Package org.marketcetera.marketdata.yahoo

Enum YahooFeedEventTranslator

java.lang.Object

java.lang.Enum<YahooFeedEventTranslator>

org.marketcetera.marketdata.yahoo.YahooFeedEventTranslator

All Implemented Interfaces:

Serializable, Comparable<YahooFeedEventTranslator>, EventTranslator

@ThreadSafe
public enum YahooFeedEventTranslator
extends Enum<YahooFeedEventTranslator>
implements EventTranslator

Translates events from the Yahoo market data supplier.

Since:

2.1.4

Version:

$Id$

Author:

Colin DuPlantis

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
private static class	YahooFeedEventTranslator.QuoteData	Holder class for Quote data (Quote price, Quote size and symbol).
private static class	YahooFeedEventTranslator.QuoteDataAction	Holder class for Quote data and action.

Enum Constant Summary

Enum Constants

Enum Constant	Description
INSTANCE

Field Summary

Fields

Modifier and Type	Field	Description
private static Map<Class<? extends Event>,Comparator<Event>>	comparators	comparators stored by event type
private static List<Event>	EMPTY_EVENT_LIST	empty event list
private Map<Class<? extends Event>,Event>	eventCache	MRU cache of events
private static String	NO_ERROR	indicates no error
private static Comparator<Event>	QUOTE_COMPARATOR	comparator used to compare subsequent quote events
private static Comparator<YahooFeedEventTranslator.QuoteData>	QUOTE_DATA_COMPARATOR	comparator used to compare subsequent quote data.
private static Map<String,Map<String,YahooFeedEventTranslator.QuoteData>>	quoteDataMap
private static ThreadLocal<NumberFormat>	SHARED_NUMBER_FORMAT
private static Comparator<Event>	TRADE_COMPARATOR	comparator used to compare subsequent trade events

Constructor Summary

Constructors

Modifier	Constructor	Description
private	YahooFeedEventTranslator()

Method Summary

Modifier and Type	Method	Description
private <T extends QuoteEvent> void	addFutureAttributes(QuoteEventBuilder<T> inBuilder, Instrument inInstrument, Map<YahooField,String> inData)	Adds future attributes to the given quote events, if applicable.
private <T extends TradeEvent> void	addFutureAttributes(TradeEventBuilder<T> inBuilder, Instrument inInstrument, Map<YahooField,String> inData)	Adds future attributes to the given trade events, if applicable.
private <T extends QuoteEvent> void	addOptionAttributes(QuoteEventBuilder<T> inBuilder, Instrument inInstrument, Map<YahooField,String> inData)	Adds option attributes to the given quote events, if applicable.
private <T extends TradeEvent> void	addOptionAttributes(TradeEventBuilder<T> inBuilder, Instrument inInstrument, Map<YahooField,String> inData)	Adds option attributes to the given trade events, if applicable.
Object	fromEvent(Event inEvent)
private Comparator<Event>	getComparator(Event inEvent)	Gets the comparator to use for the given Event.
private Map<String,YahooFeedEventTranslator.QuoteData>	getEventQuoteDataMap(String className)
private List<Event>	getEventsFrom(Map<YahooField,String> inData, String inHandle)	Gets all the events it can find from the given data collection.
private Instrument	getInstrumentFrom(String inSymbol)	Gets an Instrument for the given symbol.
private YahooFeedEventTranslator.QuoteDataAction	getQuoteDataAction(String inSymbol, String inPrice, String inSize, Map<String,YahooFeedEventTranslator.QuoteData> quoteDataEventMap, String handle)	Gets the Quote data (price, size).
private void	lookForAskEvent(Map<YahooField,String> inData, List<Event> inEvents, String inHandle)	Looks for ask events in the given data.
private void	lookForBidEvent(Map<YahooField,String> inData, List<Event> inEvents, String inHandle)	Looks for bid events in the given data.
private void	lookForDividendEvent(Map<YahooField,String> inData, List<Event> inEvents)	Determines if a DividendEvent can be found in the given data.
private <T extends QuoteEvent> void	lookForQuoteEvent(Map<YahooField,String> inData, List<Event> inEvents, String inPrice, String inSize, String inSymbol, Instrument inInstrument, QuoteEventBuilder<T> inBuilder, Map<String,YahooFeedEventTranslator.QuoteData> quoteDataEventMap, String handle)	Determines if a QuoteEvent can be found in the given data.
private void	lookForTradeEvent(Map<YahooField,String> inData, List<Event> inEvents)	Looks for trade events in the given data.
private boolean	shouldSendEvent(Event inEvent)	Determines if the given event should be sent to the client or not.
List<Event>	toEvent(Object inData, String inHandle)
static YahooFeedEventTranslator	valueOf(String name)	Returns the enum constant of this type with the specified name.
static YahooFeedEventTranslator[]	values()	Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Detail

INSTANCE

public static final YahooFeedEventTranslator INSTANCE

Field Detail

SHARED_NUMBER_FORMAT

private static final ThreadLocal<NumberFormat> SHARED_NUMBER_FORMAT

eventCache

private final Map<Class<? extends Event>,Event> eventCache

MRU cache of events

TRADE_COMPARATOR

private static final Comparator<Event> TRADE_COMPARATOR

comparator used to compare subsequent trade events

QUOTE_COMPARATOR

private static final Comparator<Event> QUOTE_COMPARATOR

comparator used to compare subsequent quote events

QUOTE_DATA_COMPARATOR

private static final Comparator<YahooFeedEventTranslator.QuoteData> QUOTE_DATA_COMPARATOR

comparator used to compare subsequent quote data.

quoteDataMap

private static final Map<String,Map<String,YahooFeedEventTranslator.QuoteData>> quoteDataMap

comparators

private static final Map<Class<? extends Event>,Comparator<Event>> comparators

comparators stored by event type

EMPTY_EVENT_LIST

private static final List<Event> EMPTY_EVENT_LIST

empty event list

NO_ERROR

private static final String NO_ERROR

indicates no error

See Also:

Constant Field Values

Constructor Detail

YahooFeedEventTranslator

private YahooFeedEventTranslator()

Method Detail

values

public static YahooFeedEventTranslator[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (YahooFeedEventTranslator c : YahooFeedEventTranslator.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static YahooFeedEventTranslator valueOf(String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum type has no constant with the specified name

NullPointerException - if the argument is null

toEvent

public List<Event> toEvent(Object inData,
                           String inHandle)
                    throws CoreException

Specified by:

toEvent in interface EventTranslator

Throws:

CoreException

fromEvent

public Object fromEvent(Event inEvent)
                 throws CoreException

Specified by:

fromEvent in interface EventTranslator

Throws:

CoreException

getEventsFrom

private List<Event> getEventsFrom(Map<YahooField,String> inData,
                                  String inHandle)

Gets all the events it can find from the given data collection.

Parameters:

inData - a Map<YahooField,String> value

inHandle -

Returns:

a List<Event> value

shouldSendEvent

private boolean shouldSendEvent(Event inEvent)

Determines if the given event should be sent to the client or not.

This method requires external synchronization.

Parameters:

inEvent - an Event value

Returns:

a boolean value

getComparator

private Comparator<Event> getComparator(Event inEvent)

Gets the comparator to use for the given Event.

This method requires external synchronization.

Parameters:

inEvent - an Event value

Returns:

a Comparator<Event> value

lookForDividendEvent

private void lookForDividendEvent(Map<YahooField,String> inData,
                                  List<Event> inEvents)

Determines if a DividendEvent can be found in the given data.

Parameters:

inData - a Map<YahooField,String> value

inEvents - a List<Event> value

getQuoteDataAction

private YahooFeedEventTranslator.QuoteDataAction getQuoteDataAction(String inSymbol,
                                                                    String inPrice,
                                                                    String inSize,
                                                                    Map<String,YahooFeedEventTranslator.QuoteData> quoteDataEventMap,
                                                                    String handle)

Gets the Quote data (price, size). Checks if the quote data is from a new response / subsequent response by checking the cache for the particular event (bid / ask). Returns the QuoteDataAction (quote details and the new action to perform for the response).

Parameters:

inSymbol - a String value

inPrice - a String value

inSize - a String value

quoteDataEventMap - a Map<String,QuoteData> value

handle - a String value

Returns:

a QuoteDataAction value

lookForQuoteEvent

private <T extends QuoteEvent> void lookForQuoteEvent(Map<YahooField,String> inData,
                                                      List<Event> inEvents,
                                                      String inPrice,
                                                      String inSize,
                                                      String inSymbol,
                                                      Instrument inInstrument,
                                                      QuoteEventBuilder<T> inBuilder,
                                                      Map<String,YahooFeedEventTranslator.QuoteData> quoteDataEventMap,
                                                      String handle)

Determines if a QuoteEvent can be found in the given data.

Parameters:

inData - a Map<YahooField,String> value

inEvents - a List<Event> value

inPrice - a String value

inSize - a String value

inSymbol - a String value

inInstrument - an Instrument value

inBuilder - a QuoteEventBuilder<T> value

getEventQuoteDataMap

private Map<String,YahooFeedEventTranslator.QuoteData> getEventQuoteDataMap(String className)

lookForBidEvent

private void lookForBidEvent(Map<YahooField,String> inData,
                             List<Event> inEvents,
                             String inHandle)

Looks for bid events in the given data.

Parameters:

inData - a Map<YahooField,String> value

inEvents - a List<Event> value

inHandle -

lookForAskEvent

private void lookForAskEvent(Map<YahooField,String> inData,
                             List<Event> inEvents,
                             String inHandle)

Looks for ask events in the given data.

Parameters:

inData - a Map<YahooField,String> value

inEvents - a List<Event> value

lookForTradeEvent

private void lookForTradeEvent(Map<YahooField,String> inData,
                               List<Event> inEvents)

Looks for trade events in the given data.

Parameters:

inData - a Map<YahooField,String> value

inEvents - a List<Event> value

addFutureAttributes

private <T extends TradeEvent> void addFutureAttributes(TradeEventBuilder<T> inBuilder,
                                                        Instrument inInstrument,
                                                        Map<YahooField,String> inData)

Adds future attributes to the given trade events, if applicable.

Parameters:

inBuilder - a TradeEventBuilder<T> value

inInstrument - an Instrument value

inData - a Map<YahooField,String> value

addOptionAttributes

private <T extends TradeEvent> void addOptionAttributes(TradeEventBuilder<T> inBuilder,
                                                        Instrument inInstrument,
                                                        Map<YahooField,String> inData)

Adds option attributes to the given trade events, if applicable.

Parameters:

inBuilder - a TradeEventBuilder<T> value

inInstrument - an Instrument value

inData - a Map<YahooField,String> value

addFutureAttributes

private <T extends QuoteEvent> void addFutureAttributes(QuoteEventBuilder<T> inBuilder,
                                                        Instrument inInstrument,
                                                        Map<YahooField,String> inData)

Adds future attributes to the given quote events, if applicable.

Parameters:

inBuilder - a TradeEventBuilder<T> value

inInstrument - an Instrument value

inData - a Map<YahooField,String> value

addOptionAttributes

private <T extends QuoteEvent> void addOptionAttributes(QuoteEventBuilder<T> inBuilder,
                                                        Instrument inInstrument,
                                                        Map<YahooField,String> inData)

Adds option attributes to the given quote events, if applicable.

Parameters:

inBuilder - a TradeEventBuilder<T> value

inInstrument - an Instrument value

inData - a Map<YahooField,String> value

getInstrumentFrom

private Instrument getInstrumentFrom(String inSymbol)

Gets an Instrument for the given symbol.

Parameters:

inSymbol - a String value

Returns:

an Instrument value