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;
}
}
public void onComplete(MamaDictionary dictionary)
{
lock (this)
{
gotDict_[0] = true;
Mama.stop(myBridge);
Monitor.PulseAll(this);
}
}
public void onError(MamaDictionary dictionary, string message)
{
Console.Error.WriteLine("Error getting dictionary: {0}", message);
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);
}
}
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 onTimeout(MamaDictionary dictionary)
{
Console.Error.WriteLine("Timed out waiting for dictionary");
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);
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);
}
}
private void initializeMama()
{
mamaBridge = Mama.loadBridge(mamaMiddlewareName);
Console.WriteLine(Mama.getVersion(mamaBridge));
Mama.open();
if (mamaHighWaterMark > 0 || mamaLowWaterMark > 0)
{
if (mamaHighWaterMark > 0)
{
Mama.setDefaultQueueHighWatermark(mamaHighWaterMark);
}
if (mamaLowWaterMark > 0)
{
try
{
Mama.setDefaultQueueLowWatermark(mamaLowWaterMark);
}
catch (Exception e)
{
Console.WriteLine("Could not set default queue low water mark MamaStatus: " + e);
}
}
}
// create the transport
mamaTransport = new MamaTransport();
mamaTransport.setTransportCallback(this);
// the default throttle rate is 500 msg/sec
if (mamaThrottle != -1)
{
mamaTransport.setOutboundThrottle(MamaTransport.MamaThrottleInstance.MAMA_THROTTLE_DEFAULT, mamaThrottle);
}
// the default recap throttle rate is 250 msg/sec
if (mamaRecapThrottle != -1)
{
mamaTransport.setOutboundThrottle(MamaTransport.MamaThrottleInstance.MAMA_THROTTLE_RECAP, mamaRecapThrottle);
}
mamaTransport.create(mamaTransportName, mamaBridge);
// create default queue and, if required, queue group
createQueues();
mamaDictionarySource = new MamaSource();
mamaDictionarySource.symbolNamespace = mamaDictionarySourceName;
mamaDictionarySource.transport = mamaTransport;
// download dictionary
mamaDictionary = new MamaDictionary();
mamaDictionary.create(
mamaDefaultQueue,
this,
mamaDictionarySource,
3,
10.0f);
loadSymbolMap();
Mama.start(mamaBridge);
if (!dictionaryComplete)
{
throw new Exception("Can't create dictionary.");
}
}
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);
if (options.hasLogLevel())
{
Mama.enableLogging(options.getLogLevel());
}
try
{
//Initialize MAMA API
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);
MamdaTradeFields.setDictionary(dictionary, null);
mamdaSubscriptions = new MamdaSubscription [options.getSymbolList().Count];
int i = 0;
foreach (string symbol in options.getSymbolList())
{
mamdaSubscriptions[i] = new MamdaSubscription();
MamdaTradeListener aTradeListener = new MamdaTradeListener();
TradeTicker aTicker = new TradeTicker();
aTradeListener.addHandler(aTicker);
mamdaSubscriptions[i].addMsgListener(aTradeListener);
mamdaSubscriptions[i].addStaleListener(aTicker);
mamdaSubscriptions[i].addErrorListener(aTicker);
mamdaSubscriptions[i].create(
transport,
defaultQueue,
options.getSource(),
symbol,
null);
i++;
}
//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.create(
transport,
defaultQueue,
options.getSource(),
symbol,
null);
/* For each subscription a MamdaMultiParticipantManager is
* added as the message listener. The callbacks on the
* MamdaMultiPartHandler will be invokes as new group members
* become available.*/
MamdaMultiParticipantManager multiPartManager =
new MamdaMultiParticipantManager(symbol);
multiPartManager.addHandler(new MultiPartHandler());
aSubscription.addMsgListener(multiPartManager);
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 onError(MamaDictionary dictionary, string message)
{
Console.WriteLine("Dictionary error:" + message);
Mama.stop(mamaBridge);
}
/// <summary>
/// Dictionary callbacks
/// </summary>
/////////////////////////////////////////////////////////////////////////////////////////////////
public void onTimeout(MamaDictionary dictionary)
{
Console.WriteLine("Dictionary timeout.");
Mama.stop(mamaBridge);
}
public void onError(MamaDictionary dictionary, string message)
{
Console.Error.WriteLine("Error getting dictionary: {0}", message);
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())
{
myLogLevel = options.getLogLevel();
Mama.enableLogging(myLogLevel);
}
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);
MamdaQuoteFields.setDictionary(dictionary, null);
MamdaTradeFields.setDictionary(dictionary, null);
MamdaSecurityStatusFields.setDictionary(dictionary, null);
mamdaSubscriptions = new MamdaSubscription [options.getSymbolList().Count];
int i = 0;
foreach (string symbol in options.getSymbolList())
{
mamdaSubscriptions[i] = new MamdaSubscription();
MamdaTradeListener aTradeListener = new MamdaTradeListener();
MamdaQuoteListener aQuoteListener = new MamdaQuoteListener();
MamdaSecurityStatusListener aSecurityStatusListener = new MamdaSecurityStatusListener();
ComboTicker aTicker = new ComboTicker();
aTradeListener.addHandler(aTicker);
aQuoteListener.addHandler(aTicker);
aSecurityStatusListener.addHandler(aTicker);
mamdaSubscriptions[i].addMsgListener(aTradeListener);
mamdaSubscriptions[i].addMsgListener(aQuoteListener);
mamdaSubscriptions[i].addStaleListener(aTicker);
mamdaSubscriptions[i].addErrorListener(aTicker);
mamdaSubscriptions[i].create(transport,
defaultQueue,
options.getSource(),
symbol,
null /*Closure*/);
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 onTimeout(MamaDictionary dictionary)
{
Console.Error.WriteLine("Timed out waiting for dictionary");
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);
}
}
