/*
* 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.historical;
import java.util.List;
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.OutgoingMessageId;
import ch.aonyx.broker.ib.api.SubscriptionRequest;
import ch.aonyx.broker.ib.api.contract.Contract;
import ch.aonyx.broker.ib.api.contract.SecurityType;
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;
/**
* @author Christophe Marcourt
* @since 1.0.0
*/
public final class HistoricalDataSubscriptionRequest extends AbstractRequestSupport implements SubscriptionRequest {
private static final int VERSION = 4;
private final Contract contract;
private final String endDateTime;
private final TimeSpan duration;
private final BarSize barSize;
private final HistoricalDataType historicalDataType;
private final boolean useRegularTradingHours;
private final DateFormat dateFormat;
public HistoricalDataSubscriptionRequest(final Contract contract, final String endDateTime,
final TimeSpan duration, final BarSize barSize, final HistoricalDataType historicalDataType,
final boolean useRegularTradingHours, final DateFormat dateFormat) {
this(StringIdUtils.uniqueIdFromContract(contract), contract, endDateTime, duration, barSize,
historicalDataType, useRegularTradingHours, dateFormat);
}
public HistoricalDataSubscriptionRequest(final String id, final Contract contract, final String endDateTime,
final TimeSpan duration, final BarSize barSize, final HistoricalDataType historicalDataType,
final boolean useRegularTradingHours, final DateFormat dateFormat) {
super(id);
this.contract = contract;
this.endDateTime = endDateTime;
this.duration = duration;
this.barSize = barSize;
this.historicalDataType = historicalDataType;
this.useRegularTradingHours = useRegularTradingHours;
this.dateFormat = dateFormat;
}
@Override
public byte[] getBytes() {
final RequestBuilder builder = createRequestBuilder();
return builder.toBytes();
}
private RequestBuilder createRequestBuilder() {
final RequestBuilder builder = new ByteArrayRequestBuilder();
builder.append(OutgoingMessageId.HISTORICAL_DATA_SUBSCRIPTION_REQUEST.getId());
builder.append(VERSION);
builder.append(toInternalId(getId()));
appendContract(builder);
builder.append(endDateTime);
builder.append(barSize.getFormattedBarSize());
builder.append(duration.getFormattedDuration());
builder.append(useRegularTradingHours);
builder.append(historicalDataType.getLabel());
builder.append(dateFormat.getValue());
appendComboLegs(builder);
return builder;
}
private void appendContract(final RequestBuilder builder) {
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());
builder.append(contract.isIncludeExpired());
}
private void appendComboLegs(final RequestBuilder builder) {
if (SecurityType.COMBO.equals(contract.getSecurityType())) {
final List<ComboLeg> comboLegs = contract.getComboLegs();
builder.append(comboLegs.size());
for (final ComboLeg comboLeg : comboLegs) {
builder.append(comboLeg.getContractId());
builder.append(comboLeg.getRatio());
builder.append(comboLeg.getOrderAction().getAbbreviation());
builder.append(comboLeg.getExchange());
}
}
}
public Contract getContract() {
return contract;
}
public String getEndDateTime() {
return endDateTime;
}
public TimeSpan getDuration() {
return duration;
}
public BarSize getBarSize() {
return barSize;
}
public HistoricalDataType getHistoricalDataType() {
return historicalDataType;
}
public boolean useRegularTradingHours() {
return useRegularTradingHours;
}
public DateFormat getDateFormat() {
return dateFormat;
}
@Override
public int hashCode() {
return new HashCodeBuilder().append(barSize).append(contract).append(dateFormat).append(duration)
.append(endDateTime).append(historicalDataType).append(useRegularTradingHours).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 HistoricalDataSubscriptionRequest rhs = (HistoricalDataSubscriptionRequest) obj;
return new EqualsBuilder().append(barSize, rhs.barSize).append(contract, rhs.contract)
.append(dateFormat, rhs.dateFormat).append(duration, rhs.duration).append(endDateTime, rhs.endDateTime)
.append(historicalDataType, rhs.historicalDataType)
.append(useRegularTradingHours, rhs.useRegularTradingHours).isEquals();
}
@Override
public String toString() {
return ToStringBuilder.reflectionToString(this, ToStringStyle.SHORT_PREFIX_STYLE);
}
}