package com.xeiam.xchange.btcchina.service.fix;
import static java.util.Calendar.HOUR_OF_DAY;
import static java.util.Calendar.MILLISECOND;
import static java.util.Calendar.MINUTE;
import static java.util.Calendar.SECOND;
import java.math.BigDecimal;
import java.util.Calendar;
import java.util.Date;
import java.util.TimeZone;
import quickfix.FieldNotFound;
import quickfix.Group;
import quickfix.Message;
import quickfix.field.MDEntryDate;
import quickfix.field.MDEntryPx;
import quickfix.field.MDEntrySize;
import quickfix.field.MDEntryTime;
import quickfix.field.MDEntryType;
import quickfix.field.NoMDEntries;
import quickfix.fix44.MarketDataIncrementalRefresh;
import quickfix.fix44.MarketDataSnapshotFullRefresh;
import com.xeiam.xchange.btcchina.BTCChinaAdapters;
import com.xeiam.xchange.dto.marketdata.Ticker;
/**
* Various adapters for converting from {@link Message} to XChange DTOs.
*/
public final class BTCChinaFIXAdapters {
private BTCChinaFIXAdapters() {
}
public static Ticker adaptTicker(MarketDataSnapshotFullRefresh message) throws FieldNotFound {
Ticker.Builder tickerBuilder = new Ticker.Builder();
String symbol = message.getSymbol().getValue();
tickerBuilder.currencyPair(BTCChinaAdapters.adaptCurrencyPair(symbol));
int noMDEntries = message.getNoMDEntries().getValue();
for (int i = 1; i <= noMDEntries; i++) {
Group group = message.getGroup(i, NoMDEntries.FIELD);
adapt(tickerBuilder, group);
}
Ticker ticker = tickerBuilder.build();
return ticker;
}
public static Ticker adaptUpdate(Ticker ticker, MarketDataIncrementalRefresh message) throws FieldNotFound {
Ticker.Builder tickerBuilder =
new Ticker.Builder().currencyPair(ticker.getCurrencyPair()).timestamp(ticker.getTimestamp()).bid(ticker.getBid()).ask(ticker.getAsk()).last(ticker.getLast())
.high(ticker.getHigh()).low(ticker.getLow()).volume(ticker.getVolume());
int noMDEntries = message.getNoMDEntries().getValue();
for (int i = 1; i <= noMDEntries; i++) {
Group group = message.getGroup(i, NoMDEntries.FIELD);
adapt(tickerBuilder, group);
}
return tickerBuilder.build();
}
private static void adapt(Ticker.Builder tickerBuilder, Group group) throws FieldNotFound {
char type = group.getChar(MDEntryType.FIELD);
BigDecimal px;
BigDecimal size;
switch (type) {
case MDEntryType.BID:
px = group.getDecimal(MDEntryPx.FIELD);
tickerBuilder.bid(px);
break;
case MDEntryType.OFFER:
px = group.getDecimal(MDEntryPx.FIELD);
tickerBuilder.ask(px);
break;
case MDEntryType.TRADE:
px = group.getDecimal(MDEntryPx.FIELD);
tickerBuilder.last(px);
break;
case MDEntryType.CLOSING_PRICE:
// no closing price in XChange's ticker
break;
case MDEntryType.TRADING_SESSION_HIGH_PRICE:
px = group.getDecimal(MDEntryPx.FIELD);
tickerBuilder.high(px);
break;
case MDEntryType.TRADING_SESSION_LOW_PRICE:
px = group.getDecimal(MDEntryPx.FIELD);
tickerBuilder.low(px);
break;
case MDEntryType.TRADING_SESSION_VWAP_PRICE:
// no vwap price in XChange's ticker
break;
case MDEntryType.TRADE_VOLUME:
size = group.getDecimal(MDEntrySize.FIELD);
tickerBuilder.volume(size);
break;
}
Date date = group.getField(new MDEntryDate()).getValue();
Date time = group.getField(new MDEntryTime()).getValue();
TimeZone utc = TimeZone.getTimeZone("UTC");
Calendar dateCal = Calendar.getInstance(utc);
dateCal.setTime(date);
Calendar timeCal = Calendar.getInstance(utc);
timeCal.setTime(time);
dateCal.set(HOUR_OF_DAY, timeCal.get(HOUR_OF_DAY));
dateCal.set(MINUTE, timeCal.get(MINUTE));
dateCal.set(SECOND, timeCal.get(SECOND));
dateCal.set(MILLISECOND, timeCal.get(MILLISECOND));
tickerBuilder.timestamp(dateCal.getTime());
}
}