public void SetUp() { try { MamaBridge mBridge = Mama.loadBridge("lbm"); Mama.open(); MamaDictionary mDictionary = new MamaDictionary(); mDictionary.create("dictionary.txt"); MamdaCommonFields.setDictionary(mDictionary, null); MamdaQuoteFields.reset(); MamdaQuoteFields.setDictionary(mDictionary, null); mSubscription = new MamdaSubscription(); mQuoteListener = new MamdaQuoteListener(); mSubscription.addMsgListener(mQuoteListener); ticker = new QuoteTicker(); mQuoteListener.addHandler(ticker); } catch (Exception ex) { throw new MamdaDataException(ex.Message, ex); } }
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); } }
/// <summary> /// </summary> /// <param name="transport"></param> /// <param name="queue"></param> /// <param name="handler"></param> /// <param name="source"></param> /// <param name="symbol"></param> /// <param name="intervalSeconds"></param> public MamdaOrderBookChecker( MamaTransport transport, MamaQueue queue, MamdaOrderBookCheckerHandler handler, string source, string symbol, double intervalSeconds) { mSnapShotmHandler = new SnapShotChecker(this); mRealTimeSubsc = new MamdaSubscription(); mRealTimeListener = new MamdaOrderBookListener(); mHandler = handler; mQueue = queue; mIntervalSecs = intervalSeconds; mRandomTimerFired = false; mRealTimeSubsc.setType(mamaSubscriptionType.MAMA_SUBSC_TYPE_BOOK); mRealTimeSubsc.create(transport, queue, source, symbol, null); mRealTimeSubsc.addMsgListener(mRealTimeListener); init(); }
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); } }
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.create( transport, defaultQueue, options.getSource(), symbol, null); /* For each subscription a MamdaMultiParticipantManager is * added as the message listener. The callbacks on the * MamdaMultiPartHandler will be invokes as new group members * become available.*/ MamdaMultiParticipantManager multiPartManager = new MamdaMultiParticipantManager(symbol); multiPartManager.addHandler(new MultiPartHandler()); aSubscription.addMsgListener(multiPartManager); 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); } }