The MAMA (Middleware Agnostic Messaging) API is a subscription based messaging API with publish/subscribe semantics, which provides a lightweight abstraction on top of a variety of underlying messaging middlewares. The OpenMAMA API provides developers with a common interface to the underlying messaging API, allowing migration from one messaging API to another without any code changes to applications built using the API.
The API provides an asynchronous, event-driven programming model. You use the API to provide callbacks where required. Data is propagated back to the registered application via these callbacks in response to dispatching of events from event queues.
Market data semantics are added through the use of the OpenMAMDA API. The OpenMAMA API also provides extra features when used on the NYSE TechnologiesMarket Data Infrastructure, such as:
The document details the major objects within the API and their most common usage.
The following operating systems are currently supported:
The following middlewares are currently supported by the OpenMAMA project, but many more are supported via third parties:
The various language implementations for the OpenMAMA API expose the same top level objects with broadly the same programming interface. Unless otherwise specified, allocation of OpenMAMA objects and creation of OpenMAMA objects are two separate steps. The first step allocates the memory and the second initializes the object. Each of the API implementations is thread safe and thread aware. All functions/methods in the API, across all language implementations and transports, exhibit the same behavior, unless otherwise stated.
The following language implementations are currently supported:
The C API naming convention is used to identify objects and the functions that operate on those objects. Each object has its own header file containing definitions for all operations supported by that object. The naming convention is as follows:
All structures are defined as opaque types. As such they cannot be allocated directly by users of the API. All memory management for a OpenMAMA object in C is controlled via calls to the appropriate functions, for example:
All functions in the C API return a mama_status value. A value of
successful invocation. Any other result is an error condition. The mama_status enum is defined in
mama_open() must be called before any other object creation. This call is
responsible for initializing the API internally.
Sample applications written using the API are located in the
examples directory provided with the
distribution. Pre-compiled versions of these example programs are located in the
Example programs are detailed in the Example Programs section. For clarity, the sample snippets of
code do not check the return values from function/method calls. In a production application it is
recommended that all return codes are checked for success before proceeding.
Use of the API is not restricted to the NYSE Technologies Market Data Platform. We provide the concept of ‘Basic’ subscribers and publishers which allow users of the API to publish and subscribe to topics outside of the Market Data Platform (details provided in relevant sections).
All callback functions/methods provide access to closure data in order to allow applications to associate contextual information in their own applications with callbacks invoked from within the OpenMAMA API.
The following is a high level overview of the steps required to implement the most common use of the OpenMAMA API: to write a market data subscribing application. Each step and their associated features are detailed in the following chapters.
Load the bridge(s). At least one bridge object must be created before OpenMAMA is opened. Bridges can only be loaded at this time.
Initialize the API.
Before creating any OpenMAMA objects it is necessary to initialize the API. Open OpenMAMA by
mama_open() function. This call sets up a number of internal processes within the API
that are required for successful use of the API. Note The call to
mama_open() is reference counted and each call must
have a corresponding call to
Create event queue(s) (optional).
Users of the API can use the default internal event queue for a bridge. If multi-threading is required,
or more control over the dispatching of events, separate event queues can be created using
MamaQueue(). See the section on Events and Queues for details.
Note It is not necessary for an application to create its own event queues.
An application requires that at least one transport object has been created. The
object is used to define the properties for the underlying middleware’s communication protocol.
There must be an entry in the
mama.properties file for each transport created. See the section Transports for details.
Fetch data dictionary. A data dictionary is typically required in order to obtain complete information (name, fid and data type) regarding fields within messages. See the section on the OpenMAMA Dictionary for details.
Create a subscription object,
mamaSubscription, for each symbol known to the application at
startup. See the section on Subscriptions for details.
Start dispatching. Once all subscriptions have been created, start dispatching on the default event queue for a bridge, and any other queues that have been created. You can continue to create further intra-day subscriptions.
Shut down. Objects must be destroyed in the following order when shutting down the application:
Event objects can be created and destroyed at runtime, however, queues must not be destroyed before all event objects that use those queues are destroyed. It is recommended that OpenMAMA objects are destroyed in this order, as it will result in the same behavior on all middlewares currently supported.
Note This applies only to shutdown. Event objects can be destroyed at any point during the life of an application.
Here is a list of the main OpenMAMA Objects that are available for use within an OpenMAMA based application:
|Bridge||Used by OpenMAMA to communicate with a middleware.|
|Transport||Communication protocol properties|
|Subscription||Register interest in a symbol (topic) and receive callback updates on that symbol (topic). Receive point-to-point requests.|
|Message||Access to the data delivered through program listing subscription callback events. Used to create structured data for sending when publishing via the API.|
|Queue||Representation of the underlying event queue for dispatching events (data, timer, io etc).|
|Timer||Recurring timer implementation. Receive a callback at a recurring interval.|
|IO||Register interest in events associated with file descriptors.|
|Publisher||Publish data to a specific symbol (topic) onto the messaging backbone. Send point-topoint requests.|
|Inbox||Receive responses to point-to-point requests.|
|Dictionary||Access to the definition of fields (name, fid and type) being used on the Market Data Platform.|
|Source||Details of how to obtain data when creating a subscription.|
OpenMAMA for Linux may be distributed via a tarball, or as a
.rpm package, but the contents and structure remain the same when extracted:
|LICENSE.md||A copy of the license associated with this project|
|data||Copy of some playback data with our reference bridge(s) to allow you to run against your first applications|
|examples||Source code for the example programs, and an example
Before running OpenMAMA:
$ export WOMBAT_PATH=/opt/openmama/config
LD_LIBRARY_PATHvariable to include lib or alternatively add an entry to
$ export LD_LIBRARY_PATH=/opt/openmama/lib:$LD_LIBRARY_PATH
When you have extracted the API and set the environment variables as described above, you can run the example programs. For the example programs to receive any data there must be a publisher somewhere on the network.
To run the mamalistenc program, change to the
bin directory and run the following command:
$ ./mamalistenc -S SOURCENAME -tport TRANSPORT -s SYMBOL
The transport should be defined in both
mama.properties and the publisher configuration. The source
should be defined in the publisher configuration.
The other example programs use similar options to mamalistenc. For a full list of options for a particular
program, use the
-? option. For example, to see all the options for
bookviewer, run the following
$ bookviewer -?
The examples are found in
examples/mama/language. They can be compiled using
sample. The variable
API_HOME has to be set to the directory where the API was installed. For
example, to build mamalistenc, run the following command:
$ make -f Makefile.sample API_HOME=/opt/openmama mamalistenc
To build all the example programs, run
make without a target:
$ make -f Makefile.sample API_HOME=/opt/openmama
See the files in that directory for a list of supported example applications for your chosen language.
OpenMAMA for Windows is distributed as a zip file, but the contents and structure remain the same when extracted:
|LICENSE.md||A copy of the license associated with this project|
|bin||Exceutable files and dlls|
|data||Copy of some playback data with our reference bridge(s) to allow you to run against your first applications|
|examples||Source code for the example programs, and an example
Before running OpenMAMA:
$ export WOMBAT_PATH=c:\mama\config
API_HOMEto the directory where you extracted MAMA:
$ set API_HOME=c:\mama
PATHvariable to include bin directory.
$ set PATH=c:\mama\bin;%PATH%
This list must also include any proprietary third party libraries and their dependency
.dlls too, if appropriate.
OpenMAMA supports the different middlewares through the use of bridge objects. Multiple bridges can be loaded at any one time, one for each middleware, meaning that a single OpenMAMA application can support more than one middleware concurrently.
Bridge objects must be created at startup, before MAMA’s open function is called. Once initialized, bridge objects are passed as parameters when creating transport, queue and queue group objects. Any further objects (such as subscriptions or timers) that use a transport or queue automatically use the same middleware and bridge. MAMA’s start and stop functions also take a bridge as a parameter to start dispatching on the default event queue for that bridge.
The bridge implementation libraries shipped with OpenMAMA contain all the middleware specific functions. These bridge libraries can either be linked into the application at link time, or dynamically loaded at runtime (all languages), as detailed in the following sections.
If the bridge implementation libraries are linked into the OpenMAMA application, either statically or dynamically, then a bridge can be loaded using one of the following methods:
An application will fail to compile if it tries to use a middleware bridge that has not been linked in.
Bridge libraries can be dynamically loaded at runtime. This is different from dynamic linking as the bridge libraries are not actually linked into the application. The bridge to be used is decided at runtime. Using dynamic loading offers the greatest flexibility as it means that applications do not have to be recompiled to use different middlewares. This is the method that the example applications use.
If the application tries to load a bridge library that is not available, or if the middleware libraries for that
bridge are not available, then the load will fail. A path to the bridge libraries must be available from
LD_LIBRARY_PATH, for Unix systems, or
PATH, for Windows systems.
To load bridges in:
OpenMAMA also allows the user to load the bridge libraries from a specified path. If no path is cited,
loadBridge functionality defaults to using the system’s library search paths. The
specified path must use the appropriate path separator for the OS i.e. “
/” for Unix systems, “
To load in bridge libraries at runtime with path:
OpenMAMA supports different payloads through the use of bridge objects. Multiple bridges can be loaded at any one time, one for each payload, meaning that a single OpenMAMA application can support more than one payload concurrently.
Payload bridge objects follow the same rules for loading as middleware bridges.
Payload bridge libraries can be dynamically loaded at runtime in the same way as a middleware bridge.
To load payload bridge libraries at runtime:
A middleware bridge may specify which payload to use, which is identified during the middleware bridge loading process. When specified, OpenMAMA tries to load the requested payload bridge. If the payload is not available the middleware bridge continues to load, and the payload load failure is logged.
The first payload bridge that is successfully loaded is marked as the default payload. This can be overridden programmatically.
To set the default payload:
The default payload is used when no payload bridge is explicitly stated. There are three options available for specifying payload creation:
Using the default
Using the payload ID
Using the bridge structure
There are a number of mechanisms in place by which properties for the OpenMAMA API, and the underlying messaging middleware specific APIs, can be specified.
The default behavior for the API (for all languages) is to look for a file named mama.properties in the
directory specified by the
WOMBAT_PATH environment variable. If present, the specified properties file is
loaded on application startup when MAMA’s open function is called. OpenMAMA accesses the properties file
and looks for all the possible properties and loads them in.
Misspellings and omissions are not highlighted on startup. Please look at the documentation for the
messaging middleware being used for more detail on, and an explanation of, transport level properties.
Alternatively, users of the API can override this behavior and can specify a file name and location using MAMA’s open with properties function. The fully qualified path to the directory is required.
Properties can also be specified at runtime. This approach can be used to override existing properties
mama.properties, or to add new properties to the API. All properties should be specified
prior to creating any transport objects.
Note: Calling mama_open or mama_openWithProperties overrides any existing same-named properties set prior to these calls.
Properties are typically interpreted when objects such as transports or subscriptions are created, therefore changing these at runtime has little or no effect.
The following example illustrates the setting of the router location for the Avismessaging middleware. Properties are always specified as strings in all API versions.
Setting properties at runtime
Regardless of the mechanism used to specify the properties, or the specific language implementation
used, the properties must always have the same format. An example of a
mama.properties file is
provided in the
examples directory as part of the release structure, which highlights and describes the
most commonly specified properties for each supported middleware.
The underpinning object in any OpenMAMA application is the MamaTransport object. The MamaTransport object defines the network protocol-level parameters over which OpenMAMA distributes data. Transports effectively provide scope for data identifying the underlying protocols and their values for data delivery. This object is an isolated communication channel for data traffic. Transports specify the communication channels to use for making subscriptions and publishing data through the API.
A single OpenMAMA application can define multiple transport objects if more than one set of physical transport channels exist on the network.
When a transport object is created it is given a name identifier, which is used internally to obtain any
configuration parameters that have been specified on application startup. These properties can be
specified in a variety of ways, the most common being in
If the name is not found or null, then the defaults specified by OpenMAMA for that
middleware are used. The defaults can be overridden by creating transport entries in the properties file
with the name default.
The following example code illustrates how to create a transport object using the identifier “avis_tport” to locate relevant properties from the list specified to the API upon initialization.
Properties are typically set on a per transport basis within the API. Transport properties always follow this naming convention:
mama.<middleware>.transport.<transport name>.<property name>=<value>
<middleware>is the middleware bridge name
<transport name>is the string identifier used when creating a transport object
<property name>is the name of the property ad the messaging middleware level
The property name and property value can be separated by either a space (
' ') or an equals sign (
As an example for qpid:
There are several transport runtime attributes that can be set after allocation.
The API provides throttling of subscription creation and the rate at which recaps can be sent from the API. The default values are 500 per second for initial values (subscription creation) and 250 per second for recap requests. Subscription requests are throttled on the default throttle and recaps on the recap throttle.
The throttles are created and can be configured on a per transport basis. The values for the throttle rates can be changed at runtime via the transport’s outbound throttle functions. A callback can also be supplied to register for any transport level events that occur. This is dependent on the underlying messaging middleware being used, as not all provide this type of information. E.g:
Note: This functionality is not available on all middleware bridges - please refer to third party vendors for support details.
A transport represents an isolated communication channel for data traffic. However, it is also possible to create a load-balanced transport, which makes available a set of channels. Different channels may be selected to balance the amount of traffic transmitted across this set. The selection could be made at random, or in a round-robin fashion, or in some other way according to user requirements.
Two types of load balancing scheme are possible:
Note that API calls are only available for the C API.
A number of properties may be used for load balancing:
lb<n>, lb_scheme, lb_shared_object
There are a number of different load balancing schemes available. Each scheme requires a set of
transports to be created under the same name. This set of transports is then available for making
different selections. The set of transports is defined by adding “
lb” terms after the name of the transport.
These terms need to be numbered consecutively from 0, without gaps in the numbering, as illustrated in
the following example.
mama.wmw.transport.sub.lb0.subscribe_address_0=cache0 mama.wmw.transport.sub.lb0.subscribe_port_0=1457 mama.wmw.transport.sub.lb1.subscribe_address_0=cache1 mama.wmw.transport.sub.lb1.subscribe_port_0=1457
Once the transport set is defined, one of two load balancing schemes may be chosen: either select a transport from the set of transports and use this transport to create all subscriptions (client load balancing), or select a transport from the set of transports each time a subscription is created (subscription load balancing).
Client Load Balancing
With client load balancing, a transport is selected at random and used for all subscriptions. Create a callback, such as the following, to override this random selection and instead make the selection from a shared object (dynamic link library) or directly in code:
This must pass back an index (0 <= transportIndex < numTransports). In code, this callback is set with the following function:
Subscription Load Balancing
The default behavior for the subscription load balancing scheme is to begin from the first transport for the first subscription, then select transports in round-robin for each subsequent subscription created. This initialization and round-robin selection may be overridden by using the mamaTransportLbInitialCB callback described above to choose the initial transport, and by creating a mamaTransportLbCB callback to make the selection in a shared object, dynamic link library, or directly in code, as follows:
This must pass back an index (0 <= transportIndex < numTransports). The source and symbol name are passed to assist the decision process, for example, splitting the subscriptions alphabetically. In code, this callback is set with the function:
Summary of Properties
The load balancing schemes described above are controlled by a set of four properties:
round_robin: This will round robin the transport used for each subscription.
mama.wmw.transport.sub.lb_scheme = round_robin
static: This will select a transport at random to use for all subscriptions.
api: This will allow the use of
mamaTransport_setLbCallbackto set callbacks to override default behaviour.
library: This will allow the use of a shared object (dynamic link library) with loadBalanceInitial and loadBalance entry points to override default behaviour.
mama.wmw.transport.sub.lb_scheme = library mama.wmw.transport.sub.lb_shared_object = alpha.so
Restrictions on Load Balancing
In the event that one of the transports within a load-balanced group is down, the subscriptions will not automatically fail over to another transport within the group.
Load balancing is currently only currently available with selected middlewares. Please refer to your bridge provider’s documentation / support for details.
The OpenMAMA resource pool is a convenience layer around OpenMAMA core which allows the caller to create subscriptions, subscribe to messages and build applications without having to get involved in the nitty gritty of OpenMAMA object lifecycles.
Primary goals are to:
We should always bear in mind that part of the goal here isn’t just to make OpenMAMA accessible for new users; it’s also to help market data vendors distribute their data more easily and risk free to new prospects. Core approaches may include:
_getSubscriptionmay return a
The idea is to reduce an OpenMAMA subscribing application to something which looks more like this:
The idea is to use configuration such as below to manage things like the number of queues to use, how do load balance etc:
# The number of threads / queues to use in the pool’s queue group mama.resource_pool.<pool name>.queues = 2 # Any preferred regex for assigning URIs to threads on creation mama.resource_pool.<pool_name>.queue_0.regex = ^.*[/]b*[0-9A-M].*$ mama.resource_pool.<pool_name>.queue_1.regex = ^.*[/]b*[N-Z].*$ # Name of OpenMAMA queue thread to create in the queue group (to work # alongside mama.thread_affinity (will be <thread_prefix>_N where N is # the queue index). mama.resource_pool.<pool_name>.thread_name_prefix = <pool_name> # List of bridges to load (by default will try to load all available) mama.resource_pool.<pool_name>.bridges = <bridge X> <bridge Y>
So in this case, the mamaResourcePool will:
Then when a resource is created inside:
For a complete reference to the convenience functions available, please refer to the OpenMAMA reference guide for details.
There are some mandatory conventions which need to be adhered to in order to fully take advantage of resource pools:
Transport names should be unique, even cross-bridges. Sharing the same transport name across multiple bridges should be considered bad practice, and allowing mamaResourcePool to be hindered because of this particular use case was considered too restrictive and inflexible. So with that in mind, mamaResourcePool and assocated APIs mandate that the same transport name cannot be used for multiple middlewares.
Source names should be unique, even cross transports. Allowing multiple sources to appear across multiple transports reduced flexibility in the API, so with that in mind it was agreed that the same source may not be used on multiple transports when using the MAMA resource pool.
This allows us to open up API calls that don’t require passing bridges or transports around everywhere since they can be managed by the mamaResourcePool instead, for example:
Which would then depend on configuration such as this to define the default source / transport for the resource pool:
# Configure a default transport for this resource pool mama.resource_pool.<pool name>.default_transport = <transport> # Default source may be provided by either the resource pool, or the transport itself mama.resource_pool.<pool name>.default_source = <source_name> # New source level configuration to define the transport and bridge mama.source.<source_name>.transport = <transport> mama.source.<source_name>.bridge = <bridge> # Default source may also be specified at a transport level mama.transport.bridge.<transport>.default_source = <source_name>
This means that application developers don’t need to go through the motions of URI construction to build everything they need for a transport and instead they can defer that boilerplate to configuration instead.
An added benefit of adopting this approach means that an API such as the following may safely be used to generate “pick lists” of available transports without fear of conflict or overlap since transport names are now configured-application-instance-unique:
Which would then be all you would need to use a mamaResourcePool to create and initialize that transport (no need to throw mamaBridge instances around):
Or indeed simply let the mamaResourcePool just-in-time initialize that transport when the first subscription using it is instantiated.
Events and queues are the core functionality of the OpenMAMA API, as they enable asynchronous, event-driven data processing. OpenMAMA applications register interest in events, from data arriving on a socket for a subscription or being informed of an elapsed timer, and execute application code through callbacks in response to them.
Each event created needs a corresponding callback function created that is invoked by the API once an event of the specific type occurs. A closure can also be specified for the event when it is being created. A closure is an arbitrary piece of data which is returned to the user in the callback. It provides a mechanism by which a user can associate context between the code in the callback and the application environment. Closures are specified with opaque data types.
Events, when they occur within the API, are placed onto an event queue. An event queue is the mechanism that controls the dispatching of events within the API. These events result in the invocation of a callback for that event type once the event has been dispatched from the event queue.
Dispatching an event involves removing the next available event from the event queue, identifying the event type, and invoking the corresponding callback registered for that event type.
Queues are represented by the MamaQueue object.
The API maintains a default internal data queue for each bridge which it uses for internal timers and controls such as the throttling of subscriptions. You can use the default event queue for a bridge when creating subscriptions, timers, and so forth. Dispatching on this queue starts once MAMA’s start function is called. In this case the API is essentially being used in single threaded mode. The default event queue should never be destroyed by the calling application. The call to MAMA’s start function is reference counted and each call must have a corresponding call to MAMA’s stop function. Dispatching stops when MAMA’s stop function is called for the final time. Both MAMA’s start and stop calls are thread safe.
When a queue is being actively dispatched, events on that queue may only be dispatched by the dispatching thread. If dispatching is stopped then an event object can be destroyed from any thread. This is true for both the default queue and user-created queues.
In OpenMAMA all data is propagated in response to events being dispatched from one or more event queues. Callbacks registered with the API are invoked on the threads dispatching on particular queues whenever an event is available. Internally, the middleware adds data onto the event queue and it is the responsibility of the application code to dispatch events from these queues in a timely fashion.
For multi-threaded dispatching and for more control over the de-queuing of events in the API you can create your own queues from which events can be manually dispatched, as illustrated in the following example.
An OpenMAMA queue can only be destroyed if all the objects using it have been destroyed first (such as timers, inboxes and subscriptions).
Objects like these are destroyed asynchronously which means that there is a time delay between calling the ‘destroy’ function and the object actually being destroyed. The object is deemed to be destroyed whenever it is impossible for further events to be placed onto the queue on its behalf.
Each time one of these objects is created, a lock count is incremented on the associated queue, which is only decremented when that object is fully destroyed.
An OpenMAMA queue can be destroyed using the queue’s destroy function shown in the following example. If there are any open objects on the queue then an error code is returned.
If the objects using the queue have had their ‘destroy’ functions called but have not been fully destroyed,
destroyWait function can be used. This blocks and processes messages
from the queue until all objects have been fully destroyed:
destroyTimedWait function behaves in the same manner as
destroyWait but only blocks for the supplied timer period. Once this period elapses a
timeout error is returned if all open objects have not been destroyed.
canDestroy function indicates if all objects using the queue have
Objects can be created on the default queue that are only destroyed when MAMA’s
close function is
called. The queue’s
destroyTimedWait function is called internally by OpenMAMA and
blocks for two seconds, after which a timeout error may be returned.
The two second time period can be increased by use of the following entry in the
file, expressed in milliseconds:
# Increase the native queue wait to 5 seconds mama.defaultqueue.timeout = 5000
Ideally, applications will not attempt to destroy the queue until all the objects using it have been destroyed first. OpenMAMA can provide notification that an object has been fully destroyed by invoking a call-back function. The method of registration depends on the language being used.
If a programmer creates an object but forgets to destroy it, then the
function will block forever. Tracking down the offending object can be difficult for a large application and
so OpenMAMA provides assistance via the object lock tracking property, which can be enabled in the
# Turn on queue tracking mama.queue.object_lock_tracking = 1
With this property turned on, OpenMAMA writes a log message every time the queue lock count is increased or decreased. The following output is an example of this message written at ‘NORMAL’ level.
2011-04-26 13:04:15:296: mamaQueue_incrementObjectCount(): queue 0x0092E600, owner 0x0092D480, new count 1. 2011-04-26 13:04:15:296: mamaQueue_incrementObjectCount(): queue 0x0092E600, owner 0x00E65A20, new count 2. 2011-04-26 13:04:15:296: mamaQueue_incrementObjectCount(): queue 0x0092E600, owner 0x00E65D30, new count 3. 2011-04-26 13:04:15:296: mamaQueue_incrementObjectCount(): queue 0x0092E600, owner 0x00E6F488, new count 4. 2011-04-26 13:04:15:296: mamaQueue_incrementObjectCount(): queue 0x0092E600, owner 0x00E65F00, new count 5.
Additionally, a block of memory is allocated at this point, which is freed whenever the lock count is
decremented. This allows a memory leak detection tool to display the stack trace and pinpoint the
location where the object was created. The following output is from valgrind running on linux and shows
that a subscription was created in the
subscribeToSymbols function that was not destroyed.
==15766== 8 bytes in 1 blocks are possibly lost in loss record 26 of 245 ==15766== at 0x4906795: calloc (vg_replace_malloc.c:418) ==15766== by 0x4A72BED: mamaQueue_incrementObjectCount (queue.c:551) ==15766== by 0x4A7A99A: mamaSubscription_setupBasic (subscription.c:649) ==15766== by 0x4A7E562: mamaSubscription_setup (subscription.c:3238) ==15766== by 0x4A7A119: mamaSubscription_create_ (subscription.c:349) ==15766== by 0x4A7AC09: mamaSubscription_create (subscription.c:732) ==15766== by 0x403BB8: subscribeToSymbols (in /var/userspace/gclarke/work/mama-50dev/ install/examples/mama/mamalistenc) ==15766== by 0x40379A: main (in /var/userspace/gclarke/work/mama-50-dev/install/ examples/mama/mamalistenc)
Note The object lock tracking is turned off by default as it may cause degradation in application performance.
OpenMAMA provides the following mechanisms by which events can be dispatched from a queue:
In this case a call to
dispatch simply blocks, constantly dispatching events from
the queue until
stopDispatch is called.
stopDispatch can be called from
within a callback function/method from that queue or from another thread (which may be dispatching
events from a different queue).
OpenMAMA provides a
timedDispatch function, the behaviour of which is
dependent on the underlying middleware being used. When using TIBCO Rendezvous the function
tibrvQueue_timedDispatch whereby the function blocks until an event has been
dispatched or the specified timeout interval has elapsed. When using 29West LBM or Data Fabric,
the function only unblocks after the interval has elapsed regardless of events being dispatched or not.
Dispatch a single event
dispatchEvent function dispatches a single event from the queue and
returns. If there are no events on the queue the function returns immediately.
Note Timed dispatching or single event dispatching are only available on queues created externally to the API. They are not available on the internal default event queue.
For full control over dispatching and threading in an application, you can create your own threads from
which to dispatch on each queue created. Alternatively a Dispatcher can be used, which simply
creates a new thread and starts dispatching (using the MAMA queue’s
dispatch function) on the specified queue.
The API provides the ability to receive notifications when certain conditions on an event queue occur. For instance, many application developers find it useful to know if the event queue is backing up, an early indication of a slow consuming client application.
The API currently supports registering for callbacks to be invoked when a high watermark for the queue is reached, that is, the number of outstanding events on the queue reaches a specified threshold, and for when the number of events returns to a low watermark.
Callbacks can be registered with a MamaEventQueue. These callbacks are invoked when certain conditions on the event queue are met. Which callbacks can be called and under what conditions they are called is middleware-dependent.
In all object orientated languages the callbacks are defined as concrete implementations of the
The high and low watermarks for an event queue are set via calls to
setLowWatermark respectively. Callbacks for monitoring will not be called
unless the watermark values have been set for a queue.
It is recommended that users specify a name for each queue being monitored. This will aid in logging and debugging the application.
If a monitoring feature is not available on a particular middleware an error will be returned, or an exception thrown.
An application can find out the number of events currently on the event queue at any point, independent
from the queue monitoring callbacks. This is available as
There is a further level of abstraction in the form of the MamaQueueGroup. The
MamaQueueGroup, upon construction, creates the specified number of MamaQueue and
MamaDispatcher objects and starts dispatching on the queues. The threading and dispatching is hidden
from the application developers. The
getNextQueue function returns the next available
queue using round-robin, ensuring an even distribution of event sources across queues. For more control
over dispatching of events within an application we recommend that you manipulate and manage queues
directly by the application.
Integrate an external event loop.
The combined use of
can be used to integrate an OpenMAMA event loop into the event loop of another application
when multi threading is being avoided. The
setEnqueueCallback allows an
application to be notified of enqueue events on a specified queue without having those events being
dispatched. In the
mamaQueueEnqueueCB callback function the application can post an event to
its own event queue. When this event is dispatched the application then calls
This strategy is sometimes employed in GUIs.
One to one relationship between queues and threads.
For use of the API within the MAMA Advanced Publisher you have to maintain a one to one relationship between queues and dispatching threads. This is due to the internal use of message level sequence numbers used for data quality purposes. If dispatching from a single event queue coming from across multiple threads, the API can no longer enforce data quality correctly as messages cannot be guaranteed to be dispatched in the order they were received.
Minimize event queue growth.
It is recommended that as little time as possible is spent executing code in the callback functions/ methods. Failure to do so can result in the event queue growing, ultimately running out of memory and/or message loss.
Using multiple queues/threads.
There are several reasons why you may choose to use multiple threads/queues within an application built using the OpenMAMA API:
startfunction. The alternative here is to run MAMA’s
startBackgroundfunction which spawns a background thread on which to start dispatching on the default event queue or to integrate the two event queues (see point 1 above).
The nature of the application dictates that separate threads are used for processing data events.
Consider the following scenario:
One event source provides message updates which require a short processing time per message. A second event source provides message updates which require considerably more CPU cycles to process each message. To avoid this second source negatively effecting the processing of the first source of messages it may be beneficial to distribute the processing across two threads; one for each message source. Note: On a single CPU machine this approach is unlikely to provide much additional benefit.
When using multiple queues/dispatchers or the MamaQueueGroup utility class, developers need to be aware that the callback functions/methods can be called from multiple threads.
Subscriptions in OpenMAMA provide the ability to register interest in a source of data for a specific symbol. The subscription interface hides the underlying middleware specific subscription concept (e.g. Listener when using the TIBCO Rendezvous middleware and Receiver when using the 29West LBM middleware). The OpenMAMA API is used to subscribe to market data from a market data source, e.g. the MAMA Advanced Publisher. The API also supports basic subscriptions, which are used to subscribe to data published using theOpenMAMA publishing functionality (see Section 13: Publishing for details). All sections of this chapter other than those dealing specifically with Basic Subscriptions, refer to market data subscriptions.
Note Feed handlers are used throughout this section to illustrate subscribing to market data. A MAMA Advanced Publisher can also be used.
The OpenMAMA subscription moves through a number of different states during its lifetime, as defined in the following table.
|Unknown||The state of the subscription is unknown.|
|Allocated||The subscription has been allocated in memory.|
|Setup||Initial setup work has been done, mamaSubscription_activate must still be called. Note that this state is only valid for market data subscriptions.|
|Activating||The subscription is now on the throttle queue waiting to be fully activated.|
|Activated||The subscription is now fully activated and is processing messages.|
|Deactivating||The subscription is being de-activated, it will not be fully deactivated until the onDestroy callback is received.|
|Deactivated||The subscription has been de-activated. Messages are no longer being processed.|
|Destroying||The subscription is being destroyed, it will not be fully destroyed until the onDestroy callback is received.|
|Destroyed||The subscription has been fully destroyed.|
|De-allocating||The subscription is in the process of being de-allocated, this state is only valid if the mamaSubscription_deallocate function is called while the subscription is being destroyed.|
|De-allocated||The subscription has been de-allocated. This state is only temporary and exists until such point as the subscription’s memory is freed. It is provided so that a log entry will be written out.|
The transitions between the various states are shown in the following state machine diagrams. The transitions also show the function calls that are required to change state.
State transitions for a Market Data Subscription
State transitions for a Basic Subscription
State transitions for activating and deactivating a Market Data Subscription
The complete state machine for a Market Data Subscription, including the main flow and the activation states
This lifecycle is reflected in the
MamaSubscriptionState enumeration. The current state of the
subscription can be obtained using the subscription’s
getState function. This replaces the
isValid function calls which are now deprecated. These functions can still
be used and will return ‘True’ if the subscription is in the Activated state.
activateis called and the subscription is not able to make an appropriate transition, (as described by the state machine), then an error code of
MAMA_STATUS_SUBSCRIPTION_INVALID_STATEwill be returned.
deactivateon a subscription in the allocated, setup, deactivated or destroyed state will have no effect and the function will simply return
OpenMAMA provides a number of subscription types. All subscriptions share the following common concepts.
When a subscription is created, the user specifies a mandatory symbol namespace (e.g. “NASDAQ”) and a mandatory symbol (e.g. “MSFT”).
The symbol is the instrument identifier and should be unique when combined with the source. The NYSE TechnologiesMarket Data Platform Feed Handler Suite refers to this as the issue symbol.
The symbol namespace is a logical feed handler group identifier as configured by the feed handler administrators. It can be thought of as a namespace qualifier for market data and is useful in separating two publishers of data with the same symbology on the same transport settings.
For example, with a NASDAQ UTP feed handler configured with a namespace of “UTP” and the symbol “MSFT”, using the default UTP symbology on the feed handler, represents the identifier for the NBBO (National Best Bid and Offer) for Microsoft equities from NASDAQ.
Callbacks are registered with subscriptions when they are created. The callbacks are described the following table.
||When data arrives from the network for the subscription, an event is created for the data and placed on the specified event queue. When the event is dispatched from the queue the
||Invoked when a subscription creation is completed. For basic subscriptions, this will be immediately. For regular subscriptions, this will be when the subscription creation has been executed from the creation throttle.|
||Invoked when the quality of a subscription changes|
||Invoked when an error is encountered during the subscription creation process and subsequent data processing.|
||(Optional)Invoked when a gap occurs in a market data subscription, or when a recap request is made.|
The sending of subscription requests to the feed handler, and the registering of interests with the
underlying middleware are throttled when a regular subscription is created. This throttle is always
controlled by the internal default queue in OpenMAMA, therefore, all subscription requests are sent by
the thread calling MAMA’s
When subscriptions are created using the default queue,
onCreate() is guaranteed to be called before
onMsg() and always from the thread calling
start. However, if subscriptions are created on
a user-created mamaQueue there is a possibility that
onMsg() could get invoked before
This is because
onCreate() is called on the thread invoking MAMA’s
start function whereas the
is called on the thread dispatching from the queue that was associated with the subscription upon
onCreate() is called as soon as the subscription request has been issued and the
interest registered with the middleware. It is at this stage that the subscription creation has been picked
off the throttle. For a user-created queue, because the data for the subscription is being dispatched on a
separate thread, the possibility exists for the data to return from the publisher and be dispatched before
onCreate() callback gets scheduled to execute by the operating system thread scheduler.
This race condition exists as it was decided to keep the data callbacks lock-free for performance
reasons. Regardless of which order the
onMsg() callbacks are invoked, at the time
of invocation the subscription can be treated as if it has been fully created and is considered valid in both
Basic subscriptions are created immediately rather than being throttled, therefore all callbacks are invoked on the thread dispatching from the queue associated with the subscription.
By default, MAMA Advanced Publishers do not send all data for a symbol with every update. They only send modified data (deltas) or modified data along with additional specific static data. This saves on processing in the construction of messages and bandwidth when sending data over the network. Either option is more efficient than sending all data with every update.
While this is a very efficient mechanism, subscribing applications may have to wait an arbitrary length of time to obtain the latest value of all available published fields. To address this problem the OpenMAMA API provides the concept of initial images.
An initial image is a special message type that contains all the available fields in the market data publishers cache that are configured to be published. It is effectively a snapshot in time of the net effect of all updates on the instrument up to the point of subscription. As initial images contain all the fields in the publisher cache, the message size tends to be significantly larger than subsequent updates.
Initial images are identified as such through use of MamaMsgType’s
The MdMsgType reserved field stores this information within a message.
If this initial snapshot of data is not required, for example, for tick capture systems where only individual
updates are of interest, the receipt of initial images on subscription can be disabled via a call to
the subscription object’s
In this case, the creation of a subscription simply informs the MAMA Advanced Publisher of a new subscriber and to start publishing for that instrument if not already doing so.
The rate at which initial images are sent can be controlled at the transport level.
A recap is an initial image that is sent to the API to provide the client with the latest snapshot for a symbol in response to a data quality event on the infrastructure.
Recaps can be solicited, in that they are requested from the API in response to a sequence number gap being detected in the inbound messages for a subscription.
Conversely, recaps can be unsolicited, in that they are sent by the feed handlers under certain circumstances, for example, in the event of a cancel or correction being received by the MAMA Advanced Publisher.
The rate at which recaps are sent from the API can be controlled at the transport level.
A MAMA Advanced Publisher may not respond to a subscription or initial image request in a timely fashion for a variety of reasons, such as network problems or being overloaded with requests. To further ensure receipt of an initial image within the API a subscription supports the concept of timeout intervals and a number of subscription retries before giving up and reporting a timeout error via the registered callbacks.
The number of retries, set via a call to MamaSubscription.setRetries(), specifies the number of attempts made to obtain an initial image for a subscription, with an interval defined by the timeout as described above.
The defaults here are three retries with a 10 second timeout between each retry.
A MAMA Advanced Publisher has no mechanism by which it can detect a subscribing client shutting down (i.e. In the case of an uncontrolled shutdown). Instead, there is the concept of refresh messages sent from the client to the MAMA Advanced Publisher to indicate that there is still some interest in the data being published. Refresh messages are sent once an hour, distributed over the hour, for each symbol a client has subscribed to. The MAMA Advanced Publisher stops publishing data for a symbol if it has not received a refresh message for that symbol during a defined, configurable, period of time (default 60 minutes).
To reduce the possibility of all clients sending refresh messages for the same symbols the MAMA Advanced Publisher sends a response to a refresh message to all clients. Upon receipt of this message each client puts the refreshed symbol on the end of its refresh list. Using this mechanism a MAMA Advanced Publisher will not be flooded with refresh messages when one is sufficient.
By default, when OpenMAMA subscriptions are created, the subscription request is not sent
immediately from the API. Instead, the request is placed on the default throttle queue to be sent at a
later stage. Sending of subscription requests does not start until dispatching on the default event queue
has commenced, i.e. by calling
start(). This behaviour protects the messaging backbone from a
storm of subscription requests and the MAMA Advanced Publisher from becoming overwhelmed with
The default throttling rate within the API, if none is specified, is 500 msg/sec. It is recommended that this value is significantly lowered in the following cases
It is possible, on subscription creation, due to updates and initial values arriving along different communication paths, that the updates and initial values arrive out of sync. Consider the following scenario:
This scenario can lead to a number of recaps being send from a client resulting in an arbitrary amount of time before the client recovers. For instance if the scenario outlined occurred for an instrument that was not very liquid it may be some time before the feed handler receives and sends another update to the client.
To reduce the chance of this occurring the API can be configured to cache updates that arrive prior to receiving an initial image for a subscription. If the update subsequent to the initial value results in a gap being detected the API checks its message cache for the missing update before resorting to issuing a recap request.
The size of the cache used can be controlled on a per subscription basis using the subscription object’s
setPreInitialCacheSize() function. The default is a cache of 10 messages to be stored prior to receiving
the initial image.
Subscriptions require that a transport, source and symbol are specified upon creation.
Subscriptions must be destroyed from within the subscriptions’ own callbacks or from other event callbacks on the same queue as the subscription callbacks are being dispatched.
Note In the above example the call to
create() is the equivalent of calling
setup() followed by
activate() on a subscription.
It is possible to reuse already created subscriptions within the C++ version of the API. A subscription can be destroyed and subsequently recreated, or it can be deactivated and subsequently reactivated.
When a subscription is deactivated, all state objects created in the call to
setup(), and associated
with the subscribed symbol, are retained. The act of deactivating simply deregisters interest in the
symbol with the underlying middleware. No more updates for the subscription are received after
deactivate is called. Reactivating a subscription results in an initial value request being sent, if the
subscription is using initial values, and interest in the symbol being registered with the underlying
middleware. In this case the same symbol, symbolnamespace, transport and queue are used when the
subscription is activated.
If reuse of the subscription for a different symbol is required the subscription can be destroyed. This
tears down all state objects within the subscription that associate it with a particular symbol. The
subscription can be recreated, using
activate(), with completely new attributes
enabling it to subscribe to a separate symbol.
There are a number of different types of subscriptions that can be created using OpenMAMA, depending on the nature of the data being subscribed to. The type of subscription being created and its behaviour are controlled via two properties of the subscription that can be specified at creation time. These are:
MAMA_SUBSC_TYPE_NORMAL: Regular market data subscription
MAMA_SUBSC_TYPE_BOOK: Order Book Subscription
MAMA_SUBSC_TYPE_GROUP: Group subscription
MAMA_SUBSC_TYPE_BASIC: Basic Subscription
MAMA_SUBSC_TYPE_DICTIONARY: Dictionary Subscription
MAMA_SUBSC_TYPE_SYMBOL_LIST: Symbol List Subscription
MAMA_SUBSC_TYPE_SYMBOL_LIST_BOOK: Book Symbol List Subscription
MAMA_SERVICE_LEVEL_REAL_TIME: A real time subscription receives updates when they occur.
MAMA_SERVICE_LEVEL_SNAPSHOT: A snapshot subscription receives only an initial value and no subsequent updates.
The default values for these, if not explicitly specified upon subscription creation, are
MAMA_SERVICE_LEVEL_REAL_TIME resulting in a real time
market data subscription.
The behaviour of each of the subscription types below can be further qualified through the use of the service level.
|Normal (Market Data)||
||A regular market data subscription, used to subscribe to record-based instruments from the MAMA Advanced Publisher.|
||Use to subscribe to structured order books from MAMA Advanced Publishers that support the format. A structured order book comprises multiple price levels, each containing multiple entries (orders). The details of this structure differ depending on the underling message format used and any optimization configuration enabled on the MAMA Advanced Publisher. OpenMAMDA is required to leverage the power of structured order books.|
||A group subscription is an OpenMAMA concept, whereby a client can subscribe to a single ‘group’ symbol and receive initial values and updates on an arbitrary number of symbols associated with this symbol in the feed handlers.|
||Allows subscription to non-market data that is being published via a OpenMAMA based publisher. As initial values are a concept specific to the MAMA Advanced Publisher, the only value of service level that is supported for basic subscriptions is
||Returns the full list of symbols from the MAMA Advanced Publisher. The actual symbol supplied when creating the subscription is irrelevant and may be NULL; only the subscription type matters. The symbols are returned as a field in a message callback, and are not stored anywhere else. It is up to the user to parse the MamaSymbolList field and store the symbols, or make individual subscriptions to each symbol. When the symbol list subscription is made, a series of initial messages will be received. Each of these messages will contain a field “MamaSymbolList” (FID 81). This field will contain a subsection of the full symbol list from the feed handler. By default, each initial will contain 500 symbols (this number is configurable in the feed handler). This field will be in the form of a comma separated list of strings. After one minute, a message of type
|Book Symbol List||
||Has the same functionality as the symbol list subscription, but only returns order book symbols.|
A basic subscription allows users of the OpenMAMA API to subscribe to non-market data that is being
published via an OpenMAMA based publisher. A basic subscription is created by specifying a
subscription type of
MAMA_SUBSC_TYPE_BASIC. As initial values are a concept specific to the
MAMA Advanced Publisher, the only value of service level which is supported for basic subscriptions
MAMA_SERVICE_LEVEL_REAL_TIME (the default value when creating a subscription). A basic
subscription does not provide initial values, recaps, data quality or refreshes. Throttling of subscription
requests, however, is supported.
When subscribing to market data, and when that data is configured to include entitle codes, the API enforces entitlements as defined in the entitlements server. Entitlements are not enforced for ‘basic’ subscriptions.
The OpenMAMA API obtains its user based entitlements on application startup. The entitlements for
the logged on application user are obtained from a HTTP server. The API obtains its list of available
entitlements servers from the
mama.properties file. This occurs on the initial call to
The following example shows how to specify the location of entitlement servers using a comma
The API checks each server, using round-robin, to locate the entitlements for the current user. If no
entitlements servers are present, or no entitlements exist for the current user, the call to
fails, with a status of
Entitlements are enforced at two points during the subscription process:
At the point of subscription creation.
When a subscription is being created the API checks the entitlement rules for the user to determine
whether there are sufficient privileges to allow the user to create the subscription. This check is
based on the symbol string being subscribed to. If the user is not entitled to subscribe to the symbol
in question, the call to
create() returns a value of
On receipt of the first update to the client.
The user must also be entitled to view data with a specific injected entitle code. When the API gets
the first message for a subscription it checks if the user is entitled to view data with the specific
entitle code. If the user is not entitled to this code the
onError() subscription callback is invoked
with an error code of
Note If a message with an injected entitle code is received by a basic subscription it will be rejected, the assumption being that this is a market data message and should not be available to basic data subscribers.
This section identifies the threads on which the various callbacks within the API are invoked. In the majority of cases the threading model used is the same across language variations and middlewares. Where the API deviates from this, details, and an explanation, are provided.
Note The “Default Queue” is the thread that invokes
therefore the thread that is dispatching on the internal default event
The “Dispatch Queue” is the thread currently dispatching on the associated event queue. This can be the default queue or a user created event queue (MamaEventQueue).
The following callbacks are those that are associated with a MamaSubscription.
|Callback||Invoking Thread||Language Deviation||Middleware Deviation|
||Dispatch Queue[b]||See middleware specific variations.||NYSE Technologies Data Fabric:
onCreate()callback is always called from the thread dispatching on the default queue. This is because subscriptions are centrally throttled on a per transport basis. The effect is when creating subscriptions using an OpenMAMA queue other than the default queue, it is possible that the
onMsg()callback may get invoked prior to the invocation of the
onCreate()callback. This behavior is being maintained as it is preferable to the overhead and latency that would be incurred in trying to synchronize the two.
|Callback||Invoking Thread||Language Deviation||Middleware Deviation|
|Callback||Invoking Thread||Language Deviation||Middleware Deviation|
|Callback||Invoking Thread||Language Deviation||Middleware Deviation|
||Transport Callback Queue||None||Varies across middlewares|
||Dispatch Queue||None||Varies across middlewares|
Event Queue Callbacks
|Callback||Invoking Thread||Language Deviation||Middleware Deviation|
||Middleware specific||None||Varies across middlewares|
||Middleware specific||None||Varies across middlewares|
||Dispatch Queue||None||Varies across middlewares|
|Callback||Invoking Thread||Language Deviation||Middleware Deviation|
The Data Dictionary is a data structure, obtained from the advanced publisher, which provides a mapping between field identifiers (FID’s) and field names for a superset of all fields that can be sent on the platform. It also provides data type information for each of the fields.
Creating a data dictionary in OpenMAMA is similar to creating a subscription, as the data dictionary request is a specialized form of subscription.
The dictionary request has successfully completed and the mamaDictionary is available for use once the
onComplete() callback function/method has been invoked.
If there has been no response to the data dictionary request, the
onTimeout() callback function/
method is invoked after 60 seconds has elapsed.
If any other error was encountered during the processing of the request, the
function/method is invoked passing back the appropriate error status.
The data dictionary can be obtained from a single MAMA Advanced Publisher instance. However, it is more typical that a dedicated dictionary serving process (e.g. mamadict) is running on the network that provides a superset of all the fields being used across all the market data publishers on the market data backbone.
The default source value for data dictionary retrieval is “WOMBAT”. This value is configurable for the dedicated dictionary publisher.
The OpenMAMA representation of the Data Dictionary comprises a number of MamaFieldDescriptor objects, one for each field in the dictionary. As market data messages on the OpenMAMA platform generally only contain the FID, the dictionary can be interrogated at run time to find a full description of a message field. Not sending the field name is an optimization when sending messages, saving CPU processing time in the construction of the messages, and bandwidth by reducing the size of the messages.
The MamaFieldDescriptor can be obtained in three ways from the dictionary: by FID, by name, or
through iteration across all field descriptors. For example, if the FID for a field is available the field
descriptor for the field can be obtained using the dictionary’s
Once the MamaFieldDescriptor has been obtained, the field details can be accessed using the functions:
The data dictionary can be serialized to and from a mamaMsg (the dictionary is received from the advanced publisher as a MamaMsg). The dictionary supports the following two operations to facilitate this:
Note A new message is allocated for each invocation of
getDictionaryMessage(). It is the responsibility of the caller to
destroy the message(s) when no longer required in runtimes without garbage collection.
Once the underlying MAMA Message for a dictionary has been obtained, the message bytes can be written to
file. The message can then be later reconstructed from the bytes in the file
and from this message the dictionary can be recreated. Memory for the new dictionary is allocated
through the dictionary’s
Deserializing the data dictionary
The MAMA Message abstracted interface provides a wrapper for the underlying wire message formats supported on a particular messaging middleware.
The MAMA Message object supports direct field access through a suite of strongly typed accessor functions/
methods. For example,
A scalar field can be obtained through an accessor for a type larger than the one being accessed, when
the larger type can hold the smaller without loss of precision. For instance,
be used to get fields of type
In the object oriented APIs, each of the accessor methods are overloaded with a version that accepts a
MamaFieldDescriptor instead of the name/FID combination. It is recommended that applications use this
variation of the accessor when accessing field data. A representation of the field data as a string can
also be obtained via
getFieldAsString(). However, this is obviously less efficient than using the
correct type accessor for the field.
When accessing string fields using the
getString function, the result points to
a reference of the string held internally in the MAMA Message object. This memory is owned by the object and
does not need to be explicitly freed.
If one of the strongly typed accessors is called on a MAMA Message and the field is not found, the function
returns a mamaStatus value of
MAMA_STATUS_NOT_FOUND, or an exception is thrown.
Applications need to create their own MAMA Messages when using the publishing capability of the API.
A MAMA Message can be created in a number of ways. The default
create() creates a
message with the default payload bridge
createForPayload() creates a message using
the specified payload. A message can be recreated from a byte buffer using
Note The OpenMAMA API has an internal list of reserved fields used for passing message header information and other data. It is strongly recommended that users of the API do not use FIDs of 100 or lower, or the field 496 if using entitled APIs, as these are used to describe the internal reserved OpenMAMA fields.
Note The FID uniquely identifies a field within a message, not the FID/name combination. This is an important distinction as the name is only used to search for fields when a field with the specified FID is not found.
Fields can be added to messages using the individually typed mutator functions available. When adding fields to messages both the field name and the FID can be specified.
OpenMAMA enables iteration through all fields in a message. An application can pass a callback to
iterateFields() which is invoked for each field in the message. The callback function/
method provides access to a MamaMsgField object. The field type can be obtained from the
MamaMsgField object and the appropriate accessor can be invoked. All typed accessor functions or
methods for the MamaMsg are also available for the MamaMsgField object. The field also supports
obtaining the field data as a string using
getAsString(). This approach is less
efficient than strong typed access, in the same way as when obtaining stringified data directly from a
There is also a separate iterator implementation as an alternative to the callback method. Using this the iterator points to a particular MamaMsgField object, and can be incremented to the next field by the user. A NULL is returned after the last field has been returned. It is possible to reset the iterator to the start of the message at any time.
Field iteration without callback
Each message can only have one iterator associated with it, though the same iterator can be used for more than one message.
Some data types supported by a mamaMsg are specific to the OpenMAMA API.
A date/time representation with additional hints for precision, advanced output formatting and support for time zone conversion (using the MamaTimeZone type).
The output format strings are similar to that available for the
strftime() function, plus:
%;adds an optional (non-zero) fractional second to the string
%:adds fractional seconds based on the accuracy hint (including trailing zeros, if the accuracy hint indicates it should).
The following table provides examples of output.
|Actual Time||Output of “%T%;”||Output of “%T%:”|
|01:23:45 and 678 milliseconds||01:23:45.678||01:23:45.678|
|01:23:45 and 0 milliseconds||01:23:45||01:23:45.000|
MamaPrice is a special data type for representing floating point numbers that often require special formatting for display purposes, such as prices. MamaPrice contains the 64-bit (double precision) floating point value and an optional display hint.
A MamaPrice may be marked as valid or invalid. A valid MamaPrice is one that contains a currently valid value. This can be used to differentiate between a zero (valid) value and an absence of value for example. A MamaPrice is set to valid by default when it is created with a value, or a value is explicitly set.
The set of display hints includes hints for:
When using the WombatMsg wire format and C++, it is more efficient to use field iteration rather than direct random field access. This results in significant performance improvements in the C++ OpenMAMDA API.
The underlying message can be written to a byte buffer, which can be serialized to file. A message can be created from an existing byte buffer. The mamaMsg determines the underlying message format from the provided byte buffer and constructs the message accordingly.
Note The buffer returned is not a copy and therefore should not be altered once obtained. To do so can corrupt the message.
Using a byte buffer
byte buffer = mSecondMessage.getByteBuffer();
Obtain your MamaFieldDescriptor based on the field name from the data dictionary on application startup. Cache the MamaFieldDescriptors and use them for field access later on, removing the need to know the actual FIDs for individual fields in messages.
Do not delete messages received in subscription callbacks. The API reuses message instances for
performance reasons. If a message is required to live beyond the scope of a callback use
to create a deep copy of the message. Alternatively
detach() transfers ownership
of the message from the API to the caller of the function. In this case it is the responsibility of the calling
application to destroy the message when it is no longer needed. Similarly, when extracting submessages/
arrays of sub-messages from a message, the memory for these is freed/deleted when the
parent message goes out of scope in a callback or is deleted if owned by the application using the API.
This table shows the recommended possible data type conversions from MamaMsg wire format types when extracting data from a MamaMsg field that are supported across all middlewares and message types.
Note Other conversions may be possible depending on the middleware and message type being used.
The OpenMAMA API provides a number of features to ensure the integrity of the inbound data when subscribing to market data.
Note This does not apply to ‘basic’, non market data, subscriptions.
Messages are sent with an injected sequence number field (MdSeqNum, FID 10) which contains a
sequence number for each symbol (each individual symbol within a group subscription has its own
sequence number). When a gap is detected in this sequence number OpenMAMA marks the message
as being stale (
STATUS_STALE) before passing the message to the client application. The API
requests a recap image for the symbol in question. Once the recap has been received the API resets the
internal expected sequence number and marks all subsequent messages as being OK (
Recaps are generally solicited from a client when a sequence number gap is detected. However, after a fault tolerant takeover the new primary may send unsolicited recaps for all instruments that have changed during a configurable interval. In this case the receipt of the recap message is not preceded with a gap callback. Recaps are sent using broadcast from the MAMA Advanced Publisher. Therefore, a client may receive an unsolicited recap as a result of another client’s request. Again, this recap is not preceded with a gap callback notification. In each of these cases, all clients subscribed to the recapped instrument on that transport receive the recap.
The sending of recap requests is controlled in the same manner as initial value requests. A configurable
number of recap requests can be sent across a specified interval. If a recap, after the specified number
of attempts have been made, is not received, the
onError() callback is invoked with a status of
MAMA_STATUS_TIMEOUT. Under normal stable operating conditions a timeout for a recap should not
occur. If encountered it is generally an indication of problems with the client and/or environment. The
recommended action is to recreate the subscription (the abnormal condition possibly being transient)
and alert administrator(s) to a possible application/environment issue. This course of action applies
equally to recap timeouts for group subscriptions.
In the API, when a sequence number gap is detected, the subscription
onQuality() callback is
invoked with a value of
MAMA_QUALITY_STALE. Once the condition has been resolved (a recap
onQuality() callback is invoked once again with a value of
specific languages, see the MamaQuality enumerated type.
Subscription data quality events can be captured by implementing the
onRecapRequest() subscription level callbacks.
The following describes the series of events that occur within the API when a gap is detected:
onGap()callback is invoked.
onRecapRequest()callback is invoked. A recap is requested if the subscription does not currently have a status of
STALEand is not already waiting for the response to a recap request.
onQuality()callback for the subscription is invoked with a status of
onGap()callback is invoked and the message is passed to the application with a status of STALE. This does not result in
onQuality()being invoked, as this gap does not result in a quality state change, or a recap being requested, as the API has already sent a request and is waiting for a response.
onQuality()callback is invoked with a status of OK.
Sequence number checking can be disabled in the API if required. Calling MamaSubscription’s
setRecoverGaps() informs the API to no longer check the injected sequence number for gaps.
Sequence number gaps can be indicative of a number of possible problems:
Data loss on the inbound OS socket buffers (client machine -multicast).
This can result from the client application monopolizing the CPU for a prolonged period of time thereby being unable to consume data from the inbound socket buffer in a timely fashion.
Increasing the OS inbound socket buffer size can help to address this problem. The increased buffer size helps deal with short lived events that consume all CPU cycles. However, if the client continues to consume all CPU cycles, increasing the socket buffer sizes only delays the inevitable.
This problem typically occurs with multicast data:
Data loss on the outbound socket buffers (sending machine -TCP).
This can result from a client application being unable to consume inbound data as quickly as it is being sent. The likely cause of this is the client application using all CPU cycles for a period of time.
Unlike multicast, which sends as fast as possible regardless of the ability of the client to keep up, TCP enforces flow control if a client cannot process messages in a timely fashion and buffers data until such time as the client can process again. If this condition persists the sender buffers will ultimately overflow and lose data.
This occurs with 29west LBM TCP and communication between an RVD and the TIBCO Rendezvous API.
The ability for a client application to consume data from an incoming socket buffer can be impacted by a number of sources of resource contention. For example:
Data loss on the network
Various network conditions can result in lost data. Such as:
The OpenMAMA API also attempts to monitor the health of the underlying messaging infrastructure.
Upon detecting a problem like a failed transport, an overflowing queue or a slow consumer, the API
marks all inbound messages as ‘possibly stale’ (
MAMA_QUALITY_MAYBE_STALE) while the condition
persists. OpenMAMA continues to mark messages as
STATUS_STALE while the condition persists
and does not request a recap for the subscriptions until the problem subsides.
Note Messaging infrastructure level checking is only currently available on the TIBCO Rendezvous platform
Note The behavior of data quality in OpenMAMA does not vary with middleware.
Items within a group subscription have their own individually tracked sequence number. As such, data quality for groups is tracked on a per item basis. On detecting a gap for an item within a group subscription a recap is requested for that item only.
The MAMA Advanced Publishers can be configured to run as primary/secondary pairs in hot/hot fault tolerant mode. Any any point in time only the primary feed is publishing data. When a fault tolerant event occurs, a secondary publisher assumes the role of primary and all instruments that have ticked during a configurable period longer than the fault tolerant takeover interval are recapped by the new primary. It is then assumed that data for all remaining instruments are in sync with the last message sent by the previous primary.
The OpenMAMA API tracks the senderId, a 64 bit field that uniquely identifies a publisher on the platform (MamaReservedFieldSenderId, FID 20), if present. A change in the sender Id is taken to represent a fault tolerant event at the publisher level. The current behaviour is to assume that an update with a different senderId is the next expected update, and to reset the internal data quality state with the senderId and sequence number of the message, marking the subscription quality as OK if required. Unsolicited recaps will have been sent from the new primary feed on any symbols for which all updates may not have been received.
Although the OpenMAMA API is primarily used within subscribing applications, it can also be used for publishing. Data can be published on a particular symbol/topic, in either a request response paradigm or the normal publish-subscribe environment. Two types of publishing are available: basic and advanced.
Basic publishing is the counterpart to basic subscriptions. Basic subscriptions do not require initials, seqnums, refreshes and so on, and basic publishing does not cater for these either. It allows the sending of simple messages of any fields with or without field names or FIDs. Basic publishing is recommended in a generic messaging environment or for admin and control messages between market data applications.
Advanced publishing is a much stricter framework that is designed to provide the necessary tools for building a full market data publishing source for fully interacting with OpenMAMA clients. The advanced publishing classes build on the basic publisher but still use the same underlying concepts.
Data is sent from a MamaPublisher object. On creation of a publisher, a transport and an outbound topic are specified. The outbound topic (“MY_PUB_TOPIC”) is the symbol or topic for which a subscribing application must create a basic subscription for.
Sending a message from a publisher is straightforward: use the
send() method, passing in the
MamaMsg object to be sent. A message published in this fashion is sent from OpenMAMA
immediately. However, depending on the middleware configuration, there may be a short delay before its
actually sent. The message is normally sent from the thread calling
send(), but there are some
exceptions to this depending on middleware configuration.
If there is a need to control the publish rate of messages, use
sendWithThrottle(). This places the
message or action on the internal throttle queue to be sent at some time in the future. The throttle rate of
the transport, on which the publisher was created, is used. The default rate is 500 per second. When the
message is sent, a complete callback will be called which is passed into the
method. It is the responsibility of the application to manage the life cycle of messages sent in this
fashion. Throttling is enabled if the throttle value is greater than “0”. Throttling occurs on the default
threads and the request will be sent from there. Setting the throttle rate to “0” will disable throttling and
the request will be sent from the thread creating the subscription.
Request/response communication involves a requester of data issuing a request on a topic to responder
(s) of data for that topic on a particular transport. A requester can receive multiple responses to a
request. The response is always sent over unicast. Request/response communication in OpenMAMA is
achieved through the use of
To make a request in OpenMAMA, a message is sent from a publisher and is associated with an instance of an inbox. The inbox is the destination recipient for any responses to the issued request. A callback is registered with the inbox upon creation and is invoked whenever any responses to the request are received by the API. Inbox requests can be throttled in the same way as non point-to-point messages and are affected by the same threading conditions.
Request messages arrive to the
onMsg() callback for basic subscriptions on particular topics. A
message is identified as being a request via a call to the
isFromInbox() method. The
sendReplyToInbox() method is used to actually send the response message to
the request. Both the request message and the new response message are passed to the method when
it is invoked.
For advanced, or data quality publishing, the DQPublisherManager is the central class for advanced publishing. It is responsible for the namespace subscription, listening for subscription requests, and handles the DQPublishers, created to respond to those requests. There are also mechanisms for handling refresh messages and synch requests.
Creating a publisher manager requires a transport, a queue, a symbol namespace, the necessary
callbacks and an optional root. The root is an identifier specific to the platform. The default is
which is what the client applications subscribe to. For publishing a dictionary the default is
Upon creation, the publisher manager creates a subscription to listen for requests on the given namespace. When a new request is received by the publisher manager it calls an onNewRequest callback. The callback supplies the symbol from the request as well as the type and request type. The message, containing the IP address of the requesting client machine, is also supplied.
When the request has been received, and if the publishing application can supply data for the requested symbol, then the publishing application should create a publisher and add it to the manager.
If the symbol should not be published, then the request should be ignored and the subscription will timeout on the client side.
A caching structure may also be added at this point. Neither the publisher or the publishing manager interact with the caching structure directly, and it is up to the client application to use a structure which best suits that application. The example applications can use either a simple message or a full field cache.
When creating the publisher, it can be configured in a number of ways. Setting the initial seqnum to “0”
means that seqnum is not sent and this effectively turns off recapping. Initials and updates are handled
as normal, but if a gap is detected the client will be unable to recover. By default a seqnum is added to
every message. Sender ID is also added to every message, unless it is set to “0” explicitly. The
msgstatus, also present in every message, is set to whatever the status on the publisher is at the time
of send. Default status is
MAMA_STATUS_OK, but this can be changed to
The first message published in response to a new request should be of type INITIAL or RECAP. This is a full image of the caching structure and is sent using the send reply method.
Once the first message is sent, the client application listens for updates published from that publisher. The recommended approach is for updates to be applied to the cache then the delta to be sent.
When a request for a symbol that is already being published and is familiar to the publisher manager is made, the OnRequest callback is called. As well as the parameters in the OnNewRequest callback, you are also given pointers to the publisher currently publishing this symbol and the closure structure for that symbol.
If the publishing application wishes to publish to that client, then it must first send an initial. However, as
the cache is being used to publish updates, it is important to make sure that you get a full image in a
thread-safe way. The difference between
OnRequest is that
OnRequest has a
publisher created and data, whereas
OnNewRequest does not, so your data initialization should occur in
OnNewRequest. Once the initial is published, the client processes the updates as normal.
Recap requests are passed up in the same way as requests for symbols already being published,
through the OnRequest callback. This is because they are handled in the same way. The only difference
between the two is that you set the type on the image message published as
RECAP rather than
INITIAL. You may also want to send the recap as multicast rather than as a reply.
To be in accordance with the normal publishing rules within the platform, publishers should cease to publish one hour after the last request or refresh. Refresh messages are sent by client applications approximately every 55 minutes, and the onRefresh callback will be fired.
There is an acknowledgement sent to all clients for that symbol that refreshing has occurred, which is handled internally. The publishing application should record when the last refresh or request for a symbol was received, and if it was more than one hour ago it may stop publishing that symbol and remove it from the publisher manager.
If the symbol is requested again, an OnNewRequest callback is generated.
If a refresh is received for a symbol that is not currently being published, a OnNewRequest callback is received rather than an OnRefresh. This is useful when bringing up a secondary source while not putting extra strain on the client applications to respond to synchronization request messages.
Synchronization requests can be sent by the publisher manager during start-up to determine which clients are currently subscribed to it. This is generally done when a source has been restarted. A request is sent by the MamaDQPublisher Manager and all clients subscribed respond with a list of the symbols they are interested in. The synchronization request message contains some values to help separate the reply messages if there are a lot of subscriptions across multiple clients.
The reply is parsed by the publisher manager and will generate a number of
It is important that synchronization requests are only sent when the publisher is in a position to handle all the requests generated, and that they are sent after the transport is fully connected. For example, on a TCP connection you would wait for the transport connected callback.
The OpenMAMA API provides a fault-tolerant module which can be used to heartbeat between two applications and tell which is primary and which is secondary (see Section 12.2: Data quality and fault tolerant takeovers). It is important that when attempting a fault-tolerant takeover that at a minimum you recap everything that has ticked since the last heartbeat. This is due to the fact that OpenMAMA clients will not request a recap when there is a change in seqnum that coincides with a change in sender id. It is the responsibility of the publisher to maintain data quality through a takeover event.
OpenMAMA supports user events triggered by recurring timers. These are represented by the
MamaTimer object. An event queue must be specified when a timer is created.
A timer is created with a specified interval in seconds, using a double-precision floating point number to give the resolution in fractions of a second if required. The timer callback is invoked repeatedly at an interval no shorter than that specified. A number of factors can cause the timer interval to be inexact or the callback not to be immediately invoked on the firing of the timer.
The timer itself can be inaccurate due to the frequency of the OS interrupts. For instance, on a 100 Hz OS (Linux 2.4), if a 10 milliseconds timer is created one millisecond after the last interrupt fired it will take 19 milliseconds for the timer to fire. This is because only 9 milliseconds will have elapsed when the next scheduled interrupt occurs. Essentially, the best timer resolution possible here is 10 milliseconds and worst 19.9999 milliseconds.
The precision of timers is determined by the implementation in the underlying messaging platform and the interrupt frequency of the operating system.
For example, the Linux 2.4 kernel with an interrupt frequency of 100 Hz is capable of 10 milliseconds resolution at best. A Linux 2.6 (up to 2.6.12) kernel with a 1000 Hz interrupt frequency can provide timers with a best resolution of 1 millisecond. (The default interrupt frequency on Linux 2.6.13 and up is 250 Hz but is now configurable on i386 architectures).
The invoking of a callback in response to a timer firing can depend on the activity on the event queue which was specified on timer creation.
A timer can be destroyed from within a timer callback or any other callback on the queue. This function must be called from the same thread dispatching on the associated event queue unless both the default queue and dispatch queue are not actively dispatching.
The following example show the creation of a recurring timer which fires every 500 milliseconds. In each case the actionCallback function/object receives a callback once the interval has elapsed.
The OpenMAMA API provides an abstract mechanism by which a client registers interest for various events on file descriptors. A callback, provided to the API, is invoked whenever an event, of the type specified when registering interest, occurs. The MamaIo API facilitates asynchronous IO operations.
The following event types are supported in the API:
Not all underlying messaging middlewares support all of the event types provided by the OpenMAMA
API. In the case of a particular event type not being supported, the call to
create() fails with
a return code of
User events can be added to OpenMAMA queues irrespective of the middleware using MamaQueue’s
enqueueEvent(). This allows user code to be executed on any of the dispatching threads.
onEvent() method will be invoked whenever the event fires. The
callback event is added to the back of the queue, so if there are a large number of events on the queue it
may be some time before the callback is invoked.
To aid with debugging, the OpenMAMA API provides various levels of verbose logging to give developers more detail during event processing within the API.By default, logging is disabled within the API and needs to be manually enabled along with specifying the level at which to log information.
There are several values that can be set in mama.properties to control logging. They are listed in Table 14: Logging Properties. Logs can be set to roll over. When set to roll over, the following happens:
.1appended to its name and a new log file is begun.
.1file already exists, this older file is renamed to have a
.1, and so on.
If using an
UNBOUNDED policy, the behaviour is undefined if the log file reaches the maximum size
allowed by the file system.
||The filename for the log file.|
||Sets the log level. Possible values are: off, severe, error, warn, normal, fine, finest|
||Sets the policy used when logging to a file. Possible values are:
||Sets the maximum size of the logfile, in bytes. This applies to the ROLL, OVERWRITE and USER policies only. The default is 500MB.|
||Sets the maximum number of log files to keep.|
||When set to “true”, an existing log file will be appended to when logging is enabled. When set to “false”, it will be overwritten.|
There are several methods used to control logging. They are listed in the following table.
||Enables logging to filename at log level “level”. See mama.logging.level in the table above for values of level.|
||Disables logging, disables the log size exceeded callback, and sets the log level to “OFF”.|
||Sets the log level to “level”. See mama.logging.level in the table above for values.|
||Returns the current log level.|
||Sets the log file policy. See mama.logging.file.policy in the table above for values.|
||Sets the maximum log file size, in bytes. Applies when the policy is ROLL, OVERWRITE or USER.|
||Sets the maximum number of log files. Applies when the policy is ROLL only.|
||When true, an existing log file will be appended to when logging is enabled. When false, it will be overwritten.|
||Returns true if logging to a file.|
||Sets the onLogSizeExceeded callback which is called when the max file size is reached. Applies only to USER policy. Not available in Java|
Conflation is the process employed by an advanced publisher to merge messages on the write queue to reduce memory use, to reduce bandwidth, and to deal with slow consumers. Conflation is available for the NYSE Technologies Data Fabric.
The advanced publisher installs and un-installs a conflater for individual clients as and when they require conflation. There are two circumstances that require conflation:
From a OpenMAMA client perspective, the most important aspect is the method by which a client requests conflation. There is a OpenMAMA function available for this.
There are two reasons why the conflater may no longer be needed:
Although clients can request conflation or request that the advanced publisher stops conflating messages at any time, the advanced publisher may not be able to honor the request. For example, some advanced publishers may not be configured for conflation while others may be unable to end conflation at a client’s request because the write queues are too large.
When a client receives a conflated message it contains three additional fields: wConflateCount, wConflateTradeCount, and wConflateQuoteCount. These represent the total number of messages conflated into a single message, the number of trades and the number of quotes respectively. wConflateCount == wConflateTradeCount + wConflateQuoteCount. OpenMAMA and OpenMAMDA use these fields internally to perform sequence number checking and maintain data quality.
OpenMAMA provides statistics to monitor the OpenMAMA client. When enabled, OpenMAMA will log, via OpenMAMA logging, and/or publish details of the numbers of subscription requests received, number of initial messages received, queue size and various other statistics. 29West LBM also provides various low-level statistics on a per context basis which are exposed via this functionality. Statistics are generated and logged and/or published at a configurable interval. When OpenMAMA statistics are logged, the value of the statistic for the interval is logged, along with the maximum and running total for that statistic since statistics logging was enabled. When OpenMAMA statistics are published, the interval value for each statistic is published along with a timestamp indicating the time the message was generated and information identifying the client such as the IP Address, user name, and OpenMAMA application name. When used in conjunction with the Stats Logger, customers can produce DSV files containing client monitoring information.
Note that the size of the published message can be large. When publishing over 29West LBM, it is
likely that such a message will be too large to publish using immediate messaging. Depending on the
29West LBM version being used, this will result in either the message not being published at all, or the
message being published in a truncated form and thus missing some or all of the stats vector. For this
reason, we recommend disabling the use of immediate messaging for publishing over 29West LBM
using the property
Statistics are provided at various levels: globally (all transports and queues across the application), per- transport, and per-queue. The level at which to generate statistics is configurable, and any combination of global, transport and queue statistics can be used. 29West LBM statistics are enabled separately but are considered transport-level statistics.
Note that when logged to the OpenMAMA log, only statistics with a value greater than “0” will appear in the log.
General OpenMAMA Statistics
|Initials||Number of initial messages received.|
|Recaps||Number of recaps received.|
|Messages||Total number of messages received. This includes initial and recap messages.|
|FT Takeovers||Number of fault tolerant takeovers. Note that this is only provided globally and per transport, never per queue.|
|Queue Size||Size of the queue at the time the stats message was generated (i.e., at the end of the interval). Since this is a snapshot of the queue size rather than a cumulative value like the other statistics, no total value is provided when logging via OpenMAMA logging. This is only ever provided on a per queue basis, never globally or per transport. Note that, when using LBM, the property
|Subscriptions||Number of subscriptions created. This includes all subscription types, including the dictionary subscription.|
|Timeouts||Number of subscription timeouts.|
The following parameters controls statistics logging. They can be set in
||yes or no||Enable/disable stats logging. Whether logging, publishing, or both, this must be set to “yes” for any stats logging functionality to be used.||no|
||lbm, wmw or tibrv||The middleware to use for publishing stats messages. This only needs to be set if at least one of the publishing parameters is enabled.||wmw|
||integer||The interval, in seconds, between published stats logging reports.||60|
||transport name||The OpenMAMA transport used for publishing the stats reports.||statslogger|
||yes or no||Whether or not to log global stats to the OpenMAMA log.||yes|
||yes or no||Whether or not to publish report messages for global stats.||no|
||yes or no||Whether or not to log transport stats (not including middleware-specific stats) to the OpenMAMA log.||yes|
||yes or no||Whether or not to publish report messages for transport stats.||no|
||yes or no||Whether or not to log queue stats to the OpenMAMA log.||yes|
||yes or no||Whether or not to publish report messages for queue stats.||no|
Stats reports can be published by enabling one or more of the publishing parameters on the middleware,
mama.statslogging.middleware, and transport, specified by
These can be published to the Stats Logger product to automatically
generate DSV files containing the stats.
These stats reports are simply OpenMAMA messages published on the topic
STATS_TOPIC, and so it
is possible to write a OpenMAMA application to subscribe to stats messages and manually process
them. The format of the published messages is described in the following table.
|InterfaceVersion||69||U8||Stats Logger interface version|
|MdSubscSourceUser||65||STRING||The username of the user running the MAMA client publishing the stats messages.|
|MdSubscSourceHost||63||STRING||Hostname running the client which is publishing the stats messages.|
|MdSubscSourceApp||64||STRING||MAMA application name of the client publishing the stats message. Defaults to MamaApplication if not set.|
|MdSubscSourceAppClass||68||STRING||Application class of the MAMA client publishing the stats message. Defaults to MamaApplications if not set.|
|MdSubscSourceIp||67||STRING||IP Address of the MAMA client publishing the stats message.|
|MamaUlIntervalStartTime||101||TIME||The start time of the interval in which this set of stats were monitored.|
|MamaUlIntervalEndTime||102||TIME||The end time of the interval in which this set of stats were monitored.|
|MamaStatEvents||103||VECTOR_MSG||A vector message containing the actual statistics. Its contents depend on which stats publishing parameters are enabled. If global stats publishing is enabled, it will include a single message containing the global statistics, as well as any other messages. If transport stats are enabled, it will include a message per transport, with each message including statistics for a single transport, as well as any other messages. If queue stats are enabled, it will include a message per queue, with each message including statistics for a single queue, as well as any other messages. The format of these messages is included below.|
The following table describes the messages included in MamaStatEvents. All the fields described in the table are available from the MamaStatFields header. Names and FIDs for individual fields can my accessed using FIELD.mName and FIELD.mFid.
|Time||101||TIME||Time the stats message was added to the array.|
|Name||102||STRING||Name of the statistic.|
|Type||103||STRING||Type of object the statistcs were measured for. Will be either “Transport”, “Queue”, or “Global”.|
|Middleware||104||STRING||Middleware of the object the statistics were monitored for. Except in the case of global stats, this will be the name of the middleware. Global stats will always log “—-“ as multiple middlewares may be being used across the application.|
|Initials||104||U32||See General OpenMAMA Statistics.|
|Recaps||106||U32||See General OpenMAMA Statistics.|
|Messages||107||U32||See General OpenMAMA Statistics.|
|FT Takeovers||108||U32||See General OpenMAMA Statistics. Will never be present if the Type field is “Queue”.|
|Queue Size||109||U32||See General OpenMAMA Statistics. Will only ever be present if the Type field is “Queue”.|
|Subscriptions||110||U32||See General OpenMAMA Statistics.|
|Timeouts||111||U32||See General OpenMAMA Statistics.|
This section gives a brief explanation of what each of the OpenMAMA example programs is designed to show. Each example is provided as a prebuilt binary and as source code within the release. Each example accepts a list of command line options. These can be examined by passing -h on the command line, or viewing the source code file.
Note The examples should be available across all languages, however, some may have a slight name change, such as mamalistenc, mamalistencpp, mamalistencs, and mamalistenjava. The operation and functionality across the languages should be consistent.
|MamaListen||This is a simple OpenMAMA application that creates a configurable number of subscriptions to a single source on a single transport. Received messages for these subscriptions are printed to screen with name, fid, type, and value. This application shows the basic operation of a market data application.|
|MamaPublisher||This is a simple publishing application that uses basic publishing to send messages with a few fields on a well-known topic. Its purpose is to show the use of basic publishing for non-market data.|
|MamaSubscriber||This application uses basic subscriptions to listen for a basic publisher. It works in conjunction with MamaPublisher. This application shows the other side of non-market data communication.|
|MamaInbox||This application sends an inbox request to a source and waits for a reply. When used in conjunction with MamaPublisher, the MamaPublisher will listen for the request and respond with a simple message. This illustrates the request/reply mechanism as used with both market data and non-market data situations.|
|MamaIO||This application shows how to use OpenMAMA to monitor a file descriptor for input.|
|MamaMultiSubscriber||This application demonstrates how to use multiple bridges within a single application to receive data from two middlewares. The received messages are processed and displayed in the same manner.|
|MamaProxy||This application is similar to MamaListenCached, with the added functionality that the messages are republished using the market data publishing component (DQPublisher). This allows a further MamaListen client to receive the data via this path, rather than directly from the source.|
|MamaSymbolListSubscriber||This application uses a symbol list subscription to get a complete list of all symbols available from the source, and then makes market data subscriptions to these symbols, illustrating how to listen to the “world” in topic terms.|
|MamaFtMember||This application demonstrates use of OpenMAMA fault tolerance capability. Each instance of MamaFtMember can be assigned to a group. Each instance within the group has a fault tolerance weight. Whenever all members in a group are active, the highest weighted member will report its status as ACTIVE, the others will be STANDBY. If the highest weighted member is killed the next highest weighted member will become ACTIVE.|
OpenMAMA and OpenMAMDA are commonly used within applications where performance is important. OpenMAMA itself is very lightweight and an application that does significant work will use much more CPU cycles that the API itself. This section describes a number of techniques and tips that can be used to optimize the use of OpenMAMA, OpenMAMDA and applications built on top of them.
There are a number of ways to monitor the performance of a OpenMAMA or OpenMAMDA application:
It is usual to need to store application state on a per symbol basis e.g. calculated values, pointer/ references to other application objects etc.
Note It is very inefficient to do this by obtaining the symbol from each received message and then using a map to retrieve the state for that symbol.
OpenMAMA and OpenMAMDA provide an alternative mechanism for storing state though closures. A closure is a user-defined void pointer and is associated with a particular symbol.
Closures can be set on a subscription, created and then retrieved using the accessors on the
subscription objects. Single and group subscriptions can be used to receive data from many different
symbols, therefore a separate “item closure” is available for the group members. Calling
setItemClosure() in a group subscription callback will set the closure for that group member.
Another method available is to store the per-symbol state within the objects which implement the
subscription callback interfaces e.g. the abstract base class
MamaSubscriptionCallback object oriented implementations.
To do this, a separate instance of the callback object should be created for each subscription and its
state should be stored in its member variables.
If accessing all, or most, of the data within a message, then iteration is generally faster than direct field access. There are two methods: user driven and callback driven. User driven has been shown to be faster.
If accessing only a few fields within a message, then direct access to those particular fields will generally be faster. The decision of which method to choose will depend on two factors: the particular application use case and the deployment, which will determine the number of fields and where those fields are within a message, so experimentation is encouraged.
Memory allocation and deallocation are major sources of performance issues. It is best to allocate all required memory at start up, and avoid allocating memory while processing data, particularly in on a per- message basis. There are various ways to do this, which include: reusing the same specific objects from one callback to another; or, if the required lifetime of data stored within an object is longer than the scope of a callback, then a pool of reusable objects can be used.
The recommended way to scale a OpenMAMA or OpenMAMDA application across using multiple CPU cores is to use separate threads on mamaQueues, with one thread/queue per CPU core allocated to OpenMAMA. For example, on an eight core machine with a non-MAMA application having two “hot” threads, the OpenMAMA application having two “hot” threads but not directly using OpenMAMA, then three mamaQueues should be used. The definition of a “hot” thread is one that continuously uses a significant amount of CPU. The eighth core in the example above is left unassigned because it is recommended to reserve a core for the operating system and other threads that don’t use a significant amount of CPU.
Again, different applications will have behave differently so some experimentation may be required to find the optimal number of queues. The example applications supplied with OpenMAMA demonstrate an easy way to do this how by having the number of queues configurable number of queues at runtime using the MamaQueueGroup object.
An alternative method is to use a separate thread to do the message processing instead of processing the data in the callbacks. This is not generally recommended as it just shifts the bottleneck from one thread to another, and causes additional overhead by having to copy the message or fields from the message and place onto another queue.
Only one instance of OpenMAMA is supported for each process. However, multiple OpenMAMA processes can be run successfully.
By default, when MAMA’s
open function is called, the
mama.properties file is obtained from the
location specified by the
WOMBAT_PATH environment variable. This results in all OpenMAMA processes
being configured using the same file.
This is the default approach taken when running multiple instances of the OpenMAMA example programs, such as mamalistenc.
OpenMAMA still runs, but with the following restrictions:
Only a single log file can be specified.
The mama.logging.file.name entry in
mama.properties can be used to specify the log file.
All OpenMAMA processes attempt to open and write to the log file at the same time. To prevent this
Publishing features may not work properly.
OpenMAMA provides several features that create transports as part of their initialization. Transport
names and settings are read from
mama.properties when MAMA’s
open function is called.
This is particularly a problem publishing data when using a point to point middleware such as WMW
TCP. It results in an error being returned from MAMA’s
open function as the publishing port is blocked by a prior
The following features publish data on the transport. If any of these are to be used at the same time
across multiple OpenMAMA instances, then consideration should be given to maintaining multiple
mama.properties files or configuration of the API in code.
The following features create subscriptions to request data. In these cases a multi-cast middleware could be used that allows multiple connections to be open at the same time.
Due to the restrictions highlighted in the Running with a Single Properties File section, it may be desirable to configure each process independently by supporting multiple properties files. OpenMAMA provides two methods of doing this:
opencan be overridden using MAMA’s
openWithProperties()function. This function takes a file name and location of the properties file.
OpenMAMA properties that apply to all middlewares are listed in the following table.
|entitlement.servers||A comma-separated list of site server connection specifications. The format is ip-address:port or host:port. For example, entitlement.servers = host1:8095, host2:8095|
|mama.%s.transport.%s.groupsizehint||This gives a hint as to the expected number of symbols within a group when using group subscriptions. Increasing this may improve performance when using larger groups||100|
|mama.catchcallbackexceptions.enable||Enable try catch on C++ callbacks to avoid exceptions being propagated back to C code. This is off by default as may have performance implications.||off|
|mama.entitlement.altuserid||Holds a user ID that OEA will pass to Site Server, in addition to the OS user ID. When processing requests from OEA, Site Server will use the alternative user ID if it is configured to use the alternative user ID. Otherwise, Site Server will use the OS user ID, even if the alternative user ID is provided by OEA. Example: mama.entitlement. altuserid=user1.|
|mama.entitlement.effective_ip_address||Holds an IP address to be used for counting concurrent connections. It is also recorded as the IP address in usage logging records. Typically used when the OEA client does not reside in the subscribing application but in a OEA server process. Example: mama.entitlement.effectiveipaddress = 192.168.2.20.|
|mama.entitlement.porthigh||Holds the maximum TCP/IP port on which OEA can listen for requests from Site Server. Example: mama. entitlement.porthigh = 10010.||8001|
|mama.entitlement.portlow||Holds the minimum TCP/IP port on which OEA can listen for requests from Site Server. Example: mama. entitlement.portlow = 10000.||8000|
|mama.entitlement.site||Holds the name of the site whose entitlements set is queried by Site Server when processing a request from OEA. If this is not specified Site Server uses its default site when processing requests from OEA. Example: mama.entitlement.site = BELFAST.|
|mama.logging.file.append||See logging section|
|mama.logging.file.maxroll||See logging section|
|mama.logging.file.maxsize||See logging section|
|mama.logging.file.name||See logging section|
|mama.logging.file.policy||See logging section|
|mama.logging.level||See logging section|
|mama.logging.milliseconds||See logging section|
|mama.maybestale.recap.timeout||Turns on an inactivity check after Tibco Rendezvous advisories. Time to wait is specified in seconds.|
|mama.multicast.transport.ft.interface||Specify the interface to use for multicast fault-tolerant setup.|
|mama.multicast.transport.ft.iowindow||Specify the IO window size for the fault-tolerant communication.|
|mama.multicast.transport.ft.network||Specify the multicast group.|
|mama.multicast.transport.ft.service||Specify the multicast port.|
|mama.multicast.transport.ft.ttl||Specify the time to live for the multicast messages.|
|mama.statslogging.enable||See Statistics Logging Configuration.|
|mama.statslogging.global.logging||See Statistics Logging Configuration.|
|mama.statslogging.global.publishing||See Statistics Logging Configuration.|
|mama.statslogging.interval||See Statistics Logging Configuration.|
|mama.statslogging.lbm.logging||See Statistics Logging Configuration.|
|mama.statslogging.lbm.publishing||See Statistics Logging Configuration.|
|mama.statslogging.middleware||See Statistics Logging Configuration.|
|mama.statslogging.middleware||See Statistics Logging Configuration.|
|mama.statslogging.middleware||See Statistics Logging Configuration.|
|mama.statslogging.queue.logging||See Statistics Logging Configuration.|
|mama.statslogging.queue.publishing||See Statistics Logging Configuration.|
|mama.statslogging.transport||See Statistics Logging Configuration.|
|mama.statslogging.transport.logging||See Statistics Logging Configuration.|
|mama.statslogging.transport.publishing||See Statistics Logging Configuration.|
|mama.subscription.preinitialcachesize||Controls the size of the preinitial cache. Takes an integer value.||10|
|mama.throttle.interval||Sets the interval of the throttle timer for subscription and recap requests|
|mama.transport.%s.preinitialstrategy||Controls when the updates stored in preinitialcache are passed up. “initial” passes any cached updates immediately after initial “gap” passes the update, only if a gap was detected.|
|mama.wirecache.templates||Specifies the directory and file name where the templates are defined, for example,
This section lists the status and error codes. These are defined in mama/status.h.
|Numeric Value||Enum Name||Description|
|2||MAMA_STATUS_PLATFORM||Messaging platform specific error|
|3||MAMA_STATUS_SYSTEM_ERROR||General system error|
|8||MAMA_STATUS_IP_NOT_FOUND||IP address not found|
|9||MAMA_STATUS_TIMEOUT||Timeout (e.g. when subscribing to a symbol)|
|10||MAMA_STATUS_NOT_ENTITLED||Not entitled to the symbol being subscribed to|
|11||MAMA_STATUS_PROPERTY_TOO_LONG||Property too long|
|12||MAMA_STATUS_MD_NOT_OPENED||MD not opened|
|13||MAMA_STATUS_PUB_SUB_NOT_OPENED||Publish/subscribe not opened|
|14||MAMA_STATUS_ENTITLEMENTS_NOT_ENABLED||Entitlements not enabled|
|15||MAMA_STATUS_BAD_TRANSPORT_TYPE||Bad transport type|
|16||MAMA_STATUS_UNSUPPORTED_IO_TYPE||Using unsupported I/O type|
|17||MAMA_STATUS_TOO_MANY_DISPATCHERS||Too many dispatchers|
|19||MAMA_STATUS_WRONG_FIELD_TYPE||Wrong field type|
|24||MAMA_STATUS_QUEUE_FULL||Event dispatch queue full|
|25||MAMA_STATUS_QUEUE_END||End of event queue reached|
|9003||MAMA_ENTITLE_STATUS_BAD_DATA||The XML returned from entitlement server was invalid|
|9005||MAMA_ENTITLE_STATUS_OS_LOGIN_ID_UNAVAILABLE||Unable to determine OS ID of account process is running under|
|9006||MAMA_ENTITLE_STATUS_ALREADY_ENTITLED||An attempt is made to get entitlements after an already successful attempt|
|9007||MAMA_ENTITLE_STATUS_CAC_LIMIT_EXCEEDED||A user has exceeded concurrent access limit|
|9008||MAMA_ENTITLE_STATUS_OEP_LISTENER_CREATION_FAILURE||Failed to create OEP listener that processes inbound messages from site server. Required for concurrent access control and/ or dynamic entitlements update|
|9010||MAMA_ENTITLE_HTTP_ERRHOST||No such host|
|9011||MAMA_ENTITLE_HTTP_ERRHOST||Cannot create socket|
|9012||MAMA_ENTITLE_HTTP_ERRCONN||Cannot connect to host|
|9013||MAMA_ENTITLE_HTTP_ERRWRHD||Write error on socket while writing to header|
|9014||MAMA_ENTITLE_HTTP_ERRWRDT||Write error on socket while writing data|
|9015||MAMA_ENTITLE_HTTP_ERRRDHD||Read error on socket while reading result|
|9016||MAMA_ENTITLE_HTTP_ERRPAHD||Invalid answer from data server|
|9017||MAMA_ENTITLE_HTTP_ERRNULL||Null data pointer|
|9018||MAMA_ENTITLE_HTTP_ERRNOLG||No/bad length in header|
|9019||MAMA_ENTITLE_HTTP_ERRMEM||Can’t allocate memory|
|9020||MAMA_ENTITLE_HTTP_ERRRDDT||Read error while reading data|
|9021||MAMA_ENTITLE_HTTP_ERRURLH||Invalid URL (must start with ‘http:://’)|
|9022||MAMA_ENTITLE_HTTP_ERRURLP||Invalid port in URL|
|9023||MAMA_ENTITLE_HTTP_BAD_QUERY||Invalid query - HTTP result 400|
|9025||MAMA_ENTITLE_HTTP_TIMEOUT||Request timeout - HTTP result 403|
|9026||MAMA_ENTITLE_HTTP_SERVER_ERR||Server error - HTTP result 500|
|9027||MAMA_ENTITLE_HTTP_NO_IMPL||Not implemented - HTTP result 501|
|9028||MAMA_ENTITLE_HTTP_OVERLOAD||Overloaded - HTTP result 503|
|9030||MAMA_ENTITLE_NO_SERVERS_SPECIFIED||No servers specified|
|Data Dictionary||OpenMAMA object containing meta data for fields published on the NYSE Technologies Market Data Platform. (See Dictionary for details.)|
|Entitlements||Authorization/Authentication for market data subscriptions on the NYSE Technologies Market Data Platform.|
|FID||Field Identifier. Integer identifier used to uniquely identify a field within a MamaMsg.|
|Field Descriptor||OpenMAMA object, obtained from the data dictionary, which contains meta information for a specific field. (See Dictionary for details.)|
|Initial Image||Point in time snapshot for all published data for a subscribed symbol on the NYSE Technologies Market Data Infrastructure. Typically the first data received for a new subscription. (See Subscriptions for Details)|
|IO||Input/Output. OpenMAMA object used to register interest in OS level file descriptor events (Only in C/C++/C#). (See IO for Details)|
|LBM||Latency Busters Messaging. Messaging middleware provided by 29West. (http://www.29west.com)|
|LBTRM||Latency Buster Transport -Reliable Multicast. This is the reliable multicast protocol implementation in use within the LBM middleware.|
|MAMA||Middleware Agnostic Messaging API|
|MAMDA||Middleware Agnostic Market Data API|
|OPRA||Options Pricing Regulation Authority http://www.opradata.com/|
|Queue||OpenMAMA object used to control the dispatching of events within the API.|
|Recap||OpenMAMA, intraday, snapshot update of data for a particular symbol. (See Subscriptions for Details)|
|Subscription||OpenMAMA object used to register interest in data for a particular symbol. (See Subscriptions for Details)|
|Symbol||OpenMAMA terminology for the messaging concept of a Topic of information. (See Subscriptions for Details)|
|Tibrv||TIBCO Rendezvous. Messaging middleware provided by TIBCO. (http://www.tibco.com)|
|Timer||OpenMAMA object used to trigger recurring event callbacks at a specified interval. (See Timers for details)|
|Topic||Messaging middleware name for an item of interest when subscribing to data. (See Subscriptions for Details)|
|Transport||OpenMAMA object used to specify and configure communication protocols for subscriptions and publishing data via the API. (See Transports for details)|
|UTP||Nasdaq, Unlisted Trading Privileges, data feed. (http://www.nasdaqtrader.com/trader/ mds/utpfeeds/utpfeeds.stm)|
|WombatMsg||NYSE Technologies, binary, wire data format. Used to propagate data on the NYSE Technologies Market Data Platform.|