Java Code Examples for com.paritytrading.foundation.ASCII#get()

@Override
public void sequencedData(ITCHClient session, ITCH.SequencedData header, ByteBuffer payload) {
    String time  = ASCII.get(header.time);
    byte[] bytes = new byte[payload.remaining()];

    payload.get(bytes);

    events.add(new SequencedData(time, bytes));
}
 

public OrderExecuted(POE.OrderExecuted message) {
    this.timestamp     = message.timestamp;
    this.orderId       = ASCII.get(message.orderId);
    this.quantity      = message.quantity;
    this.price         = message.price;
    this.liquidityFlag = message.liquidityFlag;
    this.matchNumber   = message.matchNumber;
}
 

public OrderAccepted(POE.OrderAccepted message) {
    this.timestamp   = message.timestamp;
    this.orderId     = ASCII.get(message.orderId);
    this.side        = message.side;
    this.instrument  = message.instrument;
    this.quantity    = message.quantity;
    this.price       = message.price;
    this.orderNumber = message.orderNumber;
}
 

@Override
public void loginRequest(ITCHServer session, ITCH.LoginRequest packet) {
    String loginName             = ASCII.get(packet.loginName);
    String password              = ASCII.get(packet.password);
    byte   marketDataUnsubscribe = packet.marketDataUnsubscribe;
    long   reserved              = ASCII.getLong(packet.reserved);

    events.add(new LoginRequest(loginName, password, marketDataUnsubscribe, reserved));
}
 

@Override
public void ticker(CboeFXBook.Ticker message) {
    byte   aggressorBuyOrSellIndicator = message.aggressorBuyOrSellIndicator;
    String currencyPair                = ASCII.get(message.currencyPair);
    long   price                       = ASCII.getFixed(message.price, PRICE_DECIMALS);
    long   transactionDate             = ASCII.getLong(message.transactionDate);
    long   transactionTime             = ASCII.getLong(message.transactionTime);

    events.add(new Ticker(aggressorBuyOrSellIndicator, currencyPair,
                price, transactionDate, transactionTime));
}
 

@Override
public void marketSnapshotEntry(CboeFXBook.MarketSnapshotEntry entry) {
    String currencyPair       = ASCII.get(entry.currencyPair);
    byte   buyOrSellIndicator = entry.buyOrSellIndicator;
    long   price              = ASCII.getFixed(entry.price, PRICE_DECIMALS);
    long   amount             = ASCII.getLong(entry.amount);
    long   minqty             = ASCII.getLong(entry.minqty);
    long   lotsize            = ASCII.getLong(entry.lotsize);
    String orderId            = ASCII.get(entry.orderId);

    events.add(new MarketSnapshotEntry(currencyPair, buyOrSellIndicator,
                price, amount, minqty, lotsize, orderId));
}
 

@Override
public void cancelOrder(CboeFXBook.CancelOrder message) {
    String currencyPair = ASCII.get(message.currencyPair);
    String orderId      = ASCII.get(message.orderId);

    events.add(new CancelOrder(currencyPair, orderId));
}
 

@Override
public void modifyOrder(CboeFXBook.ModifyOrder message) {
    String currencyPair = ASCII.get(message.currencyPair);
    String orderId      = ASCII.get(message.orderId);
    long   amount       = ASCII.getLong(message.amount);
    long   minqty       = ASCII.getLong(message.minqty);
    long   lotsize      = ASCII.getLong(message.lotsize);

    events.add(new ModifyOrder(currencyPair, orderId, amount,
                minqty, lotsize));
}
 

@Override
public void newOrder(CboeFXBook.NewOrder message) {
    byte   buyOrSellIndicator = message.buyOrSellIndicator;
    String currencyPair       = ASCII.get(message.currencyPair);
    String orderId            = ASCII.get(message.orderId);
    long   price              = ASCII.getFixed(message.price, PRICE_DECIMALS);
    long   amount             = ASCII.getLong(message.amount);
    long   minqty             = ASCII.getLong(message.minqty);
    long   lotsize            = ASCII.getLong(message.lotsize);

    events.add(new NewOrder(buyOrSellIndicator, currencyPair, orderId,
                price, amount, minqty, lotsize));
}
 

@Override
public void marketSnapshotRequest(ITCHServer session, ITCH.MarketSnapshotRequest packet) {
    String currencyPair = ASCII.get(packet.currencyPair);

    events.add(new MarketSnapshotRequest(currencyPair));
}
 

@Override
public void tickerSubscribeRequest(ITCHServer session, ITCH.TickerSubscribeRequest packet) {
    String currencyPair = ASCII.get(packet.currencyPair);

    events.add(new TickerSubscribeRequest(currencyPair));
}
 

@Override
public void tickerUnsubscribeRequest(ITCHServer session, ITCH.TickerUnsubscribeRequest packet) {
    String currencyPair = ASCII.get(packet.currencyPair);

    events.add(new TickerUnsubscribeRequest(currencyPair));
}
 

@Override
public void marketDataSubscribeRequest(ITCHServer session, ITCH.MarketDataSubscribeRequest packet) {
    String currencyPair = ASCII.get(packet.currencyPair);

    events.add(new MarketDataSubscribeRequest(currencyPair));
}
 

@Override
public void marketDataUnsubscribeRequest(ITCHServer session, ITCH.MarketDataUnsubscribeRequest packet) {
    String currencyPair = ASCII.get(packet.currencyPair);

    events.add(new MarketDataUnsubscribeRequest(currencyPair));
}
 

@Override
public void errorNotification(ITCHClient session, ITCH.ErrorNotification packet) {
    String errorExplanation = ASCII.get(packet.errorExplanation);

    events.add(new ErrorNotification(errorExplanation));
}
 

public OrderRejected(POE.OrderRejected message) {
    this.timestamp = message.timestamp;
    this.orderId   = ASCII.get(message.orderId);
    this.reason    = message.reason;
}
 

@Override
public void loginRejected(ITCHClient session, ITCH.LoginRejected packet) {
    String reason = ASCII.get(packet.reason);

    events.add(new LoginRejected(reason));
}
 

public OrderCanceled(POE.OrderCanceled message) {
    this.timestamp        = message.timestamp;
    this.orderId          = ASCII.get(message.orderId);
    this.canceledQuantity = message.canceledQuantity;
    this.reason           = message.reason;
}
 

private String remaining(ByteBuffer buffer) {
    byte[] bytes = new byte[buffer.remaining()];

    buffer.get(bytes);

    return ASCII.get(bytes);
}