struct NxCoreStateMMQuote {
    int                 AskPrice;
    int                 BidPrice;
    int                 AskSize;
    int                 BidSize;
    NxString*           pnxStringMarketMaker;
    unsigned char       MarketMakerType;
    unsigned char       QuoteType;
    unsigned char       alignment[2];
};

#define _CRT_SECURE_NO_WARNINGS
#include <windows.h>
#include <stdio.h>    
  
#include "NxCoreAPI.h"
#include "NxCoreAPI_class.h"    
  
NxCoreClass nxCoreClass;    
  
int __stdcall nxCoreCallback(const NxCoreSystem* pNxCoreSys, const NxCoreMessage* pNxCoreMessage)
{
    switch (pNxCoreMessage->MessageType)
    {
        case NxMSG_TRADE:
        {
            // If this is an option exit out....options don't have market maker data which is what we
            // want to retrive below.
            if (pNxCoreMessage->coreHeader.pnxStringSymbol->String[0]=='o') return NxCALLBACKRETURN_CONTINUE;    
  
            const NxCoreHeader& ch = pNxCoreMessage->coreHeader;
            const NxTime&       t  = pNxCoreSys->nxTime;    
  
            // First get exchange quotes so we have a list of possible exchanges to query for MM states
            NxCoreStateExgQuotes q;
            int rc = nxCoreClass.StateGetExgQuotes(&q, pNxCoreMessage->coreHeader.pnxStringSymbol);
            if (rc != 0)
            {
                break;
            }    
  
            char buf[16 * 1024];    
  
            // Cycle through the exchanges returned in exg state quotes
            for (int eqi = 0; eqi < q.StateQuoteCount; eqi++)
            {    
  
                // Now get the Market Maker state quotes for symbol and for the specific exchange
                NxCoreStateMMQuotes mmq;
                rc = nxCoreClass.StateGetMMQuotes(q.StateExgQuotes[eqi].ReportingExg, &mmq, pNxCoreMessage->coreHeader.pnxStringSymbol);
                if (rc != 0)
                {
                    continue;
                }    
  
                char* p = buf;
                bool printThis = false;    
  
                p += sprintf(p, "\n  Exg[%d] ", q.StateExgQuotes[eqi].ReportingExg);    
  
                // Now cycle through the state quotes and print data
                for (int i = 0; i < mmq.StateQuoteCount; i++)
                {
                    const NxCoreStateMMQuote& mm = mmq.StateMMQuotes[i];    
  
                    p += sprintf(p, "\n     ");    
  
                    if (mm.BidPrice > 0 && mm.BidSize > 0)
                    {
                        printThis = true;
                        p += sprintf(p, "%s_bid(%ld @ %.2lf) ",
                            mm.pnxStringMarketMaker->String,
                            mm.BidSize, nxCoreClass.PriceToDouble(mm.BidPrice, mmq.PriceType));
                    }
                    if (mm.AskPrice > 0 && mm.AskSize > 0)
                    {
                        printThis = true;
                        p += sprintf(p, "%s_ask(%ld @ %.2lf) ",
                            mm.pnxStringMarketMaker->String,
                            mm.AskSize, nxCoreClass.PriceToDouble(mm.AskPrice, mmq.PriceType));
                    }
                }
                if (printThis)
                {
                    printf("%.2d:%.2d:%.2d.%.3d %s %s\n",
                        (int) t.Hour, (int) t.Minute, (int) t.Second, (int) t.Millisecond,
                        pNxCoreMessage->coreHeader.pnxStringSymbol->String, buf);
                }
            }    
  
            break;
        }
    }    
  
    return NxCALLBACKRETURN_CONTINUE;
}    
  
int main(int argc, char** argv)
{
    if (!nxCoreClass.LoadNxCore("NxCoreAPI.dll") &&
        !nxCoreClass.LoadNxCore("C:\\Program Files\\Nanex\\NxCoreAPI\\NxCoreAPI.dll"))
    {
        fprintf(stderr, "Can't find NxCoreAPI.dll\n");
        return -1;
    }
    nxCoreClass.ProcessTape(argv[1], 0, NxCF_EXCLUDE_CRC_CHECK, 0, nxCoreCallback);
    return 0;
}