feed.java

EclipseTrader is a stock exchange analysis system, featuring shares pricing watch, intraday and hi

/*
 * Copyright (c) 2004-2007 Marco Maccaferri and others.
 * All rights reserved. This program and the accompanying materials
 * are made available under the terms of the Eclipse Public License v1.0
 * which accompanies this distribution, and is available at
 * http://www.eclipse.org/legal/epl-v10.html
 *
 * Contributors:
 *     Marco Maccaferri - initial API and implementation
 */

package net.sourceforge.eclipsetrader.opentick;

import java.io.BufferedReader;
import java.io.InputStreamReader;
import java.text.NumberFormat;
import java.text.SimpleDateFormat;
import java.util.Calendar;
import java.util.Date;
import java.util.GregorianCalendar;
import java.util.HashMap;
import java.util.HashSet;
import java.util.Iterator;
import java.util.Locale;
import java.util.Map;
import java.util.Set;
import java.util.TimeZone;

import net.sourceforge.eclipsetrader.core.CorePlugin;
import net.sourceforge.eclipsetrader.core.IFeed;
import net.sourceforge.eclipsetrader.core.db.Security;
import net.sourceforge.eclipsetrader.core.db.feed.Quote;
import net.sourceforge.eclipsetrader.opentick.internal.Client;
import net.sourceforge.eclipsetrader.opentick.internal.ClientAdapter;

import org.apache.commons.httpclient.HttpClient;
import org.apache.commons.httpclient.HttpMethod;
import org.apache.commons.httpclient.UsernamePasswordCredentials;
import org.apache.commons.httpclient.auth.AuthScope;
import org.apache.commons.httpclient.methods.GetMethod;
import org.apache.commons.logging.Log;
import org.apache.commons.logging.LogFactory;
import org.eclipse.jface.preference.IPreferenceStore;

import com.opentick.OTBBO;
import com.opentick.OTConstants;
import com.opentick.OTDataEntity;
import com.opentick.OTEquityInit;
import com.opentick.OTError;
import com.opentick.OTException;
import com.opentick.OTQuote;
import com.opentick.OTTodaysOHL;
import com.opentick.OTTrade;

public class Feed implements IFeed
{
    boolean running = false;
    Set subscribedSecurities = new HashSet();
    Map streams = new HashMap();
    Set pendingStreams = new HashSet();
    Client client = Client.getInstance();
    private Log log = LogFactory.getLog(getClass());
    ClientAdapter clientListener = new ClientAdapter() {
        public void onEquityInit(OTEquityInit msg)
        {
            Security security = (Security)streams.get(String.valueOf(msg.getRequestId()));
            if (security != null)
            {
                if (msg.getPrevClosePrice() != 0)
                    security.setClose(new Double(msg.getPrevClosePrice()));
            }
            else
                log.warn("Unknown security for request id " + msg.getRequestId());
            streams.remove(String.valueOf(msg.getRequestId()));
        }

        public void onError(OTError msg)
        {
            Security security = (Security)streams.get(String.valueOf(msg.getRequestId()));
            if (security != null)
            {
                log.error(msg.getRequestId() + " / " + msg.getDescription() + " (ticks) - " + security);
                streams.remove(String.valueOf(msg.getRequestId()));
            }
        }

        public void onRealtimeQuote(OTQuote msg)
        {
            Security security = (Security)streams.get(String.valueOf(msg.getRequestID()));
            if (security != null)
            {
                Quote values = new Quote(security.getQuote());
                values.setDate(new Date(msg.getTimestamp() * 1000L));
                values.setBid(msg.getBidPrice());
                values.setBidSize(msg.getBidSize());
                values.setAsk(msg.getAskPrice());
                values.setAskSize(msg.getAskSize());
                security.setQuote(values);
            }
        }

        public void onRealtimeBBO(OTBBO msg)
        {
            Security security = (Security)streams.get(String.valueOf(msg.getRequestID()));
            if (security != null)
            {
                Quote quote = new Quote(security.getQuote());
                quote.setDate(new Date(msg.getTimestamp() * 1000L));
                if (msg.getSide() == 'B')
                {
                    quote.setBid(msg.getPrice());
                    quote.setBidSize(msg.getSize());
                }
                else if (msg.getSide() == 'A' || msg.getSide() == 'S')
                {
                    quote.setAsk(msg.getPrice());
                    quote.setAskSize(msg.getSize());
                }
                security.setQuote(quote);
            }
        }

        public void onRealtimeTrade(OTTrade msg)
        {
            Security security = (Security)streams.get(String.valueOf(msg.getRequestID()));
            if (security != null)
            {
                Quote quote = new Quote(security.getQuote());
                quote.setDate(new Date(msg.getTimestamp() * 1000L));
                quote.setLast(msg.getPrice());
                quote.setVolume(msg.getVolume());
                security.setQuote(quote);
                
                if (msg.isOpen())
                    security.setOpen(new Double(msg.getPrice()));
                if (msg.isHigh())
                    security.setHigh(new Double(msg.getPrice()));
                if (msg.isLow())
                    security.setLow(new Double(msg.getPrice()));
                if (msg.isClose())
                    security.setClose(new Double(msg.getPrice()));
            }
        }

        public void onTodaysOHL(OTTodaysOHL msg)
        {
            Security security = (Security)streams.get(String.valueOf(msg.getRequestID()));
            if (security != null)
            {
                if (msg.getOpenPrice() != 0)
                    security.setOpen(new Double(msg.getOpenPrice()));
                if (msg.getHighPrice() != 0)
                    security.setHigh(new Double(msg.getHighPrice()));
                if (msg.getLowPrice() != 0)
                    security.setLow(new Double(msg.getLowPrice()));
            }
        }

        public void onRestoreConnection()
        {
            Object[] s = streams.values().toArray();
            streams.clear();

            try {
                for (int i = 0; i < s.length; i++)
                    requestTickStream((Security)s[i]);
            } catch(Exception e) {
                log.error(e, e);
            }
        }
    };

    public Feed()
    {
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IFeed#subscribe(net.sourceforge.eclipsetrader.core.db.Security)
     */
    public void subscribe(Security security)
    {
        if (!subscribedSecurities.contains(security))
        {
            subscribedSecurities.add(security);

            try {
                if (running)
                    requestTickStream(security);
            } catch(Exception e) {
                LogFactory.getLog(getClass()).error(e, e);
            }
        }
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IFeed#unSubscribe(net.sourceforge.eclipsetrader.core.db.Security)
     */
    public void unSubscribe(Security security)
    {
        if (subscribedSecurities.contains(security))
        {
            subscribedSecurities.remove(security);

            try {
                if (running)
                    cancelTickStream(security);
            } catch(Exception e) {
                LogFactory.getLog(getClass()).error(e, e);
            }
        }
    }

    /* (non-Javadoc)