapEvent,
MamdaOrderBookRecap fullBook)
{
++myBookGapStats;
}
public void onError(
MamdaSubscription subscription,
MamdaErrorSeverity severity,
MamdaErrorCode errorCode,
string errorStr)
{
Console.WriteLine("Error (" + subscription.getSymbol() + ")");
}
public void onOptionChainRecap(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionChain chain)
{
myGotRecap = true;
printChain(chain);
}
public void onAuctionUpdate(
MamdaSubscription subscription,
MamdaAuctionListener listener,
MamaMsg msg,
MamdaAuctionUpdate update,
MamdaAuctionRecap recap)
{
Console.WriteLine("Auction Update ({0}, Uncross Price {1}({2}), Uncross Vol {3}({4}), Ind {5}({6})",
subscription.getSymbol(),
update.getUncrossPrice(),
update.getUncrossPriceFieldState(),
update.getUncrossVolume(),
update.getUncrossVolumeFieldState(),
update.getUncrossPriceInd(),
update.getUncrossPriceIndFieldState());
}
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 void onError(
MamdaSubscription subscription,
MamdaErrorSeverity severity,
MamdaErrorCode errorCode,
String errorMessage)
{
if (myQuiteModeLevel < 2)
{
Console.WriteLine ("Error (" + subscription.getSymbol() + "): "
+ errorMessage);
}
}
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 void onBookGap(
MamdaSubscription sub,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookGap gapEvent,
MamdaOrderBookRecap fullBook)
{
Console.WriteLine (
"Received book gap " + sub.getSymbol ()
+ " Start: " + gapEvent.getBeginGapSeqNum()
+ " End: " + gapEvent.getEndGapSeqNum());
}
public void onBookRecap(
MamdaSubscription sub,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta bookDelta,
MamdaOrderBookRecap bookRecap)
{
if (myQuietModeLevel < 2)
{
Console.WriteLine ("RECAP!!! (seq# {0}) ", msg.getSeqNum());
}
if (myCacheFullBooks)
{
prettyPrint(bookRecap.getFullOrderBook());
}
else
{
prettyPrint(bookDelta.getDeltaOrderBook());
}
}
public void onBookClear(
MamdaSubscription sub,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta bookDelta,
MamdaOrderBookRecap fullBook)
{
if (myQuietModeLevel < 2)
{
Console.WriteLine ("CLEAR!!! (seq# {0}) ", msg.getSeqNum());
}
}
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 void onStale(
MamdaSubscription subscription,
mamaQuality quality)
{
Console.WriteLine("Stale (" + subscription.getSymbol() + ")");
}
public void onBookClear(
MamdaSubscription sub,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta bookDelta,
MamdaOrderBookRecap fullBook)
{
Console.WriteLine("BookClear");
}
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);
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);
}
}
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);
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 void onQuoteClosing(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteClosing quoteClosing,
MamdaQuoteRecap recap)
{
}
public void onStale(
MamdaSubscription subscription,
mamaQuality quality)
{
Console.WriteLine("Stale ({0} - {1})", subscription.getSymbol(), quality);
}
public void onQuoteUpdate(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteUpdate update,
MamdaQuoteRecap recap)
{
// Do something with a specific quote.
myDisplay.printlnContract(myContract);
}
public void onStale(
MamdaSubscription subscription,
mamaQuality quality)
{
prettyPrint("Stale ({0} - {1})", subscription.getSymbol(), quality);
}
public void onTradeClosing(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeClosing tradeClosing,
MamdaTradeRecap recap)
{
}
public void onOptionChainGap(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionChain chain)
{
printChain(chain);
}
public void onTradeGap(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeGap gap,
MamdaTradeRecap recap)
{
}
public void onOptionContractCreate(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionContract contract,
MamdaOptionChain chain)
{
// (Optional: create a trade/quote handler for the
// individual option contract.)
OptionContractTicker aTicker =
new OptionContractTicker(contract, chain, this);
contract.addQuoteHandler(aTicker);
contract.addTradeHandler(aTicker);
}
public void onTradeReport(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeReport trade,
MamdaTradeRecap recap)
{
// Do something with a specific trade report.
myDisplay.printlnContract(myContract);
}
public void onStale(
MamdaSubscription subscription,
mamaQuality quality)
{
Console.WriteLine("Stale (" + subscription.getSymbol() + ")");
}
public void onBookRecap(
MamdaSubscription sub,
MamdaOrderBookListener listener,
MamaMsg msg,
MamdaOrderBookDelta bookDelta,
MamdaOrderBookRecap bookRecap)
{
++myRecapStats;
}
public void onQuoteGap(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteGap gap,
MamdaQuoteRecap recap)
{
}
public void onStale(
MamdaSubscription subscription,
mamaQuality quality)
{
}
public void onTradeCancelOrError(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeCancelOrError cancelOrError,
MamdaTradeRecap recap)
{
}
public void onSecurityStatusUpdate(
MamdaSubscription subscription,
MamdaSecurityStatusListener listener,
MamaMsg msg,
MamdaSecurityStatusUpdate update,
MamdaSecurityStatusRecap recap)
{
Console.WriteLine ("SecStatus update (" + subscription.getSymbol ()
+ " Status:" + listener.getSecurityStatusStr ());
}
public void onTradeCorrection(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeCorrection tradeCorrection,
MamdaTradeRecap recap)
{
}
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);
MamdaSecurityStatusFields.setDictionary(dictionary, null);
foreach (string symbol in options.getSymbolList())
{
MamdaSubscription aSubscription = new MamdaSubscription();
MamdaSecurityStatusListener aSecListener = new MamdaSecurityStatusListener();
SecTicker aTicker = new SecTicker();
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);
}
}
public void onTradeRecap(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeRecap recap)
{
// Refresh the "display" of this contract.
myDisplay.printlnContract(myContract);
}
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);
}
}
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 void onStale(
MamdaSubscription subscription,
mamaQuality quality)
{
Console.WriteLine("Stale ({0} - {1})", subscription.getSymbol(), quality);
}