examples/MamdaOrderImbalanceTicker.java

/* $Id$
 *
 * OpenMAMA: The open middleware agnostic messaging API
 * Copyright (C) 2012 NYSE Technologies, Inc.
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU Lesser General Public
 * License as published by the Free Software Foundation; either
 * version 2.1 of the License, or (at your option) any later version.
 *
 * This library is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with this library; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
 * 02110-1301 USA
 */

package com.wombat.mamda.examples;

import java.util.logging.Level;
import java.util.logging.Logger;
import java.util.ArrayList;
import java.util.Iterator;
import com.wombat.mamda.*;
import com.wombat.mama.Mama;
import com.wombat.mama.MamaBridge;
import com.wombat.mama.MamaSource;
import com.wombat.mama.MamaMsg;
import com.wombat.mama.MamaTransport;
import com.wombat.mama.MamaDictionary;
import com.wombat.mama.MamaDictionaryCallback;
import com.wombat.mama.MamaSubscription;

public class MamdaOrderImbalanceTicker
{
    private static MamaBridge   mBridge            = null;
    private static Logger theLogger = Logger.getLogger( "com.wombat.mamda.examples" );
    /* Controls the output from the example - distinct from API logging */
    private static int          mQuietModeLevel    = 0;
    private static String       mDictTransportName = null;
    
    private static MamaDictionary buildDataDictionary (MamaTransport transport, 
                                                       String        dictSource)
        throws InterruptedException
    {
        final boolean gotDict[] = {false};
        MamaDictionaryCallback dictionaryCallback =
            new MamaDictionaryCallback ()
        {
            public void onTimeout ()
            {
                System.err.println
                    ("Timed out waiting for dictionary");
                System.exit (1);
            }

            public void onError (final String s)
            {
                System.err.println ("Error getting dictionary: " + s);
                System.exit(1);
            }

            public synchronized void onComplete ()
            {
                gotDict[0] = true;
                Mama.stop (mBridge);
                notifyAll ();
            }
        };

        synchronized (dictionaryCallback)
        {
            MamaSubscription subscription = new MamaSubscription ();
            MamaSource       mDictSource  = new MamaSource ();
            mDictSource.setTransport       (transport);
            mDictSource.setSymbolNamespace (dictSource);
            
            MamaDictionary   dictionary   = 
                    subscription.createDictionarySubscription (
                                    dictionaryCallback,
                                    Mama.getDefaultQueue (mBridge),
                                    mDictSource);

            Mama.start (mBridge);
            if (!gotDict[0]) dictionaryCallback.wait (30000);
            if (!gotDict[0])
            {
                System.err.println ("Timed out waiting for dictionary.");
                System.exit (0);
            }
            return dictionary;
        }
    }        
  
    public static void main (final String[] args)
    {
        MamaTransport        transport      = null;
        MamaTransport        mDictTransport = null;
        MamaDictionary       dictionary     = null;
        CommandLineProcessor options        = new CommandLineProcessor (args);

        Level level = options.getLogLevel ();
        if (level != null)
        {
            theLogger.setLevel (level);
            Mama.enableLogging (level);
        }
        theLogger.info ("Source: " + options.getSource());

        try
        {
            // Initialize MAMDA   
            mBridge = options.getBridge();
            Mama.open ();
            transport = new MamaTransport ();
            transport.create (options.getTransport (), mBridge);
            
            mDictTransportName = options.getDictTransport();

            if (mDictTransportName != null)
            {
                mDictTransport = new MamaTransport ();
                mDictTransport.create (mDictTransportName, mBridge);
            }
            else
            {
                mDictTransport = transport;
            }

            //Get the Data dictionary.....
            dictionary = buildDataDictionary (mDictTransport,options.getDictSource());
            
            MamdaOrderImbalanceFields.setDictionary (dictionary, null);
            MamdaCommonFields.setDictionary         (dictionary, null);
           
            for (Iterator iterator = options.getSymbolList ().iterator ();
                 iterator.hasNext ();
                )
            {
                final String symbol = (String)iterator.next ();
                MamdaSubscription  aSubscription =  new MamdaSubscription ();
                
                MamdaOrderImbalanceListener anOrderImbalanceListener = new MamdaOrderImbalanceListener ();
                OrderImbalanceTicker        aTicker        = new OrderImbalanceTicker ();

                anOrderImbalanceListener.addHandler (aTicker);
                aSubscription.addMsgListener        (anOrderImbalanceListener);
                aSubscription.addStaleListener      (aTicker);
                aSubscription.addErrorListener      (aTicker);
                
                aSubscription.create (transport,
                                      Mama.getDefaultQueue (mBridge),
                                      options.getSource (),
                                      symbol,
                                      null);
                
                theLogger.fine ("Subscribed to: " + symbol);
            }
            
            Mama.start (mBridge);
            synchronized (MamdaOrderImbalanceTicker.class)
            {
                MamdaOrderImbalanceTicker.class.wait ();
            }
        }
        catch (Exception e)
        {
            e.printStackTrace ();
            System.exit (1);
        }
    }

    private static class OrderImbalanceTicker implements MamdaOrderImbalanceHandler,
                                                         MamdaStaleListener,
                                                         MamdaErrorListener
    {
        public void onOrderImbalance ( 
            MamdaSubscription           subscription,
            MamdaOrderImbalanceListener listener,
            final MamaMsg               msg,
            MamdaOrderImbalanceRecap    imbalance,
            MamdaOrderImbalanceUpdate   update)
            {              
                System.out.print("OrderImbalance (" + subscription.getSymbol ()
                                    + ") (SecStatus:" + listener.getImbalanceState()
                                    + "; sellvol:" + listener.getSellVolume()
                                    + "; buyvol:"  +  listener.getBuyVolume()
                                    + "; matchvol:" +  listener.getMatchVolume()
                                    + "; InsideMatchPrice:" + listener.getMatchPrice().getValue()
                                    + "; FarClPrice:" + listener.getFarClearingPrice().getValue()
                                    + "; NearClPrice:" + listener.getNearClearingPrice().getValue()
                                    + "; HighIndPrice:" +  listener.getHighIndicationPrice().getValue()
                                    + "; LowIndPrice:" +  listener.getLowIndicationPrice().getValue() + ")\n");
                System.out.flush();
            }

        public void onNoOrderImbalance (
            MamdaSubscription           subscription,
            MamdaOrderImbalanceListener listener,
            final MamaMsg               msg,
            MamdaOrderImbalanceRecap    imbalance,
            MamdaOrderImbalanceUpdate   update)
            {
                System.out.print("noOrderImbalance (" + subscription.getSymbol ()
                                    + ") (SecStatus:" + listener.getImbalanceState()
                                    + "; sellvol:" + listener.getSellVolume()
                                    + "; buyvol:"  +  listener.getBuyVolume()
                                    + "; matchvol:" +  listener.getMatchVolume()
                                    + "; InsideMatchPrice:" + listener.getMatchPrice().getValue()
                                    + "; FarClPrice:" + listener.getFarClearingPrice().getValue()
                                    + "; NearClPrice:" + listener.getNearClearingPrice().getValue()
                                    + "; HighIndPrice:" +  listener.getHighIndicationPrice().getValue()
                                    + "; LowIndPrice:" +  listener.getLowIndicationPrice().getValue() + ")\n");
                System.out.flush();
            }            

        public  void onOrderImbalanceRecap (
            MamdaSubscription            subscription,
            MamdaOrderImbalanceListener  listener,
            final MamaMsg                msg,
            MamdaOrderImbalanceRecap     imbalance)
            {
                System.out.print("OrderImbalanceRecap for (Symbol:" + subscription.getSymbol () + ")\n");
                System.out.flush();
            }

        public void onStale (
            MamdaSubscription   subscription,
            short               quality)
        {
            System.out.println ("Stale (" + subscription.getSymbol() + ")");
        }

        public void onError (
            MamdaSubscription   subscription,
            short               severity,
            short               errorCode,
            String              errorStr)
        {
            System.out.println ("Error (" + subscription.getSymbol() + ")");
        }
    }
}