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

@Override
public void orderRejected(POE.OrderRejected message) throws IOException {
    long orderEntryId = ASCII.getLong(message.orderId);

    Order order = orders.findByOrderEntryID(orderEntryId);
    if (order == null)
        return;

    switch (message.reason) {
    case POE.ORDER_REJECT_REASON_UNKNOWN_INSTRUMENT:
        sendOrderRejected(order, OrdRejReasonValues.UnknownSymbol);
        break;
    case POE.ORDER_REJECT_REASON_INVALID_PRICE:
        sendOrderRejected(order, OrdRejReasonValues.Other);
        break;
    case POE.ORDER_REJECT_REASON_INVALID_QUANTITY:
        sendOrderRejected(order, OrdRejReasonValues.IncorrectQuantity);
        break;
    default:
        sendOrderRejected(order, OrdRejReasonValues.Other);
        break;
    }

    orders.removeByOrderEntryID(orderEntryId);
}
 

@Override
public void orderExecuted(POE.OrderExecuted message) throws IOException {
    long orderEntryId = ASCII.getLong(message.orderId);

    Order order = orders.findByOrderEntryID(orderEntryId);
    if (order == null)
        return;

    Instrument config = instruments.get(order.getSymbol());

    double lastQty = message.quantity / config.getSizeFactor();
    double lastPx  = message.price    / config.getPriceFactor();

    order.orderExecuted(lastQty, lastPx);

    sendOrderExecuted(order, lastQty, lastPx, config);

    if (order.getLeavesQty() == 0) {
        orders.removeByOrderEntryID(orderEntryId);

        if (order.isInPendingStatus())
            sendOrderCancelReject(order);
    }
}
 

@Override
public void orderCanceled(POE.OrderCanceled message) throws IOException {
    long orderEntryId = ASCII.getLong(message.orderId);

    Order order = orders.findByOrderEntryID(orderEntryId);
    if (order == null)
        return;

    Instrument config = instruments.get(order.getSymbol());

    order.orderCanceled(message.canceledQuantity / config.getSizeFactor());

    sendOrderCanceled(order, config);

    if (order.getLeavesQty() == 0)
        orders.removeByOrderEntryID(orderEntryId);
}
 

@Override
public void instrumentDirectory(ITCHClient session, ITCH.InstrumentDirectory packet) {
    long numberOfCurrencyPairs = ASCII.getLong(packet.numberOfCurrencyPairs);

    List<String> currencyPairs = new ArrayList<>();

    for (int i = 0; i < numberOfCurrencyPairs; i++)
        currencyPairs.add(ASCII.get(packet.currencyPair[i]));

    events.add(new InstrumentDirectory(currencyPairs));
}
 

@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 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 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 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 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 orderAccepted(POE.OrderAccepted message) throws IOException {
    long orderEntryId = ASCII.getLong(message.orderId);

    Order order = orders.findByOrderEntryID(orderEntryId);
    if (order == null)
        return;

    order.orderAccepted(message.orderNumber);

    sendOrderAccepted(order);
}
 

void get(ByteBuffer buffer) {
    buffer.get(numberOfCurrencyPairs);

    for (int i = 0; i < ASCII.getLong(numberOfCurrencyPairs); i++)
        buffer.get(currencyPair[i]);
}
 

void put(ByteBuffer buffer) {
    buffer.put(numberOfCurrencyPairs);

    for (int i = 0; i < ASCII.getLong(numberOfCurrencyPairs); i++)
        buffer.put(currencyPair[i]);
}
 

@Override
public void loginAccepted(ITCHClient session, ITCH.LoginAccepted packet) {
    long sequenceNumber = ASCII.getLong(packet.sequenceNumber);

    events.add(new LoginAccepted(sequenceNumber));
}