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com.barchart.feed.ddf.message.provider.DX_XC_Cuvol Maven / Gradle / Ivy
/**
* Copyright (C) 2011-2012 Barchart, Inc. Result accept(
final DDF_MessageVisitor visitor, final Param param) {
return visitor.visit(this, param);
}
DX_XC_Cuvol() {
super(DDF_MessageType.CUVOL_SNAP_XML);
}
DX_XC_Cuvol(final DDF_MessageType messageType) {
super(messageType);
}
// //////////////////////////////////////
// cuvol descriptor
protected long priceFirst = HelperDDF.DDF_EMPTY;
protected long priceStep = HelperDDF.DDF_EMPTY;
protected long[] sizeArray = DDF_NO_SIZES;
// last trade
protected long priceTrade = HelperDDF.DDF_EMPTY;
protected long sizeTrade = HelperDDF.DDF_EMPTY;
protected long sizeTradeCuvol = HelperDDF.DDF_EMPTY;
// //////////////////////////////////////
/**
* Gets the price first.
*
* @return the price first
*/
public final PriceValue getPriceFirst() {
return HelperDDF.newPriceDDF(priceFirst, getFraction());
}
protected final int entryCount() {
final long[] array = sizeArray;
final int length = array.length;
int entryCount = 0;
for (int index = 0; index < length; index++) {
final long sizeValue = array[index];
if (sizeValue > 0) {
entryCount++;
}
}
return entryCount;
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketCuvol#entries()
*/
@Override
public final MarketDoCuvolEntry[] entries() {
final long[] array = sizeArray;
final int length = array.length;
final int entryCount = entryCount();
final int exponent = getFraction().decimalExponent;
final MarketDoCuvolEntry[] entries = new MarketDoCuvolEntry[entryCount];
int entryIndex = 0;
for (int index = 0; index < length; index++) {
final long sizeValue = array[index];
if (sizeValue > 0) {
final int place = entryIndex + 1;
final long mantissa = priceFirst + index * priceStep;
final PriceValue price = ValueBuilder.newPrice(mantissa,
exponent);
final SizeValue size = ValueBuilder.newSize(sizeValue);
final MarketDoCuvolEntry entry = new DefCuvolEntry(
place, price, size);
entries[entryIndex++] = entry;
}
}
assert entryIndex == entryCount;
return entries;
}
/**
* Entries.
*
* @param array
* the array
*/
public final void entries(final long[] array) {
sizeArray = array;
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketCuvol#getSizeLastCuvol()
*/
@Override
public SizeValue getSizeLastCuvol() {
return HelperDDF.newSizeDDF(sizeTradeCuvol);
}
/**
* Sets the last size cuvol.
*
* @param size
* the new last size cuvol
*/
public void setLastSizeCuvol(final long size) {
sizeTradeCuvol = size;
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketCuvol#getPriceLast()
*/
@Override
public PriceValue getPriceLast() {
return HelperDDF.newPriceDDF(priceTrade, getFraction());
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketCuvol#getSizeLast()
*/
@Override
public SizeValue getSizeLast() {
return HelperDDF.newSizeDDF(sizeTrade);
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketCuvol#getPriceStep()
*/
@Override
public PriceValue getPriceStep() {
return HelperDDF.newPriceDDF(priceStep, getFraction());
}
//
@Override
protected final String xmlTagName() {
return TAG;
}
// @Override
// public DDF_Exchange getExchange() {
// return
// DDF_Exchange.fromCode(getInstrument().exchangeCode().getBytes()[0]);
// }
/*
* (non-Javadoc)
*
* @see
* com.barchart.feed.ddf.message.provider.Base#decodeXML(org.w3c.dom.Element
* )
*/
@Override
public final void decodeXML(final Element tag) {
xmlCheckTagName(tag, TAG);
symbolArray = xmlDecSymbol(tag, SYMBOL, XML_STOP);
updateSpread();
final byte baseCode = xmlByteDecode(tag, FRACTION_DDF, XML_STOP);
final DDF_Fraction frac = DDF_Fraction.fromBaseCode(baseCode);
setFraction(frac);
priceStep = xmlDecimalDecode(frac, tag, PRICE_TICK_INCREMENT, XML_STOP);
priceTrade = xmlDecimalDecode(frac, tag, PRICE_LAST, XML_STOP);
sizeTrade = xmlLongDecode(tag, SIZE_LAST, XML_STOP);
sizeTradeCuvol = xmlLongDecode(tag, SIZE_LAST_CUVOL, XML_STOP);
//
final int entryCount = xmlIntegerDecode(tag, ENTRY_COUNT, XML_STOP);
if (entryCount > 0) {
final String stringEntries = xmlStringDecode(tag, ENTRY_ARRAY,
XML_STOP);
final String[] stringArray = stringEntries.split(STRING_COLON);
long priceMin = Long.MAX_VALUE;
long priceMax = Long.MIN_VALUE;
final long[] prices = new long[entryCount];
final int[] sizes = new int[entryCount];
int index = 0;
for (final String stringEntry : stringArray) {
assert ValueBuilder.isPureAscii(stringEntry);
final ByteBuffer buffer = ByteBuffer.wrap(stringEntry
.getBytes(ASCII_CHARSET));
final long price = HelperDDF.decimalDecode(frac, buffer, COMMA);
final long size = HelperDDF.longDecode(buffer, NUL);
priceMin = Math.min(priceMin, price);
priceMax = Math.max(priceMax, price);
prices[index] = price;
sizes[index] = MathExtra.castLongToInt(size);
index++;
}
assert index == entryCount;
priceFirst = priceMin;
final long range = priceMax - priceMin + priceStep;
final int length = MathExtra.castLongToInt(range / priceStep);
sizeArray = new long[length];
for (index = 0; index < entryCount; index++) {
final long price = prices[index];
final int size = sizes[index];
final int offset = (int) ((price - priceFirst) / priceStep);
sizeArray[offset] = size;
}
assert index == entryCount;
}
final Instrument instrument = getInstrument();
// FIXME This doesnt work, instrument uses the exchange() method to get it's exchange
// so you can't call exchangeCode() on instrument before it's been set in the message;
setExchange(DDF_Exchange.fromCode(instrument.exchangeCode().getBytes()[0]));
final long millisUTC = xmlTimeDecode(getExchange().kind.time.zone, tag,
TIME_LAST, XML_PASS);
setDecodeDefaults(millisUTC);
}
/*
* (non-Javadoc)
*
* @see
* com.barchart.feed.ddf.message.provider.Base#encodeXML(org.w3c.dom.Element
* )
*/
@Override
public final void encodeXML(final Element tag) {
xmlCheckTagName(tag, TAG);
xmlAsciiEncode(getSymbolFull(), tag, SYMBOL);
final DDF_Fraction frac = getFraction();
xmlByteEncode(frac.baseCode, tag, FRACTION_DDF);
xmlDecimalEncode(priceStep, frac, tag, PRICE_TICK_INCREMENT);
xmlDecimalEncode(priceTrade, frac, tag, PRICE_LAST);
xmlLongEncode(sizeTrade, tag, SIZE_LAST);
xmlLongEncode(sizeTradeCuvol, tag, SIZE_LAST_CUVOL);
//
final int entryCount = entryCount();
xmlIntegerEncode(entryCount, tag, ENTRY_COUNT);
final StringBuilder text = new StringBuilder(512);
final ByteBuffer buffer = ByteBuffer.allocate(32);
if (entryCount > 0) {
final long[] array = sizeArray;
final int length = array.length;
int entryIndex = 0;
for (int index = 0; index < length; index++) {
final long size = array[index];
if (size > 0) {
if (entryIndex > 0) {
text.append(STRING_COLON);
}
final long price = priceFirst + index * priceStep;
buffer.clear();
HelperDDF.decimalEncode(price, frac, buffer, COMMA);
HelperDDF.longEncode(size, buffer, NUL);
final String stringEntry = new String(buffer.array(), 0,
buffer.position(), ASCII_CHARSET);
text.append(stringEntry);
entryIndex++;
}
}
assert entryCount == entryIndex;
}
xmlTextEncode(text, tag, ENTRY_ARRAY);
// see decodeXML() above
xmlTimeEncode(millisUTC, getExchange().kind.time.zone, tag, TIME_LAST);
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.provider.Base#toString()
*/
@Override
public String toString() {
final Element tag = HelperXML.xmlNewDocument(xmlTagName());
encodeXML(tag);
final byte[] array = HelperXML.xmlDocumentEncode(tag, true);
return new String(array, ASCII.ASCII_CHARSET);
}
@Override
protected void appedFields(final StringBuilder text) {
super.appedFields(text);
// TODO
text.append("TODO : ");
}
@Override
public Instrument getInstrument() {
return DDF_FeedInstProvider.fromMessage(stub);
}
/*
* Lazy eval instrument stub
*/
private final Instrument stub = new DefaultInstrument(InstrumentID.NULL) {
@Override
public String marketGUID() {
return Symbology.formatSymbol(getId().toString());
}
@Override
public SecurityType securityType() {
return getExchange().kind.asSecType();
}
@Override
public String symbol() {
return Symbology.formatSymbol(getId().toString());
}
@Override
public Exchange exchange() {
return Exchange.NULL;
}
@Override
public String exchangeCode() {
return "NULL";
}
@Override
public Price tickSize() {
return ValueConverter.price(getPriceStep());
}
@Override
public Fraction displayFraction() {
return ValueConverter.fraction(getFraction().fraction);
}
};
}
