Advanced Message Processing System (AMPS) C# Developer Guide

Version 5.3

Publication Date Sep 27, 2024

Contents:

• 1. Introduction
  • Prerequisites
  • Version Compatibility
• 2. Installing the AMPS Client
  • Obtaining the Client
  • Test Connectivity to AMPS
• 3. Your First AMPS Program
  • About the Client Library
  • Connecting to AMPS
    • Build and Run
    • Examining the Code
  • Client Names
  • Connection Strings
    • Providing Credentials in a Connection String
  • Connection Parameters
    • Transport Options
    • AMPS Additional Logon Options
    • Providing Credentials to AMPS
  • Next Steps
• 4. Subscriptions
  • Subscribing to a Topic
    • Asynchronous Message Processing Interface
  • Understanding Messages
    • Header Properties
    • Data Property
  • Understanding Threading and Message Handlers
  • Unsubscribing
  • Advanced Messaging Support
    • Regex Subscriptions
    • Content Filtering
    • Updating the Filter on a Subscribe
  • Next Steps
• 5. Error Handling
  • Exceptions
    • Exception Types
    • Exception Handling and Asynchronous Message Processing
  • Controlling Blocking with Command Timeout
  • Disconnect Handling
    • Using a Heartbeat to Detect Disconnection
    • Managing Disconnection
    • Replacing Disconnect Handling
  • Unexpected Messages
  • Unhandled Exceptions
  • Detecting Write Failures
  • Monitoring Connection State
• 6. State of the World (SOW)
  • Performing SOW Queries
  • SOW and Subscribe
  • Setting Batch Size
  • Client-Side Conflation
  • Managing SOW Contents
• 7. Using Queues
  • Backlog and Smart Pipelining
    • Subscription Backlog
    • Acknowledging Messages
    • Automatic Acknowledgment
    • Message Convenience Method
    • Acknowledgment Batching
    • Returning a Message to the Queue
    • Manual Acknowledgment
• 8. Delta Publish and Subscribe
  • Introduction
  • Delta Subscribe
  • Delta Publish
• 9. High Availability
  • Overview of HAClient
  • Reconnection with HAClient
  • Choosing Store Durability
    • Using the SOW Recovery Point Adapter
    • Capacity Planning and Store Sizing
  • Connections and the Server Chooser
    • Setting a Reconnect Delay and Timeout
    • Implementing a Server Chooser
  • Heartbeats and Failure Detection
  • Considerations for Publishers
  • Considerations for Subscribers
    • Resubscription with Asynchronous Message Processing
    • Resubscription with Synchronous Message Processing
    • Bookmark Stores
  • Conclusion
• 10. AMPS Programming: Working With Commands
  • Understanding AMPS Messages
  • Creating and Populating the Command
  • Using Execute
    • Using Execute to Publish
  • Command Cookbook
  • Publishing
    • Basic Publish
    • Publish with CorrelationId
    • Publish with Explicit SOW Key
  • Subscribing
    • Basic Subscription
    • Subscription with Options
    • Subscription with Select List
    • Subscription with Content Filter
    • Conflated Subscription to a SOW Topic
    • Conflated Subscription to a Topic with No SOW
    • Bookmark Subscription
    • Rate Controlled Bookmark Subscription
    • Rate Controlled Bookmark Subscription with Maximum Gap
    • Bookmark Subscription with Completed Acknowledgment
    • Bookmark Subscription with Content Filter
    • Pausing a Bookmark Subscription
    • Resuming a Bookmark Subscription
    • Replacing the Filter on a Subscription
    • Subscribing to a Queue and Requesting a max_backlog
  • SOW Query
    • Basic SOW Query
    • SOW Query with Options
    • SOW Query with Ordered Results
    • SOW Query with TopN Results
    • SOW Query with Content Filter
    • Historical SOW Query
    • Historical SOW Query with Content Filter
    • SOW Query for Specific Records
    • SOW Query with Pagination
    • Aggregated SOW Query
  • SOW and Subscribe
    • Basic SOW and Subscribe
    • SOW and Subscribe with Options
    • SOW and Subscribe with Select List
    • SOW and Subscribe with Content Filter
    • Conflated SOW and Subscribe
    • Paginated SOW and Subscribe
    • Historical SOW and Subscribe
    • Historical SOW and Subscribe with Content Filter
    • Aggregated SOW and Subscribe
  • Delta Publishing
    • Basic Delta Publish
    • Delta Publish with CorrelationId
    • Delta Publish with Explicit SOW Key
  • Delta Subscribing
    • Basic Delta Subscription
    • Delta Subscription with Options
    • Delta Subscription with Content Filter
  • SOW and Delta Subscribe
    • Basic SOW and Delta Subscribe
    • SOW and Delta Subscribe with Options
    • SOW and Delta Subscribe with Content Filter
    • Paginated SOW and Delta Subscribe
    • Aggregated SOW and Delta Subscribe
  • SOW Delete
    • Delete All Records in a SOW
    • Delete SOW Records Matching a Filter
    • Delete a Specific Message by Data
    • Delete Specific Messages using Keys
    • Acknowledge Messages from a Queue
• 11. Utilities
  • Composite Message Types
    • Building Composite Messages
    • Parsing Composite Messages
  • NVFIX Messages
    • Building NVFIX Messages
    • Parsing NVFIX Messages
  • FIX Messages
    • Building FIX Messages
    • Parsing FIX Messages
• 12. Advanced Topics
  • C# Client Compatibility
  • Strong Naming
  • SSL Certificates and the C# Client
  • Transport Filtering
  • Working with Messages and Byte Buffers
• 13. Performance Tips and Best Practices
  • Measure Performance and Set Goals
  • Use HAClient and Heartbeating Where Appropriate
  • Simplify Message Format and Contents
  • Measure Serialization and Deserialization
  • Use Content Filtering Where Possible
  • Use Asynchronous Message Processing
  • Use Hash Indexes Where Possible for SOW Queries
  • Use a Failed Write Handler and Exception Listener
  • Reduce Bandwidth Requirements
    • Tune Batch Size for SOW Queries
    • Conflate Fast-Changing Information
    • Minimize Bandwidth for Updates
    • Conflate Queue Acknowledgments
    • Use a Transaction Log When Monitoring Publish Failures
    • Combine Conflation and Deltas
  • Limit Unnecessary Copies
  • Manage Publish Stores
  • Use the Server Logs to Help Troubleshoot
  • Work with 60East as Necessary
• Appendix A. Exceptions
• Appendix B. Extension Points
  • Client Extension Points
• Appendix C. Credits and Acknowledgments
  • zlib.net