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com.barchart.feed.ddf.message.provider.DX_XQ_Quote Maven / Gradle / Ivy
/**
* Copyright (C) 2011-2012 Barchart, Inc.
*
*
*
*/
class DX_XQ_Quote extends DF_28_BookTop implements DDF_MarketQuote {
protected final Logger log = LoggerFactory.getLogger(getClass());
/*
* (non-Javadoc)
*
* @see
* com.barchart.feed.ddf.message.provider.DF_28_BookTop#accept(com.barchart
* .feed.ddf.message.api.DDF_MessageVisitor, java.lang.Object)
*/
@Override
public Result accept(
final DDF_MessageVisitor visitor, final Param param) {
return visitor.visit(this, param);
}
DX_XQ_Quote() {
super(DDF_MessageType.QUOTE_SNAP_XML);
}
DX_XQ_Quote(final DDF_MessageType messageType) {
super(messageType);
}
// //////////////////////////////////////
private byte ordState = DDF_QuoteState.UNKNOWN.ord;
private byte ordMode = DDF_QuoteMode.UNKNOWN.ord;
private final byte ordCondition = DDF_Condition.UNKNOWN.ord;
/** contract price point value (not related to fraction) */
protected PriceValue pricePoint = ValueConst.NULL_PRICE;
protected long priceStep = HelperDDF.DDF_EMPTY;
/** optional */
protected byte[] symbolName = null; // DDF_Symbology.DDF_NO_NAME;
/** optional */
protected byte[] exchangeExtra = null; // DDF_Symbology.DDF_NO_NAME;
protected DX_XS_Session[] sessions = DDF_NO_SESSIONS;
// //////////////////////////////////////
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketQuote#getState()
*/
@Override
public final DDF_QuoteState getState() {
return DDF_QuoteState.fromOrd(ordState);
}
/**
* Sets the state.
*
* @param state
* the new state
*/
public final void setState(final DDF_QuoteState state) {
ordState = state.ord;
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketQuote#getCondition()
*/
@Override
public final DDF_Condition getCondition() {
return DDF_Condition.fromOrd(ordCondition);
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketQuote#getMode()
*/
@Override
public final DDF_QuoteMode getMode() {
return DDF_QuoteMode.fromOrd(ordMode);
}
/**
* Sets the mode.
*
* @param mode
* the new mode
*/
public final void setMode(final DDF_QuoteMode mode) {
ordMode = mode.ord;
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketQuote#getPointValue()
*/
@Override
public final PriceValue getPointValue() {
if (pricePoint == null) {
return ValueConst.NULL_PRICE;
}
return pricePoint;
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketQuote#getSymbolName()
*/
@Override
public final TextValue getSymbolName() {
return ValueBuilder.newText(symbolName);
}
/**
* Gets the name bytes.
*
* @return the name bytes
*/
public final byte[] getNameBytes() {
return symbolName;
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketQuote#getPriceStep()
*/
@Override
public final PriceValue getPriceStep() {
return newPriceDDF(priceStep, getFraction());
}
/*
* (non-Javadoc)
*
* @see com.barchart.feed.ddf.message.api.DDF_MarketQuote#sessions()
*/
@Override
public final DDF_MarketSession[] sessions() {
if (sessions == null) {
return new DDF_MarketSession[0];
}
return sessions;
}
//
@Override
protected final String xmlTagName() {
return TAG;
}
/*
* (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();
symbolName = xmlAsciiDecode(tag, SYMBOL_NAME, XML_PASS);
exchangeExtra = xmlAsciiDecode(tag, EXCHANGE_EXTRA, XML_PASS);
final byte baseCode = xmlByteDecode(tag, FRACTION_DDF, XML_STOP);
final DDF_Fraction frac = DDF_Fraction.fromBaseCode(baseCode);
setFraction(frac);
// FIXME, MDEX ddfexchange code missing
final byte exchCode = xmlByteDecode(tag, EXCHANGE_DDF, XML_PASS);
final DDF_Exchange exch = DDF_Exchange.fromCode(exchCode);
setExchange(exch);
final byte modeCode = xmlByteDecode(tag, QUOTE_MODE, XML_PASS);
final DDF_QuoteMode mode = DDF_QuoteMode.fromCode(modeCode);
setMode(mode);
final byte flagCode = xmlByteDecode(tag, QUOTE_STATE, XML_PASS);
final DDF_QuoteState flag = DDF_QuoteState.fromCode(flagCode);
setState(flag);
if (flag == DDF_QuoteState.UNKNOWN) {
log.debug("Parsed UNKNOWN QuoteState : {}", flagCode);
}
priceStep = xmlDecimalDecode(frac, tag, PRICE_TICK_INCREMENT, XML_STOP);
priceBid = xmlDecimalDecode(frac, tag, PRICE_BID, XML_PASS);
sizeBid = xmlLongDecode(tag, SIZE_BID, XML_PASS);
priceAsk = xmlDecimalDecode(frac, tag, PRICE_ASK, XML_PASS);
sizeAsk = xmlLongDecode(tag, SIZE_ASK, XML_PASS);
pricePoint = xmlPriceDecode(tag, PRICE_POINT_VALUE, XML_PASS);
//
final NodeList nodeList = tag.getElementsByTagName(XmlTagSession.TAG);
if (nodeList != null) {
final int size = nodeList.getLength();
sessions = new DX_XS_Session[size];
for (int k = 0; k < size; k++) {
final Element sessionTag = (Element) nodeList.item(k);
final DX_XS_Session session = new DX_XS_Session();
// note: session inherits these from quote
session.symbolArray = symbolArray;
session.setExchange(exch);
session.setFraction(frac);
//
session.decodeXML(sessionTag);
sessions[k] = session;
}
}
//
final long millisUTC = xmlTimeDecode(exch.kind.time.zone, tag, TIME_UPDATE, 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);
xmlAsciiEncode(symbolName, tag, SYMBOL_NAME);
xmlAsciiEncode(exchangeExtra, tag, EXCHANGE_EXTRA);
final DDF_Fraction frac = getFraction();
xmlByteEncode(frac.baseCode, tag, FRACTION_DDF);
final DDF_Exchange exch = getExchange();
xmlByteEncode(exch.code, tag, EXCHANGE_DDF);
final DDF_QuoteMode mode = getMode();
if (mode.isKnown()) {
xmlByteEncode(mode.code, tag, QUOTE_MODE);
}
final DDF_QuoteState flag = getState();
if (flag.isKnown()) {
xmlByteEncode(flag.code, tag, QUOTE_STATE);
}
xmlDecimalEncode(priceStep, frac, tag, PRICE_TICK_INCREMENT);
xmlDecimalEncode(priceBid, frac, tag, PRICE_BID);
xmlLongEncode(sizeBid, tag, SIZE_BID);
xmlDecimalEncode(priceAsk, frac, tag, PRICE_ASK);
xmlLongEncode(sizeAsk, tag, SIZE_ASK);
xmlPriceEncode(pricePoint, tag, PRICE_POINT_VALUE);
//
xmlTimeEncode(millisUTC, exch.kind.time.zone, tag, TIME_UPDATE);
//
for (final DX_XS_Session session : sessions) {
final Element sessionTag = xmlNewElement(tag, XmlTagSession.TAG);
session.encodeXML(sessionTag);
tag.appendChild(sessionTag);
}
}
/*
* (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(new String(getSymbolFull()));
}
@Override
public SecurityType securityType() {
return getExchange().kind.asSecType();
}
@Override
public String symbol() {
return Symbology.formatSymbol(new String(getSymbolFull()));
}
@Override
public Exchange exchange() {
return getExchange().asExchange();
}
@Override
public String exchangeCode() {
return new String(new byte[] {getExchange().code});
}
@Override
public Price tickSize() {
return ValueConverter.price(getPriceStep());
}
@Override
public Price pointValue() {
return ValueConverter.price(getPointValue());
}
@Override
public Fraction displayFraction() {
return ValueConverter.fraction(getFraction().fraction);
}
};
}
