com.precioustech.fxtrading.oanda.restapi.marketdata.OandaCurrentPriceInfoProvider.java Source code

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Here is the source code for com.precioustech.fxtrading.oanda.restapi.marketdata.OandaCurrentPriceInfoProvider.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.marketdata;

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.time;

import java.util.Collection;
import java.util.Map;

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.joda.time.DateTime;
import org.json.simple.JSONArray;
import org.json.simple.JSONObject;
import org.json.simple.JSONValue;

import com.google.common.collect.Maps;
import com.precioustech.fxtrading.TradingConstants;
import com.precioustech.fxtrading.instrument.TradeableInstrument;
import com.precioustech.fxtrading.marketdata.CurrentPriceInfoProvider;
import com.precioustech.fxtrading.marketdata.Price;
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 OandaCurrentPriceInfoProvider implements CurrentPriceInfoProvider<String> {

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

    private final String url;
    private final BasicHeader authHeader;

    public OandaCurrentPriceInfoProvider(String url, String accessToken) {
        this.url = url;
        this.authHeader = OandaUtils.createAuthHeader(accessToken);
    }

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

    @Override
    public Map<TradeableInstrument<String>, Price<String>> getCurrentPricesForInstruments(
            Collection<TradeableInstrument<String>> instruments) {
        StringBuilder instrumentCsv = new StringBuilder();
        boolean firstTime = true;
        for (TradeableInstrument<String> instrument : instruments) {
            if (firstTime) {
                firstTime = false;
            } else {
                instrumentCsv.append(TradingConstants.ENCODED_COMMA);
            }
            instrumentCsv.append(instrument.getInstrument());
        }

        Map<TradeableInstrument<String>, Price<String>> pricesMap = Maps.newHashMap();
        CloseableHttpClient httpClient = getHttpClient();
        try {
            HttpUriRequest httpGet = new HttpGet(
                    this.url + OandaConstants.PRICES_RESOURCE + "?instruments=" + instrumentCsv.toString());
            httpGet.setHeader(this.authHeader);
            httpGet.setHeader(OandaConstants.UNIX_DATETIME_HEADER);
            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 prices = (JSONArray) jsonResp.get(OandaJsonKeys.prices);
                for (Object price : prices) {
                    JSONObject trade = (JSONObject) price;
                    Long priceTime = Long.parseLong(trade.get(time).toString());
                    TradeableInstrument<String> instrument = new TradeableInstrument<String>(
                            (String) trade.get(OandaJsonKeys.instrument));
                    Price<String> pi = new Price<String>(instrument, ((Number) trade.get(bid)).doubleValue(),
                            ((Number) trade.get(ask)).doubleValue(),
                            new DateTime(TradingUtils.toMillisFromNanos(priceTime)));
                    pricesMap.put(instrument, pi);
                }
            } else {
                TradingUtils.printErrorMsg(resp);
            }
        } catch (Exception ex) {
            LOG.error(ex);
        } finally {
            TradingUtils.closeSilently(httpClient);
        }
        return pricesMap;
    }

}