package com.activequant.utils;
import java.util.Date;
import com.activequant.domainmodel.TimeStamp;
/**
* Utility class to generate unique date for market events.
* The problem is that some feed sources do not supply milliseconds (Opentick's)
* in the date field. Since AQ code depends on date to be unique within the
* type and feed source, we need to fake millisecond part.
* This object generates unique date by catching duplicates and
* assigning milliseconds sequentially.
* <br>
* Optionally, it is possible to generate a timestamp from a number like
* the number of milliseconds since unix epoch start.
* <br>
* <b>History:</b><br>
* - [27.11.2007] Created (Mike Kroutikov)<br>
* - [26.09.2009] Adding generate(long) method (Ulrich Staudinger)<br>
*
* @author Mike Kroutikov
* @author Ulrich Staudinger
*/
public class UniqueTimeStampGenerator {
private static long AMBIGUATION_UNITS_IN_MILLIS = 1000000;
private long lastMillis = 0L;
private long nanos = 0;
public TimeStamp now(){
return generate(new Date());
}
public TimeStamp generate(Date input) {
long time = input.getTime();
return generate(time);
}
public TimeStamp generate(long inputInMilliseconds)
{
if(inputInMilliseconds > lastMillis) {
lastMillis = inputInMilliseconds;
nanos = 0;
} else if(inputInMilliseconds == lastMillis) {
nanos++;
if(nanos >= AMBIGUATION_UNITS_IN_MILLIS) {
// can come here only if events are generated at rate one per nanosecond
// practically impossible
throw new AssertionError("failed to disambiguate");
}
} else {
throw new AssertionError("input dates are out-of-order : "+inputInMilliseconds+" is lower than "+lastMillis);
}
return new TimeStamp(lastMillis * AMBIGUATION_UNITS_IN_MILLIS + nanos); // disambiguate
}
}