forked from Petersoj/IQFeed4j
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Level1Feed.java
1232 lines (1114 loc) · 62.1 KB
/
Level1Feed.java
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
package net.jacobpeterson.iqfeed4j.feed.streaming.level1;
import net.jacobpeterson.iqfeed4j.feed.message.FeedMessageListener;
import net.jacobpeterson.iqfeed4j.feed.message.SingleMessageFuture;
import net.jacobpeterson.iqfeed4j.feed.streaming.AbstractServerConnectionFeed;
import net.jacobpeterson.iqfeed4j.feed.streaming.StreamingCSVMappers;
import net.jacobpeterson.iqfeed4j.model.feed.common.enums.FeedCommand;
import net.jacobpeterson.iqfeed4j.model.feed.common.enums.FeedMessageType;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.common.FeedStatistics;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.CustomerInformation;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.CustomerInformation.ServiceType;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.FundamentalData;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.FundamentalData.OptionsMultipleDeliverables;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.NewsHeadline;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.RegionalQuote;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.SummaryUpdate;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.SummaryUpdate.MarketOpen;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.SummaryUpdate.MostRecentTradeAggressor;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.SummaryUpdate.RestrictedCode;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.enums.Level1Command;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.enums.Level1MessageType;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.enums.Level1SystemCommand;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.enums.Level1SystemMessageType;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.enums.LogLevel;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.enums.SummaryUpdateContent;
import net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.enums.SummaryUpdateField;
import net.jacobpeterson.iqfeed4j.util.csv.mapper.CSVMapping;
import net.jacobpeterson.iqfeed4j.util.csv.mapper.index.DirectIndexCSVMapper;
import net.jacobpeterson.iqfeed4j.util.csv.mapper.index.IndexCSVMapper;
import net.jacobpeterson.iqfeed4j.util.csv.mapper.list.AbstractListCSVMapper;
import net.jacobpeterson.iqfeed4j.util.csv.mapper.list.DirectListCSVMapper;
import net.jacobpeterson.iqfeed4j.util.csv.mapper.list.ListCSVMapper;
import net.jacobpeterson.iqfeed4j.util.string.LineEnding;
import net.jacobpeterson.iqfeed4j.util.tradecondition.TradeConditionUtil;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import java.io.IOException;
import java.time.LocalDate;
import java.time.LocalDateTime;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.HashMap;
import java.util.LinkedList;
import java.util.List;
import java.util.Queue;
import java.util.function.BiConsumer;
import java.util.stream.Collectors;
import java.util.stream.IntStream;
import static com.google.common.base.Preconditions.checkNotNull;
import static net.jacobpeterson.iqfeed4j.feed.streaming.level1.Level1Feed.CSVPOJOPopulators.splitFactorAndDate;
import static net.jacobpeterson.iqfeed4j.model.feed.streaming.level1.enums.SummaryUpdateField.*;
import static net.jacobpeterson.iqfeed4j.util.csv.CSVUtil.valueEquals;
import static net.jacobpeterson.iqfeed4j.util.csv.CSVUtil.valueExists;
import static net.jacobpeterson.iqfeed4j.util.csv.CSVUtil.valuePresent;
import static net.jacobpeterson.iqfeed4j.util.csv.mapper.AbstractCSVMapper.DateTimeConverters.COLON_TIME;
import static net.jacobpeterson.iqfeed4j.util.csv.mapper.AbstractCSVMapper.DateTimeConverters.DATE;
import static net.jacobpeterson.iqfeed4j.util.csv.mapper.AbstractCSVMapper.DateTimeConverters.DATE_SPACE_COLON_TIME;
import static net.jacobpeterson.iqfeed4j.util.csv.mapper.AbstractCSVMapper.DateTimeConverters.DATE_SPACE_TIME;
import static net.jacobpeterson.iqfeed4j.util.csv.mapper.AbstractCSVMapper.DateTimeConverters.SLASHED_DATE;
import static net.jacobpeterson.iqfeed4j.util.csv.mapper.AbstractCSVMapper.PrimitiveConvertors.DOUBLE;
import static net.jacobpeterson.iqfeed4j.util.csv.mapper.AbstractCSVMapper.PrimitiveConvertors.INTEGER;
import static net.jacobpeterson.iqfeed4j.util.csv.mapper.AbstractCSVMapper.PrimitiveConvertors.STRING;
/**
* {@link Level1Feed} is an {@link AbstractServerConnectionFeed} for Level 1 market data.
*/
public class Level1Feed extends AbstractServerConnectionFeed {
/**
* {@link CSVPOJOPopulators} contains static functions with two arguments: the first being a POJO instance, and the
* second being a CSV {@link String} value.
*/
public static class CSVPOJOPopulators {
/**
* This populates {@link FundamentalData} "Split" factor and date from a CSV {@link String} value. Note this
* could throw a variety of {@link Exception}s.
*
* @param FundamentalData the {@link FundamentalData}
* @param csvValue the CSV value
*/
public static void splitFactorAndDate(FundamentalData FundamentalData, String csvValue,
BiConsumer<FundamentalData, Double> factorConsumer,
BiConsumer<FundamentalData, LocalDate> dateConsumer) {
String[] spaceSplit = csvValue.split(" ");
factorConsumer.accept(FundamentalData, Double.parseDouble(spaceSplit[0]));
dateConsumer.accept(FundamentalData, SLASHED_DATE.apply(spaceSplit[1]));
}
}
private static final Logger LOGGER = LoggerFactory.getLogger(Level1Feed.class);
protected static final String FEED_NAME_SUFFIX = " Level 1 Feed";
protected static final DirectListCSVMapper<String> STRING_LIST_CSV_MAPPER;
protected static final HashMap<SummaryUpdateField, CSVMapping<SummaryUpdate, ?>>
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS;
protected static final IndexCSVMapper<FundamentalData> FUNDAMENTAL_DATA_CSV_MAPPER;
protected static final IndexCSVMapper<RegionalQuote> REGIONAL_QUOTE_CSV_MAPPER;
protected static final IndexCSVMapper<NewsHeadline> NEWS_HEADLINE_CSV_MAPPER;
protected static final IndexCSVMapper<CustomerInformation> CUSTOMER_INFORMATION_CSV_MAPPER;
protected static final DirectListCSVMapper<SummaryUpdateField> SUMMARY_UPDATE_FIELDS_CSV_MAPPER;
protected static final DirectListCSVMapper<LogLevel> LOG_LEVELS_CSV_MAPPER;
protected static final DirectIndexCSVMapper<LocalDateTime> TIMESTAMP_CSV_MAPPER;
static {
STRING_LIST_CSV_MAPPER = new DirectListCSVMapper<>(ArrayList::new, STRING);
// We aren't using 'NamedCSVMapper' since it's slower due to traversing two 'Maps' so instead, we are
// storing 'CSVMapping's based on 'SummaryUpdateField's due to "Dynamic Fieldsets" that can be set.
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS = new HashMap<>();
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(SEVEN_DAY_YIELD,
new CSVMapping<>(SummaryUpdate::set7DayYield, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(ASK,
new CSVMapping<>(SummaryUpdate::setAsk, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(ASK_CHANGE,
new CSVMapping<>(SummaryUpdate::setAskChange, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(ASK_MARKET_CENTER,
new CSVMapping<>(SummaryUpdate::setAskMarketCenter, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(ASK_SIZE,
new CSVMapping<>(SummaryUpdate::setAskSize, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(ASK_TIME,
new CSVMapping<>(SummaryUpdate::setAskTime, COLON_TIME));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(AVAILABLE_REGIONS,
new CSVMapping<>(SummaryUpdate::setAvailableRegions, STRING));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(AVERAGE_MATURITY,
new CSVMapping<>(SummaryUpdate::setAverageMaturity, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(BID,
new CSVMapping<>(SummaryUpdate::setBid, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(BID_CHANGE,
new CSVMapping<>(SummaryUpdate::setBidChange, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(BID_MARKET_CENTER,
new CSVMapping<>(SummaryUpdate::setBidMarketCenter, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(BID_SIZE,
new CSVMapping<>(SummaryUpdate::setBidSize, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(BID_TIME,
new CSVMapping<>(SummaryUpdate::setBidTime, COLON_TIME));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(CHANGE,
new CSVMapping<>(SummaryUpdate::setChange, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(CHANGE_FROM_OPEN,
new CSVMapping<>(SummaryUpdate::setChangeFromOpen, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(CLOSE,
new CSVMapping<>(SummaryUpdate::setClose, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(CLOSE_RANGE_1,
new CSVMapping<>(SummaryUpdate::setCloseRange1, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(CLOSE_RANGE_2,
new CSVMapping<>(SummaryUpdate::setCloseRange2, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(DAYS_TO_EXPIRATION,
new CSVMapping<>(SummaryUpdate::setDaysToExpiration, STRING));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(DECIMAL_PRECISION,
new CSVMapping<>(SummaryUpdate::setDecimalPrecision, STRING));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(DELAY,
new CSVMapping<>(SummaryUpdate::setDelay, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(EXCHANGE_ID,
new CSVMapping<>(SummaryUpdate::setExchangeID, (value) -> Integer.parseInt(value, 16)));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(EXTENDED_TRADE,
new CSVMapping<>(SummaryUpdate::setExtendedTrade, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(EXTENDED_TRADE_DATE,
new CSVMapping<>(SummaryUpdate::setExtendedTradeDate, SLASHED_DATE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(EXTENDED_TRADE_MARKET_CENTER,
new CSVMapping<>(SummaryUpdate::setExtendedTradeMarketCenter, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(EXTENDED_TRADE_SIZE,
new CSVMapping<>(SummaryUpdate::setExtendedTradeSize, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(EXTENDED_TRADE_TIME,
new CSVMapping<>(SummaryUpdate::setExtendedTradeTime, COLON_TIME));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(EXTENDED_TRADING_CHANGE,
new CSVMapping<>(SummaryUpdate::setExtendedTradingChange, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(EXTENDED_TRADING_DIFFERENCE,
new CSVMapping<>(SummaryUpdate::setExtendedTradingDifference, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(FINANCIAL_STATUS_INDICATOR,
new CSVMapping<>(SummaryUpdate::setFinancialStatusIndicator, STRING));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(FRACTION_DISPLAY_CODE,
new CSVMapping<>(SummaryUpdate::setFractionDisplayCode, STRING));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(HIGH,
new CSVMapping<>(SummaryUpdate::setHigh, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(LAST,
new CSVMapping<>(SummaryUpdate::setLast, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(LAST_DATE,
new CSVMapping<>(SummaryUpdate::setLastDate, SLASHED_DATE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(LAST_MARKET_CENTER,
new CSVMapping<>(SummaryUpdate::setLastMarketCenter, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(LAST_SIZE,
new CSVMapping<>(SummaryUpdate::setLastSize, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(LAST_TIME,
new CSVMapping<>(SummaryUpdate::setLastTime, COLON_TIME));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(LOW,
new CSVMapping<>(SummaryUpdate::setLow, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MARKET_CAPITALIZATION,
new CSVMapping<>(SummaryUpdate::setMarketCapitalization, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MARKET_OPEN,
new CSVMapping<>(SummaryUpdate::setMarketOpen, MarketOpen::fromValue));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MESSAGE_CONTENTS,
new CSVMapping<>(SummaryUpdate::setMessageContents,
(value) -> IntStream.range(0, value.length())
.mapToObj(value::charAt)
.map(String::valueOf)
.map(SummaryUpdateContent::fromValue)
.collect(Collectors.toList())));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MOST_RECENT_TRADE,
new CSVMapping<>(SummaryUpdate::setMostRecentTrade, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MOST_RECENT_TRADE_AGGRESSOR,
new CSVMapping<>(SummaryUpdate::setMostRecentTradeAggressor, MostRecentTradeAggressor::fromValue));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MOST_RECENT_TRADE_CONDITIONS,
new CSVMapping<>(SummaryUpdate::setMostRecentTradeConditions,
TradeConditionUtil::listFromTradeConditionString));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MOST_RECENT_TRADE_DATE,
new CSVMapping<>(SummaryUpdate::setMostRecentTradeDate, SLASHED_DATE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MOST_RECENT_TRADE_DAY_CODE,
new CSVMapping<>(SummaryUpdate::setMostRecentTradeDayCode, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MOST_RECENT_TRADE_MARKET_CENTER,
new CSVMapping<>(SummaryUpdate::setMostRecentTradeMarketCenter, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MOST_RECENT_TRADE_SIZE,
new CSVMapping<>(SummaryUpdate::setMostRecentTradeSize, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(MOST_RECENT_TRADE_TIME,
new CSVMapping<>(SummaryUpdate::setMostRecentTradeTime, COLON_TIME));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(NET_ASSET_VALUE,
new CSVMapping<>(SummaryUpdate::setNetAssetValue, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(NUMBER_OF_TRADES_TODAY,
new CSVMapping<>(SummaryUpdate::setNumberOfTradesToday, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(OPEN,
new CSVMapping<>(SummaryUpdate::setOpen, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(OPEN_INTEREST,
new CSVMapping<>(SummaryUpdate::setOpenInterest, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(OPEN_RANGE_1,
new CSVMapping<>(SummaryUpdate::setOpenRange1, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(OPEN_RANGE_2,
new CSVMapping<>(SummaryUpdate::setOpenRange2, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(PERCENT_CHANGE,
new CSVMapping<>(SummaryUpdate::setPercentChange, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(PERCENT_OFF_AVERAGE_VOLUME,
new CSVMapping<>(SummaryUpdate::setPercentOffAverageVolume, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(PREVIOUS_DAY_VOLUME,
new CSVMapping<>(SummaryUpdate::setPreviousDayVolume, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(PRICE_EARNINGS_RATIO,
new CSVMapping<>(SummaryUpdate::setPriceEarningsRatio, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(RANGE,
new CSVMapping<>(SummaryUpdate::setRange, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(RESTRICTED_CODE,
new CSVMapping<>(SummaryUpdate::setRestrictedCode, RestrictedCode::fromValue));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(SETTLE,
new CSVMapping<>(SummaryUpdate::setSettle, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(SETTLEMENT_DATE,
new CSVMapping<>(SummaryUpdate::setSettlementDate, SLASHED_DATE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(SPREAD,
new CSVMapping<>(SummaryUpdate::setSpread, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(SYMBOL,
new CSVMapping<>(SummaryUpdate::setSymbol, STRING));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(TICK,
new CSVMapping<>(SummaryUpdate::setTick, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(TICK_ID,
new CSVMapping<>(SummaryUpdate::setTickID, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(TOTAL_VOLUME,
new CSVMapping<>(SummaryUpdate::setTotalVolume, INTEGER));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(VOLATILITY,
new CSVMapping<>(SummaryUpdate::setVolatility, DOUBLE));
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.put(VWAP,
new CSVMapping<>(SummaryUpdate::setVwap, DOUBLE));
// Add mappings with CSV indices analogous to line of execution
FUNDAMENTAL_DATA_CSV_MAPPER = new IndexCSVMapper<>(FundamentalData::new);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setSymbol, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setExchangeID, (value) -> Integer.parseInt(value, 16));
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setPERatio, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setAverageVolume, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::set52WeekHigh, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::set52WeekLow, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setCalendarYearHigh, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setCalendarYearLow, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setDividendYield, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setDividendAmount, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setDividendRate, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setPayDate, SLASHED_DATE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setExDividendDate, SLASHED_DATE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setCurrentYearEarningsPerShare, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setNextYearEarningsPerShare, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setFiveYearGrowthPercentage, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setFiscalYearEnd, INTEGER);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setCompanyName, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setRootOptionSymbol,
(value) -> Arrays.asList(value.split(" ")));
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setPercentHeldByInstitutions, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setBeta, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setLeaps, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setCurrentAssets, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setCurrentLiabilities, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setBalanceSheetDate, SLASHED_DATE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setLongTermDebt, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setCommonSharesOutstanding, DOUBLE);
// For "Split factor 1"
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping((fundamentalData, csvValue) ->
splitFactorAndDate(fundamentalData, csvValue,
FundamentalData::setSplitFactor1, FundamentalData::setSplitFactor1Date));
// For "Split factor 2"
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping((fundamentalData, csvValue) ->
splitFactorAndDate(fundamentalData, csvValue,
FundamentalData::setSplitFactor2, FundamentalData::setSplitFactor2Date));
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setFormatCode, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setPrecision, INTEGER);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setSic, INTEGER);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setHistoricalVolatility, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setSecurityType, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setListedMarket, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::set52WeekHighDate, SLASHED_DATE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::set52WeekLowDate, SLASHED_DATE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setCalendarYearHighDate, SLASHED_DATE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setCalendarYearLowDate, SLASHED_DATE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setYearEndClose, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setMaturityDate, SLASHED_DATE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setCouponRate, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setExpirationDate, SLASHED_DATE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setStrikePrice, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setNaics, INTEGER);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setExchangeRoot, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setOptionsPremiumMultiplier, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setOptionsMultipleDeliverables,
OptionsMultipleDeliverables::fromValue);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setSessionOpenTime, COLON_TIME);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setSessionCloseTime, COLON_TIME);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setBaseCurrency, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setContractSize, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setContractMonths, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setMinimumTickSize, DOUBLE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setFirstDeliveryDate, SLASHED_DATE);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setFigi, STRING);
FUNDAMENTAL_DATA_CSV_MAPPER.addMapping(FundamentalData::setSecuritySubType, INTEGER);
REGIONAL_QUOTE_CSV_MAPPER = new IndexCSVMapper<>(RegionalQuote::new);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setSymbol, STRING);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setExchange, STRING);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setRegionalBid, DOUBLE);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setRegionalBidSize, INTEGER);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setRegionalBidTime, COLON_TIME);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setRegionalAsk, DOUBLE);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setRegionalAskSize, INTEGER);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setRegionalAskTime, COLON_TIME);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setFractionDisplayCode, INTEGER);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setDecimalPrecision, INTEGER);
REGIONAL_QUOTE_CSV_MAPPER.addMapping(RegionalQuote::setMarketCenter, INTEGER);
NEWS_HEADLINE_CSV_MAPPER = new IndexCSVMapper<>(NewsHeadline::new);
NEWS_HEADLINE_CSV_MAPPER.addMapping(NewsHeadline::setDistributorCode, STRING);
NEWS_HEADLINE_CSV_MAPPER.addMapping(NewsHeadline::setStoryID, INTEGER);
NEWS_HEADLINE_CSV_MAPPER.addMapping(NewsHeadline::setSymbolList, (value) -> Arrays.asList(value.split(":")));
NEWS_HEADLINE_CSV_MAPPER.addMapping(NewsHeadline::setTimestamp, DATE_SPACE_TIME);
NEWS_HEADLINE_CSV_MAPPER.addMapping(NewsHeadline::setHeadline, STRING);
CUSTOMER_INFORMATION_CSV_MAPPER = new IndexCSVMapper<>(CustomerInformation::new);
CUSTOMER_INFORMATION_CSV_MAPPER.addMapping(CustomerInformation::setServiceType, ServiceType::fromValue);
CUSTOMER_INFORMATION_CSV_MAPPER.addMapping(CustomerInformation::setIp, STRING);
CUSTOMER_INFORMATION_CSV_MAPPER.addMapping(CustomerInformation::setPort, INTEGER);
CUSTOMER_INFORMATION_CSV_MAPPER.setMapping(4, CustomerInformation::setVersion, STRING);
CUSTOMER_INFORMATION_CSV_MAPPER.setMapping(6, CustomerInformation::setVerboseExchanges,
(value) -> Arrays.asList(value.trim().split(" ")));
CUSTOMER_INFORMATION_CSV_MAPPER.setMapping(8, CustomerInformation::setMaxSymbols, INTEGER);
CUSTOMER_INFORMATION_CSV_MAPPER.addMapping(CustomerInformation::setFlags, STRING);
CUSTOMER_INFORMATION_CSV_MAPPER.addMapping(CustomerInformation::setAccountExpirationDate, DATE);
SUMMARY_UPDATE_FIELDS_CSV_MAPPER = new DirectListCSVMapper<>(ArrayList::new, SummaryUpdateField::fromValue);
LOG_LEVELS_CSV_MAPPER = new DirectListCSVMapper<>(ArrayList::new, LogLevel::fromValue);
TIMESTAMP_CSV_MAPPER = new DirectIndexCSVMapper<>(0, DATE_SPACE_COLON_TIME);
}
protected final Object messageReceivedLock;
protected final HashMap<String, FeedMessageListener<FundamentalData>> fundamentalDataListenersOfSymbols;
protected final HashMap<String, FeedMessageListener<SummaryUpdate>> summaryUpdateListenersOfSymbols;
protected final HashMap<String, FeedMessageListener<RegionalQuote>> regionalQuoteListenersOfSymbols;
// Using 'Queue' here since IQConnect.exe handles all requests with FIFO priority
protected final Queue<SingleMessageFuture<LocalDateTime>> timestampFuturesQueue;
protected final Queue<SingleMessageFuture<FeedStatistics>> feedStatisticsFuturesQueue;
protected final Queue<SingleMessageFuture<List<String>>> fundamentalFieldNamesFuturesQueue;
protected final Queue<SingleMessageFuture<List<SummaryUpdateField>>> allUpdateFieldNamesFuturesQueue;
protected final Queue<SingleMessageFuture<List<SummaryUpdateField>>> currentUpdateFieldNamesFuturesQueue;
protected final Queue<SingleMessageFuture<List<LogLevel>>> logLevelsFuturesQueue;
protected final Queue<SingleMessageFuture<List<String>>> watchedSymbolsFuturesQueue;
protected Level1FeedEventListener level1FeedEventListener;
protected IndexCSVMapper<SummaryUpdate> summaryUpdateCSVMapper;
protected FeedMessageListener<NewsHeadline> newsHeadlineListener;
protected LocalDateTime latestTimestamp;
protected CustomerInformation customerInformation;
protected FeedStatistics latestFeedStatistics;
/**
* Instantiates a new {@link Level1Feed}.
*
* @param level1FeedName the {@link Level1Feed} feed name
* @param hostname the hostname
* @param port the port
*/
public Level1Feed(String level1FeedName, String hostname, int port) {
super(LOGGER, level1FeedName + FEED_NAME_SUFFIX, hostname, port, COMMA_DELIMITED_SPLITTER, true, true);
messageReceivedLock = new Object();
fundamentalDataListenersOfSymbols = new HashMap<>();
summaryUpdateListenersOfSymbols = new HashMap<>();
regionalQuoteListenersOfSymbols = new HashMap<>();
timestampFuturesQueue = new LinkedList<>();
feedStatisticsFuturesQueue = new LinkedList<>();
fundamentalFieldNamesFuturesQueue = new LinkedList<>();
allUpdateFieldNamesFuturesQueue = new LinkedList<>();
currentUpdateFieldNamesFuturesQueue = new LinkedList<>();
logLevelsFuturesQueue = new LinkedList<>();
watchedSymbolsFuturesQueue = new LinkedList<>();
level1FeedEventListener = new Level1FeedEventListener() {
@Override
public void onServerReconnectFailed() {
LOGGER.error("Server reconnection has failed!");
}
@Override
public void onSymbolLimitReached(String symbol) {
LOGGER.error("Symbol limit reached with symbol: {}!", symbol);
}
@Override
public void onSymbolNotWatched(String symbol) {
LOGGER.error("{} symbol not watched!", symbol);
}
};
// For initial 'CURRENT_UPDATE_FIELDNAMES' message
currentUpdateFieldNamesFuturesQueue.add(new SingleMessageFuture<>());
}
@Override
protected void onMessageReceived(String[] csv) {
// Confirm message format
if (!valuePresent(csv, 0)) {
LOGGER.error("Received unknown message format: {}", (Object) csv);
return;
}
if (valueEquals(csv, 0, FeedMessageType.ERROR.value())) {
LOGGER.error("Received error message! {}", (Object) csv);
return;
}
synchronized (messageReceivedLock) {
if (valueEquals(csv, 0, FeedMessageType.SYSTEM.value())) {
if (!valuePresent(csv, 1)) {
LOGGER.error("Received unknown System message: {}", (Object) csv);
return;
}
String systemMessageTypeString = csv[1];
if (checkServerConnectionStatusMessage(systemMessageTypeString)) {
return;
}
try {
Level1SystemMessageType systemMessageType = Level1SystemMessageType.fromValue(
systemMessageTypeString);
switch (systemMessageType) {
case KEY:
case KEYOK:
case IP:
LOGGER.debug("Received unused {} message: {}", systemMessageType, csv);
break;
case SERVER_RECONNECT_FAILED:
handleServerReconnectFailed();
break;
case SYMBOL_LIMIT_REACHED:
handleSymbolLimitReachedMessage(csv);
break;
case CUST:
handleCustomerInformationMessage(csv);
break;
case STATS:
handleFeedStatisticsMessage(csv);
break;
case FUNDAMENTAL_FIELDNAMES:
handleListCSVSystemMessageFuture(systemMessageType, fundamentalFieldNamesFuturesQueue,
STRING_LIST_CSV_MAPPER, csv);
break;
case UPDATE_FIELDNAMES:
handleListCSVSystemMessageFuture(systemMessageType, allUpdateFieldNamesFuturesQueue,
SUMMARY_UPDATE_FIELDS_CSV_MAPPER, csv);
break;
case CURRENT_UPDATE_FIELDNAMES:
handleCurrentUpdateFieldnamesMessage(csv);
break;
case CURRENT_LOG_LEVELS:
handleListCSVSystemMessageFuture(systemMessageType, logLevelsFuturesQueue,
LOG_LEVELS_CSV_MAPPER, csv);
break;
case WATCHES:
handleListCSVSystemMessageFuture(systemMessageType, watchedSymbolsFuturesQueue,
STRING_LIST_CSV_MAPPER, csv);
break;
default:
LOGGER.error("Unhandled message type: {}", systemMessageType);
}
} catch (IllegalArgumentException illegalArgumentException) {
LOGGER.error("Received unknown System message type for message: {}", csv, illegalArgumentException);
}
} else {
try {
Level1MessageType messageType = Level1MessageType.fromValue(csv[0]);
switch (messageType) {
case FUNDAMENTAL_MESSAGE:
handleFundamentalMessage(csv);
break;
case SUMMARY_MESSAGE:
case UPDATE_MESSAGE:
handleSummaryUpdateMessage(csv, messageType);
break;
case REGIONAL_UPDATE:
handleRegionalUpdateMessage(csv);
break;
case NEWS_HEADLINE_MESSAGE:
handleNewsHeadlineMessage(csv);
break;
case TIMESTAMP_MESSAGE:
handleTimestampMessage(csv);
break;
case SYMBOL_NOT_WATCHED:
handleSymbolNotWatched(csv);
break;
default:
LOGGER.error("Unhandled message type: {}", messageType);
}
} catch (IllegalArgumentException illegalArgumentException) {
LOGGER.error("Received unknown message type for message: {}", csv, illegalArgumentException);
}
}
}
}
private void handleServerReconnectFailed() {
if (level1FeedEventListener != null) {
level1FeedEventListener.onServerReconnectFailed();
}
}
private void handleSymbolLimitReachedMessage(String[] csv) {
if (level1FeedEventListener != null) {
if (!valueExists(csv, 1)) {
LOGGER.error("System message needs more arguments! Received: {}", (Object) csv);
} else {
String symbol = csv[1];
level1FeedEventListener.onSymbolLimitReached(symbol);
}
}
}
private void handleCustomerInformationMessage(String[] csv) {
try {
customerInformation = CUSTOMER_INFORMATION_CSV_MAPPER.map(csv, 2);
} catch (Exception exception) {
LOGGER.error("Could not map CustomerInformation!", exception);
}
}
private void handleFeedStatisticsMessage(String[] csv) {
try {
FeedStatistics feedStatistics = StreamingCSVMappers.FEED_STATISTICS_CSV_MAPPER.map(csv, 2);
latestFeedStatistics = feedStatistics;
if (!feedStatisticsFuturesQueue.isEmpty()) {
feedStatisticsFuturesQueue.poll().complete(feedStatistics);
} else {
LOGGER.error("Received {} message, but with no Future to handle it!", Level1SystemMessageType.STATS);
}
} catch (Exception exception) {
if (!feedStatisticsFuturesQueue.isEmpty()) {
feedStatisticsFuturesQueue.poll().completeExceptionally(exception);
} else {
LOGGER.error("Could not complete {} future!", Level1SystemMessageType.STATS);
}
}
}
private void handleCurrentUpdateFieldnamesMessage(String[] csv) {
SingleMessageFuture<List<SummaryUpdateField>> summaryUpdateFieldsList =
handleListCSVSystemMessageFuture(Level1SystemMessageType.CURRENT_UPDATE_FIELDNAMES,
currentUpdateFieldNamesFuturesQueue, SUMMARY_UPDATE_FIELDS_CSV_MAPPER, csv);
if (summaryUpdateFieldsList == null || summaryUpdateFieldsList.isCompletedExceptionally()) {
LOGGER.error("Cannot setup mappings for summary/update messages!");
return;
}
try {
List<SummaryUpdateField> currentSummaryUpdateFields = summaryUpdateFieldsList.get();
summaryUpdateCSVMapper = new IndexCSVMapper<>(SummaryUpdate::new);
for (int index = 0; index < currentSummaryUpdateFields.size(); index++) {
SummaryUpdateField summaryUpdateField = currentSummaryUpdateFields.get(index);
if (summaryUpdateField == null) {
continue;
}
CSVMapping<SummaryUpdate, ?> summaryUpdateFieldMapping =
CSV_MAPPINGS_OF_SUMMARY_UPDATE_FIELDS.get(summaryUpdateField);
if (summaryUpdateFieldMapping == null) {
LOGGER.error("No mapping found for {} SummaryUpdateField!", summaryUpdateField);
continue;
}
summaryUpdateCSVMapper.setMapping(index, summaryUpdateFieldMapping);
}
LOGGER.debug("Successfully mapped summary/update CSV messages to: {}", currentSummaryUpdateFields);
} catch (Exception exception) {
LOGGER.error("Cannot setup mappings for summary/update messages!", exception);
}
}
/**
* Handles a {@link SingleMessageFuture} for a CSV with a {@link ListCSVMapper}.
*
* @param <T> the type of {@link SingleMessageFuture}
* @param systemMessageType the {@link Level1SystemMessageType}
* @param futuresQueue the {@link Queue} of {@link SingleMessageFuture}s
* @param listCSVMapper the {@link ListCSVMapper}
* @param csv the CSV
*
* @return the completed {@link SingleMessageFuture} of the {@link List}
*/
private <T> SingleMessageFuture<List<T>> handleListCSVSystemMessageFuture(Level1SystemMessageType systemMessageType,
Queue<SingleMessageFuture<List<T>>> futuresQueue, AbstractListCSVMapper<T> listCSVMapper, String[] csv) {
if (!futuresQueue.isEmpty()) {
SingleMessageFuture<List<T>> future = futuresQueue.poll();
try {
future.complete(listCSVMapper.mapToList(csv, 2));
} catch (Exception exception) {
future.completeExceptionally(exception);
}
return future;
} else {
LOGGER.error("Received {} System message, but with no Future to handle it!", systemMessageType);
return null;
}
}
private void handleFundamentalMessage(String[] csv) {
try {
FundamentalData fundamentalData = FUNDAMENTAL_DATA_CSV_MAPPER.map(csv, 1);
FeedMessageListener<FundamentalData> listener =
fundamentalDataListenersOfSymbols.get(fundamentalData.getSymbol());
if (listener == null) {
LOGGER.error("Received FundamentalData, but no listener for symbol {} exists!",
fundamentalData.getSymbol());
} else {
listener.onMessageReceived(fundamentalData);
}
} catch (Exception exception) {
LOGGER.error("Could not handle FundamentalData message!", exception);
}
}
private void handleSummaryUpdateMessage(String[] csv, Level1MessageType messageType) {
try {
SummaryUpdate summaryUpdate = summaryUpdateCSVMapper.map(csv, 1);
FeedMessageListener<SummaryUpdate> listener =
summaryUpdateListenersOfSymbols.get(summaryUpdate.getSymbol());
if (listener == null) {
LOGGER.error("Received SummaryUpdate, but no listener for symbol {} exists!",
summaryUpdate.getSymbol());
} else {
switch (messageType) {
case SUMMARY_MESSAGE:
summaryUpdate.setType(SummaryUpdate.Type.SUMMARY);
break;
case UPDATE_MESSAGE:
summaryUpdate.setType(SummaryUpdate.Type.UPDATE);
break;
}
listener.onMessageReceived(summaryUpdate);
}
} catch (Exception exception) {
LOGGER.error("Could not handle SummaryUpdate message!", exception);
}
}
private void handleRegionalUpdateMessage(String[] csv) {
try {
RegionalQuote regionalQuote = REGIONAL_QUOTE_CSV_MAPPER.map(csv, 1);
FeedMessageListener<RegionalQuote> listener =
regionalQuoteListenersOfSymbols.get(regionalQuote.getSymbol());
if (listener == null) {
LOGGER.error("Received RegionalQuote, but no listener for symbol {} exists!",
regionalQuote.getSymbol());
} else {
listener.onMessageReceived(regionalQuote);
}
} catch (Exception exception) {
LOGGER.error("Could not handle RegionalQuote message!", exception);
}
}
private void handleNewsHeadlineMessage(String[] csv) {
if (newsHeadlineListener == null) {
LOGGER.error("Received NewsHeadline, but no listener exists!");
} else {
try {
NewsHeadline newsHeadline = NEWS_HEADLINE_CSV_MAPPER.map(csv, 1);
newsHeadlineListener.onMessageReceived(newsHeadline);
} catch (Exception exception) {
newsHeadlineListener.onMessageException(exception);
}
}
}
private void handleTimestampMessage(String[] csv) {
try {
LocalDateTime timestamp = TIMESTAMP_CSV_MAPPER.map(csv, 1);
latestTimestamp = timestamp;
if (!timestampFuturesQueue.isEmpty()) {
timestampFuturesQueue.poll().complete(timestamp);
}
} catch (Exception exception) {
if (!timestampFuturesQueue.isEmpty()) {
timestampFuturesQueue.poll().completeExceptionally(exception);
} else {
LOGGER.error("Could not handle Timestamp message!", exception);
}
}
}
private void handleSymbolNotWatched(String[] csv) {
if (level1FeedEventListener != null) {
if (!valueExists(csv, 1)) {
LOGGER.error("'Symbol Not Watched' message needs more arguments! Received: {}", (Object) csv);
} else {
String symbol = csv[1];
level1FeedEventListener.onSymbolNotWatched(symbol);
}
}
}
@Override
protected void onFeedSocketException(Exception exception) {
fundamentalDataListenersOfSymbols.values().forEach(listener -> listener.onMessageException(exception));
summaryUpdateListenersOfSymbols.values().forEach(listener -> listener.onMessageException(exception));
regionalQuoteListenersOfSymbols.values().forEach(listener -> listener.onMessageException(exception));
timestampFuturesQueue.forEach(future -> future.completeExceptionally(exception));
feedStatisticsFuturesQueue.forEach(future -> future.completeExceptionally(exception));
fundamentalFieldNamesFuturesQueue.forEach(future -> future.completeExceptionally(exception));
allUpdateFieldNamesFuturesQueue.forEach(future -> future.completeExceptionally(exception));
currentUpdateFieldNamesFuturesQueue.forEach(future -> future.completeExceptionally(exception));
logLevelsFuturesQueue.forEach(future -> future.completeExceptionally(exception));
watchedSymbolsFuturesQueue.forEach(future -> future.completeExceptionally(exception));
if (newsHeadlineListener != null) {
newsHeadlineListener.onMessageException(exception);
}
}
@Override
protected void onFeedSocketClose() {
onFeedSocketException(new RuntimeException("Feed socket closed normally while a request was active!"));
}
//
// START Feed commands
//
/**
* Begins watching a symbol for Level 1 updates. This sends a {@link Level1Command#WATCH} request.
*
* @param symbol the symbol that you wish to receive updates on
* @param fundamentalDataListener the {@link FeedMessageListener} of {@link FundamentalData}. Note if a {@link
* FeedMessageListener} already exists for the given <code>symbol</code>, then it is
* overwritten with this one.
* @param summaryUpdateListener the {@link FeedMessageListener} of {@link SummaryUpdate}s. Note if a {@link
* FeedMessageListener} already exists for the given <code>symbol</code>, then it is
* overwritten with this one.
*
* @throws IOException thrown for {@link IOException}s
*/
public void requestWatch(String symbol, FeedMessageListener<FundamentalData> fundamentalDataListener,
FeedMessageListener<SummaryUpdate> summaryUpdateListener) throws IOException {
checkNotNull(symbol);
checkNotNull(fundamentalDataListener);
checkNotNull(summaryUpdateListener);
StringBuilder requestBuilder = new StringBuilder();
requestBuilder.append(Level1Command.WATCH.value());
requestBuilder.append(symbol);
requestBuilder.append(LineEnding.CR_LF.getASCIIString());
synchronized (messageReceivedLock) {
fundamentalDataListenersOfSymbols.put(symbol, fundamentalDataListener);
summaryUpdateListenersOfSymbols.put(symbol, summaryUpdateListener);
}
// If symbol is already being watched, nothing happens
sendAndLogMessage(requestBuilder.toString());
}
/**
* Begins a trades only watch on a symbol for Level 1 updates. This sends a {@link Level1Command#WATCH_TRADES}
* request.
*
* @param symbol the symbol that you wish to receive updates on
* @param fundamentalDataListener the {@link FeedMessageListener} of {@link FundamentalData}. Note if a {@link
* FeedMessageListener} already exists for the given <code>symbol</code>, then it is
* overwritten with this one.
* @param summaryUpdateListener the {@link FeedMessageListener} of {@link SummaryUpdate}s. Note if a {@link
* FeedMessageListener} already exists for the given <code>symbol</code>, then it is
* overwritten with this one.
*
* @throws IOException thrown for {@link IOException}s
*/
public void requestWatchTrades(String symbol, FeedMessageListener<FundamentalData> fundamentalDataListener,
FeedMessageListener<SummaryUpdate> summaryUpdateListener) throws IOException {
checkNotNull(symbol);
checkNotNull(fundamentalDataListener);
checkNotNull(summaryUpdateListener);
StringBuilder requestBuilder = new StringBuilder();
requestBuilder.append(Level1Command.WATCH_TRADES.value());
requestBuilder.append(symbol);
requestBuilder.append(LineEnding.CR_LF.getASCIIString());
synchronized (messageReceivedLock) {
fundamentalDataListenersOfSymbols.put(symbol, fundamentalDataListener);
summaryUpdateListenersOfSymbols.put(symbol, summaryUpdateListener);
}
// If symbol is already being watched, nothing happens
sendAndLogMessage(requestBuilder.toString());
}
/**
* Terminates Level 1 updates for the symbol specified (including regionals). This sends a {@link
* Level1Command#UNWATCH} request.
*
* @param symbol the symbol that you wish to terminate updates on
*
* @throws IOException thrown for {@link IOException}s
*/
public void requestUnwatch(String symbol) throws IOException {
checkNotNull(symbol);
StringBuilder requestBuilder = new StringBuilder();
requestBuilder.append(Level1Command.UNWATCH.value());
requestBuilder.append(symbol);
requestBuilder.append(LineEnding.CR_LF.getASCIIString());
synchronized (messageReceivedLock) {
fundamentalDataListenersOfSymbols.remove(symbol);
summaryUpdateListenersOfSymbols.remove(symbol);
regionalQuoteListenersOfSymbols.remove(symbol);
}
sendAndLogMessage(requestBuilder.toString());
}
/**
* Forces a refresh for {@link FundamentalData} and a summary {@link SummaryUpdate} message from the server for the
* symbol specified. This sends a {@link Level1Command#FORCE_WATCH_REFRESH} request.
* <br>
* NOTE: This can not be used as a method to get a snapshot of data from the feed. You must already be watching the
* symbol or the server ignores this request.
*
* @param symbol the symbol that you wish to receive the update on
*
* @throws IOException thrown for {@link IOException}s
*/
public void requestForceRefresh(String symbol) throws IOException {
checkNotNull(symbol);
StringBuilder requestBuilder = new StringBuilder();
requestBuilder.append(Level1Command.FORCE_WATCH_REFRESH.value());
requestBuilder.append(symbol);
requestBuilder.append(LineEnding.CR_LF.getASCIIString());
sendAndLogMessage(requestBuilder.toString());
}
/**
* Requests a {@link LocalDateTime} timestamp to be sent. This sends a {@link Level1Command#TIMESTAMP} request.
*
* @return the {@link SingleMessageFuture} of the {@link LocalDateTime} timestamp
*
* @throws IOException thrown for {@link IOException}s
*/
public SingleMessageFuture<LocalDateTime> requestTimestamp() throws IOException {
StringBuilder requestBuilder = new StringBuilder();
requestBuilder.append(Level1Command.TIMESTAMP.value());
requestBuilder.append(LineEnding.CR_LF.getASCIIString());
SingleMessageFuture<LocalDateTime> future = new SingleMessageFuture<>();
synchronized (messageReceivedLock) {
timestampFuturesQueue.add(future);
}
sendAndLogMessage(requestBuilder.toString());
return future;
}
/**
* Sends a {@link FeedCommand#SYSTEM} {@link Level1SystemCommand}.
*
* @param level1SystemCommand the {@link Level1SystemCommand}
* @param arguments the arguments. <code>null</code> for no arguments.
*
* @throws IOException thrown for {@link IOException}s
*/
private void sendLevel1SystemCommand(Level1SystemCommand level1SystemCommand, String... arguments)
throws IOException {
super.sendSystemCommand(level1SystemCommand.value(), arguments);
}
/**
* Enables or disables the once-per-second {@link LocalDateTime} timestamp. This sends a {@link
* Level1SystemCommand#TIMESTAMPSON} or {@link Level1SystemCommand#TIMESTAMPSOFF} request.
*
* @param toggle true to enable, false to disable
*
* @throws IOException thrown for {@link IOException}s
*/
public void enableTimestamps(boolean toggle) throws IOException {
sendLevel1SystemCommand(toggle ? Level1SystemCommand.TIMESTAMPSON : Level1SystemCommand.TIMESTAMPSOFF);
}
/**
* Begins watching a symbol for Level 1 {@link RegionalQuote} updates. This sends a {@link
* Level1SystemCommand#REGON} request.
*
* @param symbol the symbol that you wish to receive updates on
* @param regionalQuoteListener the {@link FeedMessageListener} of {@link RegionalQuote}s. Note if a {@link
* FeedMessageListener} already exists for the given <code>symbol</code>, then it is
* overwritten with this one.
*
* @throws IOException thrown for {@link IOException}s
*/
public void requestRegionalQuoteWatch(String symbol, FeedMessageListener<RegionalQuote> regionalQuoteListener)
throws IOException {
checkNotNull(symbol);
checkNotNull(regionalQuoteListener);
synchronized (messageReceivedLock) {
regionalQuoteListenersOfSymbols.put(symbol, regionalQuoteListener);
}
sendLevel1SystemCommand(Level1SystemCommand.REGON, symbol);
}
/**
* Stops watching a symbol for Level 1 {@link RegionalQuote} updates. This sends a {@link
* Level1SystemCommand#REGOFF} request.
*
* @param symbol the symbol that you wish to stop receiving updates on
*
* @throws IOException thrown for {@link IOException}s
*/
public void requestRegionalQuoteUnwatch(String symbol) throws IOException {
checkNotNull(symbol);
synchronized (messageReceivedLock) {
regionalQuoteListenersOfSymbols.remove(symbol);
}
sendLevel1SystemCommand(Level1SystemCommand.REGOFF, symbol);
}
/**
* Enables or disables streaming {@link NewsHeadline}s. This sends a {@link Level1SystemCommand#NEWSON} or {@link
* Level1SystemCommand#NEWSOFF} request.
*
* @param toggle true to enable, false to disable
*
* @throws IOException thrown for {@link IOException}s
*/
public void enableNews(boolean toggle) throws IOException {
sendLevel1SystemCommand(toggle ? Level1SystemCommand.NEWSON : Level1SystemCommand.NEWSOFF);
}
/**
* Requests {@link FeedStatistics} be sent. This sends a {@link Level1SystemCommand#REQUEST_STATS} request.
*
* @return the {@link SingleMessageFuture} of the {@link FeedStatistics}
*
* @throws IOException thrown for {@link IOException}s
*/
public SingleMessageFuture<FeedStatistics> requestFeedStatistics() throws IOException {
SingleMessageFuture<FeedStatistics> future = new SingleMessageFuture<>();
synchronized (messageReceivedLock) {
feedStatisticsFuturesQueue.add(future);
}
sendLevel1SystemCommand(Level1SystemCommand.REQUEST_STATS);
return future;
}
/**
* Request a list of all available {@link SummaryUpdateField}s for fundamental messages. This sends a {@link