Code change(s) just landed on origin/next (Successful)
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Some changes have just been added to the origin/next branch!
[fquinn.ni] [MAMAC] Expose Middleware and Payload Bridge accessors mama/c_cpp/src/c/mama.c mama/c_cpp/src/gunittest/c/openclosetest.cpp mama/c_cpp/src/c/mama/mama.h [fquinn.ni] [MAMACPP] Adding payload bridge loading to CPP mama/c_cpp/src/cpp/mama/mamacpp.h mama/c_cpp/src/cpp/mamacpp.cpp mama/c_cpp/src/gunittest/cpp/MainUnitTestCpp.h mama/c_cpp/src/gunittest/cpp/MamaOpenCloseTest.cpp mama/c_cpp/src/gunittest/cpp/MainUnitTestCpp.cpp [fquinn.ni] [MAMACPP] Expose payload and middleware accessors. mama/c_cpp/src/cpp/mamacpp.cpp mama/c_cpp/src/gunittest/cpp/MamaOpenCloseTest.cpp mama/c_cpp/src/cpp/mama/mamacpp.h
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Code change(s) just landed on origin/next (Successful)
jenkins@...
Some changes have just been added to the origin/next branch!
[fquinn.ni] PLAT-742: For MAMA include files remove C++ 'using' directives mamda/c_cpp/src/cpp/MamdaSecStatusSymbolSourceAdapter.cpp mamda/c_cpp/src/examples/orderbooks/bookticker.cpp mamda/c_cpp/src/examples/auctionticker.cpp mamda/c_cpp/src/cpp/MamdaFundamentalListener.cpp mamda/c_cpp/src/examples/comboticker.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookPriceLevel.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookExceptions.h mamda/c_cpp/src/cpp/options/mamda/MamdaOptionChain.h mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookBasicDelta.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookDepthFilter.h mama/c_cpp/src/cpp/MamaSourceGroupManager.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaQuoteToBookListener.h mama/c_cpp/src/examples/cpp/mamasymbollistsubscribercpp.cpp mamda/c_cpp/src/examples/quoteticker.cpp mamda/c_cpp/src/examples/tradeticker.cpp mamda/c_cpp/src/cpp/mamda/MamdaDataException.h mamda/c_cpp/src/examples/orderbooks/bookchurn.cpp mamda/c_cpp/src/cpp/news/MamdaNewsManager.cpp mamda/c_cpp/src/examples/dictrequester.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookBasicDelta.h mamda/c_cpp/src/examples/currencyticker.cpp mamda/c_cpp/src/examples/orderimbalanceticker.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookBasicDeltaList.h mamda/c_cpp/src/cpp/orderbooks/MamdaQuoteToBookListener.cpp mama/c_cpp/src/cpp/MamaSourceManager.cpp mamda/c_cpp/src/cpp/options/mamda/MamdaOptionFields.h mamda/c_cpp/src/examples/orderbooks/atomicbookticker.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBook.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBook.h mamda/c_cpp/src/examples/orderbooks/bookpublisher.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookBasicDeltaList.cpp mamda/c_cpp/src/cpp/options/MamdaOptionContract.cpp mama/c_cpp/src/cpp/mama/MamaMsgField.h
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Code change(s) just landed on origin/next (Successful)
jenkins@...
Some changes have just been added to the origin/next branch!
[fquinn.ni] PLAT-742: For MAMA include files remove C++ 'using' directives mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookExceptions.h mamda/c_cpp/src/cpp/MamdaSecStatusSymbolSourceAdapter.cpp mamda/c_cpp/src/cpp/options/mamda/MamdaOptionChain.h mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookPriceLevel.cpp mamda/c_cpp/src/examples/orderbooks/bookticker.cpp mamda/c_cpp/src/examples/quoteticker.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookBasicDeltaList.h mama/c_cpp/src/examples/cpp/mamasymbollistsubscribercpp.cpp mamda/c_cpp/src/examples/orderbooks/bookpublisher.cpp mama/c_cpp/src/cpp/MamaSourceManager.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBook.cpp mamda/c_cpp/src/examples/comboticker.cpp mamda/c_cpp/src/cpp/options/MamdaOptionContract.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaQuoteToBookListener.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBook.h mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookDepthFilter.h mamda/c_cpp/src/examples/orderbooks/atomicbookticker.cpp mamda/c_cpp/src/examples/tradeticker.cpp mamda/c_cpp/src/cpp/mamda/MamdaDataException.h mamda/c_cpp/src/cpp/news/MamdaNewsManager.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookBasicDelta.cpp mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaQuoteToBookListener.h mama/c_cpp/src/cpp/MamaSourceGroupManager.cpp mama/c_cpp/src/cpp/mama/MamaMsgField.h mamda/c_cpp/src/examples/auctionticker.cpp mamda/c_cpp/src/cpp/orderbooks/MamdaOrderBookBasicDeltaList.cpp mamda/c_cpp/src/cpp/MamdaFundamentalListener.cpp mamda/c_cpp/src/cpp/options/mamda/MamdaOptionFields.h mamda/c_cpp/src/cpp/orderbooks/mamda/MamdaOrderBookBasicDelta.h mamda/c_cpp/src/examples/orderimbalanceticker.cpp mamda/c_cpp/src/examples/orderbooks/bookchurn.cpp mamda/c_cpp/src/examples/dictrequester.cpp mamda/c_cpp/src/examples/currencyticker.cpp
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OpenMAMA 6.2.0 Coming Soon
Frank Quinn <fquinn.ni@...>
Hi Folks, With the recent extended MAMA Date Time changes landing and various other fixes and tidy up, it's a good time to get a new release ready. If anyone has any issues they would like to see addressed with urgency in this release, please reply with details now, otherwise I'll cut a release candidate towards the end of this week / start of next week. Cheers, Frank |
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Code change(s) just landed on origin/next (Successful)
jenkins@...
Some changes have just been added to the origin/next branch!
[fquinn.ni] BUILD: Fix for RPM build failure release_scripts/openmama-rpm.sh
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Code change(s) just landed on origin/next (Successful)
jenkins@...
Some changes have just been added to the origin/next branch!
[fquinn.ni] BUILD: Fix for RPM build failure release_scripts/openmama-rpm.sh
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OpenMAMA_RPM - Build # 517 - Still Failing!
jenkins@...
Some changes have just been added to the origin/next branch!
[fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures. C/CPP Changes mama/c_cpp/src/c/datetime.c mama/c_cpp/src/c/datetimeimpl.h mama/c_cpp/src/cpp/datetime.cpp mama/c_cpp/src/cpp/mama/MamaDateTime.h mama/c_cpp/src/c/mama/datetime.h mama/c_cpp/src/c/mama/types.h [fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures. JAVA/JNI mama/jni/src/com/wombat/mama/MamaDateTime.java mama/jni/src/c/mamadatetimejni.c [fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures - Unittests. mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/c_cpp/src/gunittest/cpp/MamaDateTimeTest.cpp [fquinn.ni] PLAT-971: Extend time range for mamaDateTime structures for C# mama/c_cpp/src/c/mama/msg.h mama/dotnet/src/cs/MamaMsg.cs mama/c_cpp/src/c/msg.c [fquinn.ni] PLAT-971: Junittests for PLAT-773 mama/jni/src/junittests/MamaDateTimeSetTimeZone.java [fquinn.ni] OpenMAMA pull request #245 changes mama/c_cpp/src/c/datetime.c mama/c_cpp/src/cpp/mama/MamaDateTime.h mama/c_cpp/src/c/datetimeimpl.h mama/jni/src/c/mamadatetimejni.c [fquinn.ni] Added timespec based implementation for datetimei and updated C# and mama/jni/SConscript.win mama/jni/src/c/mamadatetimejni.c mama/c_cpp/src/c/datetimeimpl.h common/c_cpp/src/c/windows/wombat/port.h mama/c_cpp/src/c/mama/datetime.h mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/jni/src/com/wombat/mama/MamaDateTime.java mama/c_cpp/src/c/msg.c mama/c_cpp/src/c/datetime.c
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Code change(s) just landed on origin/next (Successful)
jenkins@...
Some changes have just been added to the origin/next branch!
[fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures. C/CPP Changes mama/c_cpp/src/c/mama/datetime.h mama/c_cpp/src/cpp/mama/MamaDateTime.h mama/c_cpp/src/c/datetime.c mama/c_cpp/src/c/mama/types.h mama/c_cpp/src/c/datetimeimpl.h mama/c_cpp/src/cpp/datetime.cpp [fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures. JAVA/JNI mama/jni/src/com/wombat/mama/MamaDateTime.java mama/jni/src/c/mamadatetimejni.c [fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures - Unittests. mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/c_cpp/src/gunittest/cpp/MamaDateTimeTest.cpp [fquinn.ni] PLAT-971: Extend time range for mamaDateTime structures for C# mama/c_cpp/src/c/msg.c mama/c_cpp/src/c/mama/msg.h mama/dotnet/src/cs/MamaMsg.cs [fquinn.ni] PLAT-971: Junittests for PLAT-773 mama/jni/src/junittests/MamaDateTimeSetTimeZone.java [fquinn.ni] OpenMAMA pull request #245 changes mama/c_cpp/src/cpp/mama/MamaDateTime.h mama/c_cpp/src/c/datetime.c mama/jni/src/c/mamadatetimejni.c mama/c_cpp/src/c/datetimeimpl.h [fquinn.ni] Added timespec based implementation for datetimei and updated C# and JNI mama/jni/src/c/mamadatetimejni.c mama/c_cpp/src/c/datetime.c mama/c_cpp/src/c/datetimeimpl.h mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/c_cpp/src/c/mama/datetime.h mama/c_cpp/src/c/msg.c common/c_cpp/src/c/windows/wombat/port.h mama/jni/SConscript.win mama/jni/src/com/wombat/mama/MamaDateTime.java
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Code change(s) just landed on origin/next (Successful)
jenkins@...
Some changes have just been added to the origin/next branch!
[fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures. C/CPP Changes mama/c_cpp/src/c/datetime.c mama/c_cpp/src/cpp/mama/MamaDateTime.h mama/c_cpp/src/c/mama/datetime.h mama/c_cpp/src/c/mama/types.h mama/c_cpp/src/cpp/datetime.cpp mama/c_cpp/src/c/datetimeimpl.h [fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures. JAVA/JNI mama/jni/src/c/mamadatetimejni.c mama/jni/src/com/wombat/mama/MamaDateTime.java [fquinn.ni] PLAT-773: Extend time range for mamaDateTime structures - Unittests. mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/c_cpp/src/gunittest/cpp/MamaDateTimeTest.cpp [fquinn.ni] PLAT-971: Extend time range for mamaDateTime structures for C# mama/c_cpp/src/c/mama/msg.h mama/dotnet/src/cs/MamaMsg.cs mama/c_cpp/src/c/msg.c [fquinn.ni] PLAT-971: Junittests for PLAT-773 mama/jni/src/junittests/MamaDateTimeSetTimeZone.java [fquinn.ni] OpenMAMA pull request #245 changes mama/jni/src/c/mamadatetimejni.c mama/c_cpp/src/cpp/mama/MamaDateTime.h mama/c_cpp/src/c/datetimeimpl.h mama/c_cpp/src/c/datetime.c [fquinn.ni] Added timespec based implementation for datetimei and updated C# and mama/c_cpp/src/gunittest/c/mamadatetime/datetimetest.cpp mama/c_cpp/src/c/datetime.c mama/jni/SConscript.win mama/c_cpp/src/c/msg.c mama/jni/src/c/mamadatetimejni.c mama/c_cpp/src/c/datetimeimpl.h common/c_cpp/src/c/windows/wombat/port.h mama/c_cpp/src/c/mama/datetime.h mama/jni/src/com/wombat/mama/MamaDateTime.java
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Re: Extended MAMA DateTime Further Modifications
Frank Quinn <fquinn.ni@...>
Hi Nigel, Yes I just completed editing the RFC details with the updated prototypes and updated status: https://openmama.github.io/openmama_rfc_closed.htmlVela also submitted a fresh PR with requested changes implemented which has just been approved so the code has now landed in the next branch. On Thu, Feb 16, 2017 at 10:28 AM, Phelan, Nigel via Openmama-dev <openmama-dev@...> wrote:
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Re: Extended MAMA DateTime Further Modifications
Phelan, Nigel
Looks like the right thing to do, Frank. Do you intend to revise the RFC in some way to take account of this (in case the previously mentioned payload bridge developers refer to that for a reference with regard to the preferred getter / setter methods)?
Nigel
Nigel Phelan | Corporate & Investment Bank | Market Data Services | J.P. Morgan
From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...]
On Behalf Of Frank Quinn
Sent: Wednesday, February 15, 2017 7:54 PM To: openmama-dev Subject: [Openmama-dev] Extended MAMA DateTime Further Modifications
Hi Folks, With that in mind I am going to suggest that a new interface is made available in addition to those in the existing implementation mama_status mamaDateTime_setFromStructTimeSpec(const mamaDateTime dateTime, struct timespec* inputTimeVal); mama_status mamaDateTime_getStructTimeSpec(const mamaDateTime dateTime, struct timespec* result); They're pretty much identical to the existing timeval based functions but with timespec instead and their implementation should very very straightforward based on what's already there so in terms of code it's a small change.
Cheers, Frank This email is confidential and subject to important disclaimers and conditions including on offers for the purchase or sale of securities, accuracy and completeness of information, viruses, confidentiality, legal privilege, and legal entity disclaimers, available at http://www.jpmorgan.com/pages/disclosures/email |
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Extended MAMA DateTime Further Modifications
Frank Quinn <fquinn.ni@...>
Hi Folks, With that in mind I am going to suggest that a new interface is made available in addition to those in the existing implementation
I tried running the recent extended MAMA Date Time unit tests on windows after some of my suggested changes were made (https://github.com/OpenMAMA/OpenMAMA/pull/245) and got some suspicious errors. On closer inspection it looks like there is an issue with our original assessment specifically on windows. The RFC revolved around the assumption that windows uses the posix definition of timeval where tv_sec was a time_t and tv_usec was a long, but it turns out that windows has a subtly different definition of timeval where both struct members are in fact long ints... which on windows (both 32 and 64 bit) is in fact 4 bytes. Linux is fine though as are the internal data structures so it's mostly OK but it means the existing timeval based functions will be insufficient for extended ranges on windows. mama_status mamaDateTime_setFromStructTimeSpec(const mamaDateTime dateTime, struct timespec* inputTimeVal); mama_status mamaDateTime_getStructTimeSpec(const mamaDateTime dateTime, struct timespec* result); They're pretty much identical to the existing timeval based functions but with timespec instead and their implementation should very very straightforward based on what's already there so in terms of code it's a small change. An explicit definition of timespec can then be defined in port.h for versions of MSVC which don't define it. It'll also mean that we effectively add support in the interface for nanosecond support in case anyone wants to support that too. Raising it with the list to make everyone aware because these new functions should be the preferred methods for payload bridge developers to use if they want to support extended ranges properly on both windows and linux. |
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OpenMAMA_RPM - Build # 516 - Still Failing!
jenkins@...
Some changes have just been added to the origin/next branch!
[noreply] COMMON: Made version string parsing more robust (#247) common/c_cpp/src/c/strutils.c common/c_cpp/src/gunittest/c/utiltest.cpp
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Code change(s) just landed on origin/next (Successful)
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[noreply] COMMON: Made version string parsing more robust (#247) common/c_cpp/src/c/strutils.c common/c_cpp/src/gunittest/c/utiltest.cpp
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Code change(s) just landed on origin/next (Successful)
jenkins@...
Some changes have just been added to the origin/next branch!
[noreply] COMMON: Made version string parsing more robust (#247) common/c_cpp/src/c/strutils.c common/c_cpp/src/gunittest/c/utiltest.cpp
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OpenMAMA_RPM - Build # 515 - Failure!
jenkins@...
Some changes have just been added to the origin/next branch!
[noreply] Removed gCachedMsg from mamaproducerc_v2 mama/c_cpp/src/testtools/performance/c/mamaproducerc_v2.c
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Code change(s) just landed on origin/next (Successful)
jenkins@...
Some changes have just been added to the origin/next branch!
[noreply] Removed gCachedMsg from mamaproducerc_v2 mama/c_cpp/src/testtools/performance/c/mamaproducerc_v2.c
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Code change(s) just landed on origin/next (Successful)
jenkins@...
Some changes have just been added to the origin/next branch!
[noreply] Removed gCachedMsg from mamaproducerc_v2 mama/c_cpp/src/testtools/performance/c/mamaproducerc_v2.c
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Re: order book price level number of entries
Frank Quinn <fquinn@...>
Thanks Dmitri – we’ll await your test case.
FRANK QUINN Principal Engineer - EMEA Vela Trading Technologies
O. +44 289 568 0209 ext. 3592
Adelaide Exchange Building, 2nd Floor, 24-26 Adelaide Street, Belfast, BT2 8GD velatradingtech.com | @vela_tt
From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...]
On Behalf Of Dmitri Fedorov
Sent: 27 January 2017 20:49 To: Damian Maguire <damian.j.maguire@...> Cc: openmama-dev <openmama-dev@...> Subject: Re: [Openmama-dev] order book price level number of entries
Thank you Damian, Let's see if I'd be able to come up with a test case that demonstrates different behaviour that is triggered by this logic . Cheers Dmitri
Solace Corporation accepts no liability for the content of this email, or for the consequences of any actions taken on the basis of the information provided, unless that information is subsequently confirmed in writing. Any views or opinions presented in this email are solely those of the author and do not necessarily represent those of Solace Corporation.
On Fri, Jan 27, 2017 at 2:59 AM, Damian Maguire <damian.j.maguire@...> wrote:
The information contained in this message may be privileged and confidential and protected from disclosure. If the reader of this message is not the intended recipient, you are hereby notified that any dissemination, distribution or copying of this communication is strictly prohibited. If you have received this communication in error, please notify us immediately by replying to this message and deleting it from your computer. Thank you. Vela Trading Technologies LLC |
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Re: is this a valid MAMDA delete message
Frank Quinn <fquinn@...>
You trying to delete an order book entry I assume? What sort of undesired MAMDA behaviour? You have a backtrace if a crash results? I can’t see the rest of your book to assess if PL_SIZE=3112200 is valid or not. It may well be OK.
Cheers, Frank
FRANK QUINN Principal Engineer - EMEA Vela Trading Technologies
O. +44 289 568 0209 ext. 3592
Adelaide Exchange Building, 2nd Floor, 24-26 Adelaide Street, Belfast, BT2 8GD velatradingtech.com | @vela_tt
From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...]
On Behalf Of Dmitri Fedorov
Sent: 27 January 2017 20:44 To: openmama-dev <openmama-dev@...> Subject: [Openmama-dev] is this a valid MAMDA delete message
Hi all, [PL_ACTION]=MAMDA_BOOK_ACTION_UPDATE [PL_PRICE]=10.04 [PL_SIZE]=3112200 [PL_NUM_ENTRIES]=5650
This message gives us an undesired MAMDA behaviour, what do you think is wrong with it? [PL_SIZE]=3112200? This message corresponds to the client code as:
Thank you in advance.
Regards, Dmitri Fedorov Software Architect Solace Ottawa, ON Canada
Solace Corporation accepts no liability for the content of this email, or for the consequences of any actions taken on the basis of the information provided, unless that information is subsequently confirmed in writing. Any views or opinions presented in this email are solely those of the author and do not necessarily represent those of Solace Corporation. The information contained in this message may be privileged and confidential and protected from disclosure. If the reader of this message is not the intended recipient, you are hereby notified that any dissemination, distribution or copying of this communication is strictly prohibited. If you have received this communication in error, please notify us immediately by replying to this message and deleting it from your computer. Thank you. Vela Trading Technologies LLC |
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