public void onMsg( MamdaSubscription subscription, MamaMsg msg, mamaMsgType msgType) { Console.WriteLine("Update ({0})", subscription.getSymbol()); }
public void onTradeRecap( MamdaSubscription sub, MamdaTradeListener listener, MamaMsg msg, MamdaTradeRecap recap) { prettyPrint("Trade Recap ({0}): ", sub.getSymbol()); }
public void onQuoteRecap( MamdaSubscription subscription, MamdaQuoteListener listener, MamaMsg msg, MamdaQuoteRecap recap) { prettyPrint("Quote Recap ({0})", subscription.getSymbol()); }
public void onSecurityStatusRecap( MamdaSubscription subscription, MamdaSecurityStatusListener listener, MamaMsg msg, MamdaSecurityStatusRecap recap) { prettyPrint("SecStatus recap ({0} - {1})", subscription.getSymbol(), recap.getSecurityStatusStr()); }
public void onQuoteRecap( MamdaSubscription subscription, MamdaQuoteListener listener, MamaMsg msg, MamdaQuoteRecap recap) { Console.WriteLine("Quote Recap ({0})", subscription.getSymbol()); }
public void onTradeRecap( MamdaSubscription sub, MamdaTradeListener listener, MamaMsg msg, MamdaTradeRecap recap) { Console.WriteLine("Trade Recap ({0}): ", sub.getSymbol()); }
public void onError( MamdaSubscription subscription, MamdaErrorSeverity severity, MamdaErrorCode errorCode, string errorStr) { Console.WriteLine("Error ({0})", subscription.getSymbol()); }
public void onSecurityStatusRecap( MamdaSubscription subscription, MamdaSecurityStatusListener listener, MamaMsg msg, MamdaSecurityStatusRecap recap) { Console.WriteLine("SecStatus recap (" + subscription.getSymbol() + " Status:" + recap.getSecurityStatusStr()); }
public void onTradeCancelOrError( MamdaSubscription sub, MamdaTradeListener listener, MamaMsg msg, MamdaTradeCancelOrError cancelOrError, MamdaTradeRecap recap) { prettyPrint("Trade error/cancel ({0}):", sub.getSymbol()); }
public void onSecurityStatusUpdate( MamdaSubscription subscription, MamdaSecurityStatusListener listener, MamaMsg msg, MamdaSecurityStatusUpdate update, MamdaSecurityStatusRecap recap) { prettyPrint("SecStatus update ({0} - {1}", subscription.getSymbol(), listener.getSecurityStatusStr()); }
public void onQuoteClosing( MamdaSubscription sub, MamdaQuoteListener listener, MamaMsg msg, MamdaQuoteClosing closingEvent, MamdaQuoteRecap recap) { Console.WriteLine("Quote Closing (" + sub.getSymbol() + "): "); }
public void onTradeCancelOrError( MamdaSubscription sub, MamdaTradeListener listener, MamaMsg msg, MamdaTradeCancelOrError cancelOrError, MamdaTradeRecap recap) { Console.WriteLine("Trade error/cancel (" + sub.getSymbol() + "): "); }
public void onTradeCorrection( MamdaSubscription sub, MamdaTradeListener listener, MamaMsg msg, MamdaTradeCorrection correction, MamdaTradeRecap recap) { Console.WriteLine("Trade correction (" + sub.getSymbol() + "): "); }
public void onError( MamdaSubscription subscription, MamdaErrorSeverity severity, MamdaErrorCode errorCode, string errorStr) { prettyPrint("Error ({0}): {1} ({2})", subscription.getSymbol(), MamdaErrorCodes.stringForMamdaError(errorCode), errorStr); }
public void onBookAtomicBeginBook( MamdaSubscription subscription, MamdaBookAtomicListener listener, bool isRecap) { if (myQuietModeLevel < 2) { Console.WriteLine("BEGIN BOOK - " + subscription.getSymbol()); } }
public void onError( MamdaSubscription subscription, MamdaErrorSeverity severity, MamdaErrorCode errorCode, String errorStr) { Console.WriteLine("Error ({0}): {1} ({2})", subscription.getSymbol(), MamdaErrorCodes.stringForMamdaError(errorCode), errorStr); }
public void onBookAtomicClear( MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg) { if (myQuietModeLevel < 2) { Console.WriteLine("BOOK CLEAR - " + subscription.getSymbol()); Console.WriteLine(); } }
public void onFundamentals( MamdaSubscription subscription, MamdaFundamentalListener listener, MamaMsg msg, MamdaFundamentals fundamentals) { Console.WriteLine("Fundamental update (" + subscription.getSymbol() + " wDivFreq:" + fundamentals.getDividendFrequency() + " wMarketSector:" + fundamentals.getMarketSector() + " wMarketSegment:" + fundamentals.getMarketSegment() ); }
public void onBookGap( MamdaSubscription sub, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookGap gapEvent, MamdaOrderBookRecap fullBook) { Console.WriteLine( "Received book gap " + sub.getSymbol() + " Start: " + gapEvent.getBeginGapSeqNum() + " End: " + gapEvent.getEndGapSeqNum()); }
public void onError( MamdaSubscription subscription, MamdaErrorSeverity severity, MamdaErrorCode errorCode, String errorMessage) { if (myQuiteModeLevel < 2) { Console.WriteLine("Error (" + subscription.getSymbol() + "): " + errorMessage); } }
void prettyPrint(MamdaSubscription subscription, MamdaBookAtomicLevelEntry levelEntry) { // Print Entry Level Info string symbol = subscription.getSymbol(); long actNumEntries = levelEntry.getPriceLevelActNumEntries(); char entryAction = levelEntry.getPriceLevelEntryAction(); string entryId = levelEntry.getPriceLevelEntryId(); long entrySize = levelEntry.getPriceLevelEntrySize(); Console.WriteLine("\tENTRY | " + symbol + " | " + actNumEntries + " | " + entryAction + " | " + entryId + " | " + entrySize); }
public void onBookAtomicGap( MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicGap gapEvent) { if (myQuietModeLevel < 2) { Console.WriteLine("BOOK GAP - " + subscription.getSymbol()); Console.WriteLine("Begin Gap: " + listener.getBeginGapSeqNum()); Console.WriteLine("End Gap : " + listener.getEndGapSeqNum()); Console.WriteLine(); } }
public void onBookAtomicEndBook( MamdaSubscription subscription, MamdaBookAtomicListener listener) { if (myQuietModeLevel < 2) { if (listener.getPriceLevelNumLevels() == 0) { Console.WriteLine(); Console.WriteLine("END BOOK - " + subscription.getSymbol()); Console.WriteLine(" - empty book message !!!"); Console.WriteLine(); Console.WriteLine(); } else { Console.WriteLine(); Console.WriteLine("END BOOK - " + subscription.getSymbol()); Console.WriteLine(); Console.WriteLine(); } } }
public void onAuctionRecap( MamdaSubscription subscription, MamdaAuctionListener listener, MamaMsg msg, MamdaAuctionRecap recap) { Console.WriteLine("Auction Recap ({0}, Uncross Price {1}({2}), Uncross Vol {3}({4}), Ind {5}({6})", subscription.getSymbol(), recap.getUncrossPrice(), recap.getUncrossPriceFieldState(), recap.getUncrossVolume(), recap.getUncrossVolumeFieldState(), recap.getUncrossPriceInd(), recap.getUncrossPriceIndFieldState()); }
public void onTradeReport( MamdaSubscription sub, MamdaTradeListener listener, MamaMsg msg, MamdaTradeReport trade, MamdaTradeRecap recap) { prettyPrint( "Trade ({0}:{1}): {2} @ {3} (seq#: {4}; time: {5}; acttime: {6}; qual: {7})", sub.getSymbol(), recap.getTradeCount(), trade.getTradeVolume(), trade.getTradePrice(), trade.getEventSeqNum(), trade.getEventTime(), trade.getActivityTime(), trade.getTradeQual()); }
void prettyPrint(MamdaSubscription subscription, MamdaBookAtomicLevel level) { // Price Level Info double price = level.getPriceLevelPrice(); decimal dPrice = System.Convert.ToDecimal(price); string roundPrice = (Decimal.Round(dPrice, 2)).ToString("0.00"); string symbol = subscription.getSymbol(); double size = level.getPriceLevelSize(); char action = level.getPriceLevelAction(); char side = level.getPriceLevelSide(); double numEntries = level.getPriceLevelNumEntries(); DateTime levelTime = level.getPriceLevelTime(); Console.WriteLine(); Console.WriteLine("LEVEL | " + symbol + " | " + roundPrice + " | " + size + " | " + action + " | " + side + " | " + numEntries + " | " + "{0:HH:mm:ss.fff}", levelTime); }
public void onQuoteUpdate( MamdaSubscription subscription, MamdaQuoteListener listener, MamaMsg msg, MamdaQuoteUpdate update, MamdaQuoteRecap recap) { string format = "Quote ({0}:{1}): {2} {3} X {4} {5} (seq#: {6}; time: {7}; qual: {8})"; Console.WriteLine(format, subscription.getSymbol(), recap.getQuoteCount(), update.getBidPrice(), update.getBidSize(), update.getAskSize(), update.getAskPrice(), update.getEventSeqNum(), update.getEventTime(), update.getQuoteQual()); }
private void onTimerImpl() { myNumToChurn = myChurnRate; while (myNumToChurn-- > 0) { myRandomNo = generator.Next(65536) % options.getSymbolListSize(); //Accessing the mamda subscription object from the arrayList try { sub = (MamdaSubscription)subscriptionList[myRandomNo]; subscriptionList.RemoveAt(myRandomNo); tempSymbol = sub.getSymbol(); if (tempSymbol != null) { //Deactivating the Mamda Subscription sub.deactivate(); //Creating the MamdaSubscription subscribeToBooks(tempSymbol); ++myChurnStats; } } catch (Exception e) { Console.WriteLine("Error: {0}", e.ToString()); } } }
public void onStale( MamdaSubscription subscription, mamaQuality quality) { prettyPrint("Stale ({0} - {1})", subscription.getSymbol(), quality); }
public void onSecurityStatusRecap( MamdaSubscription subscription, MamdaSecurityStatusListener listener, MamaMsg msg, MamdaSecurityStatusRecap recap) { prettyPrint("SecStatus recap ({0} - {1})", subscription.getSymbol(), recap.getSecurityStatusStr ()); }
public void onError( MamdaSubscription subscription, MamdaErrorSeverity severity, MamdaErrorCode errorCode, String errorMessage) { if (myQuiteModeLevel < 2) { Console.WriteLine ("Error (" + subscription.getSymbol() + "): " + errorMessage); } }
public void onFundamentals( MamdaSubscription subscription, MamdaFundamentalListener listener, MamaMsg msg, MamdaFundamentals fundamentals) { Console.WriteLine ("Fundamental update (" + subscription.getSymbol() + " wDivFreq:" + fundamentals.getDividendFrequency() + " wMarketSector:" + fundamentals.getMarketSector() + " wMarketSegment:" + fundamentals.getMarketSegment() ); }
public void onBookAtomicClear( MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg) { if (myQuietModeLevel<2) { Console.WriteLine ("BOOK CLEAR - " + subscription.getSymbol () ); Console.WriteLine (); } }
public void onError( MamdaSubscription subscription, MamdaErrorSeverity severity, MamdaErrorCode errorCode, string errorStr) { Console.WriteLine("Error (" + subscription.getSymbol() + ")"); }
public void onAuctionUpdate( MamdaSubscription subscription, MamdaAuctionListener listener, MamaMsg msg, MamdaAuctionUpdate update, MamdaAuctionRecap recap) { Console.WriteLine("Auction Update ({0}, Uncross Price {1}({2}), Uncross Vol {3}({4}), Ind {5}({6})", subscription.getSymbol(), update.getUncrossPrice(), update.getUncrossPriceFieldState(), update.getUncrossVolume(), update.getUncrossVolumeFieldState(), update.getUncrossPriceInd(), update.getUncrossPriceIndFieldState()); }
public void onStale( MamdaSubscription subscription, mamaQuality quality) { Console.WriteLine("Stale (" + subscription.getSymbol() + ")"); }
public void onBookGap( MamdaSubscription sub, MamdaOrderBookListener listener, MamaMsg msg, MamdaOrderBookGap gapEvent, MamdaOrderBookRecap fullBook) { Console.WriteLine ( "Received book gap " + sub.getSymbol () + " Start: " + gapEvent.getBeginGapSeqNum() + " End: " + gapEvent.getEndGapSeqNum()); }
public void onBookAtomicEndBook( MamdaSubscription subscription, MamdaBookAtomicListener listener) { if (myQuietModeLevel<2) { if (listener.getPriceLevelNumLevels () == 0) { Console.WriteLine (); Console.WriteLine ( "END BOOK - " + subscription.getSymbol () ); Console.WriteLine ( " - empty book message !!!" ); Console.WriteLine (); Console.WriteLine (); } else { Console.WriteLine (); Console.WriteLine ( "END BOOK - " + subscription.getSymbol () ); Console.WriteLine (); Console.WriteLine (); } } }
public void onStale( MamdaSubscription subscription, mamaQuality quality) { Console.WriteLine("Stale ({0} - {1})", subscription.getSymbol(), quality); }
public void onBookAtomicGap( MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicGap gapEvent) { if (myQuietModeLevel<2) { Console.WriteLine ( "BOOK GAP - " + subscription.getSymbol () ); Console.WriteLine ( "Begin Gap: " + listener.getBeginGapSeqNum () ); Console.WriteLine ( "End Gap : " + listener.getEndGapSeqNum () ); Console.WriteLine (); } }
public void onSecurityStatusUpdate( MamdaSubscription subscription, MamdaSecurityStatusListener listener, MamaMsg msg, MamdaSecurityStatusUpdate update, MamdaSecurityStatusRecap recap) { prettyPrint("SecStatus update ({0} - {1}", subscription.getSymbol (), listener.getSecurityStatusStr ()); }
public void onSecurityStatusUpdate( MamdaSubscription subscription, MamdaSecurityStatusListener listener, MamaMsg msg, MamdaSecurityStatusUpdate update, MamdaSecurityStatusRecap recap) { Console.WriteLine ("SecStatus update (" + subscription.getSymbol () + " Status:" + listener.getSecurityStatusStr ()); }
void prettyPrint(MamdaSubscription subscription, MamdaBookAtomicLevel level) { // Price Level Info double price = level.getPriceLevelPrice (); decimal dPrice = System.Convert.ToDecimal(price); string roundPrice = (Decimal.Round(dPrice,2)).ToString("0.00"); string symbol = subscription.getSymbol (); double size = level.getPriceLevelSize (); char action = level.getPriceLevelAction (); char side = level.getPriceLevelSide (); double numEntries = level.getPriceLevelNumEntries (); DateTime levelTime = level.getPriceLevelTime(); Console.WriteLine (); Console.WriteLine ( "LEVEL | " + symbol + " | " + roundPrice + " | " + size + " | " + action + " | " + side + " | " + numEntries + " | " + "{0:HH:mm:ss.fff}", levelTime); }
void prettyPrint(MamdaSubscription subscription, MamdaBookAtomicLevelEntry levelEntry) { // Print Entry Level Info string symbol = subscription.getSymbol (); long actNumEntries = levelEntry.getPriceLevelActNumEntries (); char entryAction = levelEntry.getPriceLevelEntryAction (); string entryId = levelEntry.getPriceLevelEntryId (); long entrySize = levelEntry.getPriceLevelEntrySize (); Console.WriteLine ("\tENTRY | " + symbol + " | " + actNumEntries + " | " + entryAction + " | " + entryId + " | " + entrySize ); }
public void onError( MamdaSubscription subscription, MamdaErrorSeverity severity, MamdaErrorCode errorCode, string errorMessage) { Console.WriteLine("Error ({0})", subscription.getSymbol()); }
public void onBookAtomicBeginBook( MamdaSubscription subscription, MamdaBookAtomicListener listener, bool isRecap) { if (myQuietModeLevel<2) { Console.WriteLine ("BEGIN BOOK - " + subscription.getSymbol ()); } }