public void onQuoteRecap(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteRecap recap)
{
}
public void SetUp()
{
try
{
MamaBridge mBridge = Mama.loadBridge("lbm");
Mama.open();
MamaDictionary mDictionary = new MamaDictionary();
mDictionary.create("dictionary.txt");
MamdaCommonFields.setDictionary(mDictionary, null);
MamdaQuoteFields.reset();
MamdaQuoteFields.setDictionary(mDictionary, null);
mSubscription = new MamdaSubscription();
mQuoteListener = new MamdaQuoteListener();
mSubscription.addMsgListener(mQuoteListener);
ticker = new QuoteTicker();
mQuoteListener.addHandler(ticker);
}
catch (Exception ex)
{
throw new MamdaDataException(ex.Message, ex);
}
}
public void onQuoteClosing(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteClosing closingEvent,
MamdaQuoteRecap recap)
{
}
public void onQuoteRecap(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteRecap recap)
{
Console.WriteLine ("Quote Recap (" + msg.getString
(MamdaCommonFields.ISSUE_SYMBOL)+ "): ");
}
public void onQuoteClosing(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteClosing closingEvent,
MamdaQuoteRecap recap)
{
Console.WriteLine("Quote Closing (" + sub.getSymbol() + "): ");
}
public void onQuoteGap(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteGap gapEvent,
MamdaQuoteRecap recap)
{
Console.WriteLine("Quote gap (" + gapEvent.getBeginGapSeqNum() +
"-" + gapEvent.getEndGapSeqNum() + ")");
}
public void onQuoteUpdate(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteUpdate update,
MamdaQuoteRecap recap)
{
Console.WriteLine ("Quote (" + msg.getString
(MamdaCommonFields.ISSUE_SYMBOL) +
":" + recap.getQuoteCount() +
"): " + update.getBidPrice() +
" " + update.getBidSize() +
" X " + update.getAskSize() +
" " + update.getAskPrice() +
" (seq#: " + update.getEventSeqNum() +
"; time: " + update.getEventTime() +
"; qual: " + update.getQuoteQual() + ")");
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
MamaPrice askPrice;
askPrice = field.getPrice();
if (listener.mQuoteCache.mAskPrice.getValue() != askPrice.getValue())
{
listener.mQuoteCache.mAskPrice.copy(askPrice);
listener.mQuoteCache.mAskPriceFieldState = MamdaFieldState.MODIFIED;
listener.mQuoteCache.mGotAskPrice = true;
}
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
listener.mQuoteCache.mTmpQuoteCount = field.getI64();
listener.mQuoteCache.mTmpQuoteCountFieldState = MamdaFieldState.MODIFIED;
listener.mQuoteCache.mGotQuoteCount = true;
}
public void onUpdate (MamdaQuoteListener listener,
MamaMsgField field)
{
listener.mQuoteCache.mBidYield =
field.getF64 ();
listener.mQuoteCache.mBidYieldFieldState = MamdaFieldState.MODIFIED;
}
public FieldIterator(MamdaQuoteListener listener)
{
mListener = listener;
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
listener.mQuoteCache.mBidPrevClosePrice.copy(field.getPrice());
listener.mQuoteCache.mBidPrevClosePriceFieldState = MamdaFieldState.MODIFIED;
}
public void onUpdate (MamdaQuoteListener listener,
MamaMsgField field)
{
listener.mQuoteCache.mBidUpdateCount =
field.getU32 ();
listener.mQuoteCache.mBidUpdateCountFieldState = MamdaFieldState.MODIFIED;
}
public void onParticipantCreate(
MamdaSubscription subscription,
MamdaMultiParticipantManager manager,
string participantId,
NullableBool isPrimary)
{
MamdaTradeListener aTradeListener = new MamdaTradeListener();
MamdaQuoteListener aQuoteListener = new MamdaQuoteListener();
ComboTicker aTicker = new ComboTicker();
aTradeListener.addHandler(aTicker);
aQuoteListener.addHandler(aTicker);
manager.addParticipantListener(aTradeListener, participantId);
manager.addParticipantListener(aQuoteListener, participantId);
}
public void onQuoteUpdate(
MamdaSubscription subscription,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteUpdate update,
MamdaQuoteRecap recap)
{
myShortSaleCircuitBreaker = update.getShortSaleCircuitBreaker();
Console.WriteLine("myShortSaleCircuitBreaker: " + myShortSaleCircuitBreaker);
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
double askSize = field.getF64();
if (listener.mQuoteCache.mAskSize != askSize)
{
listener.mQuoteCache.mAskSize = askSize;
listener.mQuoteCache.mAskSizeFieldState = MamdaFieldState.MODIFIED;
listener.mQuoteCache.mGotAskSize = true;
}
}
/// <summary>
/// Set the underlying quote listener information.
/// MamdaOptionChain does not use this class itself, but related
/// classes might (e.g., MamdaOptionChainView).
/// </summary>
/// <param name="quoteListener">The quote listener for the chain.</param>
public void setUnderlyingQuoteListener(MamdaQuoteListener quoteListener)
{
mQuoteListener = quoteListener;
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
listener.mQuoteCache.mQuoteQualStr = field.getString();
listener.mQuoteCache.mQuoteQualStrFieldState = MamdaFieldState.MODIFIED;
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
listener.mQuoteCache.mEventSeqNum = field.getI64();
listener.mQuoteCache.mEventSeqNumFieldState = MamdaFieldState.MODIFIED;
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
listener.mQuoteCache.mAskLow.copy(field.getPrice());
listener.mQuoteCache.mAskLowFieldState = MamdaFieldState.MODIFIED;
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
double askDepth = field.getF64();
if (listener.mQuoteCache.mAskDepth != askDepth)
{
listener.mQuoteCache.mAskDepth = askDepth;
listener.mQuoteCache.mAskDepthFieldState = MamdaFieldState.MODIFIED;
listener.mQuoteCache.mGotAskDepth = true;
}
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
string askPartId = field.getString();
if (listener.mQuoteCache.mAskPartId != askPartId)
{
listener.mQuoteCache.mAskPartId = askPartId;
listener.mQuoteCache.mAskPartIdFieldState = MamdaFieldState.MODIFIED;
listener.mQuoteCache.mGotAskPartId = true;
}
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
listener.mQuoteCache.mShortSaleCircuitBreaker = field.getChar();
listener.mQuoteCache.mShortSaleCircuitBreakerFieldState = MamdaFieldState.MODIFIED;
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
switch (field.getType())
{
case mamaFieldType.MAMA_FIELD_TYPE_CHAR :
listener.mQuoteCache.mShortSaleBidTick = field.getChar();
listener.mQuoteCache.mShortSaleBidTickFieldState = MamdaFieldState.MODIFIED;
break;
case mamaFieldType.MAMA_FIELD_TYPE_STRING :
if (field.getString() != String.Empty)
{
listener.mQuoteCache.mShortSaleBidTick = field.getString()[0];
listener.mQuoteCache.mShortSaleBidTickFieldState = MamdaFieldState.MODIFIED;
}
else
{
listener.mQuoteCache.mShortSaleBidTick = ' ';
listener.mQuoteCache.mShortSaleBidTickFieldState = MamdaFieldState.MODIFIED;
}
break;
default : break;
}
}
public void onConsolidatedCreate(
MamdaSubscription subscription,
MamdaMultiParticipantManager manager)
{
MamdaTradeListener aTradeListener = new MamdaTradeListener();
MamdaQuoteListener aQuoteListener = new MamdaQuoteListener();
ComboTicker aTicker = new ComboTicker();
aTradeListener.addHandler(aTicker);
aQuoteListener.addHandler(aTicker);
manager.addConsolidatedListener(aTradeListener);
manager.addConsolidatedListener(aQuoteListener);
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
listener.mQuoteCache.mPartId = field.getString();
listener.mQuoteCache.mPartIdFieldState = MamdaFieldState.MODIFIED;
listener.mQuoteCache.mGotPartId = true;
}
public void onQuoteUpdate(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteUpdate updateEvent,
MamdaQuoteRecap recap)
{
}
public void onUpdate (MamdaQuoteListener listener,
MamaMsgField field)
{
if (field.getType() == mamaFieldType.MAMA_FIELD_TYPE_STRING)
{
listener.mQuoteCache.mBidIndicator = field.getString();
listener.mQuoteCache.mBidIndicatorFieldState = MamdaFieldState.MODIFIED;
}
else if (field.getType() == mamaFieldType.MAMA_FIELD_TYPE_CHAR)
{
listener.mQuoteCache.mBidIndicator = field.getChar().ToString();
listener.mQuoteCache.mBidIndicatorFieldState = MamdaFieldState.MODIFIED;
}
}
public void onUpdate (MamdaQuoteListener listener,
MamaMsgField field)
{
listener.mQuoteCache.mBidTime = field.getDateTime();
listener.mQuoteCache.mBidTimeFieldState = MamdaFieldState.MODIFIED;
}
public void onUpdate(MamdaQuoteListener listener, MamaMsgField field)
{
MamaPrice bidPrice;
bidPrice = field.getPrice();
if (listener.mQuoteCache.mBidPrice.getValue() != bidPrice.getValue() ||
listener.mQuoteCache.mBidPriceFieldState == MamdaFieldState.NOT_INITIALISED)
{
listener.mQuoteCache.mBidPrice.copy(bidPrice);
listener.mQuoteCache.mBidPriceFieldState = MamdaFieldState.MODIFIED;
listener.mQuoteCache.mGotBidPrice = true;
}
}
