public void SetUp()
        {
            try
            {
                //Intialise mama
                myBridge = new MamaBridge("lbm");
                Mama.open();

                mDictionary = new MamaDictionary();
                mDictionary.create("dictionary.txt");

                MamdaCommonFields.setDictionary(mDictionary, null);
                MamdaTradeFields.reset();
                MamdaTradeFields.setDictionary(mDictionary, null);

                mSubscription = new MamdaSubscription();
                mTradeListener = new MamdaTradeListener();
                mSubscription.addMsgListener(mTradeListener);

                ticker = new tradetickerCB();
                mTradeListener.addHandler(ticker);

            }
            catch (Exception e)
            {
                Console.Error.WriteLine(e.ToString());
                Environment.Exit(1);
            }
        }
        public void SetUp()
        {
            try
            {
                MamaBridge mBridge = Mama.loadBridge("lbm");
                Mama.open();

                MamaDictionary mDictionary = new MamaDictionary();
                mDictionary.create("dictionary.txt");

                MamdaCommonFields.setDictionary(mDictionary, null);
                MamdaTradeFields.reset();
                MamdaTradeFields.setDictionary(mDictionary, null);

                mSubscription = new MamdaSubscription();
                mTradeListener = new MamdaTradeListener();
                mSubscription.addMsgListener(mTradeListener);
                recap = new MamdaConcreteTradeRecap();
            }
            catch (Exception ex)
            {
                throw new MamdaDataException(ex.Message, ex);
            }
        }
Пример #3
0
            public void onTradeGap(
				MamdaSubscription   sub,
				MamdaTradeListener  listener,
				MamaMsg             msg,
				MamdaTradeGap       gapEvent,
				MamdaTradeRecap     recap)
            {
            }
Пример #4
0
            public void onTradeClosing(
				MamdaSubscription        sub,
				MamdaTradeListener       listener,
				MamaMsg                  msg,
				MamdaTradeClosing        closingEvent,
				MamdaTradeRecap          recap)
            {
            }
Пример #5
0
 public FieldIterator(MamdaTradeListener listener)
 {
     mListener = listener;
 }
Пример #6
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mCancelTime = field.getDateTime();
     listener.mTradeCache.mCancelTimeFieldState = MamdaFieldState.MODIFIED;
 }
Пример #7
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mCorrSellersSaleDays = field.getI64();
     listener.mTradeCache.mCorrSellersSaleDaysFieldState = MamdaFieldState.MODIFIED;
 }
Пример #8
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mCorrVolume = field.getF64();
     listener.mTradeCache.mCorrVolumeFieldState = MamdaFieldState.MODIFIED;
 }
Пример #9
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mIrregTime = field.getDateTime();
     listener.mTradeCache.mIrregTimeFieldState = MamdaFieldState.MODIFIED;;
     listener.mTradeCache.mGotTradeTime = true;
 }
Пример #10
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mIrregPartId = field.getString();
     listener.mTradeCache.mIrregPartIdFieldState = MamdaFieldState.MODIFIED;
     if (listener.mTradeCache.mIrregPartId != "" && listener.mTradeCache.mIsIrregular == false)
     {
         listener.mTradeCache.mIsIrregular = true;
         listener.mTradeCache.mIsIrregularFieldState = MamdaFieldState.MODIFIED;
     }
 }
Пример #11
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mIrregVolume = field.getI64();
     listener.mTradeCache.mIrregVolumeFieldState = MamdaFieldState.MODIFIED;
     if (listener.mTradeCache.mIrregVolume != 0 && listener.mTradeCache.mIsIrregular == false)
     {
         listener.mTradeCache.mIsIrregular = true;
         listener.mTradeCache.mIsIrregularFieldState = MamdaFieldState.MODIFIED;
     }
     listener.mTradeCache.mGotTradeSize = true;
 }
Пример #12
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mIrregPrice.copy(field.getPrice());
     listener.mTradeCache.mIrregPriceFieldState = MamdaFieldState.MODIFIED;
     if (listener.mTradeCache.mIrregPrice.getValue() != 0.0 && listener.mTradeCache.mIsIrregular == false)
     {
         listener.mTradeCache.mIsIrregular = true;
         listener.mTradeCache.mIsIrregularFieldState = MamdaFieldState.MODIFIED;
     }
     listener.mTradeCache.mGotTradePrice = true;
 }
Пример #13
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mCorrShortSaleCircuitBreaker = field.getChar();
     listener.mTradeCache.mCorrShortSaleCircuitBreakerFieldState = MamdaFieldState.MODIFIED;
 }
Пример #14
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mStdDevSumSquares = field.getF64();
     listener.mTradeCache.mStdDevSumSquaresFieldState = MamdaFieldState.MODIFIED;
 }
Пример #15
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mOnExTotalValue = field.getF64();
     listener.mTradeCache.mOnExTotalValueFieldState = MamdaFieldState.MODIFIED;
 }
Пример #16
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mOrigPartId = field.getString();
     listener.mTradeCache.mOrigPartIdFieldState = MamdaFieldState.MODIFIED;
 }
Пример #17
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mCorrPrice.copy(field.getPrice());
     listener.mTradeCache.mCorrPriceFieldState = MamdaFieldState.MODIFIED;
 }
Пример #18
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mLastPrice.copy(field.getPrice());
     listener.mTradeCache.mLastPriceFieldState = MamdaFieldState.MODIFIED;
     listener.mTradeCache.mIsIrregular = false;
     listener.mTradeCache.mGotTradePrice = true;
 }
Пример #19
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mCorrCondStr = field.getString();
     listener.mTradeCache.mCorrCondStrFieldState = MamdaFieldState.MODIFIED;
 }
Пример #20
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mLastVolume = field.getF64();
     listener.mTradeCache.mLastVolumeFieldState = MamdaFieldState.MODIFIED;
     listener.mTradeCache.mIsIrregular = false;
     listener.mTradeCache.mGotTradeSize = true;
 }
Пример #21
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     switch (field.getType())
     {
         case mamaFieldType.MAMA_FIELD_TYPE_CHAR:
             listener.mTradeCache.mCorrStopStockInd = field.getChar();
             listener.mTradeCache.mCorrStopStockIndFieldState = MamdaFieldState.MODIFIED;
             break;
         case mamaFieldType.MAMA_FIELD_TYPE_STRING:
             if (field.getString() != String.Empty)
             {
                 listener.mTradeCache.mCorrStopStockInd = field.getString()[0];
                 listener.mTradeCache.mCorrStopStockIndFieldState = MamdaFieldState.MODIFIED;
             }
             else
             {
                 listener.mTradeCache.mCorrStopStockInd = ' ';
                 listener.mTradeCache.mCorrStopStockIndFieldState = MamdaFieldState.MODIFIED;
             }
             break;
         default: break;
     }
 }
Пример #22
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     switch (field.getType())
     {
         case mamaFieldType.MAMA_FIELD_TYPE_I8:
         case mamaFieldType.MAMA_FIELD_TYPE_U8:
         case mamaFieldType.MAMA_FIELD_TYPE_I16:
         case mamaFieldType.MAMA_FIELD_TYPE_U16:
         case mamaFieldType.MAMA_FIELD_TYPE_I32:
         case mamaFieldType.MAMA_FIELD_TYPE_U32:
             listener.mTradeCache.mTradeExecVenue = field.getU32().ToString();
             listener.mTradeCache.mTradeExecVenueFieldState = MamdaFieldState.MODIFIED;
             break;
         case mamaFieldType.MAMA_FIELD_TYPE_STRING:
             listener.mTradeCache.mTradeExecVenue = field.getString();
             listener.mTradeCache.mTradeExecVenueFieldState = MamdaFieldState.MODIFIED;
             break;
         default:
             break;
     }
 }
Пример #23
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mIsIrregular = field.getBool();
     listener.mTradeCache.mIsIrregularFieldState = MamdaFieldState.MODIFIED;
 }
Пример #24
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     long tempTradeCount = field.getI64();
     listener.mTmpTradeCount.Value = tempTradeCount;
     listener.mTmpTradeCountFieldState = MamdaFieldState.MODIFIED;
     listener.mTradeCache.mGotTradeCount = true;
 }
Пример #25
0
            public void onTradeCancelOrError(
				MamdaSubscription        sub,
				MamdaTradeListener       listener,
				MamaMsg                  msg,
				MamdaTradeCancelOrError  cancelEvent,
				MamdaTradeRecap          recap)
            {
            }
Пример #26
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mConflateCount = field.getU32();
     listener.mTradeCache.mConflateCountFieldState = MamdaFieldState.MODIFIED;
 }
Пример #27
0
            public void onTradeCorrection(
				MamdaSubscription        sub,
				MamdaTradeListener       listener,
				MamaMsg                  msg,
				MamdaTradeCorrection     correctionEvent,
				MamdaTradeRecap          recap)
            {
            }
Пример #28
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mCurrencyCode = field.getString();
     listener.mTradeCache.mCurrencyCodeFieldState = MamdaFieldState.MODIFIED;
 }
Пример #29
0
            public void onTradeReport(
				MamdaSubscription   sub,
				MamdaTradeListener  listener,
				MamaMsg             msg,
				MamdaTradeReport    trade,
				MamdaTradeRecap     recap)
            {
            }
Пример #30
0
 public void onUpdate(
     MamdaTradeListener listener,
     MamaMsgField field)
 {
     listener.mTradeCache.mOrigSeqNum = field.getI64();
     listener.mTradeCache.mOrigSeqNumFieldState = MamdaFieldState.MODIFIED;
 }