public void onBookGap( MamdaSubscription sub, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookGap gapEvent, MamdaOrderBookRecap fullBook) { ++myBookGapStats; }
public void onBookClear( MamdaSubscription sub, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta bookDelta, MamdaOrderBookRecap fullBook) { Console.WriteLine("BookClear"); }
public void onBookDelta( MamdaSubscription sub, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta bookDelta, MamdaOrderBookRecap bookRecap) { ++myUpdateStats; }
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 onBookClear( MamdaSubscription sub, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta bookDelta, MamdaOrderBookRecap fullBook) { if (myQuietModeLevel < 2) { Console.WriteLine("CLEAR!!! (seq# {0}) ", msg.getSeqNum()); } }
public void onBookDelta( MamdaSubscription sub, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta bookDelta, MamdaOrderBookRecap bookRecap) { if (myQuietModeLevel < 2) { Console.WriteLine("DELTA!!! (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); }
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 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 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 onBookClear( MamdaSubscription sub, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta bookDelta, MamdaOrderBookRecap fullBook) { if (myQuietModeLevel < 2) { Console.WriteLine ("CLEAR!!! (seq# {0}) ", msg.getSeqNum()); } }
public void onBookRecap( MamdaSubscription sub, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookDelta bookDelta, MamdaOrderBookRecap bookRecap) { ++myRecapStats; }
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); } }