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; } }