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com.ddfplus.codec.Codec Maven / Gradle / Ivy
/**
* Copyright (C) 2004 - 2015 by Barchart.com, Inc. All Rights Reserved.
*
* This software is the proprietary information of Barchart.com, Inc.
* Use is subject to license terms.
*/
package com.ddfplus.codec;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import com.ddfplus.db.SymbolInfo;
import com.ddfplus.messages.AbstractMsgBaseMarket;
import com.ddfplus.messages.CtrlTimestamp;
import com.ddfplus.messages.Data20Parameter;
import com.ddfplus.messages.Data21Refresh;
import com.ddfplus.messages.Data27Trade;
import com.ddfplus.messages.Data28BidAsk;
import com.ddfplus.messages.Data29Condition;
import com.ddfplus.messages.Data2ZTrade;
import com.ddfplus.messages.Data3BOrderBook;
import com.ddfplus.messages.Data3XSummary;
import com.ddfplus.messages.DataRefreshXML;
import com.ddfplus.messages.DdfMarketBase;
/**
* DDF Message Codec
*/
public class Codec {
/** The Constant LOG. */
private static final Logger log = LoggerFactory.getLogger(Codec.class);
/**
* Instantiates a new message provider.
*/
private Codec() {
// Singleton
}
/**
* Gets the index of.
*
* @param ba
* the ba
* @param item
* the item
* @param start
* the start
* @return the index of
*/
public static int getIndexOf(byte[] ba, char item, int start) {
byte b = (byte) item;
for (int i = start; i < ba.length; i++) {
if (ba[i] == b)
return i;
}
return -1;
}
/*
*
*/
/**
* Parses the ddf int value.
*
* @param ba
* the ba
* @param start
* the start
* @param length
* the length
* @return the int
*/
public static int parseDDFIntValue(byte[] ba, int start, int length) {
return (length == 0) ? 0 : Codec.parseIntValue(ba, start, length);
}
/**
* Parses the ddf price value.
*
* @param ba
* the ba
* @param start
* the start
* @param length
* the length
* @param unitcode
* the unitcode
* @return the float
* @throws NumberFormatException
* the number format exception
*/
public static float parseDDFPriceValue(byte[] ba, int start, int length, char unitcode)
throws NumberFormatException {
return Codec.parseDDFPriceValue(ba, start, length, SymbolInfo.ddfuc2bb(unitcode));
}
/**
* Converts a string representation of the data to a floating point value,
* based on the unitcode.
*
* @param ba
* the ba
* @param start
* the start
* @param length
* the length
* @param basecode
* the basecode
* @return the float
* @throws NumberFormatException
* the number format exception
*/
public static float parseDDFPriceValue(byte[] ba, int start, int length, int basecode)
throws NumberFormatException {
if (start + length > ba.length)
throw new NumberFormatException(
"Index Out of Bounds array.length=" + ba.length + ", start=" + start + ", length=" + length);
if (length == 0)
return 0;
if (((char) ba[start] == '-') && (length == 1))
return 0;
if (basecode >= 0) {
long lval = Codec.parseLongValue(ba, start, length);
double d = (double) ((double) lval / (double) Math.pow(10, basecode));
return (float) d;
}
else {
float f = 0;
int ival = Codec.parseIntValue(ba, start, length);
switch (basecode) {
case -1:
f = (ival / 10) + ((float) (ival % 10) / 8);
break;
case -2:
f = (ival / 100) + ((float) (ival % 100) / 16);
break;
case -3:
f = (ival / 100) + ((float) (ival % 100) / 32);
break;
case -4:
f = (ival / 100) + ((float) (ival % 100) / 64);
break;
case -5:
f = (ival / 1000) + ((float) (ival % 1000) / 128);
break;
case -6:
f = (ival / 1000) + ((float) (ival % 1000) / 256);
break;
}
return f;
}
}
/**
* Parses the int value.
*
* @param ba
* the ba
* @param start
* the start
* @param length
* the length
* @return the int
* @throws NumberFormatException
* the number format exception
*/
public static int parseIntValue(byte[] ba, int start, int length) throws NumberFormatException {
if (start + length > ba.length)
throw new NumberFormatException(
"Index Out of Bounds array.length=" + ba.length + ", start=" + start + ", length=" + length);
int mult = 1;
if ((char) ba[start] == '-') {
mult = -1;
start++;
length--;
}
// [2, 0, 0, 9]
int value = 0;
int base = 1;
for (int i = start + length - 1; i >= start; i--) {
value += base * ((int) ba[i] - 48);
base *= 10;
}
return value * mult;
}
/**
* Parses the long value.
*
* @param ba
* the ba
* @param start
* the start
* @param length
* the length
* @return the long
*/
public static long parseLongValue(byte[] ba, int start, int length) {
long mult = 1;
if ((char) ba[start] == '-') {
mult = -1;
start++;
length--;
}
// [2, 0, 0, 4]
long value = 0L;
int base = 1;
for (int i = start + length - 1; i >= start; i--) {
value += base * ((long) ba[i] - 48);
base *= 10;
}
return value * mult;
}
/**
* Parses a string message into a Message object.
*
* @param array
* the array
* @return the base market message
*/
public static DdfMarketBase parseMessage(byte[] array) {
final byte[] baOriginal = array;
boolean showErrorMessage = true;
AbstractMsgBaseMarket msg = null;
try {
switch (array[0]) {
case 37: // '%'
/* JERQ initiating / refresh message */
String message = new String(array);
if (message.charAt(1) == '<') {
// ok
} else if (message.charAt(1) == '%') {
/*
* Compensate for a server bug that sends two % for HTTP
* sessions
*/
message = message.substring(1);
} else {
log.error("format error; message={}", message);
break;
}
msg = DataRefreshXML.Parse(message);
break;
case 1: // SOH
// ddfplus message
char record = (char) array[1];
String spreadType = null;
String[] spreadLegs = null;
if (record == 'S') {
Object[] o = Codec.stripSpreadPreamble(array);
record = '2';
array = (byte[]) o[5];
spreadType = (String) o[1];
spreadLegs = (String[]) o[3];
}
switch (record) { // Record
case '#':
// Timestamp
msg = CtrlTimestamp.Parse(array);
break;
case '!':
/*
* Timestamp, {soh}!yyyymmddss{etx}
*
* Ignore.
*/
showErrorMessage = false;
break;
case 'S':
case '2': {
int pos = getIndexOf(array, ',', 0);
char subrecord = (char) array[pos + 1];
switch (subrecord) { // Subrecord
case '0': {
String symbol = Codec.parseStringValue(array, 2, pos - 2);
char baseCode = (char) array[pos + 3];
char exchange = (char) array[pos + 4];
int delay = Codec.parseIntValue(array, pos + 5, 2);
int pos2 = Codec.getIndexOf(array, ',', pos + 7);
char element = (char) array[pos2 + 1];
char modifier = (char) array[pos2 + 2];
switch (element) {
case '1': // Ask
msg = new Data28BidAsk(array);
((Data28BidAsk) msg)._record = '2';
((Data28BidAsk) msg)._subrecord = '8';
((Data28BidAsk) msg)._ask = Codec.parseDDFPriceValue(array, pos + 7, pos2 - pos - 7,
baseCode);
break;
case '2': // Bid
msg = new Data28BidAsk(array);
((Data28BidAsk) msg)._record = '2';
((Data28BidAsk) msg)._subrecord = '8';
((Data28BidAsk) msg)._bid = Codec.parseDDFPriceValue(array, pos + 7, pos2 - pos - 7,
baseCode);
break;
default:
msg = Data20Parameter.Parse(array);
break;
}
msg._symbol = symbol;
msg._basecode = baseCode;
msg._exchange = exchange;
msg._delay = delay;
msg._day = (char) array[pos2 + 3];
msg._session = (char) array[pos2 + 4];
msg.setMessageTimestamp(pos2 + 5);
break;
}
case '1':
case '2':
case '3':
case '4':
case '6':
msg = Data21Refresh.Parse(array);
break;
case '5':
showErrorMessage = false;
break;
case '7':
msg = Data27Trade.Parse(array);
break;
case 'Z':
msg = Data2ZTrade.Parse(array);
break;
case '8':
msg = Data28BidAsk.Parse(array);
break;
case '9':
msg = Data29Condition.Parse(array);
break;
case 'F':
showErrorMessage = false;
break;
} // end of sub record
if ((msg != null) && (spreadType != null)) {
msg._spreadType = spreadType;
msg._spreadLegs = spreadLegs;
msg._message = baOriginal;
// We may need re-set the etxpos
if (msg._etxpos > -1) {
msg._etxpos += (baOriginal.length - array.length);
}
}
break;
}
case '3': {
int pos = getIndexOf(array, ',', 0);
switch ((char) array[pos + 1]) { // Subrecord
case 'B':
msg = Data3BOrderBook.Parse(array);
break;
case 'C':
msg = Data3XSummary.Parse(array);
break;
case 'D':
showErrorMessage = false;
break;
case 'I':
showErrorMessage = false;
break;
case 'R':
showErrorMessage = false;
break;
case 'S':
msg = Data3XSummary.Parse(array);
break;
case 'T':
case 'V':
case 'W':
showErrorMessage = false;
break;
}
break;
}
}
}
} catch (Exception e) {
log.error("Parse failed on message: " + new String(array) + " error: ", e);
}
if ((msg == null) && (showErrorMessage)) {
log.error("Could not parse message: " + new String(array));
}
return msg;
}
/**
* Parses the string value.
*
* @param ba
* the ba
* @param start
* the start
* @param length
* the length
* @return the string
*/
public static String parseStringValue(byte[] ba, int start, int length) {
char[] ca = new char[length];
for (int i = 0; i < length; i++) {
ca[i] = (char) ba[i + start];
}
return new String(ca);
}
/*
* This is still under construction. 0 - char subrecord 1 -
* (String) Spread Type 2 - (Integer) Number of Legs 3 -
* (String[]) Legs 4 - Parseable Message
*
* @param ba the ba
*
* @return the object[]
*
* @return
*/
protected static Object[] stripSpreadPreamble(byte[] ba) {
// _SCLN9,8_AJ10SP2CLV9,-232,-,,,GG_
// 0123456789a123456789b123456789d123456789e
int pos = Codec.getIndexOf(ba, ',', 0);
String symbol = Codec.parseStringValue(ba, 2, pos - 2);
char subrecord = (char) ba[pos + 1];
int spStart = pos + 7;
String spreadType = Codec.parseStringValue(ba, pos + 7, 2);
int numberOfLegs = Codec.parseIntValue(ba, pos + 9, 1);
String[] legs = new String[numberOfLegs];
legs[0] = symbol;
pos += 10;
for (int i = 1; i < numberOfLegs; i++) {
int pos2 = Codec.getIndexOf(ba, ',', pos);
legs[i] = Codec.parseStringValue(ba, pos, pos2 - pos);
pos = pos2 + 1;
}
int start2 = pos;
switch (subrecord) {
case '1':
case '2':
case '3':
case '4':
case '5':
// N.B. Keep the comma
start2--;
break;
}
int length = spStart + (ba.length - start2);
byte[] ba2 = new byte[length];
System.arraycopy(ba, 0, ba2, 0, spStart);
System.arraycopy(ba, start2, ba2, spStart, ba.length - start2);
StringBuilder sb = new StringBuilder("_S_" + spreadType);
for (String s : legs) {
sb.append("_" + s);
}
byte[] ba3 = new byte[ba2.length - symbol.length() + sb.length()];
ba3[0] = 1;
ba3[1] = 50;
for (int i = 0; i < sb.length(); i++) {
ba3[2 + i] = (byte) sb.charAt(i);
}
System.arraycopy(ba2, 2 + symbol.length(), ba3, 2 + sb.length(), ba3.length - (2 + sb.length()));
return new Object[] { subrecord, spreadType, numberOfLegs, legs, ba2, ba3 };
}
}