public void onBookAtomicLevelEntryDelta(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
MamaMsg msg,
MamdaBookAtomicLevelEntry levelEntry)
{
if (myQuietModeLevel < 2)
{
prettyPrint(subscription, levelEntry);
}
}
public void onBookAtomicBeginBook(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
bool isRecap)
{
if (myQuietModeLevel < 2)
{
Console.WriteLine("BEGIN BOOK - " + subscription.getSymbol());
}
}
public void onBookAtomicClear(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
MamaMsg msg)
{
if (myQuietModeLevel < 2)
{
Console.WriteLine("BOOK CLEAR - " + subscription.getSymbol());
Console.WriteLine();
}
}
public void onBookAtomicLevelRecap(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
MamaMsg msg,
MamdaBookAtomicLevel level)
{
if (myQuietModeLevel < 2)
{
prettyPrint(subscription, level);
}
}
public void onBookAtomicGap(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
MamaMsg msg,
MamdaBookAtomicGap gapEvent)
{
if (myQuietModeLevel < 2)
{
Console.WriteLine("BOOK GAP - " + subscription.getSymbol());
Console.WriteLine("Begin Gap: " + listener.getBeginGapSeqNum());
Console.WriteLine("End Gap : " + listener.getEndGapSeqNum());
Console.WriteLine();
}
}
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();
}
}
}
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 void onBookAtomicLevelRecap(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
MamaMsg msg,
MamdaBookAtomicLevel level)
{
if (myQuietModeLevel<2)
{
prettyPrint (subscription, level);
}
}
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 void onBookAtomicLevelEntryDelta(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
MamaMsg msg,
MamdaBookAtomicLevelEntry levelEntry)
{
if (myQuietModeLevel<2)
{
prettyPrint (subscription, levelEntry);
}
}
public void onBookAtomicGap(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
MamaMsg msg,
MamdaBookAtomicGap gapEvent)
{
if (myQuietModeLevel<2)
{
Console.WriteLine ( "BOOK GAP - " + subscription.getSymbol () );
Console.WriteLine ( "Begin Gap: " + listener.getBeginGapSeqNum () );
Console.WriteLine ( "End Gap : " + listener.getEndGapSeqNum () );
Console.WriteLine ();
}
}
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 onBookAtomicClear(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
MamaMsg msg)
{
if (myQuietModeLevel<2)
{
Console.WriteLine ("BOOK CLEAR - " + subscription.getSymbol () );
Console.WriteLine ();
}
}
public void onBookAtomicBeginBook(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
bool isRecap)
{
if (myQuietModeLevel<2)
{
Console.WriteLine ("BEGIN BOOK - " + subscription.getSymbol ());
}
}