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, MarketDataSubscriptionInitializer marketDataSubscriptionInitializer, GenericCacheFacade genericCacheFacade, ObjectMapper objectMapper)

Method Summary

Modifier and Type	Method and Description
java.util.List<SecurityVO>	findSecuritiesByMarketScan(MarketScannerParametersDTO parameters, long accountId)
java.util.List<SubscriptionVO>	getSubscriptionsByStrategy(java.lang.String strategyName) Gets all Subscriptions by the defined strategyName.
void	initSubscriptions() Initializes subscriptions.
void	pauseSimulationData()
void	resumeSimulationData()
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, long accountId) 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(java.lang.String strategyName, java.lang.String currency) Subscribes the Forex Security needed to convert currency and basePortfolioCurrency.
void	subscribeToOrderBook(java.lang.String strategyName, long securityId)
void	subscribeToOrderBook(java.lang.String strategyName, long securityId, long accountId)
void	unsubscribe(java.lang.String strategyName, long securityId) Unsubscribes a Security for the defined Strategy.
void	unsubscribe(java.lang.String strategyName, long securityId, long accountId) 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)
void	unsubscribeFromOrderBook(java.lang.String strategy, long securityId, long accountId)
void	unsubscribeFromOrderBooksOtherThan(java.lang.String strategyName, long securityId, long accountId)

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,
                               MarketDataSubscriptionInitializer marketDataSubscriptionInitializer,
                               GenericCacheFacade genericCacheFacade,
                               ObjectMapper objectMapper)

Method Detail

serialize

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

initSubscriptions

public void initSubscriptions()

Initializes subscriptions.

subscribe

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

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

Throws:

ConnectorNotFoundException - if there are multiple active adapters

subscribe

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

Subscribes a Security for the defined Strategy and adapter type.

subscribeToCurrency

public void subscribeToCurrency(java.lang.String strategyName,
                                java.lang.String currency)

Subscribes the Forex Security needed to convert currency and basePortfolioCurrency.

unsubscribe

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

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

Throws:

ConnectorNotFoundException - if there are multiple active adapters

unsubscribe

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

Unsubscribes a Security for the defined Strategy and adapter type

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

findSecuritiesByMarketScan

public java.util.List<SecurityVO> findSecuritiesByMarketScan(MarketScannerParametersDTO parameters,
                                                             long accountId)

subscribeToOrderBook

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

subscribeToOrderBook

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

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)

unsubscribeFromOrderBook

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

unsubscribeFromOrderBooksOtherThan

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

pauseSimulationData

public void pauseSimulationData()

resumeSimulationData

public void resumeSimulationData()