Package net.finmath.smartcontract.valuation.marketdata.generators.legacy

Class LiveFeedAdapter<MarketDataFormat>

java.lang.Object

com.neovisionaries.ws.client.WebSocketAdapter

net.finmath.smartcontract.valuation.marketdata.generators.legacy.LiveFeedAdapter<MarketDataFormat>

Type Parameters:

MarketDataFormat - the format of the output data

All Implemented Interfaces:

com.neovisionaries.ws.client.WebSocketListener

Direct Known Subclasses:

ReactiveMarketDataUpdater

public abstract class LiveFeedAdapter<MarketDataFormat>
extends com.neovisionaries.ws.client.WebSocketAdapter

Class to be implemented by adapters that emit market data in a reactive manner.

Author:

Luca Bressan

Constructor Summary

Constructors

Constructor	Description
LiveFeedAdapter()

Method Summary

Modifier and Type	Method	Description
abstract io.reactivex.rxjava3.core.Observable<MarketDataFormat>	asObservable()	Get the reactive source as an observable stream.
abstract void	closeStreamsAndLogoff(com.neovisionaries.ws.client.WebSocket webSocket)	Requests that the remote data source closes all channels and logs off the user from the server.
abstract void	writeDataset(String writeDir, MarketDataFormat outputDataset, boolean isOvernightFixing)	Serializes a dataset to a file.

Methods inherited from class com.neovisionaries.ws.client.WebSocketAdapter

handleCallbackError, onBinaryFrame, onBinaryMessage, onCloseFrame, onConnected, onConnectError, onContinuationFrame, onDisconnected, onError, onFrame, onFrameError, onFrameSent, onFrameUnsent, onMessageDecompressionError, onMessageError, onPingFrame, onPongFrame, onSendError, onSendingFrame, onSendingHandshake, onStateChanged, onTextFrame, onTextMessage, onTextMessage, onTextMessageError, onThreadCreated, onThreadStarted, onThreadStopping, onUnexpectedError

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

LiveFeedAdapter

public LiveFeedAdapter()

Method Details

closeStreamsAndLogoff

public abstract void closeStreamsAndLogoff(com.neovisionaries.ws.client.WebSocket webSocket)

Requests that the remote data source closes all channels and logs off the user from the server.

Parameters:

webSocket - the Websocket onto which the request must be sent. Implementation of adapters with local sources should be able to handle a null parameter.

asObservable

public abstract io.reactivex.rxjava3.core.Observable<MarketDataFormat> asObservable()

Get the reactive source as an observable stream.

Returns:

the observable stream.

writeDataset

public abstract void writeDataset(String writeDir,
 MarketDataFormat outputDataset,
 boolean isOvernightFixing)
                           throws IOException

Serializes a dataset to a file.

Parameters:

writeDir - the target folder for the serialization file.

outputDataset - the dataset to be serialized.

isOvernightFixing - must be set to true if the date for overnight fixings should be rolled during serialization. Adapters implementing this class that perform rolling at the emission level should ignore this parameter.

Throws:

IOException - if the write operation fails.