Exemplo n.º 1
0
        public static void Main(string[] args)
        {
            MamaTransport        transport    = null;
            MamaQueue            defaultQueue = null;
            MamaDictionary       dictionary   = null;
            ListenerCallback     callback     = new ListenerCallback();
            CommandLineProcessor options      = new CommandLineProcessor(args);

            try
            {
                // Initialize MAMA
                myBridge = new MamaBridge(options.getMiddleware());
                Mama.open();
                if (options.hasLogLevel())
                {
                    Mama.enableLogging(options.getLogLevel());
                }

                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);

                foreach (string symbol in options.getSymbolList())
                {
                    MamdaSubscription aSubscription = new MamdaSubscription();

                    aSubscription.addMsgListener(callback);
                    aSubscription.addStaleListener(callback);
                    aSubscription.addErrorListener(callback);

                    if (options.getSnapshot())
                    {
                        aSubscription.setServiceLevel(mamaServiceLevel.MAMA_SERVICE_LEVEL_SNAPSHOT, 0);
                    }

                    aSubscription.create(transport,
                                         defaultQueue,
                                         options.getSource(),
                                         symbol,
                                         null);
                    mamdaSubscriptions.Add(aSubscription);
                }

                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);
            }
        }
Exemplo n.º 2
0
        private static void subscribeToBooks(string symbol)
        {
            MamdaSubscription      aSubscription = new MamdaSubscription();
            MamdaOrderBookListener aBookListener = new MamdaOrderBookListener();
            ListenerCallback       callback      = new ListenerCallback();

            aBookListener.addHandler(callback);
            aSubscription.addMsgListener(aBookListener);
            aSubscription.addStaleListener(callback);
            aSubscription.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_BOOK);

            aSubscription.create(
                transport,
                defaultQueue,
                options.getSource(),
                symbol,
                null);

            //Add the Mamda Subscription to the ArrayList
            subscriptionList.Add(aSubscription);
        }
Exemplo n.º 3
0
        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);
            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.setTimeout(60.0);
                    aSubscription.create(
                        transport,
                        defaultQueue,
                        options.getSource(),
                        symbol,
                        null);

                    /* For each subscription a MamdaMultiSecurityicipantManager is
                     * added as the message listener. The callbacks on the
                     * MamdaMultiSecurityHandler will be invokes as new group members
                     * become available.*/
                    MamdaMultiSecurityManager multiSecurityManager =
                        new MamdaMultiSecurityManager(symbol);
                    multiSecurityManager.addHandler(new MultiSecurityHandler());

                    aSubscription.addMsgListener(multiSecurityManager);

                    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);
            }
        }
        public static void Main(string[] args)
        {
            MamaTransport        transport         = null;
            MamaTransport        dictTransport     = null;
            string               dictTransportName = null;
            MamaQueue            defaultQueue      = null;
            MamaDictionary       dictionary        = null;
            CommandLineProcessor options           = new CommandLineProcessor(args);

            if (options.hasLogLevel())
            {
                Mama.enableLogging(options.getLogLevel());
            }

            try
            {
                // Initialize MAMDA
                myBridge = new MamaBridge(options.getMiddleware());
                Mama.open();
                transport    = new MamaTransport();
                myMamaSource = new MamaSource();
                transport.create(options.getTransport(), myBridge);
                defaultQueue = Mama.getDefaultEventQueue(myBridge);

                MamaSource dictionarySource = new MamaSource();
                dictionarySource.symbolNamespace = "WOMBAT";
                dictTransportName = options.getDictTransport();
                if (null != dictTransportName)
                {
                    dictTransport = new MamaTransport();
                    dictTransport.create(dictTransportName, myBridge);
                }
                else
                {
                    dictTransport = transport;
                }
                dictionarySource.transport = dictTransport;

                /*Get the data dictionary*/
                dictionary = buildDataDictionary(dictTransport, defaultQueue, dictionarySource);

                MamdaFundamentalFields.setDictionary(dictionary, null);

                foreach (string symbol in options.getSymbolList())
                {
                    MamdaSubscription        aSubscription = new MamdaSubscription();
                    MamdaFundamentalListener aSecListener  = new MamdaFundamentalListener();
                    FundTicker aTicker = new FundTicker();

                    aSecListener.addHandler(aTicker);
                    aSubscription.addMsgListener(aSecListener);

                    aSubscription.create(transport,
                                         defaultQueue,
                                         options.getSource(),
                                         symbol,
                                         null);
                }

                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);
            }
        }
Exemplo n.º 6
0
        public static void Main(string[] args)
        {
            MamaTransport        transport          = null;
            MamaTransport        dictTransport      = null;
            string               dictTransportName  = null;
            MamaQueue            defaultQueue       = null;
            MamaDictionary       dictionary         = null;
            CommandLineProcessor options            = new CommandLineProcessor(args);

            if (options.hasLogLevel())
            {
                Mama.enableLogging(options.getLogLevel());
            }

            try
            {
                // Initialize MAMDA
                myBridge = new MamaBridge(options.getMiddleware());
                Mama.open();
                transport = new MamaTransport();
                myMamaSource = new MamaSource ();
                transport.create(options.getTransport(), myBridge);
                defaultQueue = Mama.getDefaultEventQueue(myBridge);

                MamaSource dictionarySource = new MamaSource();
                dictionarySource.symbolNamespace = "WOMBAT";
                dictTransportName = options.getDictTransport();
                if (null != dictTransportName)
                {
                    dictTransport = new MamaTransport();
                    dictTransport.create(dictTransportName, myBridge);
                }
                else
                {
                    dictTransport = transport;
                }
                dictionarySource.transport = dictTransport;

                /*Get the data dictionary*/
                dictionary = buildDataDictionary(dictTransport, defaultQueue, dictionarySource);

                MamdaSecurityStatusFields.setDictionary(dictionary, null);

                foreach (string symbol in options.getSymbolList())
                {
                    MamdaSubscription  aSubscription =  new MamdaSubscription();
                    MamdaSecurityStatusListener aSecListener = new MamdaSecurityStatusListener();
                    SecTicker        aTicker        = new SecTicker();

                    aSecListener.addHandler(aTicker);
                    aSubscription.addMsgListener(aSecListener);

                    aSubscription.create(transport,
                                        defaultQueue,
                                        options.getSource (),
                                        symbol,
                                        null);
                }

                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);
            }
        }
        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);
            }
        }
Exemplo n.º 8
0
        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);
            }
        }
Exemplo n.º 9
0
        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);
            }
        }
Exemplo n.º 10
0
        private static void subscribeToBooks(string symbol)
        {
            MamdaSubscription aSubscription      = new MamdaSubscription();
            MamdaOrderBookListener aBookListener = new MamdaOrderBookListener();
            ListenerCallback callback            = new ListenerCallback();

            aBookListener.addHandler(callback);
            aSubscription.addMsgListener(aBookListener);
            aSubscription.addStaleListener(callback);
            aSubscription.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_BOOK);

            aSubscription.create(
                transport,
                defaultQueue,
                options.getSource(),
                symbol,
                null);

            //Add the Mamda Subscription to the ArrayList
            subscriptionList.Add(aSubscription);
        }
Exemplo n.º 11
0
        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);
            }
        }
Exemplo n.º 12
0
        public static void Main(string[] args)
        {
            MamaTransport transport = null;
            MamaQueue defaultQueue = null;
            MamaDictionary dictionary = null;
            ListenerCallback callback = new ListenerCallback();
            CommandLineProcessor options = new CommandLineProcessor(args);

            try
            {
                // Initialize MAMA
                myBridge = new MamaBridge(options.getMiddleware());
                Mama.open ();
                if (options.hasLogLevel())
                {
                    Mama.enableLogging (options.getLogLevel());
                }

                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);

                foreach (string symbol in options.getSymbolList())
                {
                    MamdaSubscription aSubscription = new MamdaSubscription ();

                    aSubscription.addMsgListener(callback);
                    aSubscription.addStaleListener(callback);
                    aSubscription.addErrorListener(callback);

                    if (options.getSnapshot())
                        aSubscription.setServiceLevel(mamaServiceLevel.MAMA_SERVICE_LEVEL_SNAPSHOT, 0);

                    aSubscription.create(transport,
                                        defaultQueue,
                                        options.getSource(),
                                        symbol,
                                        null);
                    mamdaSubscriptions.Add(aSubscription);
                }

                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);
            }
        }
Exemplo n.º 13
0
        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);
                }
        }