public void InvalidLogLevel()
{
// Invalid log level
MamaLogLevel logLevel = (MamaLogLevel)19;
Mama.logToFile(Path.GetTempPath(), logLevel);
}
public void InvalidArguments()
{
// Create an invalid log level
MamaLogLevel logLevel = (MamaLogLevel)19;
// Attempt to enable logging
Mama.setLogLevel(logLevel);
}
public void InvalidLogLevel()
{
// Create an invalid log level
MamaLogLevel logLevel = (MamaLogLevel)19;
// Log with an invalid level
Mama.log(logLevel, "This is a test");
}
/// <summary>
/// Enable logging.
/// </summary>
/// <param name="level">
/// The logging level allowed.
/// </param>
/// <exception cref="ArgumentOutOfRangeException">
/// The file name contains invalid characters.
/// </exception>
public static void enableLogging(MamaLogLevel level)
{
// Check for a valid enumeration value
if (!Enum.IsDefined(typeof(MamaLogLevel), (int)level))
{
throw new ArgumentOutOfRangeException("level");
}
MamaWrapper.CheckResultCode(NativeMethods.mama_enableLogging(IntPtr.Zero, (int)level));
}
public void onLog(MamaLogLevel level, string message)
{
/* Format the log as a string, do this separately so we can
* see the string in the debugger.
*/
m_buffer = message;
/* Write it out. */
Console.WriteLine(m_buffer);
}
public void onLog(MamaLogLevel level, string message)
{
/* Format the log as a string, do this separately so we can
* see the string in the debugger.
*/
m_buffer = message;
/* Write it out. */
Console.WriteLine(m_buffer);
}
/// <summary>
/// Constructor initialises all member variables including setting the defaults for the various
/// options that can be provided on the command line.
/// </summary>
private MamaListen()
{
// Initialise member variables
m_dictionarySourceName = "WOMBAT";
m_downloadDictionary = true;
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_WARN;
m_middlewareName = "wmw";
m_recapThrottleRate = -1;
m_sourceName = "Wombat";
m_subscriptions = new ArrayList();
m_symbols = new ArrayList();
m_throttleRate = -1;
}
public void onLog(MamaLogLevel level, string message)
{
/* Format the log as a string, do this separately so we can
* see the string in the debugger.
*/
m_buffer = message;
/* Write it out. */
Console.WriteLine(m_buffer);
// Call the default function if the message isn't blank
if (!string.IsNullOrEmpty(message))
{
Mama.defaultLogFunction(level, message);
}
}
public void onLog(MamaLogLevel level, string message)
{
/* Format the log as a string, do this separately so we can
* see the string in the debugger.
*/
m_buffer = message;
/* Write it out. */
Console.WriteLine(m_buffer);
// Call the default function if the message isn't blank
if (!string.IsNullOrEmpty(message))
{
Mama.defaultLogFunction(level, message);
}
}
/// <summary>
/// This function will invoke the default log function.
/// </summary>
/// <param name="level">
/// The level to log at.
/// </param>
/// <param name="text">
/// The log message.
/// </param>
/// <exception cref="ArgumentNullException">
/// The logging text has not been supplied.
/// </exception>
/// <exception cref="ArgumentOutOfRangeException">
/// The logging level is invalid.
/// </exception>
public static void defaultLogFunction(MamaLogLevel level, string text)
{
// Check the arguments
if ((text == null) || (text == string.Empty))
{
throw new ArgumentNullException("text");
}
// Check for a valid enumeration value
if (!Enum.IsDefined(typeof(MamaLogLevel), (int)level))
{
throw new ArgumentOutOfRangeException("level");
}
// Call the native method
NativeMethods.mama_logDefault2((int)level, text);
}
/// <summary>
/// Add string to mama log at specified mama level.
/// </summary>
/// <param name="level">
/// The level to log at.
/// </param>
/// <param name="text">
/// The log message.
/// </param>
/// <exception cref="ArgumentOutOfRangeException">
/// The logging level is invalid.
/// </exception>
public static void log(MamaLogLevel level, string text)
{
// Check for a valid enumeration value
if (!Enum.IsDefined(typeof(MamaLogLevel), (int)level))
{
throw new ArgumentOutOfRangeException("level");
}
// If null has been passed for the text then use a blank string
if (text == null)
{
NativeMethods.mama_log2((int)level, string.Empty);
}
else
{
NativeMethods.mama_log2((int)level, text);
}
}
/* ****************************************************** */
#region Private Operations
/// <summary>
/// This function will enumerate all the available log levels and write an entry
/// at that level.
/// If the supplied target log level is lower or equal to the level at which the
/// log has been written then a message should be sent to the log callback function.
/// This function will verify that messages are sent at the correct times.
/// </summary>
/// <param name="targetLevel">
/// The target log level.
/// </param>
/// <exception cref="InvalidOperationException">
/// Thrown if a log is written or not written at the wrong time.
/// </exception>
private void CheckLogStatement(MamaLogLevel targetLevel)
{
// The test log statement
string testLog = "This is a test";
// Enumerate all the log levels
foreach (MamaLogLevel level in Enum.GetValues(typeof(MamaLogLevel)))
{
// Ignore Off
if (level == MamaLogLevel.MAMA_LOG_LEVEL_OFF)
{
continue;
}
// Clear the log buffer
m_callback.Buffer = null;
// Write a log at this level
Mama.log(level, testLog);
// Verify that the log has been written
if (level <= targetLevel)
{
// If the log statement isn't correct then throw an exception
if (string.Compare(testLog, m_callback.Buffer, false) != 0)
{
throw new InvalidOperationException("Log entry text has become corrupt.");
}
}
/* If the target level is lower than the level that the log has been written
* then the log should be null.
*/
else
{
if (m_callback.Buffer != null)
{
throw new InvalidOperationException("A log should not be written at this level.");
}
}
}
}
/* ****************************************************** */
#region Private Operations
/// <summary>
/// This function will enumerate all the available log levels and write an entry
/// at that level.
/// If the supplied target log level is lower or equal to the level at which the
/// log has been written then a message should be sent to the log callback function.
/// This function will verify that messages are sent at the correct times.
/// </summary>
/// <param name="targetLevel">
/// The target log level.
/// </param>
/// <exception cref="InvalidOperationException">
/// Thrown if a log is written or not written at the wrong time.
/// </exception>
private void CheckLogStatement(MamaLogLevel targetLevel)
{
// The test log statement
string testLog = "This is a test";
// Enumerate all the log levels
foreach (MamaLogLevel level in Enum.GetValues(typeof(MamaLogLevel)))
{
// Ignore Off
if (level == MamaLogLevel.MAMA_LOG_LEVEL_OFF)
{
continue;
}
// Clear the log buffer
m_callback.Buffer = null;
// Write a log at this level
Mama.log(level, testLog);
// Verify that the log has been written
if (level <= targetLevel)
{
// If the log statement isn't correct then throw an exception
if (string.Compare(testLog, m_callback.Buffer, false) != 0)
{
throw new InvalidOperationException("Log entry text has become corrupt.");
}
}
/* If the target level is lower than the level that the log has been written
* then the log should be null.
*/
else
{
if (m_callback.Buffer != null)
{
throw new InvalidOperationException("A log should not be written at this level.");
}
}
}
}
/// <summary>
/// Enable logging, accepts a string representing the file location.
/// </summary>
/// <param name="fileName">
/// The full path to the log file.
/// </param>
/// <param name="level">
/// The logging level allowed.
/// </param>
/// <exception cref="ArgumentNullException">
/// The file name is null or blank.
/// </exception>
/// <exception cref="ArgumentOutOfRangeException">
/// The file name contains invalid characters.
/// </exception>
public static void logToFile(string fileName, MamaLogLevel level)
{
// Check the arguments
if ((fileName == null) || (fileName == string.Empty))
{
throw new ArgumentNullException("fileName");
}
// Check for invalid characters in the file name
if (fileName.IndexOfAny(Path.GetInvalidPathChars()) != -1)
{
throw new ArgumentOutOfRangeException(fileName, "The file or path contains invalid characters");
}
// Check for a valid enumeration value
if (!Enum.IsDefined(typeof(MamaLogLevel), (int)level))
{
throw new ArgumentOutOfRangeException("level");
}
// Call the native function
MamaWrapper.CheckResultCode(NativeMethods.mama_logToFile(fileName, (int)level));
}
////////////////////////////////////////////////////////////////////////////////////////////////
private bool parseCommandLine(string[] args)
{
if ((args == null) || (args.Length == 0))
{
Console.WriteLine("Running with default: -S NASDAQ -s MSFT -m wmw -tport rv1");
mamaSymbols[mamaNumSymbols] = "MSFT";
mamaNumSymbols++;
return true;
}
for (int i = 0; i < args.Length; i++)
{
if (args[i].CompareTo("-S") == 0)
{
if ((i + 1) < args.Length)
{
mamaSourceName = args[++i];
continue;
}
}
if (args[i].CompareTo("-d") == 0)
{
if ((i + 1) < args.Length)
{
mamaDictionarySourceName = args[++i];
continue;
}
}
if (args[i].CompareTo("-s") == 0)
{
if ((i + 1) < args.Length)
{
mamaSymbols[mamaNumSymbols] = args[++i];
mamaNumSymbols++;
if (mamaNumSymbols == 4999)
{
Console.WriteLine("Using max of 5000 symbols");
break;
}
continue;
}
}
if (args[i].CompareTo("-m") == 0)
{
if ((i + 1) < args.Length)
{
mamaMiddlewareName = args[++i];
continue;
}
}
if (args[i].CompareTo("-tport") == 0)
{
if ((i + 1) < args.Length)
{
mamaTransportName = args[++i];
continue;
}
}
if ((args[i].CompareTo("-t") == 0) || (args[i].CompareTo("-timeout") == 0))
{
if ((i + 1) < args.Length)
{
m_churnTimeout = double.Parse(args[++i]);
continue;
}
}
if ((args[i].CompareTo("-k") == 0) || (args[i].CompareTo("-kill") == 0))
{
if ((i + 1) < args.Length)
{
m_killTimeout = double.Parse(args[++i]);
continue;
}
}
if (args[i].CompareTo("--help") == 0)
{
foreach (string usageLine in m_usage)
{
Console.WriteLine(usageLine);
}
return false;
}
if (args[i].CompareTo("-?") == 0)
{
foreach (string usageLine in m_usage)
{
Console.WriteLine(usageLine);
}
return false;
}
if (args[i].CompareTo("-f") == 0)
{
if ((i + 1) < args.Length)
{
string fileName = args[++i];
TextReader tr = new StreamReader(fileName);
string symbol = null;
while ((symbol = tr.ReadLine()) != null)
{
symbol = symbol.Trim();
if (symbol.Length != 0)
{
mamaSymbols[mamaNumSymbols] = symbol;
mamaNumSymbols++;
}
}
continue;
}
}
if (args[i].CompareTo("-r") == 0)
{
if ((i + 1) < args.Length)
{
mamaThrottle = Convert.ToInt64(args[++i]);
continue;
}
}
if (args[i].CompareTo("-rr") == 0)
{
if ((i + 1) < args.Length)
{
mamaRecapThrottle = Convert.ToInt64(args[++i]);
continue;
}
}
if (args[i].CompareTo("-mp") == 0)
{
if ((i + 1) < args.Length)
{
mamaMapFilename = args[++i];
continue;
}
}
if (args[i].CompareTo("-threads") == 0)
{
if ((i + 1) < args.Length)
{
mamaThreads = Convert.ToInt32(args[++i]);
continue;
}
}
if (args[i].CompareTo("-hw") == 0)
{
if ((i + 1) < args.Length)
{
mamaHighWaterMark = Convert.ToInt32(args[++i]);
continue;
}
}
if (args[i].CompareTo("-lw") == 0)
{
if ((i + 1) < args.Length)
{
mamaLowWaterMark = Convert.ToInt32(args[++i]);
continue;
}
}
if (args[i].CompareTo("-c") == 0)
{
if ((i + 1) < args.Length)
{
quota = Convert.ToInt32(args[++i]);
continue;
}
}
if (args[i].CompareTo("-v") == 0)
{
if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_WARN)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
Mama.enableLogging(mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_NORMAL)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
Mama.enableLogging(mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_FINE)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
Mama.enableLogging(mamaLogLevel);
}
else
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
Mama.enableLogging(mamaLogLevel);
}
continue;
}
if (args[i].CompareTo("-q") == 0)
{
mamaQuietness++;
continue;
}
if (args[i].CompareTo("-log_file") == 0)
{
if ((i + 1) < args.Length)
{
Mama.logToFile(args[++i],
MamaLogLevel.MAMA_LOG_LEVEL_FINEST);
continue;
}
}
}
if (mamaNumSymbols == 0)
{
mamaSymbols[mamaNumSymbols] = "MSFT";
mamaNumSymbols++;
}
return true;
}
private bool parseCommandLine(string[] args)
{
for (int i = 0; i < args.Length; i++)
{
if (args[i].CompareTo("-s") == 0)
{
if ((i + 1) < args.Length)
{
topicName = args[++i];
continue;
}
}
if (args[i].CompareTo("-m") == 0)
{
if ((i + 1) < args.Length)
{
middlewareNames.Add(args[++i]);
continue;
}
}
if (args[i].CompareTo("-tport") == 0)
{
if ((i + 1) < args.Length)
{
transportName = args[++i];
continue;
}
}
if (args[i].CompareTo("--help") == 0)
{
Console.WriteLine(usage);
return(false);
}
if (args[i].CompareTo("-?") == 0)
{
Console.WriteLine(usage);
return(false);
}
if (args[i].CompareTo("-v") == 0)
{
if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_WARN)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
Mama.enableLogging(mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_NORMAL)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
Mama.enableLogging(mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_FINE)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
Mama.enableLogging(mamaLogLevel);
}
else
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
Mama.enableLogging(mamaLogLevel);
}
continue;
}
Console.WriteLine("Error: unrecognized parameter: " + args[i]);
return(false);
}
return(true);
}
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 bool parseCommandLine(string[] args)
{
for (int i = 0; i < args.Length;i++)
{
if (args[i].CompareTo("-s") == 0)
{
if ((i +1) < args.Length)
{
topicName = args[++i];
continue;
}
}
if (args[i].CompareTo("-m") == 0)
{
if ((i +1) < args.Length)
{
middlewareNames.Add (args[++i]);
continue;
}
}
if (args[i].CompareTo("-tport") == 0)
{
if ((i +1) < args.Length)
{
transportName = args[++i];
continue;
}
}
if (args[i].CompareTo("--help") == 0)
{
Console.WriteLine(usage);
return false;
}
if (args[i].CompareTo("-?") == 0)
{
Console.WriteLine(usage);
return false;
}
if (args[i].CompareTo ("-v") == 0)
{
if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_WARN)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
Mama.enableLogging (mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_NORMAL)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
Mama.enableLogging (mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_FINE)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
Mama.enableLogging (mamaLogLevel);
}
else
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
Mama.enableLogging (mamaLogLevel);
}
continue;
}
Console.WriteLine("Error: unrecognized parameter: " + args[i]);
return false;
}
return true;
}
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 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);
}
}
////////////////////////////////////////////////////////////////////////////////////////////////
private bool parseCommandLine(string[] args)
{
if ((args == null) || (args.Length == 0))
{
Console.WriteLine("Running with default: -S NASDAQ -s MSFT -m wmw -tport rv1");
mamaSymbols[mamaNumSymbols] = "MSFT";
mamaNumSymbols++;
return(true);
}
for (int i = 0; i < args.Length; i++)
{
if (args[i].CompareTo("-S") == 0)
{
if ((i + 1) < args.Length)
{
mamaSourceName = args[++i];
continue;
}
}
if (args[i].CompareTo("-d") == 0)
{
if ((i + 1) < args.Length)
{
mamaDictionarySourceName = args[++i];
continue;
}
}
if (args[i].CompareTo("-s") == 0)
{
if ((i + 1) < args.Length)
{
mamaSymbols[mamaNumSymbols] = args[++i];
mamaNumSymbols++;
if (mamaNumSymbols == 4999)
{
Console.WriteLine("Using max of 5000 symbols");
break;
}
continue;
}
}
if (args[i].CompareTo("-m") == 0)
{
if ((i + 1) < args.Length)
{
mamaMiddlewareName = args[++i];
continue;
}
}
if (args[i].CompareTo("-tport") == 0)
{
if ((i + 1) < args.Length)
{
mamaTransportName = args[++i];
continue;
}
}
if ((args[i].CompareTo("-t") == 0) || (args[i].CompareTo("-timeout") == 0))
{
if ((i + 1) < args.Length)
{
m_churnTimeout = double.Parse(args[++i]);
continue;
}
}
if ((args[i].CompareTo("-k") == 0) || (args[i].CompareTo("-kill") == 0))
{
if ((i + 1) < args.Length)
{
m_killTimeout = double.Parse(args[++i]);
continue;
}
}
if (args[i].CompareTo("--help") == 0)
{
foreach (string usageLine in m_usage)
{
Console.WriteLine(usageLine);
}
return(false);
}
if (args[i].CompareTo("-?") == 0)
{
foreach (string usageLine in m_usage)
{
Console.WriteLine(usageLine);
}
return(false);
}
if (args[i].CompareTo("-f") == 0)
{
if ((i + 1) < args.Length)
{
string fileName = args[++i];
TextReader tr = new StreamReader(fileName);
string symbol = null;
while ((symbol = tr.ReadLine()) != null)
{
symbol = symbol.Trim();
if (symbol.Length != 0)
{
mamaSymbols[mamaNumSymbols] = symbol;
mamaNumSymbols++;
}
}
continue;
}
}
if (args[i].CompareTo("-r") == 0)
{
if ((i + 1) < args.Length)
{
mamaThrottle = Convert.ToInt64(args[++i]);
continue;
}
}
if (args[i].CompareTo("-rr") == 0)
{
if ((i + 1) < args.Length)
{
mamaRecapThrottle = Convert.ToInt64(args[++i]);
continue;
}
}
if (args[i].CompareTo("-mp") == 0)
{
if ((i + 1) < args.Length)
{
mamaMapFilename = args[++i];
continue;
}
}
if (args[i].CompareTo("-threads") == 0)
{
if ((i + 1) < args.Length)
{
mamaThreads = Convert.ToInt32(args[++i]);
continue;
}
}
if (args[i].CompareTo("-hw") == 0)
{
if ((i + 1) < args.Length)
{
mamaHighWaterMark = Convert.ToInt32(args[++i]);
continue;
}
}
if (args[i].CompareTo("-lw") == 0)
{
if ((i + 1) < args.Length)
{
mamaLowWaterMark = Convert.ToInt32(args[++i]);
continue;
}
}
if (args[i].CompareTo("-c") == 0)
{
if ((i + 1) < args.Length)
{
quota = Convert.ToInt32(args[++i]);
continue;
}
}
if (args[i].CompareTo("-v") == 0)
{
if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_WARN)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
Mama.enableLogging(mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_NORMAL)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
Mama.enableLogging(mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_FINE)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
Mama.enableLogging(mamaLogLevel);
}
else
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
Mama.enableLogging(mamaLogLevel);
}
continue;
}
if (args[i].CompareTo("-q") == 0)
{
mamaQuietness++;
continue;
}
if (args[i].CompareTo("-log_file") == 0)
{
if ((i + 1) < args.Length)
{
Mama.logToFile(args[++i],
MamaLogLevel.MAMA_LOG_LEVEL_FINEST);
continue;
}
}
}
if (mamaNumSymbols == 0)
{
mamaSymbols[mamaNumSymbols] = "MSFT";
mamaNumSymbols++;
}
return(true);
}
/// <summary>
/// Enable logging, accepts a string representing the file location.
/// </summary>
/// <param name="fileName">
/// The full path to the log file.
/// </param>
/// <param name="level">
/// The logging level allowed.
/// </param>
/// <exception cref="ArgumentNullException">
/// The file name is null or blank.
/// </exception>
/// <exception cref="ArgumentOutOfRangeException">
/// The file name contains invalid characters.
/// </exception>
public static void logToFile(string fileName, MamaLogLevel level)
{
// Check the arguments
if ((fileName == null) || (fileName == string.Empty))
{
throw new ArgumentNullException("fileName");
}
// Check for invalid characters in the file name
if (fileName.IndexOfAny(Path.GetInvalidPathChars()) != -1)
{
throw new ArgumentOutOfRangeException(fileName, "The file or path contains invalid characters");
}
// Check for a valid enumeration value
if (!Enum.IsDefined(typeof(MamaLogLevel), (int)level))
{
throw new ArgumentOutOfRangeException("level");
}
// Call the native function
MamaWrapper.CheckResultCode(NativeMethods.mama_logToFile(fileName, (int)level));
}
/// <summary>
/// This function will parse the command line and initialise the various member variables with
/// the information passed in.
/// </summary>
/// <param name="args">
/// The array of command line arguments.
/// </param>
/// <returns>
/// True to continue with the application or false to quit out.
/// </returns>
private bool parseCommandLine(string[] args)
{
bool ret = true;
if ((args == null) || (args.Length == 0))
{
throw new ApplicationException("No command line arguments supplied.");
}
// Iterate through all the arguments and check for possible values
for (int index = 0; index < args.Length; index++)
{
// Create snapshot subscriptions
if (args[index].CompareTo("-1") == 0)
{
m_snapshot = true;
continue;
}
// Don't obtain the dictionary
if (args[index].CompareTo("-B") == 0)
{
m_downloadDictionary = false;
continue;
}
// The dictionary source name
if (args[index].CompareTo("-d") == 0)
{
if ((index + 1) < args.Length)
{
m_dictionarySourceName = args[++index];
continue;
}
}
// The dictionary transport
if (args[index].CompareTo("-dict_tport") == 0)
{
if ((index + 1) < args.Length)
{
m_dictionaryTransportName = args[++index];
continue;
}
}
// Symbol file path
if (args[index].CompareTo("-f") == 0)
{
if ((index + 1) < args.Length)
{
string fileName = args[++index];
readSymbolsFromFile(fileName);
continue;
}
}
// Display the usage string
if ((args[index].CompareTo("--help") == 0) || (args[index].CompareTo("-?") == 0))
{
Console.WriteLine(usage);
ret = false;
break;
}
// The high watermark level for queue monitoring
if (args[index].CompareTo("-hw") == 0)
{
if ((index + 1) < args.Length)
{
m_highWaterMark = Convert.ToInt32(args[++index]);
continue;
}
}
// Write out to a log file
if (args[index].CompareTo("-log_file") == 0)
{
if ((index + 1) < args.Length)
{
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
Mama.logToFile(args[++index], MamaLogLevel.MAMA_LOG_LEVEL_FINEST);
continue;
}
}
// The low watermark level for queue monitoring
if (args[index].CompareTo("-lw") == 0)
{
if ((index + 1) < args.Length)
{
m_lowWaterMark = Convert.ToInt32(args[++index]);
continue;
}
}
// The middleware name
if (args[index].CompareTo("-m") == 0)
{
if ((index + 1) < args.Length)
{
m_middlewareName = args[++index];
continue;
}
}
// Use new iterator functionality
if (args[index].CompareTo("-ni") == 0)
{
m_iterator = true;
continue;
}
// The quietness level
if (args[index].CompareTo("-q") == 0)
{
m_quietness++;
continue;
}
// The throttle rate
if (args[index].CompareTo("-r") == 0)
{
if ((index + 1) < args.Length)
{
m_throttleRate = Convert.ToInt64(args[++index]);
continue;
}
}
// Recap throttle rate
if (args[index].CompareTo("-rr") == 0)
{
if ((index + 1) < args.Length)
{
m_recapThrottleRate = Convert.ToInt64(args[++index]);
continue;
}
}
// The source name
if (args[index].CompareTo("-S") == 0)
{
if ((index + 1) < args.Length)
{
m_sourceName = args[++index];
continue;
}
}
// The symbol name
if (args[index].CompareTo("-s") == 0)
{
if ((index + 1) < args.Length)
{
m_symbols.Add(args[++index]);
continue;
}
}
// Length of time to run for
if (args[index].CompareTo("-shutdown") == 0)
{
m_shutdownTime = double.Parse(args[++index]);
continue;
}
// Number of threads to run
if (args[index].CompareTo("-threads") == 0)
{
if ((index + 1) < args.Length)
{
m_numberThreads = Convert.ToInt32(args[++index]);
continue;
}
}
// The main transport
if (args[index].CompareTo("-tport") == 0)
{
if ((index + 1) < args.Length)
{
m_transportName = args[++index];
continue;
}
}
// The verbosity level
if (args[index].CompareTo("-v") == 0)
{
switch (m_logLevel)
{
case MamaLogLevel.MAMA_LOG_LEVEL_WARN:
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_NORMAL:
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_FINE:
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_FINER:
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
break;
}
continue;
}
}
if (m_symbols.Count == 0)
{
throw new ApplicationException("No symbols were supplied");
}
return ret;
}
public CommandLineProcessor(string[] args)
{
for (int i = 0; i < args.Length; )
{
string arg = args[i];
if ( arg == "-S")
{
mSource = args[i + 1];
i += 2;
}
else if (args[i].CompareTo("-dict_tport") == 0)
{
mDictTransport = args[i + 1];
i += 2;
}
else if ((args[i].CompareTo("-dict_source") == 0) ||
(args[i].CompareTo("-d") == 0))
{
mDictSource = args[i + 1];
i += 2;
}
else if (arg == "-T" || arg == "-tport")
{
mTransport = args[i + 1];
i += 2;
}
else if (arg == "-m" || arg == "-middleware")
{
mMiddleware = args[i + 1];
i += 2;
}
else if (arg == "-precision")
{
mPrecision = Int32.Parse(args[i + 1]);
i += 2;
}
else if (arg == "-s")
{
mSymbolList.Add(args[i + 1]);
i += 2;
}
else if (arg == "-f")
{
mFileName = args[i + 1];
i += 2;
}
else if (arg == "-r" || arg == "-rate")
{
mThrottleRate = Double.Parse(args[i + 1]);
i += 2;
}
else if (arg == "-v")
{
mLogLevel =
mLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_WARN ? MamaLogLevel.MAMA_LOG_LEVEL_NORMAL :
mLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_NORMAL ? MamaLogLevel.MAMA_LOG_LEVEL_FINE :
mLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_FINE ? MamaLogLevel.MAMA_LOG_LEVEL_FINER : MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
i++;
mHasLogLevel = true;
}
else if (arg == "-q")
{
mQuietModeLevel++;
i++;
}
else if (arg == "-b")
{
mCacheFullBooks = false;
i++;
}
else if (arg == "-e")
{
mPrintEntries = true;
i++;
}
else if (arg == "-W")
{
mUseWorldView = true;
++i;
}
else if (arg == "-L")
{
mLogReqResp= true;
++i;
}
else if (arg == "-Y")
{
mSymbology = args[i+1];
i += 2;
}
else if (arg == "-churn")
{
mChurnRate = Int32.Parse(args[i+1]);
i += 2;
}
else if (arg == "-logfile")
{
mLogFileName = args[i+1];
i += 2;
}
else if (arg == "-timerInterval")
{
mTimerInterval = Double.Parse(args[i + 1]);
i += 2;
}
else if (arg == "-1")
{
mSnapshot = true;
++i;
}
else if (arg == "-threads")
{
mNumThreads = Int32.Parse(args[i+1]);
i += 2;
}
else
{
i++;
}
}
if (mSymbolList.Count == 0)
{
readSymbolList();
}
}
private static void parseCommandLine(string[] args)
{
for (int i = 0; i < args.Length;)
{
if (args[i] == "-source" || args[i] == "-S")
{
mySymbolNamespace = args[i + 1];
i += 2;
}
else if (args[i] == "-d" || args[i] == "-dict_source")
{
dictSource = args[i + 1];
i += 2;
}
else if (args[i] == "-dict_tport")
{
myDictTportName = args[i + 1];
i += 2;
}
else if (args[i] == "-tport")
{
transportName = args[i + 1];
i += 2;
}
else if (args[i] == "-threads")
{
numThreads = Convert.ToInt32(args[i + 1]);
i += 2;
}
else if (args[i] == "-q")
{
quietness++;
i++;
}
else if (args[i] == ("-v"))
{
switch (mamaLogLevel)
{
case MamaLogLevel.MAMA_LOG_LEVEL_WARN:
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_NORMAL:
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_FINE:
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_FINER:
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
break;
}
i++;
}
else if (args[i] == ("-m"))
{
myMiddleware = args[i + 1];
i += 2;
}
}
}
private void parseCommandLine(string[] args)
{
string tport = null;
uint ft_type = (uint)mamaFtType.MAMA_FT_TYPE_MULTICAST;
bool displayVersion = false;
for (int i = 0; i < args.Length;)
{
if ((args[i].CompareTo("-h")) == 0 ||
(args[i].CompareTo("-?")) == 0)
{
usage(0);
}
if ((args[i].CompareTo("-g") == 0) ||
(args[i].CompareTo("-group") == 0))
{
myGroup = args[i + 1];
i += 2;
continue;
}
if ((args[i].CompareTo("-w") == 0) ||
(args[i].CompareTo("-weight") == 0))
{
myWeight = Convert.ToUInt32(args[i + 1]);
i += 2;
continue;
}
if (args[i].CompareTo("-m") == 0)
{
myMiddleware = args[i + 1];
i += 2;
continue;
}
if ((args[i].CompareTo("-t") == 0) ||
(args[i].CompareTo("-tport") == 0))
{
tport = args[i + 1];
i += 2;
continue;
}
if (args[i].CompareTo("-v") == 0)
{
if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_WARN)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
Mama.enableLogging(mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_NORMAL)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
Mama.enableLogging(mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_FINE)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
Mama.enableLogging(mamaLogLevel);
}
else
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
Mama.enableLogging(mamaLogLevel);
}
i++;
continue;
}
if (args[i].CompareTo("-version") == 0)
{
displayVersion = true;
break;
}
if (args[i].CompareTo("-b") == 0)
{
ft_type = (uint)mamaFtType.MAMA_FT_TYPE_BRIDGE;
i++;
continue;
}
i++;
}
myBridge = Mama.loadBridge(myMiddleware);
Mama.open();
if (displayVersion)
{
Console.WriteLine(Mama.getVersion(myBridge));
Exit(0);
}
myTimer = new MamaTimer();
myTransport = new MamaTransport();
myTransport.create(tport, myBridge);
if (myGroup == null)
{
Console.WriteLine("No FT group name specified");
usage(1);
}
switch (ft_type)
{
case (uint)mamaFtType.MAMA_FT_TYPE_MULTICAST:
myFtMember = new MamaMulticastFtMember();
break;
case (uint)mamaFtType.MAMA_FT_TYPE_BRIDGE:
myFtMember = new MamaBridgeFtMember();
break;
default:
Console.WriteLine("No FT type specified");
usage(1);
break;
}
}
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);
}
}
/// <summary>
/// This function will invoke the default log function.
/// </summary>
/// <param name="level">
/// The level to log at.
/// </param>
/// <param name="text">
/// The log message.
/// </param>
/// <exception cref="ArgumentNullException">
/// The logging text has not been supplied.
/// </exception>
/// <exception cref="ArgumentOutOfRangeException">
/// The logging level is invalid.
/// </exception>
public static void defaultLogFunction(MamaLogLevel level, string text)
{
// Check the arguments
if ((text == null) || (text == string.Empty))
{
throw new ArgumentNullException("text");
}
// Check for a valid enumeration value
if (!Enum.IsDefined(typeof(MamaLogLevel), (int)level))
{
throw new ArgumentOutOfRangeException("level");
}
// Call the native method
NativeMethods.mama_logDefault2((int)level, text);
}
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);
}
}
/// <summary>
/// Add string to mama log at specified mama level.
/// </summary>
/// <param name="level">
/// The level to log at.
/// </param>
/// <param name="text">
/// The log message.
/// </param>
/// <exception cref="ArgumentOutOfRangeException">
/// The logging level is invalid.
/// </exception>
public static void log(MamaLogLevel level, string text)
{
// Check for a valid enumeration value
if (!Enum.IsDefined(typeof(MamaLogLevel), (int)level))
{
throw new ArgumentOutOfRangeException("level");
}
// If null has been passed for the text then use a blank string
if (text == null)
{
NativeMethods.mama_log2((int)level, string.Empty);
}
else
{
NativeMethods.mama_log2((int)level, text);
}
}
/// <summary>
/// This function will parse the command line and initialise the various member variables with
/// the information passed in.
/// </summary>
/// <param name="args">
/// The array of command line arguments.
/// </param>
/// <returns>
/// True to continue with the application or false to quit out.
/// </returns>
private bool parseCommandLine(string[] args)
{
bool ret = true;
if ((args == null) || (args.Length == 0))
{
throw new ApplicationException("No command line arguments supplied.");
}
// Iterate through all the arguments and check for possible values
for (int index = 0; index < args.Length; index++)
{
// Create snapshot subscriptions
if (args[index].CompareTo("-1") == 0)
{
m_snapshot = true;
continue;
}
// Don't obtain the dictionary
if (args[index].CompareTo("-B") == 0)
{
m_downloadDictionary = false;
continue;
}
// The dictionary source name
if (args[index].CompareTo("-d") == 0)
{
if ((index + 1) < args.Length)
{
m_dictionarySourceName = args[++index];
continue;
}
}
// The dictionary transport
if (args[index].CompareTo("-dict_tport") == 0)
{
if ((index + 1) < args.Length)
{
m_dictionaryTransportName = args[++index];
continue;
}
}
// Symbol file path
if (args[index].CompareTo("-f") == 0)
{
if ((index + 1) < args.Length)
{
string fileName = args[++index];
readSymbolsFromFile(fileName);
continue;
}
}
// Display the usage string
if ((args[index].CompareTo("--help") == 0) || (args[index].CompareTo("-?") == 0))
{
Console.WriteLine(usage);
ret = false;
break;
}
// The high watermark level for queue monitoring
if (args[index].CompareTo("-hw") == 0)
{
if ((index + 1) < args.Length)
{
m_highWaterMark = Convert.ToInt32(args[++index]);
continue;
}
}
// Write out to a log file
if (args[index].CompareTo("-log_file") == 0)
{
if ((index + 1) < args.Length)
{
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
Mama.logToFile(args[++index], MamaLogLevel.MAMA_LOG_LEVEL_FINEST);
continue;
}
}
// The low watermark level for queue monitoring
if (args[index].CompareTo("-lw") == 0)
{
if ((index + 1) < args.Length)
{
m_lowWaterMark = Convert.ToInt32(args[++index]);
continue;
}
}
// The middleware name
if (args[index].CompareTo("-m") == 0)
{
if ((index + 1) < args.Length)
{
m_middlewareName = args[++index];
continue;
}
}
// Use new iterator functionality
if (args[index].CompareTo("-ni") == 0)
{
m_iterator = true;
continue;
}
// The quietness level
if (args[index].CompareTo("-q") == 0)
{
m_quietness++;
continue;
}
// The throttle rate
if (args[index].CompareTo("-r") == 0)
{
if ((index + 1) < args.Length)
{
m_throttleRate = Convert.ToInt64(args[++index]);
continue;
}
}
// Recap throttle rate
if (args[index].CompareTo("-rr") == 0)
{
if ((index + 1) < args.Length)
{
m_recapThrottleRate = Convert.ToInt64(args[++index]);
continue;
}
}
// The source name
if (args[index].CompareTo("-S") == 0)
{
if ((index + 1) < args.Length)
{
m_sourceName = args[++index];
continue;
}
}
// The symbol name
if (args[index].CompareTo("-s") == 0)
{
if ((index + 1) < args.Length)
{
m_symbols.Add(args[++index]);
continue;
}
}
// Length of time to run for
if (args[index].CompareTo("-shutdown") == 0)
{
m_shutdownTime = double.Parse(args[++index]);
continue;
}
// Number of threads to run
if (args[index].CompareTo("-threads") == 0)
{
if ((index + 1) < args.Length)
{
m_numberThreads = Convert.ToInt32(args[++index]);
continue;
}
}
// The main transport
if (args[index].CompareTo("-tport") == 0)
{
if ((index + 1) < args.Length)
{
m_transportName = args[++index];
continue;
}
}
// The verbosity level
if (args[index].CompareTo("-v") == 0)
{
switch (m_logLevel)
{
case MamaLogLevel.MAMA_LOG_LEVEL_WARN:
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_NORMAL:
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_FINE:
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_FINER:
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
break;
}
continue;
}
}
if (m_symbols.Count == 0)
{
throw new ApplicationException("No symbols were supplied");
}
return(ret);
}
/// <summary>
/// Set the log level.
/// </summary>
/// <param name="level">
/// The logging level allowed.
/// </param>
/// <exception cref="ArgumentOutOfRangeException">
/// The file name contains invalid characters.
/// </exception>
public static void setLogLevel(MamaLogLevel level)
{
// Check for a valid enumeration value
if (!Enum.IsDefined(typeof(MamaLogLevel), (int)level))
{
throw new ArgumentOutOfRangeException("level");
}
MamaWrapper.CheckResultCode(NativeMethods.mama_setLogLevel((int)level));
}
private void ParseArgs()
{
for (int i = 0; i < args.Length; )
{
string arg = args[i];
if (arg[0] != '-')
{
Console.WriteLine("Ignoring invalid argument {0}", arg);
++i;
continue;
}
string opt = arg.Substring(1);
switch (opt)
{
case "s":
if ((i + 1) == args.Length)
{
Console.WriteLine("Expecting outbound topic name after {0}", arg);
++i;
continue;
}
outboundTopic = args[++i];
break;
case "l":
if ((i + 1) == args.Length)
{
Console.WriteLine("Expecting inbound topic name after {0}", arg);
++i;
continue;
}
inboundTopic = args[++i];
break;
case "nosub":
nosub = true;
break;
case "c":
if ((i + 1) == args.Length)
{
Console.WriteLine("Expecting message count after {0}", arg);
++i;
continue;
}
try
{
messageCount = int.Parse(args[++i], NumberStyles.Integer, CultureInfo.InvariantCulture);
}
catch // ignore parse error
{
}
break;
case "i":
if ((i + 1) == args.Length)
{
Console.WriteLine("Expecting interval after {0}", arg);
++i;
continue;
}
double.TryParse(args[++i], NumberStyles.Float, CultureInfo.InvariantCulture, out interval);
break;
case "h":
case "?":
helpNeeded = true;
return;
case "m":
if ((i + 1) == args.Length)
{
Console.WriteLine("Expected middleware name after {0}", arg);
++i;
continue;
}
middlewareName = args[++i];
break;
case "tport":
if ((i + 1) == args.Length)
{
Console.WriteLine("Expecting transport name after {0}", arg);
++i;
continue;
}
transportName = args[++i];
break;
case "q":
quiet = true;
break;
case "pubCb":
pubCb = true;
break;
case "v":
if (logLevel == MamaLogLevel.MAMA_LOG_LEVEL_WARN)
{
logLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
Mama.enableLogging (logLevel);
}
else if (logLevel == MamaLogLevel.MAMA_LOG_LEVEL_NORMAL)
{
logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
Mama.enableLogging (logLevel);
}
else if (logLevel == MamaLogLevel.MAMA_LOG_LEVEL_FINE)
{
logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
Mama.enableLogging (logLevel);
}
else
{
logLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
Mama.enableLogging (logLevel);
}
break;
default:
Console.WriteLine("Ignoring invalid option {0}", arg);
break;
}
++i;
}
Console.WriteLine("Starting Publisher with:\n" +
" topic: {0}\n" +
" inbound topic: {1}\n" +
" interval {2}\n" +
" middleware {3}\n" +
" transport: {4}\n",
outboundTopic, inboundTopic, interval, middlewareName, transportName);
}
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);
}
}
private static void parseCommandLine (string[] args)
{
for(int i = 0; i < args.Length;)
{
if (args[i] == "-source" || args[i] == "-S")
{
mySymbolNamespace = args[i +1];
i += 2;
}
else if (args[i] == "-d" || args[i] == "-dict_source")
{
dictSource = args[i + 1];
i += 2;
}
else if (args[i] == "-dict_tport")
{
myDictTportName = args[i + 1];
i += 2;
}
else if (args[i] == "-tport")
{
transportName = args[i + 1];
i += 2;
}
else if (args[i] == "-threads")
{
numThreads = Convert.ToInt32 (args[i+1]);
i += 2;
}
else if (args[i] == "-q")
{
quietness++;
i++;
}
else if (args[i] == ("-v"))
{
switch (mamaLogLevel)
{
case MamaLogLevel.MAMA_LOG_LEVEL_WARN:
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_NORMAL:
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_FINE:
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
break;
case MamaLogLevel.MAMA_LOG_LEVEL_FINER:
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
break;
}
i++;
}
else if (args[i] == ("-m"))
{
myMiddleware = args[i + 1];
i += 2;
}
}
}
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);
}
}
private void parseCommandLine(string[] args)
{
string tport = null;
uint ft_type = (uint)mamaFtType.MAMA_FT_TYPE_MULTICAST;
bool displayVersion = false;
for (int i = 0; i < args.Length; )
{
if ((args[i].CompareTo ("-h")) == 0 ||
(args[i].CompareTo ("-?")) == 0)
{
usage (0);
}
if ((args[i].CompareTo ("-g") == 0) ||
(args[i].CompareTo ("-group") == 0))
{
myGroup = args[i+1];
i += 2;
continue;
}
if ((args[i].CompareTo ("-w") == 0) ||
(args[i].CompareTo ("-weight") == 0))
{
myWeight = Convert.ToUInt32 (args[i+1]);
i += 2;
continue;
}
if (args[i].CompareTo ("-m") == 0)
{
myMiddleware = args[i+1];
i += 2;
continue;
}
if ((args[i].CompareTo ("-t") == 0) ||
(args[i].CompareTo ("-tport") == 0))
{
tport = args[i+1];
i += 2;
continue;
}
if (args[i].CompareTo ("-v") == 0)
{
if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_WARN)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_NORMAL;
Mama.enableLogging (mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_NORMAL)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINE;
Mama.enableLogging (mamaLogLevel);
}
else if (mamaLogLevel == MamaLogLevel.MAMA_LOG_LEVEL_FINE)
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINER;
Mama.enableLogging (mamaLogLevel);
}
else
{
mamaLogLevel = MamaLogLevel.MAMA_LOG_LEVEL_FINEST;
Mama.enableLogging (mamaLogLevel);
}
i++;
continue;
}
if (args[i].CompareTo ("-version") == 0)
{
displayVersion = true;
break;
}
if (args[i].CompareTo ("-b") == 0)
{
ft_type = (uint)mamaFtType.MAMA_FT_TYPE_BRIDGE;
i++;
continue;
}
i++;
}
myBridge = Mama.loadBridge(myMiddleware);
Mama.open();
if (displayVersion)
{
Console.WriteLine (Mama.getVersion (myBridge));
Exit (0);
}
myTimer = new MamaTimer();
myTransport = new MamaTransport();
myTransport.create(tport, myBridge);
if (myGroup == null)
{
Console.WriteLine ("No FT group name specified");
usage(1);
}
switch (ft_type)
{
case (uint)mamaFtType.MAMA_FT_TYPE_MULTICAST:
myFtMember = new MamaMulticastFtMember ();
break;
case (uint)mamaFtType.MAMA_FT_TYPE_BRIDGE:
myFtMember = new MamaBridgeFtMember ();
break;
default:
Console.WriteLine ("No FT type specified");
usage(1);
break;
}
}
public static void Main(string[] args)
{
CommandLineProcessor options = new CommandLineProcessor(args);
MamaTransport transport = null;
MamaQueue defaultQueue = null;
MamaDictionary dictionary = null;
double intervalSecs = options.getTimerInterval();
if (options.hasLogLevel())
{
myLogLevel = options.getLogLevel();
Mama.enableLogging(myLogLevel);
}
try
{
myBridge = new MamaBridge(options.getMiddleware());
Mama.open();
transport = new MamaTransport();
transport.create(options.getTransport(), myBridge);
mySource = new MamaSource();
defaultQueue = Mama.getDefaultEventQueue(myBridge);
// We might as well also enforce strict checking of order book updates
MamdaOrderBook.setStrictChecking(true);
/*Get the Data Dictionary*/
MamaSource dictionarySource = new MamaSource();
dictionarySource.symbolNamespace = "WOMBAT";
dictionarySource.transport = transport;
dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);
MamdaOrderBookFields.setDictionary(dictionary, null);
if (intervalSecs == 0)
{
intervalSecs = 5;
}
foreach (string symbol in options.getSymbolList())
{
BookSelfTest aSelfTest = new BookSelfTest ();
MamdaOrderBookChecker aBookChecker = new MamdaOrderBookChecker(
transport,
defaultQueue,
aSelfTest,
options.getSource(),
symbol,
intervalSecs);
obookCheckers.Add(aBookChecker);
}
Mama.start(myBridge);
GC.KeepAlive(dictionary);
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
Environment.Exit(1);
}
}
/// <summary>
/// Constructor initialises all member variables including setting the defaults for the various
/// options that can be provided on the command line.
/// </summary>
private MamaListen()
{
// Initialise member variables
m_dictionarySourceName = "WOMBAT";
m_downloadDictionary = true;
m_logLevel = MamaLogLevel.MAMA_LOG_LEVEL_WARN;
m_middlewareName = "wmw";
m_recapThrottleRate = -1;
m_sourceName = "Wombat";
m_subscriptions = new ArrayList();
m_symbols = new ArrayList();
m_throttleRate = -1;
}
