public UnderlyingTicker(
MamdaOptionChain chain,
bool printStrikes)
{
myChain = chain;
myPrintStrikes = printStrikes;
}
public void onOptionChainGap(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionChain chain)
{
printChain(chain);
}
public OptionContractTicker(MamdaOptionContract contract,
MamdaOptionChain chain,
OptionChainDisplay display)
{
myContract = contract;
myChain = chain;
myDisplay = display;
}
public void onOptionSeriesUpdate(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionSeriesUpdate update,
MamdaOptionChain chain)
{
printChain(chain);
}
public void onOptionChainRecap(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionChain chain)
{
myGotRecap = true;
printChain(chain);
}
public void onOptionContractCreate(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionContract contract,
MamdaOptionChain chain)
{
// (Optional: create a trade/quote handler for the
// individual option contract.)
OptionContractTicker aTicker =
new OptionContractTicker(contract, chain, this);
contract.addQuoteHandler(aTicker);
contract.addTradeHandler(aTicker);
}
public void printChain(MamdaOptionChain chain)
{
if (!myGotRecap)
{
return;
}
int i = 0;
Iterator callIter = chain.callIterator();
Iterator putIter = chain.putIterator();
Console.WriteLine("Chain: " + chain.getSymbol());
while (callIter.hasNext() || putIter.hasNext())
{
Console.Write("" + i + " | ");
if (callIter.hasNext())
{
MamdaOptionContract callContract =
(MamdaOptionContract)callIter.next();
printContract(callContract);
}
else
{
Console.Write(" ");
}
Console.Write(" | ");
if (putIter.hasNext())
{
MamdaOptionContract putContract =
(MamdaOptionContract)putIter.next();
printContract(putContract);
}
else
{
}
Console.WriteLine();
++i;
}
Console.Out.Flush();
}
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 void printChain(MamdaOptionChain chain)
{
if (!myGotRecap)
return;
int i = 0;
Iterator callIter = chain.callIterator();
Iterator putIter = chain.putIterator();
Console.WriteLine("Chain: " + chain.getSymbol());
while (callIter.hasNext() || putIter.hasNext())
{
Console.Write("" + i + " | ");
if (callIter.hasNext())
{
MamdaOptionContract callContract =
(MamdaOptionContract)callIter.next();
printContract(callContract);
}
else
{
Console.Write(" ");
}
Console.Write(" | ");
if (putIter.hasNext())
{
MamdaOptionContract putContract =
(MamdaOptionContract)putIter.next();
printContract(putContract);
}
else
{
}
Console.WriteLine();
++i;
}
Console.Out.Flush();
}
public OptionContractTicker(MamdaOptionContract contract,
MamdaOptionChain chain,
OptionChainDisplay display)
{
myContract = contract;
myChain = chain;
myDisplay = display;
}
public void onOptionContractCreate(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionContract contract,
MamdaOptionChain chain)
{
// (Optional: create a trade/quote handler for the
// individual option contract.)
OptionContractTicker aTicker =
new OptionContractTicker(contract, chain, this);
contract.addQuoteHandler(aTicker);
contract.addTradeHandler(aTicker);
}
public void onOptionSeriesUpdate(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionSeriesUpdate update,
MamdaOptionChain chain)
{
printChain(chain);
}
public void onOptionChainRecap(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionChain chain)
{
myGotRecap = true;
printChain(chain);
}
public void onOptionChainGap(
MamdaSubscription subscription,
MamdaOptionChainListener listener,
MamaMsg msg,
MamdaOptionChain chain)
{
printChain(chain);
}
bool myGotRecap = false; // Updated when we get the first recap.
#endregion Fields
#region Constructors
public OptionChainDisplay(MamdaOptionChain chain)
{
myChain = chain;
}
bool myGotRecap = false; // Updated when we get the first recap.
public OptionChainDisplay(MamdaOptionChain chain)
{
myChain = chain;
}
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);
}
}