historyfeed.java

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

        try {

            while((System.currentTimeMillis() - adapter.started) < timeout && !adapter.isCompleted())
                Thread.sleep(100);
        } catch(Exception e) {
            log.warn(e);
        }
        
        client.removeListener(adapter);
        
        Collections.sort(security.getDividends(), new Comparator() {
            public int compare(Object o1, Object o2)
            {
                return ((Dividend)o1).getDate().compareTo(((Dividend)o2).getDate());
            }
        });
        Collections.sort(security.getSplits(), new Comparator() {
            public int compare(Object o1, Object o2)
            {
                return ((Split)o1).getDate().compareTo(((Split)o2).getDate());
            }
        });
        
        CorePlugin.getRepository().save(history);
        CorePlugin.getRepository().save(security);
    }

    /**
     * Client listener implementation specialized for daily data.
     */
    private class HistoryClientAdapter extends ClientAdapter
    {
        Security security;
        History history;
        List dividends;
        List splits;
        int historyStream;
        int dividendsStream;
        int splitsStream;
        long started;
        Set completedStreams = new HashSet();
        
        public HistoryClientAdapter(Security security)
        {
            this.security = security;
            history = security.getHistory();
            dividends = security.getDividends();
            splits = security.getSplits();
        }
        
        public boolean isCompleted()
        {
            if (historyStream != 0 && !completedStreams.contains(String.valueOf(historyStream)))
                return false;
            if (dividendsStream != 0 && !completedStreams.contains(String.valueOf(dividendsStream)))
                return false;
            if (splitsStream != 0 && !completedStreams.contains(String.valueOf(splitsStream)))
                return false;
            return true;
        }

        public void onHistOHLC(OTOHLC msg)
        {
            Calendar date = Calendar.getInstance();
            date.setTimeInMillis((long)msg.getTimestamp() * 1000);
            date.set(Calendar.HOUR, 0);
            date.set(Calendar.MINUTE, 0);
            date.set(Calendar.SECOND, 0);
            date.set(Calendar.MILLISECOND, 0);

            Bar current = new Bar();
            current.setDate(date.getTime());
            current.setOpen(msg.getOpenPrice());
            current.setHigh(msg.getHighPrice());
            current.setLow(msg.getLowPrice());
            current.setClose(msg.getClosePrice());
            current.setVolume(msg.getVolume());

            Bar last = history.getLast();
            if (last == null || !last.getDate().equals(current.getDate()))
                history.add(current);

            started = System.currentTimeMillis();
        }

        public void onDividend(OTDividend msg)
        {
            if (msg.getPrice() != 0)
            {
                Calendar date = Calendar.getInstance();
                Dividend current = new Dividend();

                date.setTimeInMillis((long)msg.getPaymentDate() * 1000);
                date.set(Calendar.HOUR, 0);
                date.set(Calendar.MINUTE, 0);
                date.set(Calendar.SECOND, 0);
                date.set(Calendar.MILLISECOND, 0);
                date.add(Calendar.DATE, 1);
                while(date.get(Calendar.DAY_OF_WEEK) == Calendar.SATURDAY || date.get(Calendar.DAY_OF_WEEK) == Calendar.SUNDAY)
                    date.add(Calendar.DATE, 1);
                current.setDate(date.getTime());
                current.setValue(msg.getPrice());
                
                if (dividends.size() != 0)
                {
                    Dividend last = (Dividend)dividends.get(dividends.size() - 1);
                    if (last.getDate().equals(current.getDate()))
                        dividends.set(dividends.size() - 1, current);
                    else
                        dividends.add(current);
                }
                else
                    dividends.add(current);
            }

            started = System.currentTimeMillis();
        }

        public void onSplit(OTSplit msg)
        {
            Calendar date = Calendar.getInstance();
            Split current = new Split();

            date.setTimeInMillis((long)msg.getPaymentDate() * 1000);
            date.set(Calendar.HOUR, 0);
            date.set(Calendar.MINUTE, 0);
            date.set(Calendar.SECOND, 0);
            date.set(Calendar.MILLISECOND, 0);
            date.add(Calendar.DATE, 1);
            while(date.get(Calendar.DAY_OF_WEEK) == Calendar.SATURDAY || date.get(Calendar.DAY_OF_WEEK) == Calendar.SUNDAY)
                date.add(Calendar.DATE, 1);
            current.setDate(date.getTime());
            current.setFromQuantity(msg.getToFactor());
            current.setToQuantity(msg.getForFactor());
            
            if (splits.size() != 0)
            {
                Split last = (Split)splits.get(splits.size() - 1);
                if (last.getDate().equals(current.getDate()))
                    splits.set(splits.size() - 1, current);
                else
                    splits.add(current);
            }
            else
                splits.add(current);

            started = System.currentTimeMillis();
        }
        
        public void onError(OTError msg)
        {
            completedStreams.add(String.valueOf(msg.getRequestId()));
            log.debug(String.valueOf(msg.getRequestId()) + " / Error: " + msg.getDescription());
        }
        
        public void onMessage(OTMessage msg)
        {
            completedStreams.add(String.valueOf(msg.getRequestID()));
            log.debug(String.valueOf(msg.getRequestID()) + " / " + msg.getDescription());
        }
    }
    
    /**
     * Client listener implementation specialized for backfilling intraday data.
     */
    private class BackfillClientAdapter extends ClientAdapter
    {
        Security security;
        History history;
        int historyStream;
        long started;
        Set completedStreams = new HashSet();
        
        public BackfillClientAdapter(Security security)
        {
            this.security = security;
            history = security.getIntradayHistory();
        }
        
        public boolean isCompleted()
        {
            if (historyStream != 0 && !completedStreams.contains(String.valueOf(historyStream)))
                return false;
            return true;
        }

        public void onHistOHLC(OTOHLC msg)
        {
            Calendar date = Calendar.getInstance();
            date.setTimeInMillis((long)msg.getTimestamp() * 1000);
            date.set(Calendar.SECOND, 0);
            date.set(Calendar.MILLISECOND, 0);

            Bar current = new Bar();
            current.setDate(date.getTime());
            current.setOpen(msg.getOpenPrice());
            current.setHigh(msg.getHighPrice());
            current.setLow(msg.getLowPrice());
            current.setClose(msg.getClosePrice());
            current.setVolume(msg.getVolume());

            Bar last = history.getLast();
            if (last == null || !last.getDate().equals(current.getDate()))
                history.add(current);

            started = System.currentTimeMillis();
        }
        
        public void onError(OTError msg)
        {
            completedStreams.add(String.valueOf(msg.getRequestId()));
            log.debug(String.valueOf(msg.getRequestId()) + " / Error: " + msg.getDescription());
        }
        
        public void onMessage(OTMessage msg)
        {
            completedStreams.add(String.valueOf(msg.getRequestID()));
            log.debug(String.valueOf(msg.getRequestID()) + " / " + msg.getDescription());
        }
    }
}