public void prettyPrint(MamdaOrderBook book)
{
if (myPrintEntries)
{
prettyPrintEntries(book);
}
else
{
prettyPrintLevels(book);
}
}
public void prettyPrintEntries(MamdaOrderBook book)
{
if (myQuietModeLevel < 2)
{
Console.WriteLine("Book for: " + book.getSymbol());
}
if (myQuietModeLevel < 1)
{
Console.WriteLine(" ID/NUM TIME SIZE PRICE");
}
prettyPrintEntriesSide(book.getBidLevels(), "BID");
prettyPrintEntriesSide(book.getAskLevels(), "ASK");
}
public void onFailure(
MamdaOrderBookCheckType checkType,
string reason,
MamaMsg msg,
MamdaOrderBook realTimeBook,
MamdaOrderBook checkBook)
{
//Failed Check
Console.WriteLine("Failure check ({0} - {1})", checkType, reason);
Console.WriteLine("msg: {0}", msg);
Console.WriteLine("Failed Current Book: ");
realTimeBook.dump();
Console.WriteLine("Failed Checking Book: ");
checkBook.dump();
}
public void onFailure(
MamdaOrderBookCheckType checkType,
string reason,
MamaMsg msg,
MamdaOrderBook realTimeBook,
MamdaOrderBook checkBook)
{
//Failed Check
Console.WriteLine("Failure check ({0} - {1})", checkType, reason);
Console.WriteLine("msg: {0}", msg);
Console.WriteLine("Failed Current Book: ");
realTimeBook.dump();
Console.WriteLine("Failed Checking Book: ");
checkBook.dump();
}
public void prettyPrintLevels(MamdaOrderBook book)
{
IEnumerator bidEnum = book.getBidLevels().GetEnumerator();
IEnumerator askEnum = book.getAskLevels().GetEnumerator();
bool bidHasNext = bidEnum.MoveNext();
bool askHasNext = askEnum.MoveNext();
if (myQuietModeLevel<2)
{
Console.WriteLine ("Book for: " + book.getSymbol());
}
if (myQuietModeLevel<1)
{
Console.WriteLine (" Time Num Size Price Act | Act Price Size Num Time ");
}
while (bidHasNext || askHasNext)
{
if (bidHasNext)
{
MamdaOrderBookPriceLevel bidLevel = (MamdaOrderBookPriceLevel)bidEnum.Current;
if (myQuietModeLevel < 1)
{
Console.Write(" ");
paddedPrint(bidLevel.getTime().ToString("hh:mm:ss.FFF"), 12, false);
paddedPrint(bidLevel.getNumEntries(), 4, false);
paddedPrint(bidLevel.getSize(), 7, false);
paddedPrintPrice(bidLevel.getPrice(), 12, false);
Console.Write (" ");
paddedPrint(bidLevel.getAction(), 7, false);
Console.Write (" ");
}
bidHasNext = bidEnum.MoveNext();
}
else
{
if (myQuietModeLevel < 1)
Console.Write (" ");
}
if (myQuietModeLevel < 1)
{
Console.Write("|");
}
if(askHasNext)
{
MamdaOrderBookPriceLevel askLevel = (MamdaOrderBookPriceLevel)askEnum.Current;
if (myQuietModeLevel < 1)
{
Console.Write (" ");
Console.Write (askLevel.getAction());
Console.Write (" ");
paddedPrintPrice(askLevel.getPrice(), 12, true);
Console.Write (" ");
paddedPrint(askLevel.getSize(), 7, true);
Console.Write (" ");
paddedPrint(askLevel.getNumEntries(), 6, true);
Console.Write (" ");
paddedPrint(askLevel.getTime().ToString("hh:mm:ss.FFF"), 12, true);
}
askHasNext = askEnum.MoveNext();
}
if (myQuietModeLevel < 1)
{
Console.WriteLine("");
}
}
if (myQuietModeLevel < 1)
{
Console.WriteLine("");
}
}
public void prettyPrintEntries(MamdaOrderBook book)
{
if (myQuietModeLevel < 2)
{
Console.WriteLine ("Book for: " + book.getSymbol());
}
if (myQuietModeLevel < 1)
{
Console.WriteLine (" ID/NUM TIME SIZE PRICE");
}
prettyPrintEntriesSide (book.getBidLevels(), "BID");
prettyPrintEntriesSide (book.getAskLevels(), "ASK");
}
public void prettyPrint(MamdaOrderBook book)
{
if (myPrintEntries)
{
prettyPrintEntries(book);
}
else
{
prettyPrintLevels(book);
}
}
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 void prettyPrintLevels(MamdaOrderBook book)
{
IEnumerator bidEnum = book.getBidLevels().GetEnumerator();
IEnumerator askEnum = book.getAskLevels().GetEnumerator();
bool bidHasNext = bidEnum.MoveNext();
bool askHasNext = askEnum.MoveNext();
if (myQuietModeLevel < 2)
{
Console.WriteLine("Book for: " + book.getSymbol());
}
if (myQuietModeLevel < 1)
{
Console.WriteLine(" Time Num Size Price Act | Act Price Size Num Time ");
}
while (bidHasNext || askHasNext)
{
if (bidHasNext)
{
MamdaOrderBookPriceLevel bidLevel = (MamdaOrderBookPriceLevel)bidEnum.Current;
if (myQuietModeLevel < 1)
{
Console.Write(" ");
paddedPrint(bidLevel.getTime().ToString("hh:mm:ss.FFF"), 12, false);
paddedPrint(bidLevel.getNumEntries(), 4, false);
paddedPrint(bidLevel.getSize(), 7, false);
paddedPrintPrice(bidLevel.getPrice(), 12, false);
Console.Write(" ");
paddedPrint(bidLevel.getAction(), 7, false);
Console.Write(" ");
}
bidHasNext = bidEnum.MoveNext();
}
else
{
if (myQuietModeLevel < 1)
{
Console.Write(" ");
}
}
if (myQuietModeLevel < 1)
{
Console.Write("|");
}
if (askHasNext)
{
MamdaOrderBookPriceLevel askLevel = (MamdaOrderBookPriceLevel)askEnum.Current;
if (myQuietModeLevel < 1)
{
Console.Write(" ");
Console.Write(askLevel.getAction());
Console.Write(" ");
paddedPrintPrice(askLevel.getPrice(), 12, true);
Console.Write(" ");
paddedPrint(askLevel.getSize(), 7, true);
Console.Write(" ");
paddedPrint(askLevel.getNumEntries(), 6, true);
Console.Write(" ");
paddedPrint(askLevel.getTime().ToString("hh:mm:ss.FFF"), 12, true);
}
askHasNext = askEnum.MoveNext();
}
if (myQuietModeLevel < 1)
{
Console.WriteLine("");
}
}
if (myQuietModeLevel < 1)
{
Console.WriteLine("");
}
}
