io.fixprotocol.orchestra.model.quickfix.AbstractMessageScope Maven / Gradle / Ivy
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/*
* Copyright 2017-2020 FIX Protocol Ltd
*
* Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except
* in compliance with the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software distributed under the License
* is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express
* or implied. See the License for the specific language governing permissions and limitations under
* the License.
*
*/
package io.fixprotocol.orchestra.model.quickfix;
import java.math.BigDecimal;
import java.time.LocalDate;
import java.time.LocalDateTime;
import java.time.LocalTime;
import java.util.List;
import io.fixprotocol._2020.orchestra.repository.CodeSetType;
import io.fixprotocol._2020.orchestra.repository.FieldRefType;
import io.fixprotocol._2020.orchestra.repository.GroupRefType;
import io.fixprotocol._2020.orchestra.repository.GroupType;
import io.fixprotocol.orchestra.dsl.antlr.Evaluator;
import io.fixprotocol.orchestra.dsl.antlr.ScoreException;
import io.fixprotocol.orchestra.message.CodeSetScope;
import io.fixprotocol.orchestra.model.FixNode;
import io.fixprotocol.orchestra.model.FixType;
import io.fixprotocol.orchestra.model.FixValue;
import io.fixprotocol.orchestra.model.FixValueFactory;
import io.fixprotocol.orchestra.model.ModelException;
import io.fixprotocol.orchestra.model.PathStep;
import io.fixprotocol.orchestra.model.Scope;
import io.fixprotocol.orchestra.model.SymbolResolver;
import quickfix.BytesField;
import quickfix.FieldMap;
import quickfix.FieldNotFound;
import quickfix.Group;
/**
* @author Don Mendelson
*
*/
abstract class AbstractMessageScope {
private final Evaluator evaluator;
private final FieldMap fieldMap;
private final RepositoryAccessor repository;
private final SymbolResolver symbolResolver;
protected AbstractMessageScope(FieldMap fieldMap, RepositoryAccessor repository,
SymbolResolver symbolResolver, Evaluator evaluator) {
this.fieldMap = fieldMap;
this.repository = repository;
this.symbolResolver = symbolResolver;
this.evaluator = evaluator;
}
protected void assignField(FieldRefType fieldRefType, FixValue fixValue) {
final int id = fieldRefType.getId().intValue();
final String scenario = fieldRefType.getScenario();
String dataTypeString = repository.getFieldDatatype(id, scenario);
final CodeSetType codeSet = repository.getCodeset(dataTypeString, scenario);
if (codeSet != null) {
dataTypeString = codeSet.getType();
}
final FixType dataType = FixType.forName(dataTypeString);
switch (dataType) {
case StringType:
case MultipleCharValue:
case MultipleStringValue:
case Country:
case Currency:
case Exchange:
case MonthYear:
case XMLData:
case Language:
fieldMap.setString(id, (String) fixValue.getValue());
break;
case BooleanType:
fieldMap.setBoolean(id, (boolean) fixValue.getValue());
break;
case charType:
fieldMap.setChar(id, (char) fixValue.getValue());
break;
case intType:
case Length:
case TagNum:
case SeqNum:
case NumInGroup:
case DayOfMonth:
fieldMap.setInt(id, (int) fixValue.getValue());
break;
case Amt:
case floatType:
case Qty:
case Price:
case PriceOffset:
case Percentage:
fieldMap.setDecimal(id, (BigDecimal) fixValue.getValue());
break;
case UTCTimestamp:
case TZTimestamp:
fieldMap.setUtcTimeStamp(id, (LocalDateTime) fixValue.getValue());
break;
case UTCTimeOnly:
case TZTimeOnly:
case LocalMktTime:
fieldMap.setUtcTimeOnly(id, (LocalTime) fixValue.getValue());
break;
case UTCDateOnly:
case LocalMktDate:
fieldMap.setUtcDateOnly(id, (LocalDate) fixValue.getValue());
break;
case data:
final BytesField bytesField = new BytesField(id, (byte[]) fixValue.getValue());
fieldMap.setField(bytesField);
break;
case Duration:
// todo
break;
}
}
protected RepositoryAccessor getRepository() {
return repository;
}
@SuppressWarnings("unchecked")
protected FixNode resolveField(FieldRefType fieldRefType) {
final int id = fieldRefType.getId().intValue();
final String scenario = fieldRefType.getScenario();
final String name = repository.getFieldName(id, scenario);
@SuppressWarnings("rawtypes")
FixValue fixValue = null;
String dataTypeString = repository.getFieldDatatype(id, scenario);
final CodeSetType codeSet = repository.getCodeset(dataTypeString, scenario);
if (codeSet != null) {
dataTypeString = codeSet.getType();
symbolResolver.nest(new PathStep("^"), new CodeSetScope(codeSet));
}
final FixType dataType = FixType.forName(dataTypeString);
try {
switch (dataType) {
case StringType:
case MultipleCharValue:
case MultipleStringValue:
case Country:
case Currency:
case Exchange:
case MonthYear:
case XMLData:
case Language:
fixValue = new FixValue(name, dataType);
((FixValue) fixValue).setValue(fieldMap.getString(id));
break;
case BooleanType:
fixValue = new FixValue(name, dataType);
((FixValue) fixValue).setValue(fieldMap.getBoolean(id));
break;
case charType:
fixValue = new FixValue(name, dataType);
((FixValue) fixValue).setValue(fieldMap.getChar(id));
break;
case intType:
case Length:
case TagNum:
case SeqNum:
case NumInGroup:
case DayOfMonth:
fixValue = new FixValue(name, dataType);
((FixValue) fixValue).setValue(fieldMap.getInt(id));
break;
case Amt:
case floatType:
case Qty:
case Price:
case PriceOffset:
case Percentage:
fixValue = new FixValue(name, dataType);
((FixValue) fixValue).setValue(fieldMap.getDecimal(id));
break;
case UTCTimestamp:
case TZTimestamp:
fixValue = new FixValue(name, dataType);
((FixValue) fixValue).setValue(fieldMap.getUtcTimeStamp(id));
break;
case UTCTimeOnly:
case TZTimeOnly:
case LocalMktTime:
fixValue = new FixValue(name, dataType);
((FixValue) fixValue).setValue(LocalTime.from(fieldMap.getUtcTimeOnly(id)));
break;
case UTCDateOnly:
case LocalMktDate:
fixValue = new FixValue(name, dataType);
((FixValue) fixValue).setValue(LocalDate.from(fieldMap.getUtcTimeOnly(id)));
break;
case data:
fixValue = new FixValue(name, dataType);
final BytesField bytesField = new BytesField(id);
fieldMap.getField(bytesField);
((FixValue) fixValue).setValue(bytesField.getValue());
break;
case Duration:
// todo
break;
}
} catch (final FieldNotFound e) {
// Set default value if field is not present
final String defaultValue = fieldRefType.getValue();
if (defaultValue != null) {
final Class valueClass = dataType.getValueClass();
try {
fixValue = FixValueFactory.create(null, dataType, valueClass);
fixValue.setValue(valueClass.cast(dataType.fromString(defaultValue)));
} catch (final ModelException e1) {
}
}
}
return fixValue;
}
protected FixNode resolveGroup(PathStep pathStep, GroupRefType groupRefType) {
final GroupType groupType = repository.getGroup(groupRefType);
final int index = pathStep.getIndex();
final String predicate = pathStep.getPredicate();
if (index != PathStep.NO_INDEX) {
Group group;
try {
// Both PathStep and QuickFIX use one-based index for group entries
group = fieldMap.getGroup(index, (groupType.getNumInGroup().getId().intValue()));
} catch (final FieldNotFound e) {
return null;
}
return new GroupInstanceScope(group, groupType, repository, symbolResolver, evaluator);
} else if (predicate != null) {
final List groups = fieldMap.getGroups(groupType.getNumInGroup().getId().intValue());
for (final Group group : groups) {
final GroupInstanceScope scope =
new GroupInstanceScope(group, groupType, repository, symbolResolver, evaluator);
final Scope local = (Scope) symbolResolver.resolve(SymbolResolver.LOCAL_ROOT);
local.nest(new PathStep(groupType.getName()), scope);
FixValue fixValue;
try {
fixValue = evaluator.evaluate(predicate);
if (fixValue.getValue() == Boolean.TRUE) {
return scope;
}
} catch (final ScoreException e) {
// TODO Auto-generated catch block
e.printStackTrace();
}
}
return null;
} else
return null;
}
}
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