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;
}
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");
}
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);
}
}
