Quick Start

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Scope

In this quick start guide, we’ll be getting you set up with an OpenMAMA development environment, and subscribe to a Market Data Publisher.

Installing OpenMAMA

Depending on your target environment, we have many options for installing OpenMAMA. The easiest one for this task would be to connect to a running instance of the AWS AMI or vagrant box since it already contains a running publisher you can subscribe to, but we’ll also document how to run your own here.

Getting Ready to Code

To continue, you’ll need to install:

Your compiler of choice and cmake for C / C++:
- On Redhat / CentOS / Fedora: yum install gcc cmake
- On Ubuntu: apt install gcc g++ cmake
- On Windows: Visual Studio and Cmake download
For C# (on windows), you’ll also need Visual Studio
For Java, you’ll need to install a JDK (versions may vary):
- On Redhat / Centos / Fedora: yum install java-ll-openjdk
- On Ubuntu: apt install openjdk-13-jdk
- On Windows: install from Oracle

Setting up an OpenMAMA project

We have a number of ready-made OpenMAMA projects ready for you to grab from the OpenMAMA repository tutorials folder here. You can download these with:

git clone https://github.com/OpenMAMA/OpenMAMA

Then they will be available for each language in OpenMAMA/tutorials. If you want to view the code, you may navigate your IDE to that directory. The projects are standard for each language so most IDEs should automatically import them.

Build and Run Your OpenMAMA project

Now that you have your ready made projects available, you can get building from the command line, or alternatively you can defer to your IDE of choice if you prefer. Note that the default install location for OpenMAMA packages (OPENMAMA_ROOT) on Linux is /opt/openmama:

$ cd OpenMAMA/tutorials/cpp/01-quickstart
$ mkdir build
$ cd build
$ cmake -DOPENMAMA_ROOT=/path/to/openmama/installation ..
$ cmake --build .

This will create a quickstart executable relative to the build directory. Its location will vary depending on the platform, but that's it ready to execute, but the OS will need to know where to find OpenMAMA at runtime too, so before running:

On Windows:

set PATH=C:\path\to\openmama\bin:%PATH%

On Linux:

export LD_LIBRARY_PATH=/path/to/openmama/install/lib:$LD_LIBRARY_PATH

On Mac:

export DYLD_LIBRARY_PATH=/path/to/openmama/install/lib:$DYLD_LIBRARY_PATH

Then you're ready to run:

$ ./quickstart
This is an OpenMAMA market data subscriber which assumes an
OpenMAMA compatible data source is available to connect to and is
configured in mama.properties.

For more information, see http://openmama.org/quickstart.html

Usage: ./quickstart -s [symbol] [arguments]

Arguments:
        -m [middleware] Middleware bridge to load. Default: [qpid]
        -S [source]     Source name (prefix) to use. Default: [OM]
        -t [transport]  Transport from mama.properties to use. Default: [sub]
        -B              Disables dictionary request
        -I              Prevents an intial from being requested

$ cd OpenMAMA/tutorials/c/01-quickstart
$ mkdir build
$ cd build
$ cmake -DOPENMAMA_ROOT=/path/to/openmama/installation ..
$ cmake --build .

On Windows:

set PATH=C:\path\to\openmama\bin:%PATH%

On Linux:

export LD_LIBRARY_PATH=/path/to/openmama/install/lib:$LD_LIBRARY_PATH

On Mac:

export DYLD_LIBRARY_PATH=/path/to/openmama/install/lib:$DYLD_LIBRARY_PATH

Then you're ready to run:

$ ./quickstart
This is an OpenMAMA market data subscriber which assumes an
OpenMAMA compatible data source is available to connect to and is
configured in mama.properties.

For more information, see http://openmama.org/quickstart.html

Usage: ./quickstart -s [symbol] [arguments]

Arguments:
        -m [middleware] Middleware bridge to load. Default: [qpid]
        -S [source]     Source name (prefix) to use. Default: [OM]
        -t [transport]  Transport from mama.properties to use. Default: [sub]
        -B              Disables dictionary request
        -I              Prevents an intial from being requested

On Java, you can pretty much run this out of the box, but the OS will need to know where to find OpenMAMA at runtime too, so before running:

On Windows:

set PATH=C:\path\to\openmama\bin:%PATH%

On Linux:

export LD_LIBRARY_PATH=/path/to/openmama/install/lib:$LD_LIBRARY_PATH

On Mac:

export DYLD_LIBRARY_PATH=/path/to/openmama/install/lib:$DYLD_LIBRARY_PATH

Then you're ready to run:

$ cd OpenMAMA/tutorials/java/01-quickstart
$ ./gradlew run
Starting a Gradle Daemon, 3 incompatible and 1 stopped Daemons could not be reused,
use --status for details

> Task :run
This is an OpenMAMA market data subscriber which assumes an
OpenMAMA compatible data source is available to connect to and is
configured in mama.properties.

For more information, see http://openmama.org/quickstart.html

Usage: java -jar 01-quickstart.jar -s [symbol] [arguments]

Arguments:
        -m [middleware] Middleware bridge to load. Default: [qpid]
        -S [source]     Source name (prefix) to use. Default: [OM]
        -t [transport]  Transport from mama.properties to use. Default: [sub]
        -B              Disables dictionary request
        -I              Prevents an intial from being requested

BUILD SUCCESSFUL in 4s
2 actionable tasks: 2 executed

On .NET, you can pretty much run this out of the box, but the OS will need to know where to find OpenMAMA at runtime too, so before running:

On Windows:

set OPENMAMA_ROOT=/path/to/openmama/install
set PATH=%OPENMAMA_ROOT%\bin:%PATH%

On Linux:

export OPENMAMA_ROOT=/path/to/openmama/install
export LD_LIBRARY_PATH=$OPENMAMA_ROOT/lib:$LD_LIBRARY_PATH

Then you're ready to run:

> cd OpenMAMA\tutorials\csharp\01-quickstart
> dotnet run
This is an OpenMAMA market data subscriber which assumes an
OpenMAMA compatible data source is available to connect to and is
configured in mama.properties.

For more information, see http://openmama.org/quickstart.html

Usage: dotnet run -s [symbol] [arguments]

Arguments:
        -m [middleware] Middleware bridge to load. Default: [qpid]
        -S [source]     Source name (prefix) to use. Default: [OM]
        -t [transport]  Transport from mama.properties to use. Default: [sub]
        -B              Disables dictionary request
        -I              Prevents an intial from being requested

Consuming Market Data

OK so now you have a working application, you can go ahead and connect to market data! Note that if your data is provided by a proprietary solution, you may need to contact them to acquire their OpenMAMA integration libraries and drop them into $OPENMAMA_ROOT/lib or alternatively include them in your system’s runtime linker library path.

Running a Market Data Publisher

If you don’t already have a Market Data publisher to subscribe to, you can run your own using Qpid along with our test market data.

$ git clone https://github.com/OpenMAMA/OpenMAMA-testdata.git /opt/openmama/data
$ export PATH=/opt/openmama/bin:$PATH
$ export LD_LIBRARY_PATH=/opt/openmama/lib:$PATH
$ export WOMBAT_PATH=/opt/openmama/config
$ capturereplayc -dictionary /opt/openmama/data/dictionaries/data.dict -m qpid -S OM -tport pub \
    -f /opt/openmama/data/playbacks/openmama_utpcasheuro_capture.5000.10.qpid.mplay -v -v -v -v

Note that regardless of the language being used, the C capture replay tool may be used here since the protocols are the same.

If you are using our demo environment, this service will already be running.

Running your Market Data Subscriber

Now that your environment is up and running, you can begin consuming market data!

$ export WOMBAT_PATH=/opt/openmama/config
$ export LD_LIBRARY_PATH=/opt/openmama/lib
$ ./quickstart -m qpid -S OM -t sub -s DE000CM95AU4.EUR.XPAR \
      -d /home/fquinn/SourceExternal/cascadium/OpenMAMA-testdata/dictionaries/data.dict

Note that to connect to other middlewares, you can simply drop the third party libraries you need into /opt/openmama/lib, configure / use another transport from mama.properties and that’s it - no code changes or even a recompile required!

Application Code

Go ahead and open up the code in your favourite text editor and have a look through the code. There’s really not much to getting up and running… if you’re not at a developer box at the moment, the code is detailed below: