/**
* Copyright (C) 2011-2013 Barchart, Inc. <http://www.barchart.com/>
*
* All rights reserved. Licensed under the OSI BSD License.
*
* http://www.opensource.org/licenses/bsd-license.php
*/
package com.barchart.feed.base.provider;
import static com.barchart.feed.base.market.enums.MarketField.BOOK;
import static com.barchart.feed.base.market.enums.MarketField.BOOK_LAST;
import static com.barchart.feed.base.market.enums.MarketField.BOOK_TOP;
import static com.barchart.feed.base.market.enums.MarketField.CUVOL;
import static com.barchart.feed.base.market.enums.MarketField.CUVOL_LAST;
import static com.barchart.feed.base.market.enums.MarketField.MARKET;
import static com.barchart.feed.base.market.enums.MarketField.STATE;
import static com.barchart.feed.base.market.enums.MarketField.TRADE;
import java.util.HashMap;
import java.util.HashSet;
import java.util.List;
import java.util.Map;
import java.util.Set;
import java.util.concurrent.ConcurrentHashMap;
import java.util.concurrent.ConcurrentMap;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import com.barchart.feed.api.model.data.Book;
import com.barchart.feed.api.model.data.Cuvol;
import com.barchart.feed.api.model.data.MarketData;
import com.barchart.feed.api.model.data.Session;
import com.barchart.feed.api.model.data.Trade;
import com.barchart.feed.api.model.meta.Instrument;
import com.barchart.feed.base.bar.api.MarketBar;
import com.barchart.feed.base.bar.api.MarketDoBar;
import com.barchart.feed.base.bar.enums.MarketBarField;
import com.barchart.feed.base.bar.enums.MarketBarType;
import com.barchart.feed.base.book.api.MarketBook;
import com.barchart.feed.base.book.api.MarketDoBook;
import com.barchart.feed.base.cuvol.api.MarketCuvol;
import com.barchart.feed.base.cuvol.api.MarketDoCuvol;
import com.barchart.feed.base.market.api.Market;
import com.barchart.feed.base.market.api.MarketDo;
import com.barchart.feed.base.market.api.MarketSafeRunner;
import com.barchart.feed.base.market.enums.MarketEvent;
import com.barchart.feed.base.market.enums.MarketField;
import com.barchart.feed.base.participant.FrameworkAgent;
import com.barchart.feed.base.state.api.MarketState;
import com.barchart.feed.base.trade.api.MarketDoTrade;
import com.barchart.feed.base.trade.api.MarketTrade;
import com.barchart.feed.base.values.api.PriceValue;
import com.barchart.feed.base.values.api.SizeValue;
import com.barchart.feed.base.values.api.TimeValue;
import com.barchart.feed.base.values.api.Value;
import com.barchart.feed.base.values.provider.ValueBuilder;
import com.barchart.util.common.anno.Mutable;
import com.barchart.util.common.anno.ThreadSafe;
/**
* basic market life cycle; NO event management logic here
*/
@Mutable
@ThreadSafe(rule = "must use runSafe()")
public abstract class VarMarket extends DefMarket implements MarketDo {
protected final Map<Class<? extends MarketData<?>>, Set<FrameworkAgent<?>>> agentMap =
new HashMap<Class<? extends MarketData<?>>, Set<FrameworkAgent<?>>>();
private final ConcurrentMap<FrameworkAgent<?>, Boolean> agentSet =
new ConcurrentHashMap<FrameworkAgent<?>, Boolean>();
// @SuppressWarnings("unused")
private static final Logger log = LoggerFactory.getLogger(VarMarket.class);
RegCenter reg = new RegCenter(this);
public VarMarket(final Instrument instrument) {
super(instrument);
/** set self reference */
set(MARKET, this);
agentMap.put(com.barchart.feed.api.model.data.Market.class,
new HashSet<FrameworkAgent<?>>());
agentMap.put(Trade.class, new HashSet<FrameworkAgent<?>>());
agentMap.put(Book.class, new HashSet<FrameworkAgent<?>>());
agentMap.put(Cuvol.class, new HashSet<FrameworkAgent<?>>());
agentMap.put(Session.class, new HashSet<FrameworkAgent<?>>());
}
/* ***** ***** Agent Lifecycle ***** ***** */
@Override
public synchronized void attachAgent(final FrameworkAgent<?> agent) {
if(agentSet.containsKey(agent)) {
updateAgent(agent);
return;
}
if(!agent.hasMatch(instrument())) {
return;
}
agentSet.put(agent, new Boolean(false));
agentMap.get(agent.type()).add(agent);
}
@Override
public synchronized void updateAgent(final FrameworkAgent<?> agent) {
if(!agentSet.containsKey(agent)) {
attachAgent(agent);
return;
}
if(!agent.hasMatch(instrument())) {
detachAgent(agent);
}
}
@Override
public synchronized void detachAgent(final FrameworkAgent<?> agent) {
if(!agentSet.containsKey(agent)) {
return;
}
agentSet.remove(agent);
agentMap.get(agent.type()).remove(agent);
}
//
@Override
public final void fireEvents() {
final RegCenter reg = this.reg;
if (reg == null) {
// there are no takers
return;
}
reg.fireEvents();
assert reg.isEmptyEvents();
}
protected final void eventAdd(final MarketEvent event) {
final RegCenter reg = this.reg;
if (reg == null) {
// there are no takers
return;
}
reg.eventsAdd(event);
}
@Override
public final void regAdd(final RegTaker<?> regTaker) {
if (reg == null) {
reg = new RegCenter(this);
}
reg.regAdd(regTaker);
}
@Override
public final void regRemove(final RegTaker<?> regTaker) {
if (reg == null) {
assert false : "unexpected";
return;
}
reg.regRemove(regTaker);
if (reg.isEmptyRegs()) {
reg = null;
}
}
@Override
public final void regUpdate(final RegTaker<?> regTaker) {
if (reg == null) {
assert false : "unexpected";
return;
}
reg.regUpdate(regTaker);
if (reg.isEmptyRegs()) {
reg = null;
}
}
@Override
public boolean hasRegTakers() {
return reg != null;
}
protected final <T extends Value<T>> void set(final MarketField<T> field,
final T value) {
assert field != null;
assert value != null;
valueArray[field.ordinal()] = value;
}
/** do not set self reference on freeze */
@Override
public final Market freeze() {
// log.info("### freeze!");
final DefMarket that = new DefMarket(instrument);
final Value<?>[] source = this.valueArray;
final Value<?>[] target = that.valueArray;
for (int k = 0; k < ARRAY_SIZE; k++) {
if (k == MarketField.MARKET.ordinal()) {
continue;
}
final Value<?> value = source[k];
if (value == null) {
continue;
}
target[k] = value.freeze();
}
that.changeSet.addAll(changeSet);
return that;
}
@Override
public final <Result, Param> Result runSafe(
final MarketSafeRunner<Result, Param> task, final Param param) {
synchronized (this) {
return task.runSafe(this, param);
}
}
@Override
public final boolean isFrozen() {
return false;
}
protected final MarketDoTrade loadTrade() {
MarketTrade trade = get(TRADE);
if (trade.isFrozen()) {
trade = new VarTrade(instrument);
set(TRADE, trade);
}
return (MarketDoTrade) trade;
}
protected final MarketState loadState() {
MarketState state = get(STATE);
if (state.isFrozen()) {
state = new VarState();
set(STATE, state);
}
return state;
}
protected final MarketDoCuvol loadCuvol() {
if(instrument.tickSize().mantissa() == 0) {
return MarketDoCuvol.NULL;
}
MarketCuvol cuvol = get(CUVOL);
if (cuvol.isFrozen()) {
final PriceValue priceStep = ValueBuilder.newPrice(
instrument.tickSize().mantissa(),
instrument.tickSize().exponent());
if(priceStep.mantissa() == 0) {
System.out.println();
}
final VarCuvol varCuvol = new VarCuvol(instrument, priceStep);
final VarCuvolLast varCuvolLast = new VarCuvolLast(varCuvol);
set(CUVOL, varCuvol);
set(CUVOL_LAST, varCuvolLast);
cuvol = varCuvol;
}
return (MarketDoCuvol) cuvol;
}
@Override
public final MarketDoBar loadBar(final MarketField<MarketBar> barField) {
MarketBar bar = get(barField);
if (bar.isFrozen()) {
bar = new VarBar(instrument);
set(barField, bar);
}
return (MarketDoBar) bar;
}
@Override
public MarketBarType ensureBar(final TimeValue date) {
final MarketDoBar bar = loadBar(MarketBarType.CURRENT.field);
final TimeValue currDate = bar.get(MarketBarField.TRADE_DATE);
if (currDate.equals(date)) {
return MarketBarType.CURRENT;
}
final MarketDoBar prev = loadBar(MarketBarType.PREVIOUS.field);
// Check for new trading session
if (currDate.asMillisUTC() < date.asMillisUTC()) {
log.debug("New session: old=" + currDate + "; new=" + date);
// Roll values to previous
prev.copy(bar);
// Reset current
bar.clear();
bar.set(MarketBarField.TRADE_DATE, date);
// Copy last updated time from previous session for continuity
bar.set(MarketBarField.BAR_TIME, prev.get(MarketBarField.BAR_TIME));
// Reset extended
loadBar(MarketBarType.CURRENT_EXT.field).copy(bar);
// Notify change tracking
setBar(MarketBarType.PREVIOUS, prev);
setBar(MarketBarType.CURRENT, bar);
return MarketBarType.CURRENT;
}
// Check previous bar
final TimeValue prevDate = prev.get(MarketBarField.TRADE_DATE);
if (prevDate.isNull()) {
prev.set(MarketBarField.TRADE_DATE, date);
return MarketBarType.PREVIOUS;
} else if (prevDate.equals(date)) {
return MarketBarType.PREVIOUS;
}
// No match, nothing to update
return MarketBarType.NULL_BAR_TYPE;
}
protected final static SizeValue LIMIT = ValueBuilder
.newSize(MarketBook.ENTRY_LIMIT);
// XXX make final
protected MarketDoBook loadBook() {
MarketBook book = get(BOOK);
if (book.isFrozen()) {
Book.Type type = null;
switch(instrument.liquidityType()) {
default :
type = Book.Type.NONE;
break;
case NONE:
type = Book.Type.NONE;
break;
case DEFAULT:
type = Book.Type.DEFAULT;
break;
case IMPLIED:
type = Book.Type.IMPLIED;
break;
case COMBINED:
type = Book.Type.COMBINED;
break;
}
final SizeValue size = LIMIT; // inst.get(BOOK_SIZE);
// ValueConverter
final PriceValue step = ValueBuilder.newPrice(
instrument.tickSize().mantissa(),
instrument.tickSize().exponent());
final VarBook varBook = new VarBook(instrument, type, size, step);
final VarBookLast varBookLast = new VarBookLast(varBook);
final VarBookTop varBookTop = new VarBookTop(varBook);
set(BOOK, varBook);
set(BOOK_LAST, varBookLast);
set(BOOK_TOP, varBookTop);
book = varBook;
}
return (MarketDoBook) book;
}
protected final boolean isValidPrice(final PriceValue price) {
//TODO Value Converter
final PriceValue priceStep = ValueBuilder.newPrice(
instrument.tickSize().mantissa(),
instrument.tickSize().exponent());
if (!price.equalsScale(priceStep)) {
log.error("not normalized");
return false;
}
final long count = price.count(priceStep);
final PriceValue priceTest = priceStep.mult(count);
if (!price.equals(priceTest)) {
log.error("does not fit step");
return false;
}
return true;
}
//
@Override
public List<RegTaker<?>> regList() {
final RegCenter reg = this.reg;
if (reg == null) {
return RegTakerList.EMPTY;
} else {
return reg.getRegTakerList();
}
}
@Override
public final Set<MarketEvent> regEvents() {
final RegCenter reg = this.reg;
if (reg == null) {
return EventSet.EMPTY;
} else {
return reg.getRegEventSet();
}
}
}