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com.ddfplus.db.Quote 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.db;
import java.io.Serializable;
import java.time.LocalDate;
import java.time.format.DateTimeFormatter;
import java.util.List;
import java.util.concurrent.CopyOnWriteArrayList;
import com.ddfplus.enums.MarketConditionType;
import com.ddfplus.messages.DdfMarketBase;
import com.ddfplus.util.DDFDate;
import com.ddfplus.util.ParserHelper;
import com.ddfplus.util.XMLNode;
/**
* The Quote class encapsulates the complete quotation information for a given
* Symbol. It contains Session objects which have the data. The Quote object
* also contains formatting and other information.
*/
public class Quote implements Cloneable, Serializable {
// By defining the serialVersionUID we can keep Object Serialization
// consistent.
private static final long serialVersionUID = 9094149815858170620L;
private volatile String _ddfExchange = "";
private final SymbolInfo _symbolInfo;
// Prices
private volatile float _ask = 0.0f;
private volatile int _askSize = 0;
private volatile float _bid = 0.0f;
private volatile int _bidSize = 0;
// Sessions
protected volatile Session _combinedSession = new Session(this);
protected volatile Session _previousSession = new Session(this);
private final List _sessions = new CopyOnWriteArrayList();
private volatile char _flag = '\0';
private volatile MarketConditionType _marketCondition = MarketConditionType.NORMAL;
protected volatile long _lastUpdated = 0;
// Original DDF Message
private volatile DdfMarketBase _message = null;
private volatile char _permission = '\0';
public Quote(SymbolInfo symbolInfo) {
this._symbolInfo = symbolInfo;
}
/**
* Clones the Quote object. This creates a copy of the Quote object (as
* opposed to just a pointer reference. Useful if you implementing delay
* queues, or anything that requires a second physical copy of the Quote.
*/
@Override
public Object clone() {
Quote q = new Quote(_symbolInfo);
q._ask = _ask;
q._askSize = _askSize;
q._bid = _bid;
q._bidSize = _bidSize;
q._ddfExchange = _ddfExchange;
q._flag = _flag;
q._lastUpdated = this._lastUpdated;
q._marketCondition = _marketCondition;
q._message = _message;
q._permission = _permission;
q._combinedSession = (Session) _combinedSession.clone();
q._previousSession = (Session) _previousSession.clone();
q._sessions.addAll(_sessions);
return q;
}
/**
* Creates a session given a specific day and session code, stores it, and
* returns it. Only creates the session if necessary otherwise returns the
* current session.
*
* @param dayCode
* Day Code
* @param sessionCode
* Session Code
*
* @return Session Current session object.
*/
public Session createSession(char dayCode, char sessionCode) {
Session session = this.getSession(dayCode, sessionCode);
if (session == null) {
session = new Session(this, DDFDate.fromDayCode(dayCode), sessionCode);
if ((sessionCode == 'R') || (sessionCode == 'T'))
_sessions.add(session);
}
return session;
}
/**
* Returns the best Ask (offer) price.
*
* @return float The Ask price
*/
public float getAsk() {
return _ask;
}
/**
* Returns the size of the best Ask (Offer).
*
* @return int The Ask size
*/
public int getAskSize() {
return _askSize;
}
/**
* Returns the best bid price.
*
* @return The Bid price
*/
public float getBid() {
return _bid;
}
/**
* Returns the size of the best bid.
*
* @return int The bid size
*/
public int getBidSize() {
return _bidSize;
}
/**
* Returns the change, i.e. the difference between the last price and the
* previous day's last (or settling) price.
*
* @return float The change
*/
public float getChange() {
float last = this._combinedSession.getLast();
if (last == 0.0f)
return 0.0f;
float prev = _previousSession.getLast();
if (prev == 0.0f)
return 0.0f;
return last - prev;
}
/**
* Returns the combined trading session for the Quote. The combined session
* is the standard session used, and includes both electronic and pit
* session, if applicable. For equities, there is only one session.
*
* @return Session The combined session object.
*/
public Session getCombinedSession() {
return _combinedSession;
}
/**
* Returns the ddf exchange code that the Quote is on.
*
* @return String - The ddf exchange code.
*/
public String getDDFExchange() {
return _ddfExchange;
}
/**
* Returns the flag (if any) associated with the quote. Flags could be 'c'
* for close, 's' for settle.
*
* @return char - the flag
*/
public char getFlag() {
return _flag;
}
/**
* Last time the Quote was updated in ms.
*
* @return update time in ms.
*/
public long getLastUpdated() {
return _lastUpdated;
}
/**
* Gets the Market Condition for the symbol.
*
* @return Market Condition
*/
public MarketConditionType getMarketCondition() {
return _marketCondition;
}
/**
* Returns the last Message object that influenced this Quote.
*
* @return Message The original Message object
*/
public DdfMarketBase getMessage() {
return _message;
}
/**
* Return the permission of the quote. One of 'R', 'S', 'I'.
*
* @return char The mode/permission of the quote.
*/
public char getPermission() {
return _permission;
}
/**
* Returns the previous trading session for the Quote. The previous session
* is used to calculate changes, and to see the data for "yesterday."
*
* @return Session The previous session object.
*/
public Session getPreviousSession() {
return _previousSession;
}
/**
* Returns the specific session for a day and session.
*
* @param dayCode
* Day Code
* @param sessionCode
* Session Code
*
* @return Session
*/
public Session getSession(char dayCode, char sessionCode) {
for (Session session : _sessions) {
if ((session.getDayCode() == dayCode) && (session.getSessionCode() == sessionCode))
return session;
}
return null;
}
/**
* Returns the symbol of the Quote object, e.g. IBM or ZNZ7
*
* @return String The symbol
*/
public SymbolInfo getSymbolInfo() {
return _symbolInfo;
}
public void setAsk(float value) {
_ask = value;
}
public void setAskSize(int value) {
_askSize = value;
}
public void setBid(float value) {
_bid = value;
}
public void setBidSize(int value) {
_bidSize = value;
}
/**
* Sets the flag.
*
* @param value
* char The flag
*/
public void setFlag(char value) {
_flag = value;
}
public void setCombinedSession(Session session) {
_combinedSession = session;
}
/**
* Sets the Market Condition for the symbol.
*
* @param value
* char The Market Condition
*/
public void setMarketCondition(MarketConditionType value) {
_marketCondition = value;
}
/**
* Sets the Message object to the quote. This allows the user app to pull
* extra data and read deeper into the quote.
*
* @param message
* Message The Message object
*/
protected void setMessage(DdfMarketBase message) {
_message = message;
if (_ddfExchange.length() < 1)
_ddfExchange = "" + _message.getExchange();
}
/**
* Sets the ddf exchange code.
*
* @param value
* String The ddf exchange
*/
public void setDDFExchange(String value) {
_ddfExchange = value;
}
public void setPermission(char c) {
_permission = c;
}
public void setPreviousSession(Session session) {
_previousSession = session;
}
/**
* Last Updated in UTC, because this is used by PHP quote systems to compare
* against db data, to determine which is fresher.
*/
public void updateLastUpdated() {
_lastUpdated = System.currentTimeMillis();
}
public void updateLastUpdated(long millis) {
_lastUpdated = millis;
}
public String toJSONString() {
Session session = this._combinedSession;
Session session_t = this.getSession(this._combinedSession.getDayCode(), 'T');
StringBuilder sb = new StringBuilder("\"" + this._symbolInfo.getSymbol() + "\": { " + "\"symbol\": \""
+ this._symbolInfo.getSymbol() + "\"" + ", \"name\": \""
+ this._symbolInfo.getName().replaceAll("\"", "\\\\\"") + "\"" + ", \"exchange\": \""
+ this._symbolInfo.getExchange() + "\"" + ", \"basecode\": \"" + this._symbolInfo.getBaseCode() + "\""
+ ", \"pointvalue\": " + this._symbolInfo.getPointValue() + ", \"tickincrement\": "
+ this._symbolInfo.getTickIncrement() + ", \"ddfexchange\": "
+ (((this._ddfExchange == null) || (this._ddfExchange.length() == 0)) ? "null"
: "\"" + this._ddfExchange + "\"")
);
if (session.getDay() != null) {
sb.append(
", \"day\": \"" + session.getDayCode() + "\""
+ ", \"date\": \"" + LocalDate.from(session.getDay().getDate()).format(DateTimeFormatter.ISO_DATE) + "\""
);
}
sb.append(
", \"flag\": " + ((this._flag != '\0') ? ("\"" + this._flag + "\"") : "null") +
", \"lastupdate\": " + (new DDFDate(_lastUpdated).toDDFString())
);
sb.append(
", \"bid\": "
+ ((_bid == ParserHelper.DDFAPI_NOVALUE) ? "null"
: ParserHelper.float2string(_bid, this._symbolInfo.getBaseCode(),
ParserHelper.PURE_DECIMAL))
+ ", \"bidsize\": " + ((_bidSize == ParserHelper.DDFAPI_NOVALUE) ? "null" : _bidSize * 100)
+ ", \"ask\": "
+ ((_ask == ParserHelper.DDFAPI_NOVALUE) ? "null"
: ParserHelper.float2string(_ask, this._symbolInfo.getBaseCode(),
ParserHelper.PURE_DECIMAL))
+ ", \"asksize\": " + ((_askSize == ParserHelper.DDFAPI_NOVALUE) ? "null" : _askSize * 100));
sb.append(", " + "\"open\": "
+ ((session.getOpen() == ParserHelper.DDFAPI_NOVALUE) ? "null"
: ParserHelper.float2string(session.getOpen(), this._symbolInfo.getBaseCode(),
ParserHelper.PURE_DECIMAL))
+ ", \"high\": "
+ ((session.getHigh() == ParserHelper.DDFAPI_NOVALUE) ? "null"
: ParserHelper.float2string(session.getHigh(), this._symbolInfo.getBaseCode(),
ParserHelper.PURE_DECIMAL))
+ ", \"low\": "
+ ((session.getLow() == ParserHelper.DDFAPI_NOVALUE) ? "null"
: ParserHelper.float2string(session.getLow(), this._symbolInfo.getBaseCode(),
ParserHelper.PURE_DECIMAL))
+ ", \"last\": "
+ ((session.getLast() == ParserHelper.DDFAPI_NOVALUE) ? "null"
: ParserHelper.float2string(session.getLast(), this._symbolInfo.getBaseCode(),
ParserHelper.PURE_DECIMAL))
+ ", \"last2\": "
+ ((session.getLast(1) == ParserHelper.DDFAPI_NOVALUE) ? "null"
: ParserHelper.float2string(session.getLast(1), this._symbolInfo.getBaseCode(),
ParserHelper.PURE_DECIMAL))
+ ", \"last3\": "
+ ((session.getLast(2) == ParserHelper.DDFAPI_NOVALUE) ? "null"
: ParserHelper.float2string(session.getLast(2), this._symbolInfo.getBaseCode(),
ParserHelper.PURE_DECIMAL))
+ ", \"last_t\": "
+ (((session_t != null) && (session_t.getLast() != ParserHelper.DDFAPI_NOVALUE)) ? ParserHelper
.float2string(session_t.getLast(), this._symbolInfo.getBaseCode(), ParserHelper.PURE_DECIMAL)
: "null")
+ ", \"lastsize\": "
+ ((session.getLastSize() == ParserHelper.DDFAPI_NOVALUE) ? "null" : session.getLastSize())
+ ", \"tradetimestamp\": " + session.getTradeTimestamp() + ", \"settlement\": "
+ ((session.getSettlement() == ParserHelper.DDFAPI_NOVALUE) ? "null"
: ParserHelper.float2string(session.getSettlement(), this._symbolInfo.getBaseCode(),
ParserHelper.PURE_DECIMAL))
+ ", \"previous\": "
+ ((session.getPrevious() == ParserHelper.DDFAPI_NOVALUE) ? "null"
: ParserHelper.float2string(session.getPrevious(), this._symbolInfo.getBaseCode(),
ParserHelper.PURE_DECIMAL))
+ ", \"volume\": "
+ ((session.getVolume() == ParserHelper.DDFAPI_NOVALUE) ? "null" : session.getVolume())
+ ", \"openinterest\": "
+ ((this._previousSession.getOpenInterest() == ParserHelper.DDFAPI_NOVALUE) ? "null"
: this._previousSession.getOpenInterest())
+ ", \"numtrades\": " + session.getNumberOfTrades() + ", \"pricevolume\": " + ParserHelper.float2string(session.getPriceVolume(), 'A', ParserHelper.PURE_DECIMAL, false)
+ ", \"timestamp\": " + session.getTimeInMillis());
if ((session_t != null) && (session_t.getLast() != ParserHelper.DDFAPI_NOVALUE)) {
sb.append(", \"t_session\" : { ");
sb.append("\"last\": " + ParserHelper.float2string(session_t.getLast(), this._symbolInfo.getBaseCode(), ParserHelper.PURE_DECIMAL));
sb.append(", \"lastsize\": " + ((session_t.getLastSize() == ParserHelper.DDFAPI_NOVALUE) ? "null" : session_t.getLastSize()));
sb.append(", \"tradetimestamp\": " + session_t.getTradeTimestamp());
sb.append(", \"timestamp\": " + session_t.getTimeInMillis());
sb.append("}");
}
Session previous_session = this._previousSession;
sb.append(", " + "\"previous_session\": { ");
sb.append("\"last\": " + ((previous_session.getLast() == ParserHelper.DDFAPI_NOVALUE) ? "null" : ParserHelper.float2string(previous_session.getLast(), this._symbolInfo.getBaseCode(), ParserHelper.PURE_DECIMAL)));
sb.append(((previous_session.getOpen() == ParserHelper.DDFAPI_NOVALUE) ? "" : ",\"open\": " + ParserHelper.float2string(previous_session.getOpen(), this._symbolInfo.getBaseCode(), ParserHelper.PURE_DECIMAL)));
sb.append(((previous_session.getHigh() == ParserHelper.DDFAPI_NOVALUE) ? "" : ",\"high\": " + ParserHelper.float2string(previous_session.getHigh(), this._symbolInfo.getBaseCode(), ParserHelper.PURE_DECIMAL)));
sb.append(((previous_session.getLow() == ParserHelper.DDFAPI_NOVALUE) ? "" : ",\"low\": " + ParserHelper.float2string(previous_session.getLow(), this._symbolInfo.getBaseCode(), ParserHelper.PURE_DECIMAL)));
sb.append(((previous_session.getPrevious() == ParserHelper.DDFAPI_NOVALUE) ? "" : ",\"previous\": " + ParserHelper.float2string(previous_session.getPrevious(), this._symbolInfo.getBaseCode(), ParserHelper.PURE_DECIMAL)));
sb.append((previous_session.getVolume() == ParserHelper.DDFAPI_NOVALUE) ? "" : ",\"volume\": " + previous_session.getVolume());
sb.append((previous_session.getOpenInterest() == ParserHelper.DDFAPI_NOVALUE) ? "" : ",\"openinterest\": " + previous_session.getOpenInterest());
sb.append(",\"day\": " + ((previous_session.getDayCode() == '\0') ? "null" : "\"" + previous_session.getDayCode() + "\""));
sb.append(",\"date\": " + ((previous_session.getDay() == null) ? "null" : "\"" + LocalDate.from(previous_session.getDay().getDate()).format(DateTimeFormatter.ISO_DATE) + "\""));
sb.append(" }");
sb.append("}");
return sb.toString();
}
public XMLNode toXMLNode() {
return toXMLNode(true);
}
/**
* Converts the Quote object into an XMLNode, which can then be used to
* bring the Quote into a textual form.
*
* @param showBidAsk
* Will add bid and ask in the Object
* @return XMLNode The XMLNode representing this Quote.
*/
public XMLNode toXMLNode(boolean showBidAsk) {
XMLNode node = new XMLNode("QUOTE");
node.setAttribute("symbol", _symbolInfo.getSymbol());
node.setAttribute("name", _symbolInfo.getName());
node.setAttribute("exchange", _symbolInfo.getExchange());
node.setAttribute("basecode", "" + _symbolInfo.getBaseCode());
node.setAttribute("pointvalue", "" + _symbolInfo.getPointValue());
node.setAttribute("tickincrement", "" + _symbolInfo.getTickIncrement());
if ((_ddfExchange != null) && (_ddfExchange.length() > 0))
node.setAttribute("ddfexchange", _ddfExchange);
if (_flag != '\0')
node.setAttribute("flag", "" + _flag);
if (_marketCondition != MarketConditionType.NORMAL)
node.setAttribute("marketcondition", "" + _marketCondition.getCode());
if (_lastUpdated > 0)
node.setAttribute("lastupdate", (new DDFDate(_lastUpdated)).toDDFString());
if (showBidAsk) {
if (_bid != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("bid", Integer.toString(ParserHelper.float2int(_symbolInfo.getUnitCode(), _bid)));
if (_bidSize != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("bidsize", "" + _bidSize);
if (_ask != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("ask", Integer.toString(ParserHelper.float2int(_symbolInfo.getUnitCode(), _ask)));
if (_askSize != ParserHelper.DDFAPI_NOVALUE)
node.setAttribute("asksize", "" + _askSize);
}
XMLNode n1 = _combinedSession.toXMLNode();
n1.setAttribute("id", "combined");
node.addNode(n1);
XMLNode n2 = _previousSession.toXMLNode();
n2.setAttribute("id", "previous");
node.addNode(n2);
for (Session session : _sessions) {
XMLNode n = session.toXMLNode();
n.setAttribute("id", "session_" + n.getAttribute("day") + "_" + n.getAttribute("session"));
node.addNode(n);
}
return node;
}
/**
* Takes in an XMLNode object, and parses this into a Quote object.
*
* @param node
* XML Quote Object
* @return Quote
*/
public static Quote fromXMLNode(XMLNode node) {
if (!node.getName().equals("QUOTE"))
return null;
Quote qte = new Quote(new SymbolInfo(node.getAttribute("symbol"), node.getAttribute("name"),
node.getAttribute("exchange"), node.getAttribute("basecode").charAt(0),
((node.getAttribute("pointvalue") != null) ? Float.parseFloat(node.getAttribute("pointvalue")) : 1.0f),
((node.getAttribute("tickincrement") != null) ? Integer.parseInt(node.getAttribute("tickincrement"))
: 1)));
String s = node.getAttribute("ddfexchange");
if (s != null)
qte._ddfExchange = node.getAttribute("ddfexchange");
s = node.getAttribute("flag");
if ((s != null) && (s.length() > 0))
qte._flag = s.charAt(0);
s = node.getAttribute("marketcondition");
if ((s != null) && (s.length() > 0))
qte._marketCondition = MarketConditionType.getByCode(s.charAt(0));
s = node.getAttribute("bid");
if (s != null)
qte._bid = ParserHelper.string2float(s, qte.getSymbolInfo().getBaseCode());
s = node.getAttribute("bidsize");
if (s != null)
qte._bidSize = ParserHelper.string2int(s);
s = node.getAttribute("ask");
if (s != null)
qte._ask = ParserHelper.string2float(s, qte.getSymbolInfo().getBaseCode());
s = node.getAttribute("asksize");
if (s != null)
qte._askSize = ParserHelper.string2int(s);
s = node.getAttribute("mode");
if (s != null)
qte._permission = s.charAt(0);
s = node.getAttribute("lastupdate");
if ((s != null) && (s.length() > 0))
qte._lastUpdated = DDFDate.fromDDFString(s).getMillisCST();
for (XMLNode n : node.getAllNodes("SESSION")) {
Session session = new Session(qte);
session.fromXMLNode(n);
if (n.getAttribute("id").equals("combined"))
qte._combinedSession = session;
else if (n.getAttribute("id").equals("previous"))
qte._previousSession = session;
else
qte._sessions.add(session);
}
return qte;
}
public boolean isTick() {
return _message.getQuoteType().isTick();
}
public boolean isRefresh() {
return _message.getQuoteType().isRefresh();
}
}
