com.paritytrading.parity.ticker.MarketDataProcessor Maven / Gradle / Ivy

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package com.paritytrading.parity.ticker;

import static org.jvirtanen.util.Applications.*;

import com.paritytrading.parity.net.pmd.PMD;
import com.paritytrading.parity.net.pmd.PMDListener;
import com.paritytrading.parity.top.Market;
import com.paritytrading.parity.top.Side;

class MarketDataProcessor implements PMDListener {

    private Market market;

    private MarketDataListener listener;

    public MarketDataProcessor(Market market, MarketDataListener listener) {
        this.market   = market;
        this.listener = listener;
    }

    @Override
    public void version(PMD.Version message) {
        if (message.version != PMD.VERSION)
            error("Unsupported protocol version");
    }

    @Override
    public void seconds(PMD.Seconds message) {
        listener.seconds(message.second);
    }

    @Override
    public void orderAdded(PMD.OrderAdded message) {
        listener.timestamp(message.timestamp);

        market.add(message.instrument, message.orderNumber, side(message.side), message.price, message.quantity);
    }

    @Override
    public void orderExecuted(PMD.OrderExecuted message) {
        listener.timestamp(message.timestamp);

        market.execute(message.orderNumber, message.quantity);
    }

    @Override
    public void orderCanceled(PMD.OrderCanceled message) {
        listener.timestamp(message.timestamp);

        market.cancel(message.orderNumber, message.canceledQuantity);
    }

    @Override
    public void orderDeleted(PMD.OrderDeleted message) {
        listener.timestamp(message.timestamp);

        market.delete(message.orderNumber);
    }

    @Override
    public void brokenTrade(PMD.BrokenTrade message) {
    }

    private Side side(byte value) {
        switch (value) {
        case PMD.BUY:
            return Side.BUY;
        case PMD.SELL:
            return Side.SELL;
        }

        return null;
    }

}