org.marketcetera.marketdata.marketcetera

Class MarketceteraFeed

java.lang.Object

org.marketcetera.marketdata.AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

org.marketcetera.marketdata.marketcetera.MarketceteraFeed

All Implemented Interfaces:

IFeedComponent, Messages, MarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials>, org.springframework.context.Lifecycle, quickfix.Application

public class MarketceteraFeed
extends AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>
implements quickfix.Application, Messages

A sample implementation of a market data feed.

This feed will return random market data for every symbol queried.

Since:

0.5.0

Author:

Nested Class Summary

Nested classes/interfaces inherited from interface org.marketcetera.marketdata.IFeedComponent

IFeedComponent.FeedType

Field Summary

Fields inherited from class org.marketcetera.marketdata.AbstractMarketDataFeed

DATAFEED_STATUS_MESSAGES, DATAFEED_TRACE_MESSAGES, MARKETDATA_SIMULATION_KEY

Fields inherited from interface org.marketcetera.marketdata.marketcetera.Messages

CANNOT_ACQUIRE_ID, CANNOT_EXECUTE_QUERY, CANNOT_FIND_REQID, CANNOT_START_FEED, CONNECTION_STARTED, CONNECTION_STOPPED, EXCHANGE_ERROR, INVALID_EQUITY_OPTION_SYMBOL, LOGGER, PROVIDER, PROVIDER_DESCRIPTION, SENDER_COMP_LABEL, SESSION_NOT_FOUND, TARGET_COMP_ID_REQUIRED, TARGET_COMP_LABEL, UNKNOWN_EVENT_TYPE, UNKNOWN_MESSAGE_ENTRY_TYPE, UNSUPPORTED_FIX_VERSION, URI_MISSING_PORT, URL_LABEL, URL_REQUIRED

Method Summary

Methods

Modifier and Type	Method and Description
protected void	doCancel(String inHandle)
protected boolean	doLogin(MarketceteraFeedCredentials inCredentials)
protected void	doLogout()
protected List<String>	doMarketDataRequest(org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request inData)
void	fromAdmin(quickfix.Message message, quickfix.SessionID sessionID)
void	fromApp(quickfix.Message message, quickfix.SessionID sessionID)
protected MarketceteraFeedToken	generateToken(MarketDataFeedTokenSpec inTokenSpec)
Set<Capability>	getCapabilities()
protected MarketceteraFeedEventTranslator	getEventTranslator()
static MarketceteraFeed	getInstance(String inProviderName) Gets an instance of MarketceteraFeed.
protected MarketceteraFeedMessageTranslator	getMessageTranslator()
Set<AssetClass>	getSupportedAssetClasses()
protected boolean	isLoggedIn()
boolean	isRunning()
void	onCreate(quickfix.SessionID sessionID)
void	onLogon(quickfix.SessionID sessionID)
void	onLogout(quickfix.SessionID sessionID)
void	stop()
Equity	symbolFromString(String symbolString)
void	toAdmin(quickfix.Message message, quickfix.SessionID sessionID)
void	toApp(quickfix.Message message, quickfix.SessionID sessionID)

Methods inherited from class org.marketcetera.marketdata.AbstractMarketDataFeed

addFeedComponentListener, afterDoExecute, beforeDoExecute, dataReceived, doInitialize, doReconnectToFeed, execute, getFeedStatus, getFeedType, getID, getProviderName, getTimeout, login, logout, removeFeedComponentListener, setFeedStatus, start

Methods inherited from class java.lang.Object

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

Method Detail

getCapabilities

public Set<Capability> getCapabilities()

Specified by:

getCapabilities in interface MarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials>

getSupportedAssetClasses

public Set<AssetClass> getSupportedAssetClasses()

Specified by:

getSupportedAssetClasses in interface MarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials>

symbolFromString

public Equity symbolFromString(String symbolString)

isRunning

public boolean isRunning()

Specified by:

isRunning in interface org.springframework.context.Lifecycle

Overrides:

isRunning in class AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

stop

public void stop()

Specified by:

stop in interface org.springframework.context.Lifecycle

Overrides:

stop in class AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

fromAdmin

public void fromAdmin(quickfix.Message message,
             quickfix.SessionID sessionID)
               throws quickfix.FieldNotFound,
                      quickfix.IncorrectDataFormat,
                      quickfix.IncorrectTagValue,
                      quickfix.RejectLogon

Specified by:

fromAdmin in interface quickfix.Application

Throws:

quickfix.FieldNotFound

quickfix.IncorrectDataFormat

quickfix.IncorrectTagValue

quickfix.RejectLogon

fromApp

public void fromApp(quickfix.Message message,
           quickfix.SessionID sessionID)
             throws quickfix.FieldNotFound,
                    quickfix.IncorrectDataFormat,
                    quickfix.IncorrectTagValue,
                    quickfix.UnsupportedMessageType

Specified by:

fromApp in interface quickfix.Application

Throws:

quickfix.FieldNotFound

quickfix.IncorrectDataFormat

quickfix.IncorrectTagValue

quickfix.UnsupportedMessageType

onCreate

public void onCreate(quickfix.SessionID sessionID)

Specified by:

onCreate in interface quickfix.Application

onLogon

public void onLogon(quickfix.SessionID sessionID)

Specified by:

onLogon in interface quickfix.Application

onLogout

public void onLogout(quickfix.SessionID sessionID)

Specified by:

onLogout in interface quickfix.Application

toAdmin

public void toAdmin(quickfix.Message message,
           quickfix.SessionID sessionID)

Specified by:

toAdmin in interface quickfix.Application

toApp

public void toApp(quickfix.Message message,
         quickfix.SessionID sessionID)
           throws quickfix.DoNotSend

Specified by:

toApp in interface quickfix.Application

Throws:

quickfix.DoNotSend

getInstance

public static MarketceteraFeed getInstance(String inProviderName)
                                    throws URISyntaxException,
                                           CoreException

Gets an instance of MarketceteraFeed.

Parameters:

inProviderName - a String value

Returns:

a MarketceteraFeed value

Throws:

CoreException

URISyntaxException

doCancel

protected void doCancel(String inHandle)

Specified by:

doCancel in class AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

doLogin

protected boolean doLogin(MarketceteraFeedCredentials inCredentials)

Specified by:

doLogin in class AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

doLogout

protected void doLogout()

Specified by:

doLogout in class AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

generateToken

protected MarketceteraFeedToken generateToken(MarketDataFeedTokenSpec inTokenSpec)
                                       throws FeedException

Specified by:

generateToken in class AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

Throws:

FeedException

getEventTranslator

protected MarketceteraFeedEventTranslator getEventTranslator()

Specified by:

getEventTranslator in class AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

getMessageTranslator

protected MarketceteraFeedMessageTranslator getMessageTranslator()

Specified by:

getMessageTranslator in class AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

isLoggedIn

protected boolean isLoggedIn()

Specified by:

isLoggedIn in class AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

doMarketDataRequest

protected List<String> doMarketDataRequest(org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request inData)
                                    throws FeedException

Specified by:

doMarketDataRequest in class AbstractMarketDataFeed<MarketceteraFeedToken,MarketceteraFeedCredentials,MarketceteraFeedMessageTranslator,MarketceteraFeedEventTranslator,org.marketcetera.marketdata.marketcetera.MarketceteraFeed.Request,MarketceteraFeed>

Throws:

FeedException