Java tutorial
package org.marketcetera.client.rpc; import io.netty.bootstrap.Bootstrap; import io.netty.channel.ChannelOption; import io.netty.channel.nio.NioEventLoopGroup; import io.netty.channel.socket.nio.NioSocketChannel; import java.io.IOException; import java.io.StringReader; import java.io.StringWriter; import java.math.BigDecimal; import java.util.Arrays; import java.util.Collection; import java.util.Date; import java.util.List; import java.util.Map; import java.util.Properties; import javax.annotation.concurrent.GuardedBy; import javax.annotation.concurrent.ThreadSafe; import javax.xml.bind.JAXBContext; import javax.xml.bind.JAXBException; import javax.xml.bind.Marshaller; import javax.xml.bind.Unmarshaller; import org.apache.commons.lang.Validate; import org.marketcetera.client.Client; import org.marketcetera.client.ClientImpl; import org.marketcetera.client.ClientParameters; import org.marketcetera.client.ClientVersion; import org.marketcetera.client.ConnectionException; import org.marketcetera.client.Messages; import org.marketcetera.client.brokers.BrokerStatus; import org.marketcetera.client.brokers.BrokersStatus; import org.marketcetera.client.rpc.RpcClient.BrokersStatusRequest; import org.marketcetera.client.rpc.RpcClient.BrokersStatusResponse; import org.marketcetera.client.rpc.RpcClient.Locale; import org.marketcetera.client.rpc.RpcClient.LoginRequest; import org.marketcetera.client.rpc.RpcClient.LoginResponse; import org.marketcetera.client.rpc.RpcClient.LogoutRequest; import org.marketcetera.client.rpc.RpcClient.NextOrderIdRequest; import org.marketcetera.client.rpc.RpcClient.NextOrderIdResponse; import org.marketcetera.client.rpc.RpcClient.OpenOrdersRequest; import org.marketcetera.client.rpc.RpcClient.OpenOrdersResponse; import org.marketcetera.client.rpc.RpcClient.ReportsSinceRequest; import org.marketcetera.client.rpc.RpcClient.ReportsSinceResponse; import org.marketcetera.client.rpc.RpcClient.RpcClientService; import org.marketcetera.client.rpc.RpcClient.RpcClientService.BlockingInterface; import org.marketcetera.client.users.UserInfo; import org.marketcetera.core.Util; import org.marketcetera.core.position.PositionKey; import org.marketcetera.core.position.PositionKeyFactory; import org.marketcetera.trade.BrokerID; import org.marketcetera.trade.Currency; import org.marketcetera.trade.Equity; import org.marketcetera.trade.ExecutionReportImpl; import org.marketcetera.trade.FIXMessageWrapper; import org.marketcetera.trade.Future; import org.marketcetera.trade.Hierarchy; import org.marketcetera.trade.Instrument; import org.marketcetera.trade.Option; import org.marketcetera.trade.OrderID; import org.marketcetera.trade.ReportBase; import org.marketcetera.trade.ReportBaseImpl; import org.marketcetera.trade.UserID; import org.marketcetera.util.except.I18NException; import org.marketcetera.util.log.SLF4JLoggerProxy; import org.marketcetera.util.misc.ClassVersion; import org.marketcetera.util.ws.tags.NodeId; import org.marketcetera.util.ws.tags.SessionId; import org.marketcetera.util.ws.wrappers.RemoteException; import com.google.common.collect.Lists; import com.google.common.collect.Maps; import com.google.protobuf.RpcController; import com.google.protobuf.ServiceException; import com.googlecode.protobuf.pro.duplex.PeerInfo; import com.googlecode.protobuf.pro.duplex.RpcClientChannel; import com.googlecode.protobuf.pro.duplex.client.DuplexTcpClientPipelineFactory; import com.googlecode.protobuf.pro.duplex.execute.RpcServerCallExecutor; import com.googlecode.protobuf.pro.duplex.execute.ThreadPoolCallExecutor; /* $License$ */ /** * Provides an RPC implementation of {@link Client}. * * <p>This client replaces the web services component of the standard client, * not the JMS component. * * @author <a href="mailto:colin@marketcetera.com">Colin DuPlantis</a> * @version $Id$ * @since $Release$ */ @ThreadSafe @ClassVersion("$Id: UserInfo.java 16488 2013-02-26 02:54:25Z colin $") public class RpcClientImpl extends ClientImpl { /** * Create a new RpcClientImpl instance. * * @param inParameters a <code>ClientParameters</code> value * @throws ConnectionException if an error occurs connecting to the RPC client */ public RpcClientImpl(ClientParameters inParameters) throws ConnectionException { super(inParameters); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getAllEquityPositionsAsOf(java.util.Date) */ @Override public Map<PositionKey<Equity>, BigDecimal> getAllEquityPositionsAsOf(Date inDate) throws ConnectionException { return getAllInstrumentPositionsAsOf(inDate, RpcClient.InstrumentType.EQUITY); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getEquityPositionAsOf(java.util.Date, org.marketcetera.trade.Equity) */ @Override public BigDecimal getEquityPositionAsOf(Date inDate, Equity inEquity) throws ConnectionException { return getInstrumentPositionAsOf(inDate, inEquity); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getCurrencyPositionAsOf(java.util.Date, org.marketcetera.trade.Currency) */ @Override public BigDecimal getCurrencyPositionAsOf(Date inDate, Currency inCurrency) throws ConnectionException { return getInstrumentPositionAsOf(inDate, inCurrency); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getAllCurrencyPositionsAsOf(java.util.Date) */ @Override public Map<PositionKey<Currency>, BigDecimal> getAllCurrencyPositionsAsOf(Date inDate) throws ConnectionException { return getAllInstrumentPositionsAsOf(inDate, RpcClient.InstrumentType.CURRENCY); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getAllFuturePositionsAsOf(java.util.Date) */ @Override public Map<PositionKey<Future>, BigDecimal> getAllFuturePositionsAsOf(Date inDate) throws ConnectionException { return getAllInstrumentPositionsAsOf(inDate, RpcClient.InstrumentType.FUTURE); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getFuturePositionAsOf(java.util.Date, org.marketcetera.trade.Future) */ @Override public BigDecimal getFuturePositionAsOf(Date inDate, Future inFuture) throws ConnectionException { return getInstrumentPositionAsOf(inDate, inFuture); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getOptionPositionAsOf(java.util.Date, org.marketcetera.trade.Option) */ @Override public BigDecimal getOptionPositionAsOf(Date inDate, Option inOption) throws ConnectionException { return getInstrumentPositionAsOf(inDate, inOption); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getAllOptionPositionsAsOf(java.util.Date) */ @Override public Map<PositionKey<Option>, BigDecimal> getAllOptionPositionsAsOf(Date inDate) throws ConnectionException { return getAllInstrumentPositionsAsOf(inDate, RpcClient.InstrumentType.OPTION); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getOptionPositionsAsOf(java.util.Date, java.lang.String[]) */ @Override public Map<PositionKey<Option>, BigDecimal> getOptionPositionsAsOf(Date inDate, String... inSymbols) throws ConnectionException { return getAllInstrumentPositionsAsOf(inDate, inSymbols); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getUnderlying(java.lang.String) */ @Override public String getUnderlying(String inOptionRoot) throws ConnectionException { RpcClient.UnderlyingRequest request = RpcClient.UnderlyingRequest.newBuilder() .setSessionId(sessionId.getValue()).setSymbol(inOptionRoot).build(); try { RpcClient.UnderlyingResponse response = clientService.getUnderlying(controller, request); return response.hasSymbol() ? response.getSymbol() : null; } catch (ServiceException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getOptionRoots(java.lang.String) */ @Override public Collection<String> getOptionRoots(String inUnderlying) throws ConnectionException { RpcClient.OptionRootsRequest request = RpcClient.OptionRootsRequest.newBuilder() .setSessionId(sessionId.getValue()).setSymbol(inUnderlying).build(); try { RpcClient.OptionRootsResponse response = clientService.getOptionRoots(controller, request); return response.getSymbolList(); } catch (ServiceException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#resolveSymbol(java.lang.String) */ @Override public Instrument resolveSymbol(String inSymbol) throws ConnectionException { try { SLF4JLoggerProxy.debug(this, "Resolving {}", inSymbol); RpcClient.ResolveSymbolResponse response = clientService.resolveSymbol(controller, RpcClient.ResolveSymbolRequest.newBuilder().setSessionId(sessionId.getValue()) .setSymbol(inSymbol).build()); Instrument instrument = null; if (response.hasInstrument()) { synchronized (contextLock) { Unmarshaller unmarshaller = getUnmarshaller(); instrument = (Instrument) unmarshaller .unmarshal(new StringReader(response.getInstrument().getPayload())); } SLF4JLoggerProxy.debug(this, "Resolved {} to {}", inSymbol, instrument); } return instrument; } catch (ServiceException | JAXBException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#findRootOrderIdFor(org.marketcetera.trade.OrderID) */ @Override public OrderID findRootOrderIdFor(OrderID inOrderID) { RpcClient.RootOrderIdRequest request = RpcClient.RootOrderIdRequest.newBuilder() .setSessionId(sessionId.getValue()).setOrderId(inOrderID.getValue()).build(); try { return new OrderID(clientService.getRootOrderIdFor(controller, request).getOrderId()); } catch (ServiceException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#addReport(org.marketcetera.trade.FIXMessageWrapper, org.marketcetera.trade.BrokerID, org.marketcetera.trade.Hierarchy) */ @Override public void addReport(FIXMessageWrapper inReport, BrokerID inBrokerID, Hierarchy inHierarchy) throws ConnectionException { StringWriter output = new StringWriter(); try { synchronized (contextLock) { Marshaller marshaller = getMarshaller(); marshaller.marshal(inReport, output); } RpcClient.AddReportRequest request = RpcClient.AddReportRequest.newBuilder() .setSessionId(sessionId.getValue()).setBrokerId(inBrokerID.getValue()) .setMessage(output.toString()).setHierarchy(RpcClient.Hierarchy.valueOf(inHierarchy.name())) .build(); SLF4JLoggerProxy.debug(this, "AddReport request: {}", request); RpcClient.AddReportResponse response = clientService.addReport(controller, request); SLF4JLoggerProxy.debug(this, "AddReport response: {}", response); } catch (JAXBException | ServiceException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#deleteReport(org.marketcetera.trade.ExecutionReportImpl) */ @Override public void deleteReport(ExecutionReportImpl inReport) throws ConnectionException { StringWriter output = new StringWriter(); try { synchronized (contextLock) { Marshaller marshaller = getMarshaller(); marshaller.marshal(inReport, output); } RpcClient.DeleteReportRequest request = RpcClient.DeleteReportRequest.newBuilder() .setMessage(output.toString()).build(); SLF4JLoggerProxy.debug(this, "DeleteReport request: {}", request); RpcClient.DeleteReportResponse response = clientService.deleteReport(controller, request); SLF4JLoggerProxy.debug(this, "DeleteReport response: {}", response); } catch (JAXBException | ServiceException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getUserData() */ @Override public Properties getUserData() throws ConnectionException { RpcClient.GetUserDataRequest request = RpcClient.GetUserDataRequest.newBuilder() .setSessionId(sessionId.getValue()).build(); try { RpcClient.GetUserDataResponse response = clientService.getUserData(controller, request); Properties userData; if (response.hasUserData()) { userData = Util.propertiesFromString(response.getUserData()); } else { userData = new Properties(); } return userData; } catch (ServiceException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#setUserData(java.util.Properties) */ @Override public void setUserData(Properties inProperties) throws ConnectionException { RpcClient.SetUserDataRequest.Builder requestBuilder = RpcClient.SetUserDataRequest.newBuilder() .setSessionId(sessionId.getValue()); if (inProperties != null) { requestBuilder.setUserData(Util.propertiesToString(inProperties)); } try { clientService.setUserData(controller, requestBuilder.build()); } catch (ServiceException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getUserInfo(org.marketcetera.trade.UserID, boolean) */ @Override public UserInfo getUserInfo(UserID inId, boolean inUseCache) throws ConnectionException { RpcClient.UserInfoRequest request = RpcClient.UserInfoRequest.newBuilder() .setSessionId(sessionId.getValue()).setId(inId.getValue()).build(); try { RpcClient.UserInfoResponse response = clientService.getUserInfo(controller, request); String userData = response.getUserInfo().getUserdata(); Properties props = new Properties(); if (userData != null) { props = Util.propertiesFromString(userData); } UserInfo userInfo = new UserInfo(response.getUserInfo().getName(), new UserID(response.getUserInfo().getId()), response.getUserInfo().getActive(), response.getUserInfo().getSuperuser(), props); return userInfo; } catch (ServiceException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getReportsSince(java.util.Date) */ @Override public ReportBase[] getReportsSince(Date inDate) throws ConnectionException { SLF4JLoggerProxy.debug(this, "Requesting reports since {}", inDate); ReportsSinceRequest request = RpcClient.ReportsSinceRequest.newBuilder().setSessionId(sessionId.getValue()) .setOrigin(inDate.getTime()).build(); try { ReportsSinceResponse response = clientService.getReportsSince(controller, request); List<ReportBase> reports = Lists.newArrayList(); for (String report : response.getReports().getReportsList()) { synchronized (contextLock) { reports.add((ReportBase) getUnmarshaller().unmarshal(new StringReader(report))); } } SLF4JLoggerProxy.debug(this, "Retrieved reports: {}", reports); return reports.toArray(new ReportBase[reports.size()]); } catch (ServiceException | JAXBException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getOpenOrders() */ @Override public List<ReportBaseImpl> getOpenOrders() throws ConnectionException { SLF4JLoggerProxy.debug(this, "Requesting open orders"); OpenOrdersRequest request = RpcClient.OpenOrdersRequest.newBuilder().setSessionId(sessionId.getValue()) .build(); try { OpenOrdersResponse response = clientService.getOpenOrders(controller, request); List<ReportBaseImpl> reports = Lists.newArrayList(); for (String report : response.getReports().getReportsList()) { synchronized (contextLock) { reports.add((ReportBaseImpl) getUnmarshaller().unmarshal(new StringReader(report))); } } SLF4JLoggerProxy.debug(this, "Retrieved open orders: {}", reports); return reports; } catch (ServiceException | JAXBException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getBrokersStatus() */ @Override public BrokersStatus getBrokersStatus() throws ConnectionException { BrokersStatusRequest brokersStatusRequest = BrokersStatusRequest.newBuilder() .setSessionId(sessionId.getValue()).build(); try { BrokersStatusResponse brokersStatusResponse = clientService.getBrokersStatus(controller, brokersStatusRequest); RpcClient.BrokersStatus rpcBrokersStatus = brokersStatusResponse.getBrokersStatus(); List<BrokerStatus> brokers = Lists.newArrayList(); for (RpcClient.BrokerStatus rpcBrokerStatus : rpcBrokersStatus.getBrokersList()) { BrokerStatus brokerStatus = new BrokerStatus(rpcBrokerStatus.getName(), new BrokerID(rpcBrokerStatus.getBrokerId()), rpcBrokerStatus.getLoggedOn()); brokers.add(brokerStatus); } BrokersStatus brokersStatus = new BrokersStatus(brokers); return brokersStatus; } catch (ServiceException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#close() */ @Override public synchronized void close() { try { super.close(); } catch (Exception ignored) { } stopRpcServices(); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getNextServerID() */ @Override protected String getNextServerID() throws RemoteException { NextOrderIdRequest nextOrderIdRequest = NextOrderIdRequest.newBuilder().setSessionId(sessionId.getValue()) .build(); try { NextOrderIdResponse nextOrderIdResponse = clientService.getNextOrderID(controller, nextOrderIdRequest); return nextOrderIdResponse.getOrderId(); } catch (ServiceException e) { throw new RemoteException(e); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#heartbeat() */ @Override protected void heartbeat() throws RemoteException { RpcClient.HeartbeatRequest request = RpcClient.HeartbeatRequest.newBuilder().setId(System.nanoTime()) .build(); try { clientService.heartbeat(controller, request); return; } catch (Exception e) { throw new RemoteException(e); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#getSessionId() */ @Override protected SessionId getSessionId() { return sessionId; } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#connectWebServices() */ @Override protected void connectWebServices() throws I18NException, RemoteException { SLF4JLoggerProxy.debug(this, "Connecting to RPC server at {}:{}", mParameters.getHostname(), mParameters.getPort()); PeerInfo server = new PeerInfo(mParameters.getHostname(), mParameters.getPort()); DuplexTcpClientPipelineFactory clientFactory = new DuplexTcpClientPipelineFactory(); executor = new ThreadPoolCallExecutor(1, 10); clientFactory.setRpcServerCallExecutor(executor); clientFactory.setConnectResponseTimeoutMillis(10000); clientFactory.setCompression(true); Bootstrap bootstrap = new Bootstrap(); bootstrap.group(new NioEventLoopGroup()); bootstrap.handler(clientFactory); bootstrap.channel(NioSocketChannel.class); bootstrap.option(ChannelOption.TCP_NODELAY, true); bootstrap.option(ChannelOption.CONNECT_TIMEOUT_MILLIS, 10000); bootstrap.option(ChannelOption.SO_SNDBUF, 1048576); bootstrap.option(ChannelOption.SO_RCVBUF, 1048576); try { channel = clientFactory.peerWith(server, bootstrap); clientService = RpcClientService.newBlockingStub(channel); controller = channel.newRpcController(); java.util.Locale currentLocale = java.util.Locale.getDefault(); LoginRequest loginRequest = LoginRequest.newBuilder().setAppId(ClientVersion.APP_ID.getValue()) .setVersionId(ClientVersion.APP_ID_VERSION.getVersionInfo()) .setClientId(NodeId.generate().getValue()) .setLocale(Locale.newBuilder() .setCountry(currentLocale.getCountry() == null ? "" : currentLocale.getCountry()) .setLanguage(currentLocale.getLanguage() == null ? "" : currentLocale.getLanguage()) .setVariant(currentLocale.getVariant() == null ? "" : currentLocale.getVariant()) .build()) .setUsername(mParameters.getUsername()).setPassword(new String(mParameters.getPassword())) .build(); LoginResponse loginResponse = clientService.login(controller, loginRequest); sessionId = new SessionId(loginResponse.getSessionId()); } catch (IOException | ServiceException e) { throw new RemoteException(e); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#reconnectWebServices() */ @Override protected void reconnectWebServices() throws RemoteException { try { stopRpcServices(); } catch (Exception ignored) { } connectWebServices(); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#closeWebServices() */ @Override protected void closeWebServices() throws RemoteException { stopRpcServices(); } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#connectJms() */ @Override protected void connectJms() throws JAXBException { if (useJms()) { super.connectJms(); } } /* (non-Javadoc) * @see org.marketcetera.client.ClientImpl#startJms() */ @Override protected void startJms() throws JAXBException { if (useJms()) { super.startJms(); } } /** * Indicates if the client should active JMS or not. * * @return a <code>boolean</code> value */ private boolean useJms() { if (mParameters instanceof RpcClientParameters) { RpcClientParameters rpcParms = (RpcClientParameters) mParameters; return rpcParms.getUseJms(); } return true; } /** * Stops RPC services. */ private void stopRpcServices() { try { try { clientService.logout(controller, LogoutRequest.newBuilder().setSessionId(sessionId.getValue()).build()); } catch (Exception ignored) { } if (executor != null) { try { executor.shutdownNow(); } catch (Exception ignored) { } } if (channel != null) { try { channel.close(); } catch (Exception ignored) { } } } finally { executor = null; controller = null; clientService = null; channel = null; sessionId = null; } } /** * Gets the position of the given instrument at the given point in time. * * @param inDate a <code>Date</code> value * @param inInstrument an <code>InstrumentClazz</code> value * @return a <code>BigDecimal</code> value */ private <InstrumentClazz extends Instrument> BigDecimal getInstrumentPositionAsOf(Date inDate, InstrumentClazz inInstrument) { Map<PositionKey<InstrumentClazz>, BigDecimal> positionMap = getInstrumentPositionsAsOf(inDate, null, inInstrument); if (positionMap == null || positionMap.isEmpty()) { return BigDecimal.ZERO; } Validate.isTrue(positionMap.size() == 1); return positionMap.values().iterator().next(); } /** * Gets the positions of all instruments of the given type at the given point in time. * * @param inDate a <code>Date</code> value * @param inInstrumentType an <code>RpcClient.InstrumentType</code> value or <code>null</code> * @return a <code>Map<PositionKey<InstrumentClazz>,BigDecimal></code> value * @throws ConnectionException if an error occurs connecting to the server */ private <InstrumentClazz extends Instrument> Map<PositionKey<InstrumentClazz>, BigDecimal> getAllInstrumentPositionsAsOf( Date inDate, RpcClient.InstrumentType inInstrumentType) { return getInstrumentPositionsAsOf(inDate, inInstrumentType, null); } /** * Gets the positions of all options of the given roots at the given point in time. * * @param inDate a <code>Date</code> value * @param inOptionRoots a <code>String...</code> value * @return a <code>Map<PositionKey<InstrumentClazz>,BigDecimal></code> value * @throws ConnectionException if an error occurs connecting to the server */ private <InstrumentClazz extends Instrument> Map<PositionKey<InstrumentClazz>, BigDecimal> getAllInstrumentPositionsAsOf( Date inDate, String... inOptionRoots) { return getInstrumentPositionsAsOf(inDate, null, null, inOptionRoots); } /** * Gets the positions of instrument or instruments as described by the parameters. * * @param inDate a <code>Date</code> value * @param inInstrumentType an <code>RpcClient.InstrumentType</code> value or <code>null</code> * @param inInstrument an <code>Instrument</code> value or <code>null</code> * @param inOptionRoots a <code>String...</code> value, may be empty * @return a <code>Map<PositionKey<InstrumentClazz>,BigDecimal></code> value * @throws ConnectionException if an error occurs connecting to the server */ @SuppressWarnings("unchecked") private <InstrumentClazz extends Instrument> Map<PositionKey<InstrumentClazz>, BigDecimal> getInstrumentPositionsAsOf( Date inDate, RpcClient.InstrumentType inInstrumentType, Instrument inInstrument, String... inOptionRoots) { SLF4JLoggerProxy.debug(this, "Getting instrument position as of {} for {}/{}/{}", inDate, inInstrumentType, inInstrument, inOptionRoots == null ? "" : Arrays.toString(inOptionRoots)); try { RpcClient.PositionRequest request; if (inInstrument == null) { if (inInstrumentType == null) { RpcClient.PositionRequest.Builder requestBuilder = RpcClient.PositionRequest.newBuilder() .setSessionId(sessionId.getValue()).setOrigin(inDate.getTime()); for (String optionRoot : inOptionRoots) { requestBuilder.addRoot(optionRoot); } request = requestBuilder.build(); } else { request = RpcClient.PositionRequest.newBuilder().setSessionId(sessionId.getValue()) .setInstrumentType(inInstrumentType).setOrigin(inDate.getTime()).build(); } } else { StringWriter output = new StringWriter(); try { synchronized (contextLock) { getMarshaller().marshal(inInstrument, output); } } catch (JAXBException e) { throw new ServiceException(e); } request = RpcClient.PositionRequest.newBuilder().setSessionId(sessionId.getValue()) .setInstrument(RpcClient.Instrument.newBuilder().setPayload(output.toString())) .setOrigin(inDate.getTime()).build(); } RpcClient.PositionResponse response = clientService.getPositions(controller, request); Map<PositionKey<InstrumentClazz>, BigDecimal> positions = Maps.newHashMap(); Validate.isTrue(response.getKeysCount() == response.getValuesCount()); for (int index = 0; index < response.getKeysCount(); index++) { RpcClient.PositionKey rpcKey = response.getKeys(index); RpcClient.Instrument rpcInstrument = rpcKey.getInstrument(); String rpcAccount = rpcKey.getAccount(); String rpcTraderId = rpcKey.getTraderId(); Instrument instrument; synchronized (contextLock) { instrument = (Instrument) getUnmarshaller() .unmarshal(new StringReader(rpcInstrument.getPayload())); } PositionKey<? extends Instrument> positionKey = null; if (instrument instanceof Equity) { positionKey = PositionKeyFactory.createEquityKey(instrument.getSymbol(), rpcAccount, rpcTraderId); } else if (instrument instanceof Option) { Option option = (Option) instrument; positionKey = PositionKeyFactory.createOptionKey(option.getSymbol(), option.getExpiry(), option.getStrikePrice(), option.getType(), rpcAccount, rpcTraderId); } else if (instrument instanceof Future) { Future future = (Future) instrument; positionKey = PositionKeyFactory.createFutureKey(future.getSymbol(), future.getExpiryAsString(), rpcAccount, rpcTraderId); } else if (instrument instanceof Currency) { Currency currency = (Currency) instrument; positionKey = PositionKeyFactory.createCurrencyKey(currency.getSymbol(), rpcAccount, rpcTraderId); } else { throw new UnsupportedOperationException(); } positions.put((PositionKey<InstrumentClazz>) positionKey, new BigDecimal(response.getValues(index))); } SLF4JLoggerProxy.debug(this, "Returning positions: {}", positions); return positions; } catch (ServiceException | JAXBException e) { throw new ConnectionException(e, Messages.ERROR_REMOTE_EXECUTION); } } /** * Gets the list of context classes to use with the JAXB context. * * @return a <code>Class<?>[]</code> value */ private Class<?>[] getContextClasses() { if (mParameters instanceof RpcClientParameters) { RpcClientParameters params = (RpcClientParameters) mParameters; if (params.getContextClassProvider() != null) { return params.getContextClassProvider().getContextClasses(); } } return new Class<?>[0]; } /** * Gets the context marshaller. * * @return a <code>Marshaller</code> value * @throws JAXBException if an error occurs creating the marshaller */ private Marshaller getMarshaller() throws JAXBException { synchronized (contextLock) { if (context == null) { initContext(); } return marshaller; } } /** * Gets the context unmarshaller. * * @return an <code>Unmarshaller</code> value * @throws JAXBException if an error occurs creating the unmarshaller */ private Unmarshaller getUnmarshaller() throws JAXBException { synchronized (contextLock) { if (context == null) { initContext(); } return unmarshaller; } } /** * Initializes the marshalling/unmarshalling context. * * @throws JAXBException if an error occurs creating the unmarshaller */ private void initContext() throws JAXBException { synchronized (contextLock) { context = JAXBContext.newInstance(getContextClasses()); marshaller = context.createMarshaller(); unmarshaller = context.createUnmarshaller(); } } /** * controller responsible for the RPC connection */ private RpcController controller; /** * session ID value for this connection, may be <code>null</code> if the connection is inactive */ private SessionId sessionId; /** * provides access to RPC services */ private BlockingInterface clientService; /** * executes the nitty-gritty of the calls */ private RpcServerCallExecutor executor; /** * channel over which calls are made */ private RpcClientChannel channel; /** * guards access to JAXB context objects */ private final Object contextLock = new Object(); /** * context used to serialize and unserialize messages as necessary */ @GuardedBy("contextLock") private JAXBContext context; /** * marshals messages */ @GuardedBy("contextLock") private Marshaller marshaller; /** * unmarshals messages */ @GuardedBy("contextLock") private Unmarshaller unmarshaller; }