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

ReactiveMarketDataUpdater

public ReactiveMarketDataUpdater(org.json.JSONObject authJson,
 String position,
 List<CalibrationDataItem.Spec> itemList)

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