OpenMAMA to OpenMAMDA Proxy App


macrux
 

Hello everybody,

I'm trying to figure this: I want to built an OpenMAMA proxy application, similar to MamaProxy, which listen to a source for data and then publish that data in an  topic again, but the difference is that I want to publish that data as OpenMAMDA messages, I mean, as an orderbook, just as the MamdaBookPublisher example, but I haven't been able to build the orderbook from the OpenMAMA data.

Let me to explain my setup:

I run the capture replay as in the example:

capturereplayc -S TEST -m qpid -tport pub  -dictionary data/data.dict -f data/openmama_utpcasheuro_capture.5000.10.qpid.mplay -r

Then, I run an application (similar to the MamaProxy listener) to listen to:

-S TEST -s PTBIZJYE0064.EUR.ENXL -tport sub -m qpid

And I have been trying to extract the information to build the book, but I can't find the data because I don't know the fields to extract from or the way to do it, the only thing I've recognized are the two first prices, times and sizes from each side. I'm working with the Java API.

I apologize if it's a silly question, but I'm stuck on this problem.

Thanks in advance,


Néstor.


Frank Quinn <f.quinn@...>
 

Hi Nestor,

 

Order book instruments are typically prefixed with a lower case ‘b’, for an example, see the bookticker example in http://www.openmama.org/blog/getting-started-part-2

 

Cheers,

Frank

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Macrux
Sent: 27 July 2015 16:22
To: openmama-dev@...
Subject: [Openmama-dev] OpenMAMA to OpenMAMDA Proxy App

 

Hello everybody,

I'm trying to figure this: I want to built an OpenMAMA proxy application, similar to MamaProxy, which listen to a source for data and then publish that data in an  topic again, but the difference is that I want to publish that data as OpenMAMDA messages, I mean, as an orderbook, just as the MamdaBookPublisher example, but I haven't been able to build the orderbook from the OpenMAMA data.

Let me to explain my setup:

I run the capture replay as in the example:

capturereplayc -S TEST -m qpid -tport pub  -dictionary data/data.dict -f data/openmama_utpcasheuro_capture.5000.10.qpid.mplay -r

Then, I run an application (similar to the MamaProxy listener) to listen to:

-S TEST -s PTBIZJYE0064.EUR.ENXL -tport sub -m qpid

And I have been trying to extract the information to build the book, but I can't find the data because I don't know the fields to extract from or the way to do it, the only thing I've recognized are the two first prices, times and sizes from each side. I'm working with the Java API.

I apologize if it's a silly question, but I'm stuck on this problem.

Thanks in advance,


Néstor.