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 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 onSecurityCreate(
MamdaSubscription subscription,
MamdaMultiSecurityManager manager,
string symbol)
{
MamdaTradeListener aTradeListener = new MamdaTradeListener();
MamdaQuoteListener aQuoteListener = new MamdaQuoteListener();
ComboTicker aTicker = new ComboTicker();
aTradeListener.addHandler(aTicker);
aQuoteListener.addHandler(aTicker);
manager.addListener(aTradeListener, symbol);
manager.addListener(aQuoteListener, symbol);
}
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 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);
myQuietModeLevel = options.getQuietModeLevel();
if (options.hasLogLevel())
{
Mama.enableLogging(options.getLogLevel());
}
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 = "WOMBAT";
dictionarySource.transport = transport;
dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);
MamdaQuoteFields.setDictionary(dictionary, null);
mamdaSubscriptions = new MamdaSubscription [options.getSymbolList().Count];
int i = 0;
foreach (string symbol in options.getSymbolList())
{
mamdaSubscriptions[i] = new MamdaSubscription();
MamdaQuoteListener aQuoteListener = new MamdaQuoteListener();
QuoteTicker aTicker = new QuoteTicker();
aQuoteListener.addHandler(aTicker);
mamdaSubscriptions[i].addMsgListener(aQuoteListener);
mamdaSubscriptions[i].addStaleListener(aTicker);
mamdaSubscriptions[i].addErrorListener(aTicker);
mamdaSubscriptions[i].create(transport,
defaultQueue,
options.getSource(),
symbol,
null);
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);
}
}
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);
myQuietModeLevel = options.getQuietModeLevel();
if (options.hasLogLevel())
{
Mama.enableLogging(options.getLogLevel());
}
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 = "WOMBAT";
dictionarySource.transport = transport;
dictionary = buildDataDictionary(transport, defaultQueue, dictionarySource);
MamdaQuoteFields.setDictionary(dictionary, null);
mamdaSubscriptions = new MamdaSubscription [options.getSymbolList().Count];
int i=0;
foreach (string symbol in options.getSymbolList())
{
mamdaSubscriptions[i] = new MamdaSubscription();
MamdaQuoteListener aQuoteListener = new MamdaQuoteListener();
QuoteTicker aTicker = new QuoteTicker();
aQuoteListener.addHandler(aTicker);
mamdaSubscriptions[i].addMsgListener(aQuoteListener);
mamdaSubscriptions[i].addStaleListener(aTicker);
mamdaSubscriptions[i].addErrorListener(aTicker);
mamdaSubscriptions[i].create(transport,
defaultQueue,
options.getSource (),
symbol,
null);
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);
}
}