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

Class ReactiveMarketDataUpdater

java.lang.Object
com.neovisionaries.ws.client.WebSocketAdapter
net.finmath.smartcontract.valuation.marketdata.generators.legacy.LiveFeedAdapter<MarketDataSet>
net.finmath.smartcontract.valuation.marketdata.generators.legacy.ReactiveMarketDataUpdater
All Implemented Interfaces:
com.neovisionaries.ws.client.WebSocketListener
public class ReactiveMarketDataUpdater extends LiveFeedAdapter<MarketDataSet>
Class that provides a reactive event emitter that listens to the Refinitiv live market feed and outputs marked data transfer messages.
Author:
Luca Bressan

  • Constructor Summary

    Constructors
    Constructor
    Description
    ReactiveMarketDataUpdater​(org.json.JSONObject authJson, String position, List<CalibrationDataItem.Spec> itemList)
     

  • Method Summary

    Modifier and Type
    Method
    Description
    io.reactivex.rxjava3.core.Observable<MarketDataSet>
    asObservable()
    Get the reactive source as an observable stream.
    void
    closeStreamsAndLogoff​(com.neovisionaries.ws.client.WebSocket webSocket)
    Sends a close login stream message.
    void
    onConnected​(com.neovisionaries.ws.client.WebSocket websocket, Map<String,​List<String>> headers)
    Called when handshake is complete and websocket is open, send login
    void
    onTextMessage​(com.neovisionaries.ws.client.WebSocket websocket, String message)
     
    void
    writeDataset​(String importFile, MarketDataSet transferMessage, boolean isOvernightFixing)
    Writes the formatted output from the Refinitiv stream to an import candidates file.

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

    handleCallbackError, onBinaryFrame, onBinaryMessage, onCloseFrame, onConnectError, onContinuationFrame, onDisconnected, onError, onFrame, onFrameError, onFrameSent, onFrameUnsent, onMessageDecompressionError, onMessageError, onPingFrame, onPongFrame, onSendError, onSendingFrame, onSendingHandshake, onStateChanged, onTextFrame, 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

  • Method Details

    • onConnected

      public void onConnected​(com.neovisionaries.ws.client.WebSocket websocket, Map<String,​List<String>> headers) throws Exception
      Called when handshake is complete and websocket is open, send login
      Specified by:
      onConnected in interface com.neovisionaries.ws.client.WebSocketListener
      Overrides:
      onConnected in class com.neovisionaries.ws.client.WebSocketAdapter
      Throws:
      Exception

    • asObservable

      public io.reactivex.rxjava3.core.Observable<MarketDataSet> asObservable()
      Description copied from class: LiveFeedAdapter
      Get the reactive source as an observable stream.
      Specified by:
      asObservable in class LiveFeedAdapter<MarketDataSet>
      Returns:
      the observable stream.

    • onTextMessage

      public void onTextMessage​(com.neovisionaries.ws.client.WebSocket websocket, String message)
      Specified by:
      onTextMessage in interface com.neovisionaries.ws.client.WebSocketListener
      Overrides:
      onTextMessage in class com.neovisionaries.ws.client.WebSocketAdapter

    • closeStreamsAndLogoff

      public void closeStreamsAndLogoff​(com.neovisionaries.ws.client.WebSocket webSocket)
      Sends a close login stream message. Closing the login stream also closes and resets all data streams.
      Specified by:
      closeStreamsAndLogoff in class LiveFeedAdapter<MarketDataSet>
      Parameters:
      webSocket - the socket on which the message must be sent

    • writeDataset

      public void writeDataset​(String importFile, MarketDataSet transferMessage, boolean isOvernightFixing) throws IOException
      Writes the formatted output from the Refinitiv stream to an import candidates file.
      Specified by:
      writeDataset in class LiveFeedAdapter<MarketDataSet>
      Parameters:
      importFile - location of the import candidates file
      transferMessage - the transfer message to be written
      isOvernightFixing - true when the correction for overnight rates time must be applied
      Throws:
      IOException - if the writing operation fails