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package com.ddfplus.net;
import java.util.HashMap;
import java.util.Map;
import java.util.regex.Matcher;
import java.util.regex.Pattern;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import com.ddfplus.service.definition.DefinitionService;
public class SymbolShortCutsImpl implements SymbolShortCuts {
private static final char INDEX = '$';
private static final String ALL_FUTURES = "^F";
private static final String ALL_OPTIONS = "^O";
private static final String ALL_OPTIONS_MONTH_YEAR = "^OM";
private static final String FUTURE_MONTH_SHORTCUT = "*";
private static final String CTRL = "^";
private static final Pattern DDF_SYMBOL_PATTERN = Pattern.compile("(\\D+)(\\D)(\\d+)");
private static final Logger log = LoggerFactory.getLogger("SymbolShortCuts");
private DefinitionService definitionService;
private Map farOutMonths = new HashMap();
public SymbolShortCutsImpl(DefinitionService definitionService) {
this.definitionService = definitionService;
farOutMonths.put('F', 'A');
farOutMonths.put('G', 'B');
farOutMonths.put('H', 'C');
farOutMonths.put('J', 'D');
farOutMonths.put('K', 'E');
farOutMonths.put('M', 'I');
farOutMonths.put('N', 'L');
farOutMonths.put('Q', 'O');
farOutMonths.put('U', 'P');
farOutMonths.put('V', 'R');
farOutMonths.put('X', 'S');
farOutMonths.put('Z', 'T');
}
@Override
public String[] resolveShortCutSymbols(String symbol) {
String[] noSymbol = new String[0];
if (symbol == null || symbol.isEmpty()) {
return noSymbol;
}
if (symbol.charAt(0) == INDEX) {
// index
return new String[] { symbol };
}
String root = null;
// All futures
if (symbol.endsWith(ALL_FUTURES)) {
root = symbol.substring(0, symbol.length() - ALL_FUTURES.length());
String[] symbols = definitionService.getAllFutureSymbols(root);
if (symbols.length > 0) {
return symbols;
}
return noSymbol;
}
// Futures months: the "* notation” is *
int i = symbol.indexOf(FUTURE_MONTH_SHORTCUT);
if (i > 0) {
String s = getMonthSymbol(symbol, i);
if (s != null) {
return new String[] { s };
}
return noSymbol;
}
if (symbol.endsWith(ALL_OPTIONS)) {
root = symbol.substring(0, symbol.length() - ALL_OPTIONS.length());
String[] symbols = definitionService.getAllOptionsSymbols(root);
if (symbols.length > 0) {
return symbols;
}
return noSymbol;
}
if (symbol.endsWith(ALL_OPTIONS_MONTH_YEAR)) {
// Example: ZC^Z2015^OM
String monthYear = null;
int first = symbol.indexOf(CTRL);
if (first > 0) {
root = symbol.substring(0, first);
}
int last = symbol.lastIndexOf(CTRL);
if (last > 0) {
monthYear = symbol.substring(first + 1, last);
}
if (root != null && monthYear != null) {
String[] symbols = definitionService.getAllOptionsMonthYearSymbols(root, monthYear);
if (symbols.length > 0) {
return symbols;
}
}
return noSymbol;
}
// Convert symbols to DDF feed symbol if required.
String ddfFeedSymbol = convertToDdfFeedSymbol(symbol);
if (ddfFeedSymbol != null) {
return new String[] { ddfFeedSymbol };
}
// No short cut just return the symbol
return new String[] { symbol };
}
String convertToDdfFeedSymbol(String symbol) {
Matcher m = DDF_SYMBOL_PATTERN.matcher(symbol);
if (m.matches()) {
String s = m.group(1);
char month = m.group(2).charAt(0);
String yearString = m.group(3);
int year = Integer.parseInt(yearString);
int rawYear = year % 2000;
/**
*
* For Futures contracts, currently only Natural Gas (NG), that
* trade out more than 10-years DDF will use alternate contract
* months
*
* 'A','B','C','D','E','I','L','O','P','R','S','T' = 'Jan' ... 'Dec'
*
* For example using 2015 as the base year
* NGV25 - Natural Gas Oct(V) 2015
* gt 0.0 - Natural Gas Oct(R) 2025
*
*/
if (s.equals("NG") && rawYear >= 10) {
Character newMonth = farOutMonths.get(month);
if (newMonth != null) {
month = newMonth;
} else {
log.error("Lookup for far out month for symbol: " + symbol + " failed.");
}
}
// reduce the year to 1 digit, assumes the current year
String ddfSymbol = s + month + yearString.charAt(yearString.length() - 1);
return ddfSymbol;
}
return symbol;
}
String getMonthSymbol(String symbol, int i) {
String ret = null;
try {
int month = Integer.parseInt(symbol.substring(i + 1));
String root = symbol.substring(0, i);
ret = definitionService.getFuturesMonthSymbol(root, month);
} catch (NumberFormatException nfe) {
log.error("Invalid month identifier on symbol: " + symbol + " streaming not active.");
}
return ret;
}
void setDefinitionService(DefinitionService definitionService) {
this.definitionService = definitionService;
}
}
