/*
* Copyright (C) 2012 Aonyx
*
* 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 ch.aonyx.broker.ib.api.data;
import java.util.List;
import org.apache.commons.lang3.StringUtils;
import org.apache.commons.lang3.builder.EqualsBuilder;
import org.apache.commons.lang3.builder.HashCodeBuilder;
import org.apache.commons.lang3.builder.ToStringBuilder;
import org.apache.commons.lang3.builder.ToStringStyle;
import ch.aonyx.broker.ib.api.AbstractRequestSupport;
import ch.aonyx.broker.ib.api.ClientMessageCode;
import ch.aonyx.broker.ib.api.Feature;
import ch.aonyx.broker.ib.api.OutgoingMessageId;
import ch.aonyx.broker.ib.api.RequestException;
import ch.aonyx.broker.ib.api.contract.Contract;
import ch.aonyx.broker.ib.api.contract.SecurityType;
import ch.aonyx.broker.ib.api.contract.UnderlyingCombo;
import ch.aonyx.broker.ib.api.order.ComboLeg;
import ch.aonyx.broker.ib.api.util.ByteArrayRequestBuilder;
import ch.aonyx.broker.ib.api.util.RequestBuilder;
import ch.aonyx.broker.ib.api.util.StringIdUtils;
import com.google.common.base.Function;
import com.google.common.collect.Lists;
/**
* @author Christophe Marcourt
* @since 1.0.0
*/
public abstract class AbstractMarketDataRequest extends AbstractRequestSupport {
private static final int VERSION = 9;
private final Contract contract;
private final boolean snapshot;
private final ReturnedTickTypeFilter[] returnedTickTypeFilters;
private final Function<ReturnedTickTypeFilter, String> returnedTickTypeFilterToStringFunction = new Function<ReturnedTickTypeFilter, String>() {
@Override
public String apply(final ReturnedTickTypeFilter input) {
return String.valueOf(input.getId());
}
};
protected AbstractMarketDataRequest(final Contract contract, final boolean snapshot,
final ReturnedTickTypeFilter... returnedTickTypeFilters) {
this(StringIdUtils.uniqueIdFromContract(contract), contract, snapshot, returnedTickTypeFilters);
}
protected AbstractMarketDataRequest(final String id, final Contract contract, final boolean snapshot,
final ReturnedTickTypeFilter... returnedTickTypeFilters) {
super(id);
this.contract = contract;
this.snapshot = snapshot;
this.returnedTickTypeFilters = returnedTickTypeFilters;
}
@Override
public byte[] getBytes() {
final RequestBuilder builder = createRequestBuilder();
return builder.toBytes();
}
private RequestBuilder createRequestBuilder() {
final RequestBuilder builder = new ByteArrayRequestBuilder();
checkDeltaNeutralOrderSupport();
checkContractIdSupport();
builder.append(OutgoingMessageId.MARKET_DATA_SUBSCRIPTION_REQUEST.getId());
builder.append(VERSION);
builder.append(toInternalId(getId()));
appendContract(builder);
appendCombo(builder);
appendUnderlyingCombo(builder);
appendReturnedTickTypeFilters(builder);
builder.append(snapshot);
return builder;
}
private void checkDeltaNeutralOrderSupport() {
if (contract.getUnderlyingCombo() != null) {
if (!Feature.DELTA_NEUTRAL_COMBO_ORDER.isSupportedByVersion(getServerCurrentVersion())) {
throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support delta-neutral orders.",
this);
}
}
}
private void checkContractIdSupport() {
if (contract.getId() > 0) {
if (!Feature.MARKET_DATA_REQUEST_BY_CONTRACT_ID.isSupportedByVersion(getServerCurrentVersion())) {
throw new RequestException(ClientMessageCode.UPDATE_TWS,
"Market data request by contract id is not supported.", this);
}
}
}
private void appendContract(final RequestBuilder builder) {
if (Feature.MARKET_DATA_REQUEST_BY_CONTRACT_ID.isSupportedByVersion(getServerCurrentVersion())) {
builder.append(contract.getId());
}
builder.append(contract.getSymbol());
builder.append(contract.getSecurityType().getAbbreviation());
builder.append(contract.getExpiry());
builder.append(contract.getStrike());
builder.append(contract.getOptionRight().getName());
builder.append(contract.getMultiplier());
builder.append(contract.getExchange());
builder.append(contract.getPrimaryExchange());
builder.append(contract.getCurrencyCode());
builder.append(contract.getLocalSymbol());
}
private void appendCombo(final RequestBuilder builder) {
if (SecurityType.COMBO.equals(contract.getSecurityType())) {
builder.append(contract.getComboLegs().size());
for (final ComboLeg comboLeg : contract.getComboLegs()) {
builder.append(comboLeg.getContractId());
builder.append(comboLeg.getRatio());
builder.append(comboLeg.getOrderAction().getAbbreviation());
builder.append(comboLeg.getExchange());
}
}
}
private void appendUnderlyingCombo(final RequestBuilder builder) {
if (Feature.DELTA_NEUTRAL_COMBO_ORDER.isSupportedByVersion(getServerCurrentVersion())) {
final UnderlyingCombo underComp = contract.getUnderlyingCombo();
if (underComp != null) {
builder.append(true);
builder.append(underComp.getContractId());
builder.append(underComp.getDelta());
builder.append(underComp.getPrice());
} else {
builder.append(false);
}
}
}
private void appendReturnedTickTypeFilters(final RequestBuilder builder) {
String returnedTickTypeFilterCommaSeparatedList = null;
if ((returnedTickTypeFilters != null) && (returnedTickTypeFilters.length > 0)) {
final List<String> returnedTickTypeFilterValues = Lists.transform(
Lists.newArrayList(returnedTickTypeFilters), returnedTickTypeFilterToStringFunction);
returnedTickTypeFilterCommaSeparatedList = StringUtils.join(returnedTickTypeFilterValues, ',');
}
builder.append(returnedTickTypeFilterCommaSeparatedList);
}
public final Contract getContract() {
return contract;
}
public final ReturnedTickTypeFilter[] getReturnedTickTypeFilters() {
return returnedTickTypeFilters;
}
public final boolean isSnapshot() {
return snapshot;
}
@Override
public int hashCode() {
return new HashCodeBuilder().append(contract).append(returnedTickTypeFilters).append(snapshot).toHashCode();
}
@Override
public boolean equals(final Object obj) {
if (obj == null) {
return false;
}
if (obj == this) {
return true;
}
if (obj.getClass() != getClass()) {
return false;
}
final AbstractMarketDataRequest rhs = (AbstractMarketDataRequest) obj;
return new EqualsBuilder().append(contract, rhs.contract)
.append(returnedTickTypeFilters, rhs.returnedTickTypeFilters).append(snapshot, rhs.snapshot).isEquals();
}
@Override
public String toString() {
return ToStringBuilder.reflectionToString(this, ToStringStyle.SHORT_PREFIX_STYLE);
}
}