public void prettyPrint(MamdaOrderBook book) { if (myPrintEntries) { prettyPrintEntries(book); } else { prettyPrintLevels(book); } }
public void prettyPrintEntries(MamdaOrderBook book) { if (myQuietModeLevel < 2) { Console.WriteLine("Book for: " + book.getSymbol()); } if (myQuietModeLevel < 1) { Console.WriteLine(" ID/NUM TIME SIZE PRICE"); } prettyPrintEntriesSide(book.getBidLevels(), "BID"); prettyPrintEntriesSide(book.getAskLevels(), "ASK"); }
public void onFailure( MamdaOrderBookCheckType checkType, string reason, MamaMsg msg, MamdaOrderBook realTimeBook, MamdaOrderBook checkBook) { //Failed Check Console.WriteLine("Failure check ({0} - {1})", checkType, reason); Console.WriteLine("msg: {0}", msg); Console.WriteLine("Failed Current Book: "); realTimeBook.dump(); Console.WriteLine("Failed Checking Book: "); checkBook.dump(); }
public void prettyPrintLevels(MamdaOrderBook book) { IEnumerator bidEnum = book.getBidLevels().GetEnumerator(); IEnumerator askEnum = book.getAskLevels().GetEnumerator(); bool bidHasNext = bidEnum.MoveNext(); bool askHasNext = askEnum.MoveNext(); if (myQuietModeLevel<2) { Console.WriteLine ("Book for: " + book.getSymbol()); } if (myQuietModeLevel<1) { Console.WriteLine (" Time Num Size Price Act | Act Price Size Num Time "); } while (bidHasNext || askHasNext) { if (bidHasNext) { MamdaOrderBookPriceLevel bidLevel = (MamdaOrderBookPriceLevel)bidEnum.Current; if (myQuietModeLevel < 1) { Console.Write(" "); paddedPrint(bidLevel.getTime().ToString("hh:mm:ss.FFF"), 12, false); paddedPrint(bidLevel.getNumEntries(), 4, false); paddedPrint(bidLevel.getSize(), 7, false); paddedPrintPrice(bidLevel.getPrice(), 12, false); Console.Write (" "); paddedPrint(bidLevel.getAction(), 7, false); Console.Write (" "); } bidHasNext = bidEnum.MoveNext(); } else { if (myQuietModeLevel < 1) Console.Write (" "); } if (myQuietModeLevel < 1) { Console.Write("|"); } if(askHasNext) { MamdaOrderBookPriceLevel askLevel = (MamdaOrderBookPriceLevel)askEnum.Current; if (myQuietModeLevel < 1) { Console.Write (" "); Console.Write (askLevel.getAction()); Console.Write (" "); paddedPrintPrice(askLevel.getPrice(), 12, true); Console.Write (" "); paddedPrint(askLevel.getSize(), 7, true); Console.Write (" "); paddedPrint(askLevel.getNumEntries(), 6, true); Console.Write (" "); paddedPrint(askLevel.getTime().ToString("hh:mm:ss.FFF"), 12, true); } askHasNext = askEnum.MoveNext(); } if (myQuietModeLevel < 1) { Console.WriteLine(""); } } if (myQuietModeLevel < 1) { Console.WriteLine(""); } }
public void prettyPrintEntries(MamdaOrderBook book) { if (myQuietModeLevel < 2) { Console.WriteLine ("Book for: " + book.getSymbol()); } if (myQuietModeLevel < 1) { Console.WriteLine (" ID/NUM TIME SIZE PRICE"); } prettyPrintEntriesSide (book.getBidLevels(), "BID"); prettyPrintEntriesSide (book.getAskLevels(), "ASK"); }
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); } }
public void prettyPrintLevels(MamdaOrderBook book) { IEnumerator bidEnum = book.getBidLevels().GetEnumerator(); IEnumerator askEnum = book.getAskLevels().GetEnumerator(); bool bidHasNext = bidEnum.MoveNext(); bool askHasNext = askEnum.MoveNext(); if (myQuietModeLevel < 2) { Console.WriteLine("Book for: " + book.getSymbol()); } if (myQuietModeLevel < 1) { Console.WriteLine(" Time Num Size Price Act | Act Price Size Num Time "); } while (bidHasNext || askHasNext) { if (bidHasNext) { MamdaOrderBookPriceLevel bidLevel = (MamdaOrderBookPriceLevel)bidEnum.Current; if (myQuietModeLevel < 1) { Console.Write(" "); paddedPrint(bidLevel.getTime().ToString("hh:mm:ss.FFF"), 12, false); paddedPrint(bidLevel.getNumEntries(), 4, false); paddedPrint(bidLevel.getSize(), 7, false); paddedPrintPrice(bidLevel.getPrice(), 12, false); Console.Write(" "); paddedPrint(bidLevel.getAction(), 7, false); Console.Write(" "); } bidHasNext = bidEnum.MoveNext(); } else { if (myQuietModeLevel < 1) { Console.Write(" "); } } if (myQuietModeLevel < 1) { Console.Write("|"); } if (askHasNext) { MamdaOrderBookPriceLevel askLevel = (MamdaOrderBookPriceLevel)askEnum.Current; if (myQuietModeLevel < 1) { Console.Write(" "); Console.Write(askLevel.getAction()); Console.Write(" "); paddedPrintPrice(askLevel.getPrice(), 12, true); Console.Write(" "); paddedPrint(askLevel.getSize(), 7, true); Console.Write(" "); paddedPrint(askLevel.getNumEntries(), 6, true); Console.Write(" "); paddedPrint(askLevel.getTime().ToString("hh:mm:ss.FFF"), 12, true); } askHasNext = askEnum.MoveNext(); } if (myQuietModeLevel < 1) { Console.WriteLine(""); } } if (myQuietModeLevel < 1) { Console.WriteLine(""); } }