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

@Override
public void logon(FIXConnection connection, FIXMessage message) throws IOException {
    FIXValue username = message.valueOf(Username);
    FIXValue password = message.valueOf(Password);

    if (requiredTagMissing(message, username, "Username(553)"))
        return;

    if (requiredTagMissing(message, password, "Password(554)"))
        return;

    fix.updateCompID(message);

    ASCII.putLeft(loginRequest.username, username.asString());
    ASCII.putLeft(loginRequest.password, password.asString());
    ASCII.putRight(loginRequest.requestedSession, "");
    ASCII.putLongRight(loginRequest.requestedSequenceNumber, 0);

    orderEntry.login(loginRequest);
}
 

static TerminalClient open(InetSocketAddress address, String username,
        String password, Instruments instruments) throws IOException {
    Events events = new Events();

    OrderEntry orderEntry = OrderEntry.open(address, events);

    SoupBinTCP.LoginRequest loginRequest = new SoupBinTCP.LoginRequest();

    ASCII.putLeft(loginRequest.username, username);
    ASCII.putLeft(loginRequest.password, password);
    ASCII.putRight(loginRequest.requestedSession, "");
    ASCII.putLongRight(loginRequest.requestedSequenceNumber, 0);

    orderEntry.getTransport().login(loginRequest);

    return new TerminalClient(events, orderEntry, instruments);
}
 

public void reset() {
    ASCII.putLongRight(lengthOfMessage, 0);
    ASCII.putLongRight(numberOfItems, 0);

    lengthOfMessagePosition = -1;
    numberOfCurrencyPairsPosition = -1;
    numberOfPricesPosition = -1;
    numberOfOrdersPosition = -1;

    currencyPairs = 0;
    prices        = 0;
    orders        = 0;

    ASCII.putLeft(currencyPair, " ");
    buyOrSellIndicator = ' ';
    ASCII.putLeft(price, " ");
}
 

@Test
public void loginRequest() throws Exception {
    ASCII.putLeft(loginRequest.loginName, "foo");
    ASCII.putLeft(loginRequest.password, "bar");
    loginRequest.marketDataUnsubscribe = ITCH.TRUE;
    ASCII.putLongRight(loginRequest.reserved, 0);

    client.login(loginRequest);

    while (serverEvents.collect().size() != 1)
        server.receive();

    assertEquals(asList(new LoginRequest(
                    "foo                                     ",
                    "bar                                     ",
                    ITCH.TRUE, 0)),
            serverEvents.collect());
}
 

public Open(OrderEntry orderEntry, long instrument, long bidPrice, long bidSize,
        long askPrice, long askSize) {
    super(orderEntry);

    this.enterBuyOrder = new POE.EnterOrder();

    ASCII.putLeft(this.enterBuyOrder.orderId, orderId.next());
    this.enterBuyOrder.side       = POE.BUY;
    this.enterBuyOrder.instrument = instrument;
    this.enterBuyOrder.quantity   = bidSize;
    this.enterBuyOrder.price      = bidPrice;

    this.enterSellOrder = new POE.EnterOrder();

    ASCII.putLeft(this.enterSellOrder.orderId, orderId.next());
    this.enterSellOrder.side       = POE.SELL;
    this.enterSellOrder.instrument = instrument;
    this.enterSellOrder.quantity   = askSize;
    this.enterSellOrder.price      = askPrice;
}
 

@Test
public void errorNotification() throws Exception {
    ASCII.putLeft(errorNotification.errorExplanation, "foo");

    server.notifyError(errorNotification);

    while (clientEvents.collect().size() != 1)
        client.receive();

    assertEquals(asList(new ErrorNotification(
                    "foo                                               " +
                    "                                                  ")),
            clientEvents.collect());
}
 

private void execute(TerminalClient client, long quantity, long instrument, long price) throws IOException {
    String orderId = client.getOrderIdGenerator().next();

    ASCII.putLeft(message.orderId, orderId);
    message.quantity   = quantity;
    message.instrument = instrument;
    message.price      = price;

    client.getOrderEntry().send(message);

    printf("\nOrder ID\n----------------\n%s\n\n", orderId);
}
 

@Test
public void marketDataSubscription() throws Exception {
    ASCII.putLeft(marketDataSubscribeRequest.currencyPair, "FOO/BAR");
    ASCII.putLeft(marketDataUnsubscribeRequest.currencyPair, "FOO/BAR");

    client.request(marketDataSubscribeRequest);
    client.request(marketDataUnsubscribeRequest);

    while (serverEvents.collect().size() != 2)
        server.receive();

    assertEquals(asList(new MarketDataSubscribeRequest("FOO/BAR"),
                new MarketDataUnsubscribeRequest("FOO/BAR")),
            serverEvents.collect());
}
 

@Test
public void tickerSubscription() throws Exception {
    ASCII.putLeft(tickerSubscribeRequest.currencyPair, "FOO/BAR");
    ASCII.putLeft(tickerUnsubscribeRequest.currencyPair, "FOO/BAR");

    client.request(tickerSubscribeRequest);
    client.request(tickerUnsubscribeRequest);

    while (serverEvents.collect().size() != 2)
        server.receive();

    assertEquals(asList(new TickerSubscribeRequest("FOO/BAR"),
                new TickerUnsubscribeRequest("FOO/BAR")),
            serverEvents.collect());
}
 

@Test
public void marketSnapshotRequest() throws Exception {
    ASCII.putLeft(marketSnapshotRequest.currencyPair, "FOO/BAR");

    client.request(marketSnapshotRequest);

    while (serverEvents.collect().size() != 1)
        server.receive();

    assertEquals(asList(new MarketSnapshotRequest("FOO/BAR")),
            serverEvents.collect());
}
 

@Test
public void instrumentDirectory() throws Exception {
    ASCII.putLongRight(instrumentDirectory.numberOfCurrencyPairs, 3);
    ASCII.putLeft(instrumentDirectory.currencyPair[0], "FOO/BAR");
    ASCII.putLeft(instrumentDirectory.currencyPair[1], "BAR/BAZ");
    ASCII.putLeft(instrumentDirectory.currencyPair[2], "BAZ/FOO");

    server.instrumentDirectory(instrumentDirectory);

    while (clientEvents.collect().size() != 1)
        client.receive();

    assertEquals(asList(new InstrumentDirectory(asList("FOO/BAR", "BAR/BAZ", "BAZ/FOO"))),
            clientEvents.collect());
}
 

@Test(expected=ITCHException.class)
public void packetLengthExceedsBufferCapacity() throws Exception {
    ASCII.putLeft(sequencedData.time, "093000250");

    byte[] payload = repeat((byte)'A', RX_BUFFER_CAPACITY - 10);

    server.send(sequencedData, ByteBuffer.wrap(payload));

    while (true)
        client.receive();
}
 

@Test
public void fullBuffer() throws Exception {
    ASCII.putLeft(sequencedData.time, "093000250");

    byte[] payload = repeat((byte)'A', RX_BUFFER_CAPACITY - 11);

    server.send(sequencedData, ByteBuffer.wrap(payload));

    while (clientEvents.collect().size() != 1)
        client.receive();

    assertEquals(asList(new SequencedData("093000250", payload)),
            clientEvents.collect());
}
 

@Test
public void sequencedData() throws Exception {
    ASCII.putLeft(sequencedData.time, "093000250");

    byte[] payload = new byte[] { 'f', 'o', 'o' };

    server.send(sequencedData, ByteBuffer.wrap(payload));

    while (clientEvents.collect().size() != 1)
        client.receive();

    assertEquals(asList(new SequencedData("093000250", payload)),
            clientEvents.collect());
}
 

@Test
public void loginRejected() throws Exception {
    ASCII.putLeft(loginRejected.reason, "foo");

    server.reject(loginRejected);

    while (clientEvents.collect().size() != 1)
        client.receive();

    assertEquals(asList(new LoginRejected("foo                 ")),
                clientEvents.collect());
}
 

public void login(String username, String password) throws IOException {
    SoupBinTCP.LoginRequest request = new SoupBinTCP.LoginRequest();

    ASCII.putLeft(request.username, username);
    ASCII.putLeft(request.password, password);
    ASCII.putRight(request.requestedSession, "");
    ASCII.putLongRight(request.requestedSequenceNumber, 0);

    transport.login(request);
}
 

private void enter(byte side, double price) throws IOException {
    ASCII.putLeft(enterOrder.orderId, orderId.next());
    enterOrder.side  = side;
    enterOrder.price = (long)Math.round(price * 100.0) * 100;

    getOrderEntry().send(enterOrder);
}
 

private void execute(TerminalClient client, String orderId) throws IOException {
    ASCII.putLeft(message.orderId, orderId);
    message.quantity = 0;

    client.getOrderEntry().send(message);
}
 

private void cancel(String orderId) throws IOException {
    ASCII.putLeft(cancelOrder.orderId, orderId);
    cancelOrder.quantity = 0;

    getOrderEntry().send(cancelOrder);
}