com.dxfeed.event.market

Class MarketEventSymbols

java.lang.Object

com.dxfeed.event.market.MarketEventSymbols

public class MarketEventSymbols
extends Object

Helper class to compose and parse symbols for market events.

Regional symbols

Regional symbol subscription receives events only from a designated exchange, marketplace, or venue instead of receiving composite events from all venues (by default). Regional symbol is composed from a base symbol, ampersand character ('&'), and an exchange code character. For example,

• "SPY" is the symbol for composite events for SPDR S&P 500 ETF from all exchanges,
• "SPY&N" is the symbol for event for SPDR S&P 500 ETF that originate only from NYSE marketplace.

Symbol attributes

Market event symbols can have a number of attributes attached to then in curly braces with <key>=<value> paris separated by commas. For example,

• "SPY{price=bid}" is the market symbol "SPY" with an attribute key "price" set to value "bid".
• "SPY(=5m,tho=true}" is the market symbol "SPY" with two attributes. One has an empty key and value "5m", while the other has key "tho" and value "true".

The methods in this class always maintain attribute keys in alphabetic order.

Field Summary

Fields

Modifier and Type	Field and Description
static String	DEFAULT_EXCHANGES Default exchange codes (if no overrides are specified)
static Pattern	EXCHANGES_PATTERN All exchange codes for regional events must match the following pattern
static String	SUPPORTED_EXCHANGES All exchange codes matching the exchange code pattern

Method Summary

Modifier and Type	Method and Description
static String	buildSpreadSymbol(Map<String,? extends Number> spread) Builds canonical spread symbol for specified spread components.
static String	changeAttributeStringByKey(String symbol, String key, String value) Changes value of one attribute value while leaving exchange code and other attributes intact.
static String	changeBaseSymbol(String symbol, String baseSymbol) Changes base symbol while leaving exchange code and attributes intact.
static String	changeExchangeCode(String symbol, char exchangeCode) Changes exchange code of the specified symbol or removes it if new exchange code is '\0'.
static String	getAttributeStringByKey(String symbol, String key) Returns value of the attribute with the specified key.
static String	getBaseSymbol(String symbol) Returns base symbol without exchange code and attributes.
static char	getExchangeCode(String symbol) Returns exchange code of the specified symbol or '\0' if none is defined.
static String	getExchangesByPattern(String characterClass) Returns string with all exchange codes matching the specified character class.
static boolean	hasAttributes(String symbol) Returns true if the specified symbol has any attributes.
static boolean	hasExchangeCode(String symbol) Returns true is the specified symbol has the exchange code specification.
static String	removeAttributeStringByKey(String symbol, String key) Removes one attribute with the specified key while leaving exchange code and other attributes intact.

Methods inherited from class java.lang.Object

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

Field Detail

EXCHANGES_PATTERN

public static final Pattern EXCHANGES_PATTERN

All exchange codes for regional events must match the following pattern

SUPPORTED_EXCHANGES

public static final String SUPPORTED_EXCHANGES

All exchange codes matching the exchange code pattern

DEFAULT_EXCHANGES

public static final String DEFAULT_EXCHANGES

Default exchange codes (if no overrides are specified)

Method Detail

hasExchangeCode

public static boolean hasExchangeCode(String symbol)

Returns true is the specified symbol has the exchange code specification. The result is false if symbol is null.

Parameters:

symbol - symbol.

Returns:

true is the specified symbol has the exchange code specification.

getExchangeCode

public static char getExchangeCode(String symbol)

Returns exchange code of the specified symbol or '\0' if none is defined. The result is '\0' if symbol is null.

Parameters:

symbol - symbol.

Returns:

exchange code of the specified symbol or '\0' if none is defined.

changeExchangeCode

public static String changeExchangeCode(String symbol,
                                        char exchangeCode)

Changes exchange code of the specified symbol or removes it if new exchange code is '\0'. The result is null if old symbol is null.

Parameters:

symbol - old symbol.

exchangeCode - new exchange code.

Returns:

new symbol with the changed exchange code.

getBaseSymbol

public static String getBaseSymbol(String symbol)

Returns base symbol without exchange code and attributes. The result is null if symbol is null.

Parameters:

symbol - symbol.

Returns:

base symbol without exchange code and attributes.

changeBaseSymbol

public static String changeBaseSymbol(String symbol,
                                      String baseSymbol)

Changes base symbol while leaving exchange code and attributes intact. The result is null if old symbol is null.

Parameters:

symbol - old symbol.

baseSymbol - new base symbol.

Returns:

new symbol with new base symbol and old symbol's exchange code and attributes.

hasAttributes

public static boolean hasAttributes(String symbol)

Returns true if the specified symbol has any attributes.

getAttributeStringByKey

public static String getAttributeStringByKey(String symbol,
                                             String key)

Returns value of the attribute with the specified key. The result is null if attribute with the specified key is not found. The result is null if symbol is null.

Parameters:

symbol - symbol.

key - attribute key.

Returns:

value of the attribute with the specified key.

Throws:

NullPointerException - if key is null.

changeAttributeStringByKey

public static String changeAttributeStringByKey(String symbol,
                                                String key,
                                                String value)

Changes value of one attribute value while leaving exchange code and other attributes intact. The null symbol is interpreted as empty one by this method..

Parameters:

symbol - old symbol.

key - attribute key.

value - attribute value.

Returns:

new symbol with key attribute with the specified value and everything else from the old symbol.

Throws:

NullPointerException - if key is null.

removeAttributeStringByKey

public static String removeAttributeStringByKey(String symbol,
                                                String key)

Removes one attribute with the specified key while leaving exchange code and other attributes intact. The result is null if symbol is null.

Parameters:

symbol - old symbol.

key - attribute key.

Returns:

new symbol without the specified key and everything else from the old symbol.

Throws:

NullPointerException - if key is null.

buildSpreadSymbol

public static String buildSpreadSymbol(Map<String,? extends Number> spread)

Builds canonical spread symbol for specified spread components. The canonical representation uses special prefix, leg ordering and formatting.

Spread legs with zero ratio are ignored (not included in the spread symbol). If spread is empty then empty string (with zero length) is returned. If spread consists of one leg with ratio of 1 then pure leg symbol is returned.

Parameters:

spread - maps spread leg symbol to its ratio in the spread

Returns:

canonical spread symbol for specified spread components.

getExchangesByPattern

public static String getExchangesByPattern(String characterClass)

Returns string with all exchange codes matching the specified character class. For greater flexibility, the outer square brackets in the character class can be omitted.

Parameters:

characterClass - regex character class.

Returns:

all exchange codes matching the specified character class.

Throws:

IllegalArgumentException - if the exchange codes violate EXCHANGES_PATTERN