com.precioustech.fxtrading.oanda.restapi.instrument.OandaInstrumentDataProviderService.java Source code

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Here is the source code for com.precioustech.fxtrading.oanda.restapi.instrument.OandaInstrumentDataProviderService.java

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/*
 *  Copyright 2015 Shekhar Varshney
 *
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *  you may not use this file except in compliance with the License.
 *  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 *  Unless required by applicable law or agreed to in writing, software
 *  distributed under the License is distributed on an "AS IS" BASIS,
 *  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  See the License for the specific language governing permissions and
 *  limitations under the License.
 */
package com.precioustech.fxtrading.oanda.restapi.instrument;

import static com.precioustech.fxtrading.oanda.restapi.OandaJsonKeys.ask;
import static com.precioustech.fxtrading.oanda.restapi.OandaJsonKeys.bid;
import static com.precioustech.fxtrading.oanda.restapi.OandaJsonKeys.instruments;
import static com.precioustech.fxtrading.oanda.restapi.OandaJsonKeys.interestRate;

import java.util.Collection;

import org.apache.commons.lang3.StringUtils;
import org.apache.http.HttpResponse;
import org.apache.http.client.methods.HttpGet;
import org.apache.http.client.methods.HttpUriRequest;
import org.apache.http.impl.client.CloseableHttpClient;
import org.apache.http.impl.client.HttpClientBuilder;
import org.apache.http.message.BasicHeader;
import org.apache.log4j.Logger;
import org.json.simple.JSONArray;
import org.json.simple.JSONObject;
import org.json.simple.JSONValue;

import com.google.common.collect.Lists;
import com.precioustech.fxtrading.instrument.InstrumentDataProvider;
import com.precioustech.fxtrading.instrument.InstrumentPairInterestRate;
import com.precioustech.fxtrading.instrument.TradeableInstrument;
import com.precioustech.fxtrading.oanda.restapi.OandaConstants;
import com.precioustech.fxtrading.oanda.restapi.OandaJsonKeys;
import com.precioustech.fxtrading.oanda.restapi.utils.OandaUtils;
import com.precioustech.fxtrading.utils.TradingUtils;

public class OandaInstrumentDataProviderService implements InstrumentDataProvider<String> {

    private static final Logger LOG = Logger.getLogger(OandaInstrumentDataProviderService.class);

    private final String url;
    private final long accountId;
    private final BasicHeader authHeader;
    static final String fieldsRequested = "instrument%2Cpip%2CinterestRate";

    public OandaInstrumentDataProviderService(String url, long accountId, String accessToken) {
        this.url = url; // OANDA REST service base url
        this.accountId = accountId;// OANDA valid account id
        this.authHeader = OandaUtils.createAuthHeader(accessToken);
    }

    CloseableHttpClient getHttpClient() {
        return HttpClientBuilder.create().build();
    }

    String getInstrumentsUrl() {
        return url + OandaConstants.INSTRUMENTS_RESOURCE + "?accountId=" + accountId + "&fields=" + fieldsRequested;
    }

    @Override
    public Collection<TradeableInstrument<String>> getInstruments() {
        Collection<TradeableInstrument<String>> instrumentsList = Lists.newArrayList();
        CloseableHttpClient httpClient = getHttpClient();
        try {
            HttpUriRequest httpGet = new HttpGet(getInstrumentsUrl());
            httpGet.setHeader(authHeader);
            LOG.info(TradingUtils.executingRequestMsg(httpGet));
            HttpResponse resp = httpClient.execute(httpGet);
            String strResp = TradingUtils.responseToString(resp);
            if (strResp != StringUtils.EMPTY) {
                Object obj = JSONValue.parse(strResp);
                JSONObject jsonResp = (JSONObject) obj;
                JSONArray instrumentArray = (JSONArray) jsonResp.get(instruments);

                for (Object o : instrumentArray) {
                    JSONObject instrumentJson = (JSONObject) o;
                    String instrument = (String) instrumentJson.get(OandaJsonKeys.instrument);
                    String[] currencies = OandaUtils.splitCcyPair(instrument);
                    Double pip = Double.parseDouble(instrumentJson.get(OandaJsonKeys.pip).toString());
                    JSONObject interestRates = (JSONObject) instrumentJson.get(interestRate);
                    if (interestRates.size() != 2) {
                        throw new IllegalArgumentException();
                    }

                    JSONObject currency1Json = (JSONObject) interestRates.get(currencies[0]);
                    JSONObject currency2Json = (JSONObject) interestRates.get(currencies[1]);

                    final double baseCurrencyBidInterestRate = ((Number) currency1Json.get(bid)).doubleValue();
                    final double baseCurrencyAskInterestRate = ((Number) currency1Json.get(ask)).doubleValue();
                    final double quoteCurrencyBidInterestRate = ((Number) currency2Json.get(bid)).doubleValue();
                    final double quoteCurrencyAskInterestRate = ((Number) currency2Json.get(ask)).doubleValue();

                    InstrumentPairInterestRate instrumentPairInterestRate = new InstrumentPairInterestRate(
                            baseCurrencyBidInterestRate, baseCurrencyAskInterestRate, quoteCurrencyBidInterestRate,
                            quoteCurrencyAskInterestRate);
                    TradeableInstrument<String> tradeableInstrument = new TradeableInstrument<String>(instrument,
                            pip, instrumentPairInterestRate, null);
                    instrumentsList.add(tradeableInstrument);
                }
            } else {
                TradingUtils.printErrorMsg(resp);
            }
        } catch (Exception e) {
            LOG.error("exception encountered whilst retrieving all instruments info", e);
        } finally {
            TradingUtils.closeSilently(httpClient);
        }
        return instrumentsList;
    }

}