velox.api.layer0.replay

Class ExternalReaderBaseProvider

java.lang.Object

velox.api.layer0.replay.ExternalReaderBaseProvider

All Implemented Interfaces:

java.lang.AutoCloseable, Layer1ApiAdminListenable, Layer1ApiAdminProvider, Layer1ApiDataListenable, Layer1ApiDataProvider, Layer1ApiInstrumentListenable, Layer1ApiInstrumentProvider, Layer1ApiMboDataListenable, Layer1ApiProvider, Layer1ApiTradingListenable, Layer1ApiTradingProvider, LayerApiListenable

public abstract class ExternalReaderBaseProvider
extends java.lang.Object
implements Layer1ApiProvider

This is a base class that should help you writing your own providers for reading files in replay.

Lifecycle

Provider is guaranteed to be used for replay of only one file

Typical lifecycle looks like this:

1. Provider is created (constructor with no parameters is invoked).
2. addListener methods are called. Provider should remember the listeners and use those for sending data later.
3. Layer1ApiAdminProvider.login(LoginData) is called with instance of ReadFileLoginData as parameter. Before exiting this method provider should check that file format is supported. If it is not then FileNotSupportedUserMessage should be sent via Layer1ApiAdminListener.onUserMessage(Object), and Bookmap will try other ways to decode the file. Failure to send the message will prevent bookmap from attempting other decoding modules and will result in file reading being done by this module instead.
4. As soon as Layer1ApiAdminProvider.login(LoginData) completes, Layer1ApiAdminProvider.getCurrentTime() might be called before you invoke any callbacks. If this happens then time it returns will be be used as a time where file starts. Usually you want it to be the time of the first event.
5. Provider sends data via callbacks. Calls will be blocked until data is processed. When callback is invoked Layer1ApiAdminProvider.getCurrentTime() call will usually be made at least once before it returns. Returned value will be used as event timestamp.
6. When all data is sent, provider calls Layer1ApiAdminListener.onUserMessage(Object) passing an instance of FileEndReachedUserMessage. After this point no other callback methods should be invoked!
7. Layer1ApiAdminProvider.close() is invoked. This is the place to clean up resources. After this point provider instance will not be used anymore.

However it's possible that Layer1ApiAdminProvider.close() method will be called earlier. In this case provider should stop invoking callbacks and clean up resources before leaving this method.

Field Summary

Fields

Modifier and Type	Field and Description
java.util.concurrent.CopyOnWriteArrayList<Layer1ApiAdminListener>	adminListeners
java.util.concurrent.CopyOnWriteArrayList<Layer1ApiDataListener>	dataListeners
java.util.concurrent.CopyOnWriteArrayList<Layer1ApiInstrumentListener>	instrumentListeners
java.util.concurrent.CopyOnWriteArrayList<Layer1ApiMboDataListener>	mboDataListeners
java.util.concurrent.CopyOnWriteArrayList<Layer1ApiTradingListener>	tradingListeners

Constructor Summary

Constructors

Constructor and Description
ExternalReaderBaseProvider()

Method Summary

Modifier and Type	Method and Description
void	addListener(Layer1ApiAdminListener listener) Add listener for general events
void	addListener(Layer1ApiDataListener listener) Add data listener
void	addListener(Layer1ApiInstrumentListener listener) Add instrument events listener
void	addListener(Layer1ApiMboDataListener listener) Add mbo data listener
void	addListener(Layer1ApiTradingListener listener) Add trading listener
java.lang.String	formatPrice(java.lang.String alias, double price) Format price using platform capabilities if possible
Layer1ApiProviderSupportedFeatures	getSupportedFeatures() Get information about features that are supported by a provider.
void	removeListener(Layer1ApiAdminListener listener) Remove listener for general events
void	removeListener(Layer1ApiDataListener listener) Remove data listener
void	removeListener(Layer1ApiInstrumentListener listener) Remove instrument events listener
void	removeListener(Layer1ApiMboDataListener listener) Remove mbo data listener
void	removeListener(Layer1ApiTradingListener listener) Remove trading listener
void	sendOrder(OrderSendParameters orderSendParameters) Submit order with specified parameters
java.lang.Object	sendUserMessage(java.lang.Object data) Allows incorporating arbitrary functionality into protocol
void	subscribe(SubscribeInfo subscribeInfo) Subscribe to specified instrument.
void	unsubscribe(java.lang.String alias) Unsubscribe from the instrument
void	updateOrder(OrderUpdateParameters orderUpdateParameters) Update order according to parameters

Methods inherited from class java.lang.Object

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

Methods inherited from interface velox.api.layer1.Layer1ApiInstrumentProvider

subscribe

Methods inherited from interface velox.api.layer1.Layer1ApiAdminProvider

close, getCurrentTime, getSource, login

Field Detail

adminListeners

public java.util.concurrent.CopyOnWriteArrayList<Layer1ApiAdminListener> adminListeners

instrumentListeners

public java.util.concurrent.CopyOnWriteArrayList<Layer1ApiInstrumentListener> instrumentListeners

dataListeners

public java.util.concurrent.CopyOnWriteArrayList<Layer1ApiDataListener> dataListeners

mboDataListeners

public java.util.concurrent.CopyOnWriteArrayList<Layer1ApiMboDataListener> mboDataListeners

tradingListeners

public java.util.concurrent.CopyOnWriteArrayList<Layer1ApiTradingListener> tradingListeners

Constructor Detail

ExternalReaderBaseProvider

public ExternalReaderBaseProvider()

Method Detail

subscribe

public void subscribe(SubscribeInfo subscribeInfo)

Description copied from interface: Layer1ApiInstrumentProvider

Subscribe to specified instrument. Some parameters can be null depending on the platform.

Specified by:

subscribe in interface Layer1ApiInstrumentProvider

Parameters:

subscribeInfo - has fields similar to InstrumentCoreInfo

unsubscribe

public void unsubscribe(java.lang.String alias)

Description copied from interface: Layer1ApiInstrumentProvider

Unsubscribe from the instrument

Specified by:

unsubscribe in interface Layer1ApiInstrumentProvider

Parameters:

alias - instrument alias

formatPrice

public java.lang.String formatPrice(java.lang.String alias,
                                    double price)

Description copied from interface: Layer1ApiDataProvider

Format price using platform capabilities if possible

Specified by:

formatPrice in interface Layer1ApiDataProvider

Returns:

sendOrder

public void sendOrder(OrderSendParameters orderSendParameters)

Description copied from interface: Layer1ApiTradingProvider

Submit order with specified parameters

Specified by:

sendOrder in interface Layer1ApiTradingProvider

Parameters:

orderSendParameters - parameters

updateOrder

public void updateOrder(OrderUpdateParameters orderUpdateParameters)

Description copied from interface: Layer1ApiTradingProvider

Update order according to parameters

Specified by:

updateOrder in interface Layer1ApiTradingProvider

Parameters:

orderUpdateParameters - parameters

getSupportedFeatures

public Layer1ApiProviderSupportedFeatures getSupportedFeatures()

Description copied from interface: Layer1ApiAdminProvider

Get information about features that are supported by a provider. Note that some fields might be set differently depending on when request is made. E.g. adapter might not know if trading will be there until login actually happens.

If you are writing a provider - take a look at MaximumSupportedFeatures as a way to declare full list of capabilities before being instantiated

Specified by:

getSupportedFeatures in interface Layer1ApiAdminProvider

Returns:

object describing supported features

See Also:

MaximumSupportedFeatures

sendUserMessage

public java.lang.Object sendUserMessage(java.lang.Object data)

Description copied from interface: Layer1ApiAdminProvider

Allows incorporating arbitrary functionality into protocol

Specified by:

sendUserMessage in interface Layer1ApiAdminProvider

Parameters:

data - Message content

Returns:

addListener

public void addListener(Layer1ApiAdminListener listener)

Description copied from interface: Layer1ApiAdminListenable

Add listener for general events

Specified by:

addListener in interface Layer1ApiAdminListenable

Parameters:

listener - listener to add

removeListener

public void removeListener(Layer1ApiAdminListener listener)

Description copied from interface: Layer1ApiAdminListenable

Remove listener for general events

Specified by:

removeListener in interface Layer1ApiAdminListenable

Parameters:

listener - listener to remove

addListener

public void addListener(Layer1ApiInstrumentListener listener)

Description copied from interface: Layer1ApiInstrumentListenable

Add instrument events listener

Specified by:

addListener in interface Layer1ApiInstrumentListenable

Parameters:

listener - listener to add

removeListener

public void removeListener(Layer1ApiInstrumentListener listener)

Description copied from interface: Layer1ApiInstrumentListenable

Remove instrument events listener

Specified by:

removeListener in interface Layer1ApiInstrumentListenable

Parameters:

listener - listener to remove

addListener

public void addListener(Layer1ApiTradingListener listener)

Description copied from interface: Layer1ApiTradingListenable

Add trading listener

Specified by:

addListener in interface Layer1ApiTradingListenable

Parameters:

listener - listener to add

removeListener

public void removeListener(Layer1ApiTradingListener listener)

Description copied from interface: Layer1ApiTradingListenable

Remove trading listener

Specified by:

removeListener in interface Layer1ApiTradingListenable

Parameters:

listener - listener to remove

addListener

public void addListener(Layer1ApiDataListener listener)

Description copied from interface: Layer1ApiDataListenable

Add data listener

Specified by:

addListener in interface Layer1ApiDataListenable

Parameters:

listener - listener to add

removeListener

public void removeListener(Layer1ApiDataListener listener)

Description copied from interface: Layer1ApiDataListenable

Remove data listener

Specified by:

removeListener in interface Layer1ApiDataListenable

Parameters:

listener - listener to remove

addListener

public void addListener(Layer1ApiMboDataListener listener)

Description copied from interface: Layer1ApiMboDataListenable

Add mbo data listener

Specified by:

addListener in interface Layer1ApiMboDataListenable

Parameters:

listener - listener to add

removeListener

public void removeListener(Layer1ApiMboDataListener listener)

Description copied from interface: Layer1ApiMboDataListenable

Remove mbo data listener

Specified by:

removeListener in interface Layer1ApiMboDataListenable

Parameters:

listener - listener to remove