openomd

Open source OMD handler

openomd is an open source OMD-C and OMD-D handler supports HKEx market data protocol. It is written in C++ and use Simple Binary Protocol, target to be high performance.

Build

Requirement: java-jre(1.7+), maven (3.3.3+), C++ compiler(Currently supports VS2019/VS2017 and g++ 10.2.1/7.3.1) for unit test.

Generate sbe messages

OMD is almost compatiable with SBE protocol except the Group field. OMD group field only contains number in group but SBE contains block length and number in group. That means we have to patch the messages with Group. All the message classes in the repo has been patched(overwrite by *.sbeomdhack files), but in case you need to generate the sbe message classes again, please follow below steps:

1. In openomd_handler module, generate sbe classes

openomd/openomd_handler> mvn -f pom-gen.xml install

2. Import If updated messages contain Group element, update the patch file (*.sbeomdhack) manually
3. patch message files by running

openomd/openomd_handler> bash omdpatch.sh

Build unit test

$ mvn test

You could download the library or use nar-maven plugin to embed the library into your project.

  <dependency>
    <groupId>io.github.openvega</groupId>
    <artifactId>openomd</artifactId>
    <version>1.0.4</version>
    <type>nar</type>
  </dependency>
```1