feed.java

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

     * @see net.sourceforge.eclipsetrader.core.IFeed#start()
     */
    public void start()
    {
        if (!running)
        {
            streams.clear();
            pendingStreams.clear();

            client.addListener(clientListener);
            try {
                client.login(15 * 1000);
                for (Iterator iter = subscribedSecurities.iterator(); iter.hasNext(); )
                    requestTickStream((Security)iter.next());
            } catch(Exception e) {
                log.error(e, e);
            }

            running = true;
        }
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IFeed#stop()
     */
    public void stop()
    {
        if (running && client.isLoggedIn())
        {
            client.removeListener(clientListener);
            try {
                for (Iterator iter = subscribedSecurities.iterator(); iter.hasNext(); )
                    cancelTickStream((Security)iter.next());
            } catch(Exception e) {
                log.error(e, e);
            }
            
            streams.clear();
            pendingStreams.clear();
            running = false;
        }
    }

    /* (non-Javadoc)
     * @see net.sourceforge.eclipsetrader.core.IFeed#snapshot()
     */
    public void snapshot()
    {
        SimpleDateFormat usDateTimeParser = new SimpleDateFormat("MM/dd/yyyy h:mma");
        SimpleDateFormat usDateParser = new SimpleDateFormat("MM/dd/yyyy");
        SimpleDateFormat usTimeParser = new SimpleDateFormat("h:mma");
        NumberFormat numberFormat = NumberFormat.getInstance(Locale.US);

        // Builds the url for quotes download
        StringBuffer url = new StringBuffer("http://quote.yahoo.com/download/javasoft.beans?symbols=");
        for (Iterator iter = subscribedSecurities.iterator(); iter.hasNext();)
        {
            Security security = (Security)iter.next();
            url = url.append(security.getCode() + "+");
        }
        if (url.charAt(url.length() - 1) == '+')
            url.deleteCharAt(url.length() - 1);
        url.append("&format=sl1d1t1c1ohgvbap");

        // Read the last prices
        String line = "";
        try
        {
            HttpClient client = new HttpClient();
            client.getHttpConnectionManager().getParams().setConnectionTimeout(5000);

            IPreferenceStore store = CorePlugin.getDefault().getPreferenceStore();
            if (store.getBoolean(CorePlugin.PREFS_ENABLE_HTTP_PROXY))
            {
                client.getHostConfiguration().setProxy(store.getString(CorePlugin.PREFS_PROXY_HOST_ADDRESS), store.getInt(CorePlugin.PREFS_PROXY_PORT_ADDRESS));
                if (store.getBoolean(CorePlugin.PREFS_ENABLE_PROXY_AUTHENTICATION))
                    client.getState().setProxyCredentials(AuthScope.ANY, new UsernamePasswordCredentials(store.getString(CorePlugin.PREFS_PROXY_USER), store.getString(CorePlugin.PREFS_PROXY_PASSWORD)));
            }

            HttpMethod method = new GetMethod(url.toString());
            method.setFollowRedirects(true);
            client.executeMethod(method);

            BufferedReader in = new BufferedReader(new InputStreamReader(method.getResponseBodyAsStream()));
            while ((line = in.readLine()) != null)
            {
                String[] item = line.split(",");
                if (line.indexOf(";") != -1)
                    item = line.split(";");

                Double open = null, high = null, low = null, close = null;
                Quote quote = new Quote();

                // 2 = Date
                // 3 = Time
                try
                {
                    GregorianCalendar c = new GregorianCalendar(TimeZone.getTimeZone("EST"), Locale.US);
                    usDateTimeParser.setTimeZone(c.getTimeZone());
                    usDateParser.setTimeZone(c.getTimeZone());
                    usTimeParser.setTimeZone(c.getTimeZone());

                    String date = stripQuotes(item[2]);
                    if (date.indexOf("N/A") != -1)
                        date = usDateParser.format(Calendar.getInstance().getTime());
                    String time = stripQuotes(item[3]);
                    if (time.indexOf("N/A") != -1)
                        time = usTimeParser.format(Calendar.getInstance().getTime());
                    c.setTime(usDateTimeParser.parse(date + " " + time));
                    c.setTimeZone(TimeZone.getDefault());
                    quote.setDate(c.getTime());
                }
                catch (Exception e)
                {
                    System.out.println(e.getMessage() + ": " + line);
                }
                // 1 = Last price or N/A
                if (item[1].equalsIgnoreCase("N/A") == false)
                    quote.setLast(numberFormat.parse(item[1]).doubleValue());
                // 4 = Change
                // 5 = Open
                if (item[5].equalsIgnoreCase("N/A") == false)
                    open = new Double(numberFormat.parse(item[5]).doubleValue());
                // 6 = Maximum
                if (item[6].equalsIgnoreCase("N/A") == false)
                    high = new Double(numberFormat.parse(item[6]).doubleValue());
                // 7 = Minimum
                if (item[7].equalsIgnoreCase("N/A") == false)
                    low = new Double(numberFormat.parse(item[7]).doubleValue());
                // 8 = Volume
                if (item[8].equalsIgnoreCase("N/A") == false)
                    quote.setVolume(numberFormat.parse(item[8]).intValue());
                // 9 = Bid Price
                if (item[9].equalsIgnoreCase("N/A") == false)
                    quote.setBid(numberFormat.parse(item[9]).doubleValue());
                // 10 = Ask Price
                if (item[10].equalsIgnoreCase("N/A") == false)
                    quote.setAsk(numberFormat.parse(item[10]).doubleValue());
                // 11 = Close Price
                if (item[11].equalsIgnoreCase("N/A") == false)
                    close = new Double(numberFormat.parse(item[11]).doubleValue());

                // 0 = Code
                String symbol = stripQuotes(item[0]);
                for (Iterator iter = subscribedSecurities.iterator(); iter.hasNext();)
                {
                    Security security = (Security) iter.next();
                    if (symbol.equalsIgnoreCase(security.getCode()))
                        security.setQuote(quote, open, high, low, close);
                }
            }
            in.close();
        }
        catch (Exception e)
        {
            System.out.println(e.getMessage() + ": " + line);
            e.printStackTrace();
        }
    }

    private String stripQuotes(String s)
    {
        if (s.startsWith("\""))
            s = s.substring(1);
        if (s.endsWith("\""))
            s = s.substring(0, s.length() - 1);
        return s;
    }
    
    void requestTickStream(Security security) throws OTException
    {
        if (!client.isLoggedIn())
            pendingStreams.add(security);
        else
        {
            String symbol = security.getQuoteFeed().getSymbol();
            if (symbol == null || symbol.length() == 0)
                symbol = security.getCode();
            String exchange = security.getQuoteFeed().getExchange();
            if (exchange == null || exchange.length() == 0)
                exchange = "Q";

            int id = client.requestEquityInit(new OTDataEntity(exchange, symbol));
            streams.put(String.valueOf(id), security);
            log.debug(String.valueOf(id) + " / Request Equity Init " + security);

            id = client.requestTodaysOHL(new OTDataEntity(exchange, symbol));
            streams.put(String.valueOf(id), security);
            log.debug(String.valueOf(id) + " / Request Today's OHL " + security);
            
            id = client.requestTickStream(new OTDataEntity(exchange, symbol), OTConstants.OT_TICK_TYPE_LEVEL1);
            streams.put(String.valueOf(id), security);
            log.debug(String.valueOf(id) + " / Request Tick stream " + security);
        }
    }

    public void cancelTickStream(Security security) throws OTException
    {
        String[] keys = (String[])streams.keySet().toArray(new String[0]);
        for (int i = 0; i < keys.length; i++)
        {
            if (security.equals(streams.get(keys[i])))
            {
                client.cancelTickStream(Integer.parseInt(keys[i]));
                streams.remove(keys[i]);
                log.debug(String.valueOf(keys[i]) + " / Request cancel Tick stream " + security);
            }
        }
        pendingStreams.remove(security);
    }
}