Java tutorial
package org.marketcetera.marketdata.yahoo; import java.math.BigDecimal; import java.text.NumberFormat; import java.text.ParseException; import java.util.*; import javax.annotation.concurrent.ThreadSafe; import org.apache.commons.lang.ArrayUtils; import org.marketcetera.core.CoreException; import org.marketcetera.event.*; import org.marketcetera.event.impl.QuoteEventBuilder; import org.marketcetera.event.impl.TradeEventBuilder; import org.marketcetera.marketdata.DateUtils; import org.marketcetera.trade.Equity; import org.marketcetera.trade.Instrument; import org.marketcetera.util.log.SLF4JLoggerProxy; import org.marketcetera.util.misc.ClassVersion; /* $License$ */ /** * Translates events from the Yahoo market data supplier. * * @author <a href="mailto:colin@marketcetera.com">Colin DuPlantis</a> * @version $Id: YahooFeedEventTranslator.java 16339 2012-10-31 15:59:24Z colin $ * @since 2.1.4 */ @ThreadSafe @ClassVersion("$Id: YahooFeedEventTranslator.java 16339 2012-10-31 15:59:24Z colin $") public enum YahooFeedEventTranslator implements EventTranslator { INSTANCE; /* (non-Javadoc) * @see org.marketcetera.event.EventTranslator#toEvent(java.lang.Object, java.lang.String) */ @Override public synchronized List<Event> toEvent(Object inData, String inHandle) throws CoreException { if (!(inData instanceof String)) { throw new UnsupportedOperationException(Messages.UNEXPECTED_DATA.getText(inData.getClass().getName())); } String data = (String) inData; SLF4JLoggerProxy.debug(YahooFeedEventTranslator.class, "Received [{}] {}", //$NON-NLS-1$ inHandle, data); // split the data into the query description string and the data itself String[] components = data.split(YahooClientImpl.QUERY_SEPARATOR); // the query consists of a header and a field description, split that again to get just the field description String header = components[0]; String completeFields = header.split("&f=")[1]; //$NON-NLS-1$ // split the fields using the delimiter String[] fields = completeFields.split(YahooClientImpl.FIELD_DELIMITER); //$NON-NLS-1$ // the values are also comma-delimited String completeValues = components[1]; String symbol = completeValues.split(YahooClientImpl.FIELD_DELIMITER)[0]; //extract the field values splitting based on symbol which avoids any , as part of data could be split up properly.. StringBuilder builder = new StringBuilder(); builder.append(YahooClientImpl.DELIMITER_SYMBOL); builder.append(symbol); builder.append(YahooClientImpl.FIELD_DELIMITER); String[] values = completeValues.split(builder.toString()); //$NON-NLS-1$ values = (String[]) ArrayUtils.subarray(values, 1, values.length); if (fields.length != values.length) { String errorMsg = String.format("fields.length: %s, values.length : %s", fields.length, values.length); SLF4JLoggerProxy.warn(YahooFeedEventTranslator.class, errorMsg); throw new CoreException(Messages.UNEXPECTED_VALUE_CODE); } Map<YahooField, String> matchedData = new HashMap<YahooField, String>(); for (int i = 0; i < fields.length; i++) { YahooField field = YahooField.getFieldFor(fields[i].substring(1)); if (field == null) { Messages.UNEXPECTED_FIELD_CODE.error(YahooFeedEventTranslator.class, fields[i]); } else { matchedData.put(field, values[i]); } } return getEventsFrom(matchedData, inHandle); } /* (non-Javadoc) * @see org.marketcetera.event.EventTranslator#fromEvent(org.marketcetera.event.Event) */ @Override public Object fromEvent(Event inEvent) throws CoreException { throw new UnsupportedOperationException(); } /** * Gets all the events it can find from the given data collection. * * @param inData a <code>Map<YahooField,String></code> value * @param inHandle * @return a <code>List<Event></code> value */ private List<Event> getEventsFrom(Map<YahooField, String> inData, String inHandle) { SLF4JLoggerProxy.debug(YahooFeedEventTranslator.class, "Getting events from {}", //$NON-NLS-1$ inData); String errorIndication = inData.get(YahooField.ERROR_INDICATION); if (!errorIndication.equals(NO_ERROR)) { SLF4JLoggerProxy.warn(org.marketcetera.core.Messages.USER_MSG_CATEGORY, errorIndication); return EMPTY_EVENT_LIST; } // no error found, continue LinkedList<Event> events = new LinkedList<Event>(); // look for specific event types lookForBidEvent(inData, events, inHandle); lookForAskEvent(inData, events, inHandle); lookForTradeEvent(inData, events); lookForDividendEvent(inData, events); // iterate over the event candidates in reverse order to accomplish two things: // 1) Mark events as part or final (this is the EVENT_BOUNDARY capability contract) // 2) compare events to the event cache to make sure we're not sending the same event over and over - this is necessary // because the data source is poll-based rather than push-based. Iterator<Event> marker = events.descendingIterator(); boolean markedFinal = false; while (marker.hasNext()) { Event event = marker.next(); // compare event candidate to cache to make sure we're not just repeating ourselves if (shouldSendEvent(event)) { if (event instanceof HasEventType) { if (!markedFinal) { ((HasEventType) event).setEventType(EventType.UPDATE_FINAL); markedFinal = true; } else { ((HasEventType) event).setEventType(EventType.UPDATE_PART); } } } else { // this event matches the cache, so don't return it marker.remove(); } } return events; } /** * Determines if the given event should be sent to the client or not. * * <p>This method requires external synchronization. * * @param inEvent an <code>Event</code> value * @return a <code>boolean</code> value */ private boolean shouldSendEvent(Event inEvent) { Event cachedEvent = eventCache.get(inEvent.getClass()); if (cachedEvent == null) { eventCache.put(inEvent.getClass(), inEvent); return true; } // compare just the salient parts (e.g., the timestamp will be different, but that won't matter to us) Comparator<Event> comparator = getComparator(inEvent); if (comparator == null) { throw new UnsupportedOperationException(Messages.NO_COMPARATOR.getText(inEvent.getClass())); } if (comparator.compare(cachedEvent, inEvent) == 0) { // event compares to the cachedEvent, do nothing return false; } // event is not the same as the cachedEvent eventCache.put(inEvent.getClass(), inEvent); return true; } /** * Gets the comparator to use for the given <code>Event</code>. * * <p>This method requires external synchronization. * * @param inEvent an <code>Event</code> value * @return a <code>Comparator<Event></code> value */ private Comparator<Event> getComparator(Event inEvent) { if (comparators.isEmpty()) { comparators.put(TradeEvent.class, TRADE_COMPARATOR); comparators.put(BidEvent.class, QUOTE_COMPARATOR); comparators.put(AskEvent.class, QUOTE_COMPARATOR); } Comparator<Event> comparator = comparators.get(inEvent.getClass()); if (comparator == null) { // no comparator there now, look for one that matches most closely for (Map.Entry<Class<? extends Event>, Comparator<Event>> entry : comparators.entrySet()) { if (entry.getKey().isAssignableFrom(inEvent.getClass())) { // this comparator can be used for this event // do two things: one, add this comparator for this class type to make the next check more efficient; // two, return this comparator comparator = entry.getValue(); comparators.put(inEvent.getClass(), comparator); break; } } } return comparator; } /** * Determines if a <code>DividendEvent</code> can be found in the given data. * * @param inData a <code>Map<YahooField,String></code> value * @param inEvents a <code>List<Event></code> value */ private void lookForDividendEvent(Map<YahooField, String> inData, List<Event> inEvents) { // TODO } private static final ThreadLocal<NumberFormat> SHARED_NUMBER_FORMAT = new ThreadLocal<NumberFormat>() { @Override protected NumberFormat initialValue() { return NumberFormat.getInstance(Locale.US); } }; /** * Gets the Quote data (price, size). Checks if the quote data is from a new * response / subsequent response by checking the cache for the particular event (bid / ask). * Returns the QuoteDataAction (quote details and the new action to perform for the response). * * @param inSymbol a <code>String</code> value * @param inPrice a <code>String</code> value * @param inSize a <code>String</code> value * @param quoteDataEventMap a <code>Map<String,QuoteData></code> value * @param handle a <code>String</code> value * @return a <code>QuoteDataAction</code> value */ private QuoteDataAction getQuoteDataAction(String inSymbol, String inPrice, String inSize, Map<String, QuoteData> quoteDataEventMap, String handle) { BigDecimal price; BigDecimal size; NumberFormat numberFormat = SHARED_NUMBER_FORMAT.get(); boolean parsedState = true; QuoteAction action = null; try { Number number = numberFormat.parse(inPrice); price = BigDecimal.valueOf(number.doubleValue()); } catch (ParseException e) { price = BigDecimal.valueOf(0); parsedState = false; } try { Number number = numberFormat.parse(inSize); size = BigDecimal.valueOf(number.doubleValue()); } catch (ParseException e) { size = BigDecimal.valueOf(0); parsedState = false; } QuoteData currentQuoteData = new QuoteData(price, size, inSymbol); QuoteDataAction quoteDataAction = new QuoteDataAction(currentQuoteData); QuoteData cachedData = quoteDataEventMap.get(handle); if (cachedData == null) { if (parsedState) { action = QuoteAction.ADD; quoteDataEventMap.put(handle, currentQuoteData); } else { //need to check whether to send delete action for the first request. action = QuoteAction.DELETE; quoteDataEventMap.put(handle, null); } } else if (QUOTE_DATA_COMPARATOR.compare(currentQuoteData, cachedData) != 0) { if (parsedState) { action = QuoteAction.CHANGE; quoteDataEventMap.put(handle, currentQuoteData); } else { action = QuoteAction.DELETE; quoteDataEventMap.put(handle, null); } } quoteDataAction.setQuoteAction(action); return quoteDataAction; } /** * Determines if a <code>QuoteEvent</code> can be found in the given data. * * @param inData a <code>Map<YahooField,String></code> value * @param inEvents a <code>List<Event></code> value * @param inPrice a <code>String</code> value * @param inSize a <code>String</code> value * @param inSymbol a <code>String</code> value * @param inInstrument an <code>Instrument</code> value * @param inBuilder a <code>QuoteEventBuilder<T></code> value */ private <T extends QuoteEvent> void lookForQuoteEvent(Map<YahooField, String> inData, List<Event> inEvents, String inPrice, String inSize, String inSymbol, Instrument inInstrument, QuoteEventBuilder<T> inBuilder, Map<String, QuoteData> quoteDataEventMap, String handle) { String exchange = inData.get(YahooField.STOCK_EXCHANGE); // check for a missing field if (exchange == null || inPrice == null || inSize == null) { return; } QuoteDataAction quoteDataAction = getQuoteDataAction(inSymbol, inPrice, inSize, quoteDataEventMap, handle); QuoteAction action = quoteDataAction.getQuoteAction(); QuoteData quoteData = quoteDataAction.getQuoteData(); if (action == null) { return; } Date date = new Date(); inBuilder.withExchange(exchange).withAction(action).withProviderSymbol(inSymbol) .withQuoteDate(DateUtils.dateToString(date)).withTimestamp(date).withPrice(quoteData.getPrice()) .withSize(quoteData.getSize()); addFutureAttributes(inBuilder, inInstrument, inData); addOptionAttributes(inBuilder, inInstrument, inData); QuoteEvent quoteEvent = inBuilder.create(); inEvents.add(quoteEvent); } private Map<String, QuoteData> getEventQuoteDataMap(String className) { Map<String, QuoteData> quoteSpecificDataMap = quoteDataMap.get(className); if (quoteSpecificDataMap == null) { quoteSpecificDataMap = new HashMap<String, QuoteData>(); quoteDataMap.put(className, quoteSpecificDataMap); } return quoteSpecificDataMap; } /** * Looks for bid events in the given data. * * @param inData a <code>Map<YahooField,String></code> value * @param inEvents a <code>List<Event></code> value * @param inHandle */ private void lookForBidEvent(Map<YahooField, String> inData, List<Event> inEvents, String inHandle) { String bidPrice = inData.get(YahooField.REAL_TIME_BID); String bidSize = inData.get(YahooField.BID_SIZE); String symbol = inData.get(YahooField.SYMBOL); // check for a missing field if (symbol == null || bidPrice == null || bidSize == null) { return; } // construct instrument Instrument instrument = getInstrumentFrom(symbol); QuoteEventBuilder<BidEvent> builder = QuoteEventBuilder.bidEvent(instrument); String className = BidEvent.class.getName(); Map<String, QuoteData> bidQuoteDataMap = getEventQuoteDataMap(className); lookForQuoteEvent(inData, inEvents, bidPrice, bidSize, symbol, instrument, builder, bidQuoteDataMap, inHandle); } /** * Looks for ask events in the given data. * * @param inData a <code>Map<YahooField,String></code> value * @param inEvents a <code>List<Event></code> value */ private void lookForAskEvent(Map<YahooField, String> inData, List<Event> inEvents, String inHandle) { String askPrice = inData.get(YahooField.REAL_TIME_ASK); String askSize = inData.get(YahooField.ASK_SIZE); String symbol = inData.get(YahooField.SYMBOL); // check for a missing field if (symbol == null || askPrice == null || askSize == null) { return; } // construct instrument Instrument instrument = getInstrumentFrom(symbol); QuoteEventBuilder<AskEvent> builder = QuoteEventBuilder.askEvent(instrument); String className = AskEvent.class.getName(); Map<String, QuoteData> askQuoteDataMap = getEventQuoteDataMap(className); lookForQuoteEvent(inData, inEvents, askPrice, askSize, symbol, instrument, builder, askQuoteDataMap, inHandle); } /** * Looks for trade events in the given data. * * @param inData a <code>Map<YahooField,String></code> value * @param inEvents a <code>List<Event></code> value */ private void lookForTradeEvent(Map<YahooField, String> inData, List<Event> inEvents) { String tradePrice = inData.get(YahooField.LAST_TRADE_PRICE_ONLY); String tradeSize = inData.get(YahooField.LAST_TRADE_SIZE); String tradeDate = inData.get(YahooField.LAST_TRADE_DATE); String tradeTime = inData.get(YahooField.LAST_TRADE_TIME); String symbol = inData.get(YahooField.SYMBOL); String exchange = inData.get(YahooField.STOCK_EXCHANGE); // check for a missing field if (symbol == null || exchange == null || tradePrice == null || tradeSize == null || tradeDate == null || tradeTime == null) { return; } // construct instrument Instrument instrument = getInstrumentFrom(symbol); BigDecimal price; BigDecimal size; try { price = new BigDecimal(tradePrice); size = new BigDecimal(tradeSize); } catch (Exception e) { return; } TradeEventBuilder<? extends TradeEvent> builder = TradeEventBuilder.tradeEvent(instrument); Date date = new Date(); builder.withExchange(exchange).withPrice(price).withProviderSymbol(symbol).withSize(size) .withTimestamp(date).withTradeDate(String.format("%s %s", //$NON-NLS-1$ tradeDate, tradeTime)); addFutureAttributes(builder, instrument, inData); addOptionAttributes(builder, instrument, inData); inEvents.add(builder.create()); } /** * Adds future attributes to the given trade events, if applicable. * * @param inBuilder a <code>TradeEventBuilder<T></code> value * @param inInstrument an <code>Instrument</code> value * @param inData a <code>Map<YahooField,String></code> value */ private <T extends TradeEvent> void addFutureAttributes(TradeEventBuilder<T> inBuilder, Instrument inInstrument, Map<YahooField, String> inData) { // TODO } /** * Adds option attributes to the given trade events, if applicable. * * @param inBuilder a <code>TradeEventBuilder<T></code> value * @param inInstrument an <code>Instrument</code> value * @param inData a <code>Map<YahooField,String></code> value */ private <T extends TradeEvent> void addOptionAttributes(TradeEventBuilder<T> inBuilder, Instrument inInstrument, Map<YahooField, String> inData) { // TODO } /** * Adds future attributes to the given quote events, if applicable. * * @param inBuilder a <code>TradeEventBuilder<T></code> value * @param inInstrument an <code>Instrument</code> value * @param inData a <code>Map<YahooField,String></code> value */ private <T extends QuoteEvent> void addFutureAttributes(QuoteEventBuilder<T> inBuilder, Instrument inInstrument, Map<YahooField, String> inData) { // TODO } /** * Adds option attributes to the given quote events, if applicable. * * @param inBuilder a <code>TradeEventBuilder<T></code> value * @param inInstrument an <code>Instrument</code> value * @param inData a <code>Map<YahooField,String></code> value */ private <T extends QuoteEvent> void addOptionAttributes(QuoteEventBuilder<T> inBuilder, Instrument inInstrument, Map<YahooField, String> inData) { // TODO } /** * Gets an <code>Instrument</code> for the given symbol. * * @param inSymbol a <code>String</code> value * @return an <code>Instrument</code> value */ private Instrument getInstrumentFrom(String inSymbol) { // TODO account for other instrument types return new Equity(inSymbol); } /** * MRU cache of events */ private final Map<Class<? extends Event>, Event> eventCache = new HashMap<Class<? extends Event>, Event>(); /** * comparator used to compare subsequent trade events */ private static final Comparator<Event> TRADE_COMPARATOR = new Comparator<Event>() { @Override public int compare(Event inO1, Event inO2) { TradeEvent trade1 = (TradeEvent) inO1; TradeEvent trade2 = (TradeEvent) inO2; // compare instrument and trade date int result = trade1.getInstrumentAsString().compareTo(trade2.getInstrumentAsString()); if (result != 0) { return result; } // instrument are the same, compare trade date return trade1.getTradeDate().compareTo(trade2.getTradeDate()); } }; /** * comparator used to compare subsequent quote events */ private static final Comparator<Event> QUOTE_COMPARATOR = new Comparator<Event>() { @Override public int compare(Event inO1, Event inO2) { QuoteEvent quote1 = (QuoteEvent) inO1; QuoteEvent quote2 = (QuoteEvent) inO2; // compare class (bid vs. ask), instrument, quote date int result = quote1.getClass().getName().compareTo(quote2.getClass().getName()); if (result != 0) { return result; } // same class (bid vs. ask), check instrument result = quote1.getInstrumentAsString().compareTo(quote2.getInstrumentAsString()); if (result != 0) { return result; } // same instrument, check quote date return quote1.getQuoteDate().compareTo(quote2.getQuoteDate()); } }; /** * comparator used to compare subsequent quote data. */ private static final Comparator<QuoteData> QUOTE_DATA_COMPARATOR = new Comparator<QuoteData>() { public int compare(QuoteData quoteData1, QuoteData quoteData2) { int result = quoteData1.getPrice().compareTo(quoteData2.getPrice()); if (result != 0) { return result; } result = quoteData1.getSize().compareTo(quoteData2.getSize()); if (result != 0) { return result; } result = quoteData1.getSymbol().compareTo(quoteData2.getSymbol()); if (result != 0) { return result; } return result; } }; /** * Holder class for Quote data and action. */ private static final class QuoteDataAction { private QuoteData quoteData; private QuoteAction quoteAction; public QuoteDataAction(QuoteData quoteData) { this.quoteData = quoteData; } public QuoteAction getQuoteAction() { return quoteAction; } public void setQuoteAction(QuoteAction quoteAction) { this.quoteAction = quoteAction; } public QuoteData getQuoteData() { return quoteData; } } /** * Holder class for Quote data (Quote price, Quote size and symbol). */ private static final class QuoteData { private BigDecimal price; private BigDecimal size; private String symbol; public QuoteData(BigDecimal price, BigDecimal size, String symbol) { this.price = price; this.size = size; this.symbol = symbol; } public BigDecimal getPrice() { return price; } public BigDecimal getSize() { return size; } public String getSymbol() { return symbol; } } private static final Map<String, Map<String, QuoteData>> quoteDataMap = new HashMap<String, Map<String, QuoteData>>(); /** * comparators stored by event type */ private static final Map<Class<? extends Event>, Comparator<Event>> comparators = new HashMap<Class<? extends Event>, Comparator<Event>>(); /** * empty event list */ private static final List<Event> EMPTY_EVENT_LIST = new ArrayList<Event>(); /** * indicates no error */ private static final String NO_ERROR = "\"N/A\""; //$NON-NLS-1$ }