Good Afternoon,

Firstly most of our email correspondence is on the openmama-dev@... channel, this is the best place to open new topics for discussion.

OpenMamda is a framework running on top of OpenMAMA which provides a market data specific API abstracting quotes, trades, order books, option chains and more, and which provides significant functionality to simplify development of trading applications.

OpenMDM is the mapping for Market Data into a normalised format.

All of which are still alive and actively developed in the open source version as well as an enterprise product maintained by SR Labs.

OpenMAMA is well established a platform for market data consumption and as a foundation for trading applications therefore should be applicable to your needs.

Thanks,

Adrienne

Hi guys,

we continued wrapping the dqpublishermanager class in C# but got stuck again. We can create a dqpublishermanager and I also get the onCreate callback. Now, we try to notify the dqpm that there is interest in a certain symbol.

We try to connect to the dqpm via a qpid bridge. Unfortunately, the request never arrives at the dqpm so the OnNewRequest callback never gets called. However, the transport class recognizes the request and notifies us on the console. It even remembers that we previously shows interest in the same symbol. Therefore we like to know whether our implementation is faulty or whether we need to route the request from the transport to the dqpm ourselves.

How does this generally work?

Hope you can help us.

Best regards

Mathias Kim

ETF Analyst
 
Phone +49 89 442327-191
Mobile +49 171 4152665
mathias.kim@...
www.crossflow.de
 

Crossflow Financial Advisors GmbH
Sonnenstraße 19
D-80331 München
Local Court of Munich HRB 186408
Managing Directors: Markus Deffner, Juergen Fritzen, Erol Steiner
 

 

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BZ-183

Testing:-

Not middleware specific. 

Applies to Windows only.

With the patch applied it will be possible to build mama on windows using scons. 

Here is a very basic config (omama.conf) to test with:

middleware = 'none'

jobs = 'n'

buildtype = 'dynamic-debug'

=========================================================================================================

From 6cbd365157b53c8203e2d1459b695d12fb9da1ca Mon Sep 17 00:00:00 2001

From: Gary Molloy <g.molloy@...>

Date: Thu, 12 Mar 2015 12:47:38 -0400

Subject: [PATCH] SCons: OpenMAMA will not build on windows

It is currently not possible to build using scons on windows

due to a few files that were removed during the last release.

Signed-off-by: Gary Molloy <g.molloy@...>

---

mama/c_cpp/src/c/SConscript.win |    2 --

1 files changed, 0 insertions(+), 2 deletions(-)

diff --git a/mama/c_cpp/src/c/SConscript.win b/mama/c_cpp/src/c/SConscript.win

index cbae5b1..77e3e18 100644

--- a/mama/c_cpp/src/c/SConscript.win

+++ b/mama/c_cpp/src/c/SConscript.win

@@ -75,9 +75,7 @@ playback/playbackcapture.c

playback/playbackFileParser.c

playback/playbackpublisher.c

fieldcache/fieldcachefield.c

-fieldcache/fieldcachemapbinary.c

fieldcache/fieldcachemaparray.c

-fieldcache/fieldcachemapmonitor.c

fieldcache/fieldcacheimpl.c

fieldcache/fieldcachemap.c

fieldcache/fieldcacheiterator.c

--

1.7.1

Gary Molloy – SR Labs

Adelaide Exchange | 24-26 Adelaide Street | Belfast | BT2 8GD

g.molloy@...

Bugzilla Ticket :- Bug 182

Testing:-

Not middleware or O/S specific. 

Attached modified MamaListen.java application to the Bugzilla ticket, which instead of using the normal print function will now call the new 
datetime.getAsFormattedString() function. 

Example of code added :
MamaTimeZone tz = new MamaTimeZone ("EST"); 
System.out.println (datetime.formatString ("%F %T", null)); 
System.out.println (datetime.formatString ("%F %T", tz)); 

Prints out the following :- 
wQuoteTime | 442 | TIME | 2015-03-10 15:18:51 <-------- normal time 
                                                 2015-03-10 10:18:51 <-------- EST timezone. 

=========================================================================================================

From 1b1b07a6062c2b7d7e200a95a25458d80bfe889d Mon Sep 17 00:00:00 2001

From: A Ambrose <a.ambrose@...>

Date: Wed, 11 Mar 2015 11:36:36 +0000

Subject: [PATCH 2/2] Mama Java: Add java MamaDateTime::getAsFormattedString()

method.

Method currently missing from Java implementation.

Add new MamaDateTime::getAsFormattedString() method.

Signed-off-by: A Ambrose <a.ambrose@...>

---

mama/jni/src/c/mamadatetimejni.c               | 53 ++++++++++++++++++++++++++

mama/jni/src/com/wombat/mama/MamaDateTime.java | 11 +++++-

2 files changed, 63 insertions(+), 1 deletion(-)

diff --git a/mama/jni/src/c/mamadatetimejni.c b/mama/jni/src/c/mamadatetimejni.c

index 8664df9..768aefc 100644

--- a/mama/jni/src/c/mamadatetimejni.c

+++ b/mama/jni/src/c/mamadatetimejni.c

@@ -714,6 +714,59 @@ JNIEXPORT jstring JNICALL Java_com_wombat_mama_MamaDateTime_getAsString

 /*

  * Class:     com_wombat_mama_MamaDateTime

+ * Method:    getAsFormattedString

+ * Signature: ()Ljava/lang/String

+ */

+JNIEXPORT jstring JNICALL Java_com_wombat_mama_MamaDateTime_getAsFormattedString

+  (JNIEnv* env, jobject this, jstring str, jstring timeZone)

+{

+    jlong       pDateTime   = 0;

+    jlong       pTimeZone   = 0;

+    const char* c_Str       = NULL;

+    mama_status status      = MAMA_STATUS_OK;

+    char        ret_c       [MAX_DATE_TIME_STR_LEN+1];

+    char        errorString [UTILS_MAX_ERROR_STRING_LENGTH];

+   

+    pDateTime = (*env)->GetLongField (env,this,dateTimePointerFieldId_g);

+    MAMA_THROW_NULL_PARAMETER_RETURN_VALUE(pDateTime, 

+                             "Null parameter, MamaDateTime may have already been destroyed.", NULL) ;

+

+    if (NULL != timeZone)

+    {

+        pTimeZone = (*env)->GetLongField (env,this,tzFieldObjectFieldId_g);

+        if (0 == pTimeZone)

+        {

+            pTimeZone = createTimeZone (env, this);

+            assert (0!=pTimeZone);

+        }

+        timeZone_set (env, pTimeZone, timeZone);

+    }

+

+    c_Str = (*env)->GetStringUTFChars(env,str,0);

+

+    if (!c_Str ||

+        MAMA_STATUS_OK!=(status=mamaDateTime_getAsFormattedStringWithTz(

+                            CAST_JLONG_TO_POINTER(mamaDateTime,pDateTime),

+                            ret_c,

+                            MAX_DATE_TIME_STR_LEN,

+                            c_Str,

+                            timeZone

+                            ? CAST_JLONG_TO_POINTER (mamaTimeZone, pTimeZone)

+                            : NULL)))

+    {

+         utils_buildErrorStringForStatus(

+                errorString,

+                UTILS_MAX_ERROR_STRING_LENGTH,

+                "Error calling MamaDateTime.getAsStringWithTz().",

+                status);

+        utils_throwExceptionForMamaStatus (env,status,errorString);

+        return 0;

+    }

+    return (*env)->NewStringUTF (env, ret_c);

+} 

+

+/*

+ * Class:     com_wombat_mama_MamaDateTime

  * Method:    getTimeAsString

  * Signature: ()Ljava/lang/String

  */

diff --git a/mama/jni/src/com/wombat/mama/MamaDateTime.java b/mama/jni/src/com/wombat/mama/MamaDateTime.java

index c46ae60..010b77b 100644

--- a/mama/jni/src/com/wombat/mama/MamaDateTime.java

+++ b/mama/jni/src/com/wombat/mama/MamaDateTime.java

@@ -100,8 +100,14 @@ public class MamaDateTime implements Comparable

         return getAsString ();

     }

+    public String formatString (String       str,

+                                MamaTimeZone tz)

+    {

+        return getAsFormattedString (str, (tz!=null ? tz.tz():null));

+    }

+

     public int compareTo (Object obj)

-    { 

+    {

         // If comparison is not possible this will throw a ClassCastException

         // which is what the Comparable spec requires.

         MamaDateTime time = (MamaDateTime) obj;

@@ -283,6 +289,9 @@ public class MamaDateTime implements Comparable

     public native String getAsString ();

+    private native String getAsFormattedString (String format,

+                                                String tz);

+

     public native String getTimeAsString ();

     public native String getDateAsString ();

--

2.1.0

Bugzilla Ticket :- Bug-181

Testing:-

Not middleware or O/S specific. 

I have attached a modified MamaListen.java application to the Bugzilla ticket, which instead of using the createSubscription() we are now calling 
setupSubscription() followed by an activate. 

You can pass anything in as your closure and then use the getClosure() to return the closure.

======================================================================================================

From bdbf154c17e1f12778bc2904b2fb68f6daed9418 Mon Sep 17 00:00:00 2001

From: A Ambrose <a.ambrose@...>

Date: Wed, 11 Mar 2015 11:19:40 +0000

Subject: [PATCH 1/2] Mama Java: Java subscription setup fix - it loses the

closure.

On setupSubscription() the closure is never stored, this patch will

correct this issue.

Signed-off-by: A Ambrose <a.ambrose@...>

---

mama/jni/src/com/wombat/mama/MamaSubscription.java | 5 ++++-

1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/mama/jni/src/com/wombat/mama/MamaSubscription.java b/mama/jni/src/com/wombat/mama/MamaSubscription.java

index 6916434..fc7bbe6 100644

--- a/mama/jni/src/com/wombat/mama/MamaSubscription.java

+++ b/mama/jni/src/com/wombat/mama/MamaSubscription.java

@@ -292,13 +292,16 @@ public class MamaSubscription

         // Save the source in the Java layer to prevent a context switch to C

         mySource = source;

+        // Save the closure

+        myClosure = closure;

+

         // Create the native subscription

         setupNativeSubscription(

             callback,

             queue,

             source,

             symbol,

-            closure);

+            null);

     }

     public void setAppDataType (MamaMdDataType type)

--

2.1.0

Hi Gary,

I created this Bugzilla to track this issue: http://bugs.openmama.org/show_bug.cgi?id=180

I’ll propose a patch in the next little while for the same.

Regards

--Alireza

Hi Guys,

We have updated some of the tickets being considered for this release asking for some addition information. 

If you would like to have other issues to be considered for this upcoming release we will require a Bugzilla ticket to be submitted first (following the submission guidelines, http://wiki.openmama.org/index.php/Patch_submission)

We would appreciate your timely responses on these.

Thanks,

Gary

Hi Guys,

We are currently planning the next release of OpenMAMA - OpenMAMA-2.3.3.

Please find below the initial list of issues that are currently scheduled for inclusion in this release:

BZ166    Make wInterlocked_set return the prior value

BZ164    MAMAJNI: MamaPublisher: Overload the MamaPublisher Create Method

BZ169    Wombat queue has no separate deallocate method

BZ176    MAMAC: Missing actions for snapshot subscriptions transition to deactivate state

BZ168    MAMA: Complete support for Vector Bool and Vector Char field types

BZ156    COMMON: Variable expansion in property value on the last line of properties file fails

BZ125    Payload and Middleware Unit-test in Visual Studio

BZ-114  MAMA JNI crash in MamaListen.java when using platformInfo.toString()

BZ-178  Problem with mamaDictionary_getDictionaryMessage when multiple bridges are loaded

BZ-179  OpenMAMA mock RPM's fail to build

If there are any issues in particular you would like to see included in the next release, please feel free to reply (with a prioritised list) and we can review them for inclusion.

Thanks,

Gary

Gary Molloy – SR Labs

Adelaide Exchange | 24-26 Adelaide Street | Belfast | BT2 8GD

g.molloy@...

Hi Guys,

This reply is a bit later than I anticipated, but I did received some positive feedback from the testing of OpenMAMA-2.3.2-rc1 and so we are ready to make this release final.

The issue with the RPM’s is still unresolved, but this will be resolved and included in the next release.

Glenn, do we have your permission for sign-off?

Thanks,

Gary

Hi,

Does the onDestroy() guarantee that no more callbacks will be made for that subscription?

Similar to Reuters completion event.

To guarantee this it seems it must be posted as an event on the sub queue, and no more sent after that.

For destroy/create use case:

sub->destroy();

wait for onDestroy();

sub->create(>..);

What issues did the sample apps have?

Thanks,

Reed.

Reed Alpert | Corporate & Investment Bank | Market Data Services | J.P. Morgan | 4 Metrotech Center, 23rd Floor, Brooklyn, NY 11245 | T: 718.242.5198  | M: 917.414.4613 | reed.alpert@...

Alternate Contact:  CIB PIM Trading Technology Solutions NA | CIB_PIM_Trading_Technology_Solutions_NA@...

Hi

Can you attach the full patch for a full look?

It seems like the DQPublishermanager create callback does not directly return the closure, unlike the normal subscription / basic subscription OnCreate callback.

Therefore you should use the getclosure api to obtain it. Similar to what happens in the JNI version.

static void MAMACALLTYPE mamaDQPublisherManagerOnCreateCb (mamaDQPublisherManager manager)

{

                JNIEnv*             env             =   NULL;

                dqcallbackClosure*    closureImpl     =   (dqcallbackClosure*)mamaDQPublisherManager_getClosure(manager);

There is no specific documentation on creating the wrappers but in general you shold be able to work in a similar way to the existing CPP and JNI wrappers.

Thanks

Ian

Hi

Either option is fine as Mama.start is a blocking call until Mama.stop is called, which causes it to return.

For the second one you should be aware that the call-back is invoked after Mama.start has returned, i.e. after Mama.stop is called.

Think of it as onStopComplete rather than start.

The reason for this is so that you know when it is safe to destroy transports, queues etc on shutdown.

If you use option 1 you need to take care of this interaction yourself.

Thanks

Ian

Hi team,

Is it necessary to start a bridge on a separate thread?

new Thread() {

       public void run() {

              try {

                     Mama.start(bridge);

              } catch (RuntimeException e) {

                                                                     }

              }.start();

}

}

Or should we use this

Mama.startBackground(bridge, new MamaStartBackgroundCallback() {

                     @Override

                     public void onStartComplete(int paramInt) {

                           logger.info("mama started");

                     }

              });

For the second option, the callback is never called.

Thanks,
Hari

Hi again,

I made a mistake in my previous mail. We tried to implement the dqpublishermanager, not the dqpublisher.

Best regards

Mathias

Hi all,

we put some effort into this and came up with an implementation of the dqpublisher, but the code fails when the onCreate callback is called. When we try to convert the closure pointer to an handle we get a FatalExecutionEngineError (error code 0xc0000005).

Since we have limited experience with wrapping c code for .net, we just did it in the way you did for the BasicSubscriber. As we get a callback from the c class, we think we’re on the right path. Nonetheless, the values we get back (closure) seems to point to the wrong place in the memory.

        private static void onCreate(IntPtr NativeHandle, IntPtr closure)

        {

            GCHandle handle = GCHandle.FromIntPtr(closure); //code fails in this line

            MamaDQPublishManagerImpl impl = (MamaDQPublishManagerImpl)handle.Target;

            impl.InvokeCreate();

        }

Therefore we ask ourselves:

-          Are we doing it right?

-          Is there something like a manual on how to wrap c classes for .net

-          Sometimes a *impl class is used, sometime the MamaCallbackWrapper class. Where is the difference and when do you use which?

If needed, our code can be provided.

Best regards

Mathias