com.precioustech.fxtrading.oanda.restapi.streaming.marketdata.OandaMarketDataStreamingService.java Source code

Introduction

Here is the source code for com.precioustech.fxtrading.oanda.restapi.streaming.marketdata.OandaMarketDataStreamingService.java

Source

/*
 *  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.streaming.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.disconnect;
import static com.precioustech.fxtrading.oanda.restapi.OandaJsonKeys.heartbeat;
import static com.precioustech.fxtrading.oanda.restapi.OandaJsonKeys.tick;
import static com.precioustech.fxtrading.oanda.restapi.OandaJsonKeys.time;

import java.io.BufferedReader;
import java.util.Collection;

import org.apache.http.impl.client.CloseableHttpClient;
import org.apache.log4j.Logger;
import org.joda.time.DateTime;
import org.json.simple.JSONObject;
import org.json.simple.JSONValue;

import com.precioustech.fxtrading.TradingConstants;
import com.precioustech.fxtrading.heartbeats.HeartBeatCallback;
import com.precioustech.fxtrading.instrument.TradeableInstrument;
import com.precioustech.fxtrading.marketdata.MarketEventCallback;
import com.precioustech.fxtrading.oanda.restapi.OandaConstants;
import com.precioustech.fxtrading.oanda.restapi.OandaJsonKeys;
import com.precioustech.fxtrading.oanda.restapi.streaming.OandaStreamingService;
import com.precioustech.fxtrading.streaming.marketdata.MarketDataStreamingService;
import com.precioustech.fxtrading.utils.TradingUtils;

public class OandaMarketDataStreamingService extends OandaStreamingService implements MarketDataStreamingService {

    private static final Logger LOG = Logger.getLogger(OandaMarketDataStreamingService.class);
    private final String url;
    private final MarketEventCallback<String> marketEventCallback;

    public OandaMarketDataStreamingService(String url, String accessToken, long accountId,
            Collection<TradeableInstrument<String>> instruments, MarketEventCallback<String> marketEventCallback,
            HeartBeatCallback<DateTime> heartBeatCallback, String heartbeatSourceId) {
        super(accessToken, heartBeatCallback, heartbeatSourceId);
        this.url = url + OandaConstants.PRICES_RESOURCE + "?accountId=" + accountId + "&instruments="
                + instrumentsAsCsv(instruments);
        this.marketEventCallback = marketEventCallback;
    }

    private String instrumentsAsCsv(Collection<TradeableInstrument<String>> instruments) {
        StringBuilder csvLst = new StringBuilder();
        boolean firstTime = true;
        for (TradeableInstrument<String> instrument : instruments) {
            if (firstTime) {
                firstTime = false;
            } else {
                csvLst.append(TradingConstants.ENCODED_COMMA);
            }
            csvLst.append(instrument.getInstrument());
        }
        return csvLst.toString();
    }

    @Override
    protected String getStreamingUrl() {
        return this.url;
    }

    @Override
    public void stopMarketDataStreaming() {
        this.serviceUp = false;
        if (streamThread != null && streamThread.isAlive()) {
            streamThread.interrupt();
        }
    }

    @Override
    public void startMarketDataStreaming() {
        stopMarketDataStreaming();
        this.streamThread = new Thread(new Runnable() {

            @Override
            public void run() {
                CloseableHttpClient httpClient = getHttpClient();
                try {
                    BufferedReader br = setUpStreamIfPossible(httpClient);
                    if (br != null) {
                        String line;
                        while ((line = br.readLine()) != null && serviceUp) {
                            Object obj = JSONValue.parse(line);
                            JSONObject instrumentTick = (JSONObject) obj;
                            // unwrap if necessary
                            if (instrumentTick.containsKey(tick)) {
                                instrumentTick = (JSONObject) instrumentTick.get(tick);
                            }

                            if (instrumentTick.containsKey(OandaJsonKeys.instrument)) {
                                final String instrument = instrumentTick.get(OandaJsonKeys.instrument).toString();
                                final String timeAsString = instrumentTick.get(time).toString();
                                final long eventTime = Long.parseLong(timeAsString);
                                final double bidPrice = ((Number) instrumentTick.get(bid)).doubleValue();
                                final double askPrice = ((Number) instrumentTick.get(ask)).doubleValue();
                                marketEventCallback.onMarketEvent(new TradeableInstrument<String>(instrument),
                                        bidPrice, askPrice,
                                        new DateTime(TradingUtils.toMillisFromNanos(eventTime)));
                            } else if (instrumentTick.containsKey(heartbeat)) {
                                handleHeartBeat(instrumentTick);
                            } else if (instrumentTick.containsKey(disconnect)) {
                                handleDisconnect(line);
                            }
                        }
                        br.close();
                        // stream.close();
                    }
                } catch (Exception e) {
                    LOG.error("error encountered inside market data streaming thread", e);
                } finally {
                    serviceUp = false;
                    TradingUtils.closeSilently(httpClient);
                }

            }
        }, "OandMarketDataStreamingThread");
        this.streamThread.start();

    }

    @Override
    protected void startStreaming() {
        startMarketDataStreaming();

    }

    @Override
    protected void stopStreaming() {
        stopMarketDataStreaming();

    }

}