org.marketcetera.marketdata.csv.CSVFeed Maven / Gradle / Ivy
package org.marketcetera.marketdata.csv;
import static org.marketcetera.marketdata.AssetClass.EQUITY;
import static org.marketcetera.marketdata.AssetClass.FUTURE;
import static org.marketcetera.marketdata.AssetClass.OPTION;
import static org.marketcetera.marketdata.Capability.LATEST_TICK;
import static org.marketcetera.marketdata.Capability.TOP_OF_BOOK;
import static org.marketcetera.marketdata.csv.Messages.CANCEL_REQUEST_FAILED_HANDLE_NOT_FOUND;
import static org.marketcetera.marketdata.csv.Messages.FAILED_TO_START_REQUEST;
import static org.marketcetera.marketdata.csv.Messages.REQUEST_FAILED;
import java.io.File;
import java.io.FileReader;
import java.util.*;
import java.util.concurrent.ExecutorService;
import java.util.concurrent.Executors;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicLong;
import org.apache.commons.csv.CSVParser;
import org.apache.commons.csv.CSVStrategy;
import org.marketcetera.core.NoMoreIDsException;
import org.marketcetera.marketdata.*;
import org.marketcetera.util.log.SLF4JLoggerProxy;
import org.marketcetera.util.misc.ClassVersion;
/**
* Implementation of the market data feed that reads from a CSV file.
*
* Market data is available in one or more CSV files. The market data
* request specifies a symbol which is matched against a file of the same
* name in the specified directory. Market data is read
* from the file or files until exhausted.
*
* @author toli kuznets
* @author Colin DuPlantis
* @since 2.1.0
* @version $Id: CSVFeed.java 16154 2012-07-14 16:34:05Z colin $
*/
@ClassVersion("$Id: CSVFeed.java 16154 2012-07-14 16:34:05Z colin $")
public class CSVFeed
extends AbstractMarketDataFeed
{
/**
* Returns an instance of CSVFeed.
*
* @param inProviderName a String value
* @return a CSVFeed value
* @throws org.marketcetera.core.NoMoreIDsException if a unique identifier could not be generated to
* be assigned
*/
public synchronized static CSVFeed getInstance(String inProviderName)
throws NoMoreIDsException
{
if(sInstance != null) {
return sInstance;
}
sInstance = new CSVFeed(inProviderName);
return sInstance;
}
/* (non-Javadoc)
* @see java.lang.Object#toString()
*/
@Override
public String toString()
{
return String.format("CSVFeed"); //$NON-NLS-1$
}
/**
* Create a new CSVFeed instance.
*
* @param inProviderName a String value
* @throws NoMoreIDsException if a unique identifier could not be generated to
* be assigned
*/
private CSVFeed(String inProviderName)
throws NoMoreIDsException
{
super(FeedType.DELAYED, // technically, it's historical
inProviderName);
setLoggedIn(false);
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.AbstractMarketDataFeed#start()
*/
@Override
public synchronized void start() {
if(getFeedStatus().isRunning()) {
throw new IllegalStateException();
}
SLF4JLoggerProxy.debug(CSVFeed.class,
"CSVFeed starting"); //$NON-NLS-1$
requestExecutor = Executors.newCachedThreadPool();
super.start();
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.AbstractMarketDataFeed#stop()
*/
@Override
public synchronized void stop() {
SLF4JLoggerProxy.debug(CSVFeed.class,
"CSVFeed stopping..."); //$NON-NLS-1$
requestExecutor.shutdownNow();
super.stop();
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.MarketDataFeed#getCapabilities()
*/
@Override
public Set getCapabilities()
{
return capabilities;
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.MarketDataFeed#getSupportedAssetClasses()
*/
@Override
public Set getSupportedAssetClasses()
{
return assetClasses;
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.AbstractMarketDataFeed#doCancel(java.lang.String)
*/
@Override
protected final synchronized void doCancel(String inHandle)
{
CsvFeedRequest request = requests.remove(inHandle);
if(request == null) {
CANCEL_REQUEST_FAILED_HANDLE_NOT_FOUND.warn(CSVFeed.class,
inHandle);
return;
}
request.stop();
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.AbstractMarketDataFeed#doLevelOneMarketDataRequest(java.lang.Object)
*/
@Override
protected final synchronized List doMarketDataRequest(MarketDataRequest inData)
{
List handleList = new ArrayList();
for(String filename : inData.getSymbols()) {
CsvFeedRequest request = new CsvFeedRequest(filename,
inData);
String handle = request.getHandle();
handleList.add(handle);
requests.put(handle,
request);
}
return handleList;
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.AbstractMarketDataFeed#doLogin(org.marketcetera.marketdata.AbstractMarketDataFeedCredentials)
*/
@Override
protected final boolean doLogin(CSVFeedCredentials inCredentials)
{
setLoggedIn(true);
credentials = inCredentials;
return true;
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.AbstractMarketDataFeed#doLogout()
*/
@Override
protected final void doLogout()
{
setLoggedIn(false);
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.AbstractMarketDataFeed#generateToken(quickfix.Message)
*/
@Override
protected final CSVFeedToken generateToken(MarketDataFeedTokenSpec inTokenSpec)
throws FeedException
{
return CSVFeedToken.getToken(inTokenSpec,
this);
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.AbstractMarketDataFeed#getEventTranslator()
*/
@Override
protected final CSVFeedEventTranslator getEventTranslator()
{
return credentials.getEventTranslator();
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.AbstractMarketDataFeed#getMessageTranslator()
*/
@Override
protected final CSVFeedMessageTranslator getMessageTranslator()
{
return CSVFeedMessageTranslator.getInstance();
}
@Override
protected final boolean isLoggedIn()
{
return mLoggedIn;
}
/* (non-Javadoc)
* @see org.marketcetera.marketdata.AbstractMarketDataFeed#afterDoExecute(org.marketcetera.marketdata.AbstractMarketDataFeedToken, java.lang.Exception)
*/
@Override
protected void afterDoExecute(CSVFeedToken inToken,
List inHandles,
Exception inException)
{
if(inException != null) {
// this means the request failed, do nothing
return;
}
try {
for(String actualHandle : inHandles) {
CsvFeedRequest request = requests.get(actualHandle);
SLF4JLoggerProxy.debug(CSVFeed.class,
"Found request {} for handle {}", //$NON-NLS-1$
request,
actualHandle);
if(request == null) {
throw new NullPointerException();
} else {
SLF4JLoggerProxy.debug(CSVFeed.class,
"Submitting {}", //$NON-NLS-1$
request);
requestExecutor.submit(request);
}
}
} catch (Exception e) {
throw new IllegalArgumentException(FAILED_TO_START_REQUEST.getText(),
e);
}
}
/**
* Sets the loggedIn value.
*
* @param inLoggedIn Logged-in status of the feed
*/
private void setLoggedIn(boolean inLoggedIn)
{
mLoggedIn = inLoggedIn;
}
/**
* indicates if the feed has been logged in to
*/
private boolean mLoggedIn;
/**
* the credentials object used to initiate the feed
*/
private CSVFeedCredentials credentials;
/**
* holds active market data requests
*/
private final Map requests = new HashMap();
/**
* executes and manages market data requests
*/
private ExecutorService requestExecutor;
/**
* capabilities for CSVFeed - note that these are not dynamic as Bogus requires no provisioning
*/
private static final Set capabilities = Collections.unmodifiableSet(EnumSet.of(TOP_OF_BOOK,LATEST_TICK));
/**
* supported asset classes
*/
private static final Set assetClasses = EnumSet.of(EQUITY,OPTION,FUTURE);
/**
* static instance of CSVFeed
*/
private static CSVFeed sInstance;
/**
* counter used to generate unique ids
*/
private static final AtomicLong counter = new AtomicLong(0);
/**
* Corresponds to a single market data request submitted to {@link CSVFeed}.
*
* @author Colin DuPlantis
* @version $Id: CSVFeed.java 16154 2012-07-14 16:34:05Z colin $
* @since 1.5.0
*/
@ClassVersion("$Id: CSVFeed.java 16154 2012-07-14 16:34:05Z colin $")
private class CsvFeedRequest
implements Runnable
{
/* (non-Javadoc)
* @see java.lang.Runnable#run()
*/
@Override
public void run()
{
SLF4JLoggerProxy.debug(CSVFeed.class,
"Beginning request {}", //$NON-NLS-1$
this);
isRunning.set(true);
try {
CSVParser parser = null;
long start = System.currentTimeMillis();
long count = 0;
long delay = credentials.getReplayRate();
if(delay < 0) {
delay = 0;
}
while(isRunning.get()) {
if(parser == null) {
start = System.currentTimeMillis();
count = 0;
parser = new CSVParser(new FileReader(new File(credentials.getMarketdataDirectory(),
dataFilename)),
CSVStrategy.EXCEL_STRATEGY);
}
String[] line = parser.getLine();
if(line == null) {
Messages.END_OF_DATA_REACHED.debug(org.marketcetera.core.Messages.USER_MSG_CATEGORY,
count,
System.currentTimeMillis() - start);
if(credentials.getReplayEvents() &&
isRunning.get()) {
count = 0;
parser = null;
continue;
} else {
break;
}
}
if(delay != 0) {
Thread.sleep(delay);
}
count += 1;
dataReceived(handle,
CSVQuantum.getQuantum(line,
request,
credentials.getReplayRate()));
}
} catch (Exception e) {
REQUEST_FAILED.warn(org.marketcetera.core.Messages.USER_MSG_CATEGORY,
e,
this);
} finally {
isRunning.set(false);
}
}
/* (non-Javadoc)
* @see java.lang.Object#toString()
*/
@Override
public String toString()
{
return String.format("CsvFeedRequest [handle=%s, request=%s ]", //$NON-NLS-1$
handle,
request);
}
/**
* Create a new CsvFeedRequest instance.
*
* @param inDataFilename a String value
* @param inRequest a MarketDataRequest value
*/
private CsvFeedRequest(String inDataFilename,
MarketDataRequest inRequest)
{
request = inRequest;
dataFilename = inDataFilename;
}
/**
* Stops the currently running request as soon as possible.
*/
private void stop()
{
if(!isRunning.get()) {
return;
}
isRunning.set(false);
}
/**
* Gets the request handle.
*
* @return a String value
*/
private String getHandle()
{
return handle;
}
/**
* data filename
*/
private final String dataFilename;
/**
* the original request
*/
private final MarketDataRequest request;
/**
* the handle assigned to this request
*/
private final String handle = Long.toHexString(counter.incrementAndGet());
/**
* indicates if the request is running or not
*/
private final AtomicBoolean isRunning = new AtomicBoolean(false);
}
}