/*
* Copyright (C) 2012 Aonyx
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package ch.aonyx.broker.ib.api.data.option;
import org.apache.commons.lang3.builder.EqualsBuilder;
import org.apache.commons.lang3.builder.HashCodeBuilder;
import org.apache.commons.lang3.builder.ToStringBuilder;
import org.apache.commons.lang3.builder.ToStringStyle;
import ch.aonyx.broker.ib.api.AbstractRequestSupport;
import ch.aonyx.broker.ib.api.ClientMessageCode;
import ch.aonyx.broker.ib.api.Feature;
import ch.aonyx.broker.ib.api.OutgoingMessageId;
import ch.aonyx.broker.ib.api.RequestException;
import ch.aonyx.broker.ib.api.SubscriptionRequest;
import ch.aonyx.broker.ib.api.contract.Contract;
import ch.aonyx.broker.ib.api.util.ByteArrayRequestBuilder;
import ch.aonyx.broker.ib.api.util.RequestBuilder;
import ch.aonyx.broker.ib.api.util.StringIdUtils;
/**
* @author Christophe Marcourt
* @since 1.0.0
*/
public final class OptionImpliedVolatilitySubscriptionRequest extends AbstractRequestSupport implements
SubscriptionRequest {
private static final int VERSION = 1;
private final Contract contract;
private final double optionPrice;
private final double underlyingPrice;
public OptionImpliedVolatilitySubscriptionRequest(final Contract contract, final double optionPrice,
final double underlyingPrice) {
this(StringIdUtils.uniqueIdFromContract(contract), contract, optionPrice, underlyingPrice);
}
public OptionImpliedVolatilitySubscriptionRequest(final String id, final Contract contract,
final double optionPrice, final double underlyingPrice) {
super(id);
this.contract = contract;
this.optionPrice = optionPrice;
this.underlyingPrice = underlyingPrice;
}
@Override
public byte[] getBytes() {
final RequestBuilder builder = createRequestBuilder();
return builder.toBytes();
}
private RequestBuilder createRequestBuilder() {
final RequestBuilder builder = new ByteArrayRequestBuilder();
checkCalculateImpliedVolatility();
builder.append(OutgoingMessageId.OPTION_IMPLIED_VOLATILITY_SUBSCRIPTION_REQUEST.getId());
builder.append(VERSION);
builder.append(toInternalId(getId()));
appendContract(builder);
builder.append(optionPrice);
builder.append(underlyingPrice);
return builder;
}
private void checkCalculateImpliedVolatility() {
if (!Feature.CALCULATE_IMPLIED_VOLATILITY.isSupportedByVersion(getServerCurrentVersion())) {
throw new RequestException(ClientMessageCode.UPDATE_TWS,
"It does not support calculate implied volatility requests.", this);
}
}
private void appendContract(final RequestBuilder builder) {
builder.append(contract.getId());
builder.append(contract.getSymbol());
builder.append(contract.getSecurityType().getAbbreviation());
builder.append(contract.getExpiry());
builder.append(contract.getStrike());
builder.append(contract.getOptionRight().getName());
builder.append(contract.getMultiplier());
builder.append(contract.getExchange());
builder.append(contract.getPrimaryExchange());
builder.append(contract.getCurrencyCode());
builder.append(contract.getLocalSymbol());
}
public Contract getContract() {
return contract;
}
public double getOptionPrice() {
return optionPrice;
}
public double getUnderlyingPrice() {
return underlyingPrice;
}
@Override
public int hashCode() {
return new HashCodeBuilder().append(contract).append(optionPrice).append(underlyingPrice).toHashCode();
}
@Override
public boolean equals(final Object obj) {
if (obj == null) {
return false;
}
if (obj == this) {
return true;
}
if (obj.getClass() != getClass()) {
return false;
}
final OptionImpliedVolatilitySubscriptionRequest rhs = (OptionImpliedVolatilitySubscriptionRequest) obj;
return new EqualsBuilder().append(contract, rhs.contract).append(optionPrice, rhs.optionPrice)
.append(underlyingPrice, rhs.underlyingPrice).isEquals();
}
@Override
public String toString() {
return ToStringBuilder.reflectionToString(this, ToStringStyle.SHORT_PREFIX_STYLE);
}
}