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 onError(
MamdaSubscription subscription,
MamdaErrorSeverity severity,
MamdaErrorCode errorCode,
String errorStr)
{
Console.WriteLine("Error ({0}): {1} ({2})",
subscription.getSymbol(),
MamdaErrorCodes.stringForMamdaError(errorCode),
errorStr);
}
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 onError(
MamdaSubscription subscription,
MamdaErrorSeverity severity,
MamdaErrorCode errorCode,
string errorStr)
{
prettyPrint("Error ({0}): {1} ({2})",
subscription.getSymbol(),
MamdaErrorCodes.stringForMamdaError(errorCode),
errorStr);
}
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)
{
prettyPrint("Stale ({0} - {1})", subscription.getSymbol(), quality);
}
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 onQuoteRecap(
MamdaSubscription subscription,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteRecap recap)
{
prettyPrint("Quote Recap ({0})", subscription.getSymbol());
}
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 onTradeRecap(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeRecap recap)
{
prettyPrint("Trade Recap ({0}): ", sub.getSymbol());
}
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 onQuoteRecap(
MamdaSubscription subscription,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteRecap recap)
{
Console.WriteLine("Quote Recap ({0})", subscription.getSymbol());
}
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());
}
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());
}
public void onSecurityStatusUpdate(
MamdaSubscription subscription,
MamdaSecurityStatusListener listener,
MamaMsg msg,
MamdaSecurityStatusUpdate update,
MamdaSecurityStatusRecap recap)
{
Console.WriteLine ("SecStatus update (" + subscription.getSymbol ()
+ " Status:" + listener.getSecurityStatusStr ());
}
public void onTradeRecap(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeRecap recap)
{
Console.WriteLine("Trade Recap ({0}): ", sub.getSymbol());
}
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 onTradeCancelOrError(
MamdaSubscription sub,
MamdaTradeListener listener,
MamaMsg msg,
MamdaTradeCancelOrError cancelOrError,
MamdaTradeRecap recap)
{
prettyPrint("Trade error/cancel ({0}):", sub.getSymbol());
}
public void onStale(
MamdaSubscription subscription,
mamaQuality quality)
{
Console.WriteLine("Stale ({0} - {1})", subscription.getSymbol(), quality);
}
public void onMsg(
MamdaSubscription subscription,
MamaMsg msg,
mamaMsgType msgType)
{
Console.WriteLine("Update ({0})", subscription.getSymbol());
}
public void onStale(
MamdaSubscription subscription,
mamaQuality quality)
{
Console.WriteLine("Stale (" + subscription.getSymbol() + ")");
}
public void onBookAtomicBeginBook(
MamdaSubscription subscription,
MamdaBookAtomicListener listener,
bool isRecap)
{
if (myQuietModeLevel<2)
{
Console.WriteLine ("BEGIN BOOK - " + subscription.getSymbol ());
}
}
