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com.ddfplus.service.feed.FeedServiceImpl 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.service.feed;
import java.io.IOException;
import java.io.UnsupportedEncodingException;
import java.net.URLEncoder;
import java.util.ArrayList;
import java.util.List;
import java.util.Map;
import java.util.concurrent.BlockingQueue;
import java.util.concurrent.Executors;
import java.util.concurrent.LinkedBlockingQueue;
import java.util.concurrent.ScheduledExecutorService;
import java.util.concurrent.TimeUnit;
import javax.xml.parsers.DocumentBuilder;
import javax.xml.parsers.DocumentBuilderFactory;
import javax.xml.parsers.ParserConfigurationException;
import org.joda.time.DateTime;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.w3c.dom.Document;
import org.w3c.dom.Element;
import org.w3c.dom.Node;
import org.w3c.dom.NodeList;
import org.xml.sax.SAXException;
import com.ddfplus.api.QuoteHandler;
import com.ddfplus.db.DataMaster;
import com.ddfplus.db.Quote;
import com.ddfplus.db.Session;
import com.ddfplus.db.SymbolInfo;
import com.ddfplus.enums.MarketConditionType;
import com.ddfplus.service.usersettings.UserSettings;
import com.ddfplus.util.DDFDate;
import com.ddfplus.util.ParserHelper;
import com.ddfplus.util.XmlUtil;
/**
* Feed Service Implementation
*
*/
public class FeedServiceImpl implements FeedService {
private static final int REQUEST_THREAD_INITIAL_DELAY_MS = 100;
private static final long REQUEST_THREAD_TIMEOUT_MS = 500;
private static final int REQUEST_MAX_SYMBOLS = 200;
private final Logger log = LoggerFactory.getLogger(getClass());
private final UserSettings userSettings;
private final String baseUrl;
private DataMaster datamaster;
private BlockingQueue requestQ = new LinkedBlockingQueue(100);
private ScheduledExecutorService es = Executors.newScheduledThreadPool(1);
private RequestThread requestThread;
private Map quoteExchangehandlers;
// for testing only
private String queryUrl;
public FeedServiceImpl(DataMaster datamaster, UserSettings userSettings) {
this(datamaster, userSettings, null);
}
public FeedServiceImpl(DataMaster datamaster, UserSettings userSettings,
Map quoteExchangehandlers) {
this.datamaster = datamaster;
this.userSettings = userSettings;
this.quoteExchangehandlers = quoteExchangehandlers;
this.baseUrl = buildBaseUrl(this.userSettings);
requestThread = new RequestThread(requestQ);
es.scheduleAtFixedRate(requestThread, REQUEST_THREAD_INITIAL_DELAY_MS, REQUEST_THREAD_TIMEOUT_MS,
TimeUnit.MILLISECONDS);
log.info("Snapshot/Refresh is enabled for user: " + userSettings.getUserName());
}
@Override
public void scheduleQuoteRefresh(String symbol) {
FeedCmd cmd = new FeedCmd(CMDS.QuoteRefresh, symbol);
requestQ.offer(cmd);
}
/*
* Queries web service for snapshot refresh, parses it, and updates the
* caches.
*/
void getQuotes(List symbolList) {
// Get Quote Refresh(s)
String query = buildQueryString(symbolList);
if (log.isDebugEnabled()) {
log.debug("Sending refresh request: " + query);
}
try {
DocumentBuilder builder = DocumentBuilderFactory.newInstance().newDocumentBuilder();
Document doc = builder.parse(query);
if (log.isDebugEnabled()) {
log.debug(XmlUtil.printDocument(doc));
}
Element root = doc.getDocumentElement();
NodeList list = root.getElementsByTagName("QUOTE");
for (int i = 0; i < list.getLength(); i++) {
try {
Node node = list.item(i);
Quote q = processQuote(node);
/*
* We have the snapshot now, callback the handler
*/
if (quoteExchangehandlers != null) {
String ddfExchange = q.getDDFExchange();
QuoteHandler eh = quoteExchangehandlers.get(ddfExchange);
if (eh != null) {
eh.onQuote(q);
}
}
} catch (Exception e2) {
log.error("Parsing Quote Error: " + e2.getMessage());
}
}
// Not supported since DDF provides the whole book.
list = root.getElementsByTagName("BOOK");
// Not supported yet, do we need it?
list = root.getElementsByTagName("CV");
for (int i = 0; i < list.getLength(); i++) {
try {
Node node = list.item(i);
processCV(node);
} catch (Exception e2) {
log.error("CV Parsing Error: " + e2.getMessage());
}
}
} catch (ParserConfigurationException e) {
log.error("Parser configuration on snapshot/refresh request: " + e.getMessage());
} catch (SAXException e) {
log.error("Could not parse snapshot/refresh request: " + e.getMessage());
} catch (IOException e) {
log.error("IO issue with snaphost/refresh request: " + e.getMessage());
}
}
private void processCV(Node node) {
}
private void processBook(Node node) {
}
private Quote processQuote(Node node) {
Element element = (Element) node;
SymbolInfo symbolInfo = new SymbolInfo(element.getAttribute("symbol"), //
element.getAttribute("name"), //
element.getAttribute("exchange"), //
element.getAttribute("basecode").charAt(0), //
((element.getAttribute("pointvalue").length() > 0)
? Float.parseFloat(element.getAttribute("pointvalue")) : 1.0f),
((element.getAttribute("tickincrement").length() > 0)
? Integer.parseInt(element.getAttribute("tickincrement")) : 1));
Quote q = new Quote(symbolInfo);
String s = element.getAttribute("ddfexchange");
if (s.length() > 0)
q.setDDFExchange(s);
s = element.getAttribute("flag");
if (s.length() > 0)
q.setFlag(s.charAt(0));
s = element.getAttribute("marketcondition");
if ((s != null) && (s.length() > 0))
q.setMarketCondition(MarketConditionType.getByCode(s.charAt(0)));
s = element.getAttribute("lastupdate");
if (s.length() > 0)
q.setLastUpdated(new DateTime(DDFDate.fromDDFString(s).getMillisCST()));
s = element.getAttribute("bid");
if (s.length() > 0)
q.setBid(ParserHelper.string2float(s, q.getSymbolInfo().getBaseCode()));
s = element.getAttribute("bidsize");
if (s.length() > 0)
q.setBidSize(ParserHelper.string2int(s));
s = element.getAttribute("ask");
if (s.length() > 0)
q.setAsk(ParserHelper.string2float(s, q.getSymbolInfo().getBaseCode()));
s = element.getAttribute("asksize");
if (s.length() > 0)
q.setAskSize(ParserHelper.string2int(s));
s = element.getAttribute("mode");
if (s.length() > 0)
q.setPermission(s.charAt(0));
// Sessions
NodeList sessions = element.getElementsByTagName("SESSION");
for (int i = 0; i < sessions.getLength(); i++) {
Element el = (Element) sessions.item(i);
Session session = new Session(q);
parseSession(session, q, el);
if (el.getAttribute("id").equals("combined")) {
q.setCombinedSession(session);
} else if (el.getAttribute("id").equals("previous")) {
q.setPreviousSession(session);
}
}
// Update the Cache
datamaster.putQuote(q);
return q;
}
private void parseSession(Session session, Quote parent, Element element) {
String s = element.getAttribute("day");
if (s.length() > 0)
session.setDayCode(s.charAt(0));
s = element.getAttribute("session");
if (s.length() > 0)
session.setSessionCode(s.charAt(0));
s = element.getAttribute("timestamp");
if (s.length() > 0)
session.setTimeInMillis(DDFDate.fromDDFString(s).getMillisCST());
s = element.getAttribute("tradetime");
if (s.length() > 0)
session.setTradeTimestamp(DDFDate.fromDDFString(s).getMillisCST());
s = element.getAttribute("open");
if (s.length() > 0)
session.setOpen(ParserHelper.string2float(s, parent.getSymbolInfo().getBaseCode()));
s = element.getAttribute("open2");
if (s.length() > 0)
session.setOpen2(ParserHelper.string2float(s, parent.getSymbolInfo().getBaseCode()));
s = element.getAttribute("high");
if (s.length() > 0)
session.setHigh(ParserHelper.string2float(s, parent.getSymbolInfo().getBaseCode()));
s = element.getAttribute("low");
if (s.length() > 0)
session.setLow(ParserHelper.string2float(s, parent.getSymbolInfo().getBaseCode()));
s = element.getAttribute("last");
if (s.length() > 0)
session.setLast(ParserHelper.string2float(s, parent.getSymbolInfo().getBaseCode()));
s = element.getAttribute("close");
if (s.length() > 0)
session.setClose(ParserHelper.string2float(s, parent.getSymbolInfo().getBaseCode()));
s = element.getAttribute("close2");
if (s.length() > 0)
session.setClose2(ParserHelper.string2float(s, parent.getSymbolInfo().getBaseCode()));
s = element.getAttribute("previous");
if (s.length() > 0)
session.setPrevious(ParserHelper.string2float(s, parent.getSymbolInfo().getBaseCode()));
s = element.getAttribute("settlement");
if (s.length() > 0)
session.setSettlement(ParserHelper.string2float(s, parent.getSymbolInfo().getBaseCode()));
s = element.getAttribute("tradesize");
if (s.length() > 0)
session.setLastSize(ParserHelper.string2int(s));
s = element.getAttribute("openinterest");
if (s.length() > 0)
session.setOpenInterest(ParserHelper.string2int(s));
s = element.getAttribute("volume");
if (s.length() > 0)
session.setVolume(ParserHelper.string2int(s));
s = element.getAttribute("numtrades");
if (s != null)
session.setNumberOfTrades(ParserHelper.string2int(s));
s = element.getAttribute("pricevolume");
try {
if (s != null)
session.setPriceVolume(Double.parseDouble(s));
} catch (Exception e) {
;
}
s = element.getAttribute("vwap");
try {
if ((s != null) && (s.length() > 0))
session.setVWAP(ParserHelper.string2float(s, parent.getSymbolInfo().getBaseCode()));
} catch (Exception e) {
;
}
}
private String buildQueryString(List symbols) {
// for testing only
if (queryUrl != null) {
return queryUrl;
}
StringBuilder sb = new StringBuilder(baseUrl);
for (int i = 0; i < symbols.size(); i++) {
try {
String s = symbols.get(i);
// kill whitespace
s = s.replaceAll("\\s+", "");
if (i == 0) {
sb.append(URLEncoder.encode(s, "UTF-8"));
} else {
sb.append(",").append(URLEncoder.encode(s, "UTF-8"));
}
} catch (UnsupportedEncodingException e) {
log.error("URL encode error: ", e);
}
}
return sb.toString();
}
private String buildBaseUrl(UserSettings us) {
String s = us.getStreamPrimaryServer();
return "http://" + s + "/stream/quotes.jsx?" + "username=" + us.getUserName() + "&" + "password="
+ us.getPassword() + "&symbols=";
}
private static class FeedCmd {
private CMDS cmd;
private String symbol;
public FeedCmd(CMDS cmd, String symbol) {
this.cmd = cmd;
this.symbol = symbol;
}
public CMDS getCmd() {
return cmd;
}
public void setCmd(CMDS cmd) {
this.cmd = cmd;
}
public String getSymbol() {
return symbol;
}
public void setSymbol(String symbols) {
this.symbol = symbols;
}
}
// for testing
void setQueryUrl(String url) {
this.queryUrl = url;
}
private class RequestThread implements Runnable {
private BlockingQueue cmdQ;
private List symbols = new ArrayList();
public RequestThread(BlockingQueue q) {
cmdQ = requestQ;
}
@Override
public void run() {
symbols.clear();
while (cmdQ.peek() != null) {
try {
FeedCmd cmd = cmdQ.poll();
if (cmd != null) {
switch (cmd.getCmd()) {
case QuoteRefresh:
if (symbols.size() < REQUEST_MAX_SYMBOLS) {
symbols.add(cmd.getSymbol());
} else {
// Send it
getQuotes(symbols);
symbols.clear();
}
break;
default:
}
}
} catch (Exception e) {
log.error("Feed request error: " + e.getMessage());
}
}
// Q is empty now, send any remaining requests
if (symbols.size() > 0) {
getQuotes(symbols);
}
}
}
private enum CMDS {
QuoteRefresh;
}
}
