void MamdaCurrencyFields::setDictionary (const MamaDictionary& dictionary)
{
// already initialised
if (initialised)
{
return;
}
//set the Common Fields
if(!MamdaCommonFields::isSet())
{
MamdaCommonFields::setDictionary (dictionary);
}
BID_PRICE = dictionary.getFieldByName ("wBidPrice");
ASK_PRICE = dictionary.getFieldByName ("wAskPrice");
theMaxFid = dictionary.getMaxFid();
initialised = true;
}
void MamdaAuctionFields::setDictionary (const MamaDictionary& dictionary)
{
// Already initialised
if (initialised)
{
return;
}
// Set the Common Fields
if(!MamdaCommonFields::isSet ())
{
MamdaCommonFields::setDictionary (dictionary);
}
UNCROSS_PRICE = dictionary.getFieldByName ("wUncrossPrice");
UNCROSS_VOLUME = dictionary.getFieldByName ("wUncrossVolume");
UNCROSS_PRICE_IND = dictionary.getFieldByName ("wUncrossPriceInd");
AUCTION_TIME = dictionary.getFieldByName ("wAuctionTime");
theMaxFid = dictionary.getMaxFid();
initialised = true;
}
void MamaEntitle::buildDataDictionary ()
{
DictionaryCallback cb (this, mBridgeImpl);
mDictionary = new MamaDictionary;
mDictionary->create (mDefaultQueue,
&cb,
mDictSource,
3,
10.0);
Mama::start (mBridgeImpl);
if (mDictionaryComplete == false)
{
cerr << "Failed to create dictionary. Exiting." << endl;
exit (1);
}
}
int main (int argc, const char **argv)
{
try
{
CommonCommandLineParser cmdLine (argc, argv);
setvbuf (stdout, (char *) NULL, _IONBF, 0);
// Initialise the MAMA API
mamaBridge bridge = cmdLine.getBridge();
Mama::open ();
const vector<const char*>&
symbolList = cmdLine.getSymbolList ();
double throttleRate = cmdLine.getThrottleRate ();
int snapshotInterval = cmdLine.getOptInt ("snapshot");
int precision = cmdLine.getPrecision ();
bool processEntries = cmdLine.getOptBool ('e');
bool strictChecking = !cmdLine.getOptBool ('C');
bool processMarketOrders = cmdLine.getOptBool ('k');
bool showDeltas = cmdLine.showDeltas ();
const char* dictFile = cmdLine.getOptString("use_dict_file");
MamaSource* source = cmdLine.getSource ();
MamaQueueGroup queues (cmdLine.getNumThreads(), bridge);
DictRequester dictRequester (bridge);
// We might as well enforce strict checking of order book updates
// (at the expense of some performance).
if (strictChecking)
{
cout << "MamdaOrderBook strict checking is on" << endl;
MamdaOrderBook::setStrictChecking (true);
}
else
{
cout << "MamdaOrderBook strict checking is off" << endl;
MamdaOrderBook::setStrictChecking (false);
}
// Get and initialize the dictionary
if(dictFile)
{
MamaDictionary* dict =new MamaDictionary;
dict->populateFromFile(dictFile);
MamdaCommonFields::setDictionary (*dict);
MamdaOrderBookFields::setDictionary (*dict);
}
else
{
dictRequester.requestDictionary (cmdLine.getDictSource());
MamdaCommonFields::setDictionary (*dictRequester.getDictionary());
MamdaOrderBookFields::setDictionary (*dictRequester.getDictionary ());
}
const char* symbolMapFile = cmdLine.getSymbolMapFile ();
if (symbolMapFile)
{
MamaSymbolMapFile* aMap = new MamaSymbolMapFile;
if (MAMA_STATUS_OK == aMap->load (symbolMapFile))
{
source->getTransport()->setSymbolMap (aMap);
}
}
for (vector<const char*>::const_iterator i = symbolList.begin ();
i != symbolList.end ();
++i)
{
const char* symbol = *i;
MamdaSubscription* aSubscription = new MamdaSubscription;
MamdaOrderBookListener* aBookListener = new MamdaOrderBookListener;
aSubscription->addMsgListener (aBookListener);
aBookListener->setProcessMarketOrders (processMarketOrders);
aBookListener->setProcessEntries (processEntries);
BookTicker* aTicker = new BookTicker;
aBookListener->addHandler (aTicker);
aSubscription->addQualityListener (aTicker);
aSubscription->addErrorListener (aTicker);
aTicker->setShowEntries (processEntries);
aTicker->setShowMarketOrders (processMarketOrders);
aTicker->setShowDeltas (showDeltas);
aTicker->setPrecision (precision);
aSubscription->setType (MAMA_SUBSC_TYPE_BOOK);
aSubscription->setMdDataType (MAMA_MD_DATA_TYPE_ORDER_BOOK);
aSubscription->create (queues.getNextQueue(), source, symbol);
}
Mama::start (bridge);
}
catch (MamaStatus &e)
{
// This exception can be thrown from Mama.open ()
// Mama::createTransport (transportName) and from
// MamdaSubscription constructor when entitlements is enabled.
cerr << "MamaStatus exception in main (): " << e.toString () << endl;
exit (1);
}
catch (std::exception &ex)
{
cerr << "Exception in main (): " << ex.what () << endl;
exit (1);
}
catch (...)
{
cerr << "Unknown Exception in main ()." << endl;
exit (1);
}
exit (1);
}
int main(int argc, const char** argv)
{
//MamaQueue* mDefaultQueue = NULL;
const char* symbol = "";
const char* source = "";
const char* middleware = "";
const char* transportname = "";
const char* output_filename = "";
const char* symbol_filename = "";
GzFileHandler* gzfh = NULL;
set<string> all_symbols;
int i = 1;
for (i = 1; i < argc;)
{
if (strcmp (argv[i], "-S") == 0)
{
source = argv[i + 1];
i += 2;
}
else if (strcmp (argv[i], "-tport") == 0)
{
transportname = argv[i + 1];
i += 2;
}
else if (strcmp (argv[i], "-f") == 0)
{
char sbuf[128];
symbol_filename = argv[i + 1];
i += 2;
FILE *sfile = fopen(symbol_filename, "r");
while(fgets(sbuf, 128, sfile) != NULL)
{
char* nl_find = strchr(sbuf, '\n');
if(nl_find != NULL)
*nl_find = '\0';
string str = sbuf;
all_symbols.insert(sbuf);
}
}
else if (strcmp (argv[i], "-s") == 0)
{
symbol = argv[i + 1];
i += 2;
all_symbols.insert(symbol);
}
else if (strcmp (argv[i], "-m") == 0)
{
middleware = argv[i + 1];
i += 2;
}
else if (strcmp (argv[i], "-o") == 0)
{
output_filename = argv[i + 1];
i += 2;
}
}
gzfh = new GzFileHandler(output_filename, GZ_FILE_HANDLER_WRITE);
t_rmsc = new RecordingMamaSubscriptionCallback(gzfh);
int number_threads = 1;
// Load all required bridges at this point
mBridgeImpl = Mama::loadBridge (middleware);
// Open up the MAMA api
Mama::open ();
Mama::enableLogging (MAMA_LOG_LEVEL_NORMAL, stderr);
MamaQueue* mDefaultQueue = Mama::getDefaultEventQueue (mBridgeImpl);
transport = new MamaTransport;
transport->create(transportname, mBridgeImpl);
set<string>::iterator it;
MamaSource* mDictSource = new MamaSource ("WOMBAT", transport, "WOMBAT");
DictionaryCallback cb (mBridgeImpl);
MamaDictionary* mDictionary = new MamaDictionary;
mDictionary->create (mDefaultQueue, &cb, mDictSource, 3, 10);
Mama::start (mBridgeImpl);
printf("Writing Dictionary...\n");
mDictionary->writeToFile("/home/frank/wush/fquinn/openmamacapture/data.dict");
mQueueGroup = new MamaQueueGroup (number_threads, mBridgeImpl);
for(it = all_symbols.begin(); it != all_symbols.end(); it++)
{
printf("Setting up MAMA Subscription for %s\n", (*it).c_str());
MamaSubscription* sub = new MamaSubscription;
mVectorMamaSubscription.push_back(sub);
sub->create (transport, mQueueGroup->getNextQueue (), (RecordingMamaSubscriptionCallback*)t_rmsc,
source, (*it).c_str(), NULL);
}
signal(SIGINT, cleanup);
printf("Starting...\n");
Mama::start(mBridgeImpl);
}
int main (int argc, const char **argv)
{
setbuf (stdout, NULL);
try
{
BookPublisher* mBookPublisher = new BookPublisher;
CommonCommandLineParser cmdLine (argc, argv);
// Initialise the MAMA API
mamaBridge bridge = cmdLine.getBridge();
Mama::open ();
const char* symbol = cmdLine.getOptString("s");
const char* partId = cmdLine.getOptString("p");
const char* pubSource = cmdLine.getOptString("SP");
const char* dictFile = cmdLine.getOptString("use_dict_file");
MamaSource* source = cmdLine.getSource();
mBookPublisher->mPublishRecaps = cmdLine.getPublishRecaps();
MamaQueueGroup queues (cmdLine.getNumThreads(), bridge);
mBookPublisher->setQueueGroup (&queues);;
mBookPublisher->setProcessEntries (cmdLine.getOptBool ('e'));
mBookPublisher->createPublisherTransport (bridge);
mBookPublisher->createPublisherManager (pubSource, bridge);
// Get and initialize the dictionary
if (dictFile)
{
MamaDictionary* dict =new MamaDictionary;
dict->populateFromFile(dictFile);
MamdaCommonFields::setDictionary (*dict);
MamdaOrderBookFields::setDictionary (*dict);
}
else
{
DictRequester dictRequester (bridge);
dictRequester.requestDictionary (cmdLine.getDictSource());
MamdaCommonFields::setDictionary (*dictRequester.getDictionary());
MamdaOrderBookFields::setDictionary (*dictRequester.getDictionary());
}
//create publisher and also set up MamaTimer to process order and publish changes
mBookPublisher->createTimer (symbol, bridge);
mBookPublisher->createMessage ();
//set up new Book and enable order book publishing
mBookPublisher->createBook (symbol, partId);
Mama::start (bridge);
}
catch (MamaStatus &e)
{
// This exception can be thrown from Mama.open ()
// Mama::createTransport (transportName) and from
// MamdaSubscription constructor when entitlements is enabled.
cerr << "MamaStatus exception in main (): " << e.toString () << endl;
exit (1);
}
catch (std::exception &ex)
{
cerr << "Exception in main (): " << ex.what () << endl;
exit (1);
}
catch (...)
{
cerr << "Unknown Exception in main ()." << endl;
exit (1);
}
exit (1);
}
void MamdaFundamentalFields::setDictionary (const MamaDictionary& dictionary)
{
// already initialised
if (initialised)
{
return;
}
// Set the Common Fields
if (!MamdaCommonFields::isSet())
{
MamdaCommonFields::setDictionary (dictionary);
}
CORP_ACT_TYPE = dictionary.getFieldByName ("wCorpActType");
DIVIDEND_PRICE = dictionary.getFieldByName ("wDividend");
DIVIDEND_FREQ = dictionary.getFieldByName ("wDivFreq");
DIVIDEND_EX_DATE = dictionary.getFieldByName ("wDivExDate");
DIVIDEND_PAY_DATE = dictionary.getFieldByName ("wDivPayDate");
DIVIDEND_REC_DATE = dictionary.getFieldByName ("wDivRecordDate");
DIVIDEND_CURRENCY = dictionary.getFieldByName ("wDivCurrency");
SHARES_OUT = dictionary.getFieldByName ("wSharesOut");
SHARES_FLOAT = dictionary.getFieldByName ("wSharesFloat");
SHARES_AUTH = dictionary.getFieldByName ("wSharesAuth");
EARN_PER_SHARE = dictionary.getFieldByName ("wEarnPerShare");
VOLATILITY = dictionary.getFieldByName ("wVolatility");
PRICE_EARN_RATIO = dictionary.getFieldByName ("wPeRatio");
YIELD = dictionary.getFieldByName ("wYield");
MRKT_SEGM_NATIVE = dictionary.getFieldByName ("wMarketSegmentNative");
MRKT_SECT_NATIVE = dictionary.getFieldByName ("wMarketSectorNative");
MRKT_SEGMENT = dictionary.getFieldByName ("wMarketSegment");
MRKT_SECTOR = dictionary.getFieldByName ("wMarketSector");
RISK_FREE_RATE = dictionary.getFieldByName ("wRiskFreeRate");
HIST_VOLATILITY = dictionary.getFieldByName ("wHistVolatility");
theMaxFid = dictionary.getMaxFid();
initialised = true;
}
void MamdaSecStatusFields::setDictionary (const MamaDictionary& dictionary)
{
// Already initialised
if (initialised)
{
return;
}
// Set the Common Fields
if (!MamdaCommonFields::isSet())
{
MamdaCommonFields::setDictionary (dictionary);
}
PUB_CLASS = dictionary.getFieldByName ("wPubClass");
REASON = dictionary.getFieldByName ("wReason");
SECURITY_ACTION = dictionary.getFieldByName ("wSecurityAction");
SECURITY_TYPE = dictionary.getFieldByName ("wSecurityType");
SECURITY_STATUS = dictionary.getFieldByName ("wSecurityStatus");
SECURITY_STATUS_QUAL = dictionary.getFieldByName ("wSecStatusQual");
SECURITY_STATUS_NATIVE = dictionary.getFieldByName ("wSecurityStatusOrig");
SECURITY_STATUS_TIME = dictionary.getFieldByName ("wSecurityStatusTime");
EVENT_SEQ_NUM = dictionary.getFieldByName ("wSeqNum");
FREE_TEXT = dictionary.getFieldByName ("wText");
SHORT_SALE_CIRCUIT_BREAKER = dictionary.getFieldByName("wShortSaleCircuitBreaker");
LULDINDICATOR = dictionary.getFieldByName ("wLuldIndicator");
LULDTIME = dictionary.getFieldByName ("wLuldTime");
theMaxFid = dictionary.getMaxFid();
initialised = true;
}
