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);
}
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);
}
}
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.setTimeout(60.0);
aSubscription.create(
transport,
defaultQueue,
options.getSource(),
symbol,
null);
/* For each subscription a MamdaMultiSecurityicipantManager is
* added as the message listener. The callbacks on the
* MamdaMultiSecurityHandler will be invokes as new group members
* become available.*/
MamdaMultiSecurityManager multiSecurityManager =
new MamdaMultiSecurityManager(symbol);
multiSecurityManager.addHandler(new MultiSecurityHandler());
aSubscription.addMsgListener(multiSecurityManager);
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);
}
}
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);
}
}
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 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);
}
}
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);
}
}
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);
}
}