void BookPublisher::subscribeToSymbols ()
{
for (vector<const char*>::const_iterator i = mSymbolList.begin ();
i != mSymbolList.end ();
++i)
{
const char* symbol = *i;
mBook = new MamdaOrderBook();
// Turn on delta generation
mBook->generateDeltaMsgs(true);
MamdaSubscription* aSubscription = new MamdaSubscription;
MamdaOrderBookListener* aBookListener = new MamdaOrderBookListener(mBook);
aSubscription->addMsgListener (aBookListener);
aBookListener->setProcessEntries (mProcessEntries);
BookTicker* aTicker = new BookTicker;
aBookListener->addHandler (aTicker);
aSubscription->setType (MAMA_SUBSC_TYPE_BOOK);
aSubscription->setMdDataType (MAMA_MD_DATA_TYPE_ORDER_BOOK);
mSubscriptionList.push_back (aSubscription);
aSubscription->create (Mama::getDefaultEventQueue (mBridge), mSubSource, symbol, NULL);
}
}
void BookChurn::subscribeToBooks (const char* symbol, MamaQueue* queue)
{
MamdaSubscription* aSubscription = new MamdaSubscription;
MamdaOrderBookListener* aBookListener = new MamdaOrderBookListener;
aSubscription->addMsgListener (aBookListener);
aBookListener->addHandler (&mChurn);
aSubscription->addQualityListener (&mChurn);
aSubscription->addErrorListener (&mChurn);
aSubscription->setType (MAMA_SUBSC_TYPE_BOOK);
aSubscription->setMdDataType (MAMA_MD_DATA_TYPE_ORDER_BOOK);
aSubscription->create (queue, gSource, symbol);
mSubscriptionList.push_back (aSubscription);
}
int main (int argc, const char **argv)
{
setbuf (stdout, NULL);
try
{
CommonCommandLineParser cmdLine (argc, argv);
// Initialize the MAMA API
mamaBridge bridge = cmdLine.getBridge();
Mama::open ();
const vector<const char*>& symbolList = cmdLine.getSymbolList ();
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).
MamdaOrderBook::setStrictChecking (true);
signal (SIGINT, finish); /* arrange interrupts to terminate */
bool useColor = !cmdLine.getOptBool ('b'); /* check for blk & white */
start (useColor);
// Get and initialize the dictionary
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;
BookViewer* aViewer =
new BookViewer (*aBookListener->getOrderBook());
aBookListener->setProcessEntries (true);
aBookListener->addHandler (aViewer);
aSubscription->addMsgListener (aBookListener);
aSubscription->addQualityListener (aViewer);
aSubscription->addErrorListener (aViewer);
aSubscription->setType (MAMA_SUBSC_TYPE_BOOK);
aSubscription->setMdDataType (MAMA_MD_DATA_TYPE_ORDER_BOOK);
aSubscription->create (queues.getNextQueue (),
source,
symbol);
aViewer->setShowEntries (false);
(new MamaIo ())->create (queues.getNextQueue (),
aViewer,
0, /* stdin */
MAMA_IO_READ);
}
Mama::start (bridge);
}
catch (MamaStatus &e)
{
/*
This exception can be thrown from Mama::start ().
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);
}
return 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);
}