ch.algotrader.python.services

Class PythonMarketDataService

java.lang.Object

ch.algotrader.python.services.PythonMarketDataService

Direct Known Subclasses:

PythonMarketDataServiceStub

public class PythonMarketDataService
extends java.lang.Object

Delegates to MarketDataService from PythonStrategyService. Methods mirror delegated methods with small changes (no Optional, only VOs are used, not entities). Some are left out.

Field Summary

Fields

Modifier and Type	Field and Description
protected ObjectMapper	objectMapper

Constructor Summary

Constructors

Constructor and Description
PythonMarketDataService(MarketDataService marketDataService, GenericCacheFacade genericCacheFacade, ObjectMapper objectMapper)

Method Summary

Modifier and Type	Method and Description
AdapterType	findAdapterTypeBySecurity(SecurityVO securityVO)
SecurityVO	findDefaultSecurity(java.util.List<? extends SecurityVO> inputSecuritiesVOs)
SecurityVO	findDefaultSecurity(java.lang.String baseCurrency, java.lang.String transactionCurrency, boolean reverse)
java.util.List<SubscriptionVO>	getSubscriptionsByStrategy(java.lang.String strategyName) Gets all Subscriptions by the defined strategyName.
boolean	hasVol(long securityId) Returns true if the corresponding Security is supposed to report volumes,e.g.: Stocks: true Forex: false
void	initSubscriptions() Initializes subscriptions.
void	initSubscriptions(AdapterType adapterType) Initializes subscriptions for the specified adapter type.
boolean	isTickValid(java.lang.String tickJson) Verifies if the tick is valid for the security associated with it.
java.lang.String	normalizeTick(java.lang.String tickJson) Normalize the tick value according to broker params multiplier if normaliseMarketData is enabled
void	reconnect(AdapterType adapterType) Reconnect the adapter corresponding to the defined adapterType
protected java.lang.String	serialize(java.lang.Object object)
void	subscribe(java.lang.String strategyName, long securityId) Subscribes a Security for the defined Strategy.
void	subscribe(java.lang.String strategyName, long securityId, AdapterType adapterType) Subscribes a Security for the defined Strategy and adapter type.
void	subscribeToAggregatedOrderBook(java.lang.String strategyName, java.lang.String symbol, java.lang.Class<? extends Security> securityClass)
void	subscribeToCurrency(StrategyVO strategy, java.lang.String transactionCurrency) Subscribes the Forex Security needed to convert transactionCurrency and basePortfolioCurrency.
void	subscribeToOrderBook(java.lang.String strategyName, long securityId)
void	subscribeToOrderBook(java.lang.String strategyName, long securityId, AdapterType adapterType)
void	unsubscribe(java.lang.String strategyName, long securityId) Unsubscribes a Security for the defined Strategy.
void	unsubscribe(java.lang.String strategyName, long securityId, AdapterType adapterType) Unsubscribes a Security for the defined Strategy and adapter type
void	unsubscribeFromAggregatedOrderBook(java.lang.String strategy, java.lang.String symbol, java.lang.Class<? extends Security> securityClass)
void	unsubscribeFromOrderBook(java.lang.String strategy, long securityId, AdapterType adapterType)
void	unsubscribeFromOrderBooksOtherThan(java.lang.String strategyName, long securityId, AdapterType adapterType)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

objectMapper

protected final ObjectMapper objectMapper

Constructor Detail

PythonMarketDataService

public PythonMarketDataService(MarketDataService marketDataService,
                               GenericCacheFacade genericCacheFacade,
                               ObjectMapper objectMapper)

Method Detail

serialize

protected java.lang.String serialize(java.lang.Object object)

initSubscriptions

public void initSubscriptions()

Initializes subscriptions.

initSubscriptions

public void initSubscriptions(AdapterType adapterType)

Initializes subscriptions for the specified adapter type.

subscribe

public void subscribe(java.lang.String strategyName,
                      long securityId)
               throws UnknownAdapterException

Subscribes a Security for the defined Strategy. Will be executed only if there is only one active market adapter, otherwise will throw UnknownAdapterException. If there are multiple market adapters, use subscribe(String, long, AdapterType)

Throws:

UnknownAdapterException - if there are multiple active adapters

subscribe

public void subscribe(java.lang.String strategyName,
                      long securityId,
                      AdapterType adapterType)

Subscribes a Security for the defined Strategy and adapter type.

subscribeToCurrency

public void subscribeToCurrency(StrategyVO strategy,
                                java.lang.String transactionCurrency)

Subscribes the Forex Security needed to convert transactionCurrency and basePortfolioCurrency.

unsubscribe

public void unsubscribe(java.lang.String strategyName,
                        long securityId)
                 throws UnknownAdapterException

Unsubscribes a Security for the defined Strategy. Will be executed only if there is only one active market adapter, otherwise will throw UnknownAdapterException. If there are multiple market adapters, use unsubscribe(String, long, AdapterType)

Throws:

UnknownAdapterException - if there are multiple active adapters

unsubscribe

public void unsubscribe(java.lang.String strategyName,
                        long securityId,
                        AdapterType adapterType)

Unsubscribes a Security for the defined Strategy and adapter type

reconnect

public void reconnect(AdapterType adapterType)

Reconnect the adapter corresponding to the defined adapterType

getSubscriptionsByStrategy

public java.util.List<SubscriptionVO> getSubscriptionsByStrategy(java.lang.String strategyName)

Gets all Subscriptions by the defined strategyName. If corresponding Securities are Combinations, all Components will be initialized as well. In additional all Properties are initialized

isTickValid

public boolean isTickValid(java.lang.String tickJson)
                    throws java.io.IOException

Verifies if the tick is valid for the security associated with it.

Throws:

java.io.IOException

hasVol

public boolean hasVol(long securityId)

Returns true if the corresponding Security is supposed to report volumes,e.g.:

• Stocks: true
• Forex: false

normalizeTick

public java.lang.String normalizeTick(java.lang.String tickJson)
                               throws java.io.IOException

Normalize the tick value according to broker params multiplier if normaliseMarketData is enabled

Throws:

java.io.IOException

findDefaultSecurity

public SecurityVO findDefaultSecurity(java.lang.String baseCurrency,
                                      java.lang.String transactionCurrency,
                                      boolean reverse)

findDefaultSecurity

public SecurityVO findDefaultSecurity(java.util.List<? extends SecurityVO> inputSecuritiesVOs)

findAdapterTypeBySecurity

public AdapterType findAdapterTypeBySecurity(SecurityVO securityVO)

Parameters:

securityVO - SecurityVO to find adapterType for

Returns:

subscribeToOrderBook

public void subscribeToOrderBook(java.lang.String strategyName,
                                 long securityId)

subscribeToOrderBook

public void subscribeToOrderBook(java.lang.String strategyName,
                                 long securityId,
                                 AdapterType adapterType)

subscribeToAggregatedOrderBook

public void subscribeToAggregatedOrderBook(java.lang.String strategyName,
                                           java.lang.String symbol,
                                           java.lang.Class<? extends Security> securityClass)

unsubscribeFromAggregatedOrderBook

public void unsubscribeFromAggregatedOrderBook(java.lang.String strategy,
                                               java.lang.String symbol,
                                               java.lang.Class<? extends Security> securityClass)

unsubscribeFromOrderBook

public void unsubscribeFromOrderBook(java.lang.String strategy,
                                     long securityId,
                                     AdapterType adapterType)

unsubscribeFromOrderBooksOtherThan

public void unsubscribeFromOrderBooksOtherThan(java.lang.String strategyName,
                                               long securityId,
                                               AdapterType adapterType)