fast.bats.europe.FastPitchMessage.java Source code

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Here is the source code for fast.bats.europe.FastPitchMessage.java

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/*
 * Copyright 2010 the original author or authors.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package fast.bats.europe;

import fast.Message;
import fast.bats.europe.templates.SequenceData;
import fast.templates.MessageTemplate;
import org.joda.time.DateTime;
import org.joda.time.DateTimeZone;

public class FastPitchMessage extends Message {
    private static final int LONG_BASE_36_LEN = 6;

    public FastPitchMessage(MessageTemplate template) {
        super(template);
    }

    public String getSymbol() {
        StringBuffer buf = new StringBuffer();
        buf.append(symbol1());
        buf.append(symbol2());
        return buf.toString().trim();
    }

    private String symbol1() {
        return get(Elements.SYMBOL_1);
    }

    private String symbol2() {
        return get(Elements.SYMBOL_2);
    }

    public String getSide() {
        return get(Elements.SIDE).trim();
    }

    public String getOrderId() {
        StringBuffer buf = new StringBuffer();
        buf.append(orderId1());
        buf.append(orderId2());
        buf.append(orderId3());
        buf.append(orderId4());
        return buf.toString().trim();
    }

    private String orderId1() {
        return get(Elements.ORDER_ID_1);
    }

    private String orderId2() {
        return get(Elements.ORDER_ID_2);
    }

    private String orderId3() {
        return get(Elements.ORDER_ID_3);
    }

    private String orderId4() {
        long orderId4 = get(Elements.ORDER_ID_4);
        return encodeFixedWidthBase36String(orderId4);
    }

    public boolean hasPrice() {
        if (isLongForm())
            return get(Elements.LONG_PRICE_1) != null;
        return get(Elements.PRICE_1) != null;
    }

    public String getPrice() {
        if (isLongForm())
            return getLongFormPrice();
        return getShortFormPrice();
    }

    private boolean isLongForm() {
        return SequenceData.hasLongFormTemplate(this);
    }

    private String getShortFormPrice() {
        String price1 = String.format("%08d", get(Elements.PRICE_1));
        String price2 = get(Elements.PRICE_2);
        String price = price1 + price2;
        return price.substring(0, 6) + "." + price.substring(6, 10);
    }

    private String getLongFormPrice() {
        StringBuffer b = new StringBuffer("");
        b.append(longPrice1());
        b.append(longPrice2());
        b.append(".");
        b.append(longPrice3());
        b.append(longPrice4());
        return removeLeadingAndTrailingZeroes(b.toString()).trim();
    }

    private String longPrice1() {
        return String.format("%06d", Integer.valueOf(get(Elements.LONG_PRICE_1)));
    }

    private String longPrice2() {
        return String.format("%06d", get(Elements.LONG_PRICE_2));
    }

    private String longPrice3() {
        return String.format("%04d", get(Elements.LONG_PRICE_3));
    }

    private String longPrice4() {
        return get(Elements.LONG_PRICE_4);
    }

    public long getShares() {
        if (isLongForm())
            return get(Elements.LONG_SHARES);
        return get(Elements.SHARES);
    }

    public String getExecutionId() {
        StringBuffer buf = new StringBuffer();
        buf.append(executionId1());
        buf.append(executionId2());
        buf.append(executionId3());
        buf.append(executionId4());
        return buf.toString().trim();
    }

    private String executionId1() {
        return get(Elements.EXECUTION_ID_1);
    }

    private String executionId2() {
        return get(Elements.EXECUTION_ID_2);
    }

    private String executionId3() {
        return get(Elements.EXECUTION_ID_3);
    }

    private String executionId4() {
        long executionId4 = get(Elements.EXECUTION_ID_4);
        return encodeFixedWidthBase36String(executionId4);
    }

    public long getTimestamp() {
        return get(Elements.TIME_SECONDS) * 1000 + get(Elements.TIME_MILLISECONDS);
    }

    public DateTime getDateTime() {
        DateTimeZone timeZone = DateTimeZone.forID("Europe/London");
        DateTime midnight = new DateTime(timeZone).toDateMidnight().toDateTime();
        return midnight.plusMillis((int) getTimestamp());
    }

    @Override
    public String toString() {
        StringBuffer buf = new StringBuffer();
        buf.append(super.toString());
        if (hasPrice())
            buf.append(" ( price = " + getPrice() + ")");
        return buf.toString();
    }

    private static String encodeFixedWidthBase36String(long value) {
        byte[] bytes = new byte[LONG_BASE_36_LEN];
        for (int i = bytes.length - 1; i >= 0; i--) {
            int curLeastSignificantBase36int = (int) (value % 36);
            bytes[i] = (byte) printableChar(curLeastSignificantBase36int);
            value /= 36;
        }
        return new String(bytes);
    }

    private static int printableChar(int base36int) {
        if (base36int > 9) {
            int characterIndex = base36int - 10;
            return 'A' + characterIndex;
        } else {
            int numberIndex = base36int;
            return '0' + numberIndex;
        }
    }

    private static String removeLeadingAndTrailingZeroes(String s) {
        return s.replaceFirst("^0*", "").replaceFirst("0+\\z", "");
    }
}