Package deltix.qsrv.hf.tickdb.pub

Class StreamConfigurationHelper

java.lang.Object

deltix.qsrv.hf.tickdb.pub.StreamConfigurationHelper

public class StreamConfigurationHelper
extends java.lang.Object

Field Summary

Fields

Modifier and Type	Field	Description
static RecordClassDescriptor	BINARY_MESSAGE_DESCRIPTOR
static int	BS_NO_BAR_SIZE	Returned when bar message descriptor does not contain the barSize field.
static RecordClassDescriptor	DATA_LOSS_MESSAGE_DESCRIPTOR
static RecordClassDescriptor	ERROR_MESSAGE_DESCRIPTOR
static RecordClassDescriptor	META_DATA_CHANGE_MESSAGE_DESCRIPTOR
static RecordClassDescriptor	REAL_TIME_START_MESSAGE_DESCRIPTOR
static RecordClassDescriptor	SPACE_CREATE_MESSAGE_DESCRIPTOR
static RecordClassDescriptor	SPACE_DELETE_MESSAGE_DESCRIPTOR
static RecordClassDescriptor	SPACE_RENAME_MESSAGE_DESCRIPTOR
static RecordClassDescriptor	STREAM_TRUNCATED_MESSAGE_DESCRIPTOR

Constructor Summary

Constructors

Constructor	Description
StreamConfigurationHelper()

Method Summary

Modifier and Type	Method	Description
static boolean	containsBarMessagesOnly(TickStream stream)
static boolean	containsBBOMessagesOnly(TickStream stream)
static boolean	containsMarketMessagesOnly(TickStream stream)
static boolean	containsMarketMessagesOnly(TickStream... streams)
static boolean	containsSubclassesOnly(RecordClassDescriptor[] rcds, java.lang.Class<?> cls)
static boolean	containsSubclassesOnly(RecordClassDescriptor[] rcds, java.lang.String newPath, java.lang.String oldPath)
static boolean	containsSubclassesOnly(TickStream stream, java.lang.Class<?> cls)
static boolean	containsTradeMessagesOnly(TickStream stream)
static MessageDecoder<deltix.qsrv.hf.pub.InstrumentMessage>	createBoundDecoder(CodecFactory codecFactory, deltix.qsrv.hf.pub.InstrumentType instrumentType, java.lang.String symbol, TypeLoader loader, RecordClassDescriptor[] types)
static MessageEncoder<deltix.qsrv.hf.pub.InstrumentMessage>	createBoundEncoder(CodecFactory codecFactory, deltix.qsrv.hf.pub.InstrumentType instrumentType, java.lang.String symbol, TypeLoader loader, RecordClassDescriptor[] types)
static MessageDecoder<RawMessage>	createRawDecoder(deltix.qsrv.hf.pub.InstrumentType instrumentType, java.lang.String symbol, RecordClassDescriptor[] types)
static MessageEncoder<RawMessage>	createRawEncoder(deltix.qsrv.hf.pub.InstrumentType instrumentType, java.lang.String symbol, RecordClassDescriptor[] types)
static DXChannel<deltix.qsrv.hf.pub.InstrumentMessage>	getChannel(DXTickDB db, java.lang.String key)
static RecordClassDescriptor[]	getClassDescriptors(DXTickStream stream)
static deltix.util.time.Interval	getPeriodicity(DXChannel channel)
static boolean	isFixedBuiltIn(TickStream stream, java.lang.Class<?> cls)
static boolean	mayContainBarMessages(TickStream stream)
static boolean	mayContainBBOMessages(TickStream stream)
static boolean	mayContainL2Descriptors(TickStream stream)
static boolean	mayContainLevel2Messages(TickStream stream)
static boolean	mayContainSubclasses(DXChannel channel, java.lang.Class<?> cls)
static boolean	mayContainSubclasses(TickStream stream, java.lang.Class<?> cls)
static boolean	mayContainSubclasses(TickStream stream, java.lang.Class<?>... cls)
static boolean	mayContainTradeMessages(TickStream stream)
static RecordClassDescriptor	mkBarMessageDescriptor(RecordClassDescriptor marketMsgDescriptor, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, java.lang.String priceEncoding, java.lang.String sizeEncoding)
static RecordClassDescriptor	mkBBOMessageDescriptor(RecordClassDescriptor marketMsgDescriptor, java.lang.Boolean isNational, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, java.lang.String priceEncoding, java.lang.String sizeEncoding)
static RecordClassDescriptor	mkEventMessageDescriptor()
static RecordClassDescriptor	mkExchangeDescriptor()
static DataField	mkField(java.lang.String name, java.lang.String title, DataType type, java.lang.String relativeTo, java.lang.Object staticValue)
static RecordClassDescriptor	mkL2SnapshotMessageDescriptor(RecordClassDescriptor marketMsgDescriptor, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, java.lang.String priceEncoding, java.lang.String sizeEncoding)
static RecordClassDescriptor	mkLevel2ActionDescriptor(java.lang.String priceEncoding, java.lang.String sizeEncoding)
static RecordClassDescriptor	mkLevel2IncrementMessageDescriptor(RecordClassDescriptor marketMsgDescriptor, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, RecordClassDescriptor level2ActionDescriptor)
static RecordClassDescriptor	mkLevel2MessageDescriptor(RecordClassDescriptor marketMsgDescriptor, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, java.lang.String priceEncoding, java.lang.String sizeEncoding)
static RecordClassDescriptor	mkMarketMessageDescriptor(java.lang.Integer staticCurrencyCode)
static RecordClassDescriptor	mkMarketMessageDescriptor(java.lang.Integer staticCurrencyCode, boolean staticOriginalTimestamp)
static RecordClassDescriptor	mkMarketMessageDescriptor(java.lang.Integer staticCurrencyCode, java.lang.Boolean staticOriginalTimestamp, java.lang.Boolean staticNanoTime)	Builds RecordClassDescriptor for standard message class MarketMessage
static RecordClassDescriptor	mkMarketMsgSubclassDescriptor(RecordClassDescriptor marketMsgDescriptor, java.lang.String name, java.lang.Integer staticCurrencyCode, DataField[] fields)
static RecordClassDescriptor	mkPacketEndMessageDescriptor(RecordClassDescriptor parentMsgDescriptor, java.lang.String name, java.lang.String description, DataField[] fields)
static RecordClassDescriptor[]	mkSecurityMetaInfoDescriptors()
static RecordClassDescriptor	mkTradeMessageDescriptor(RecordClassDescriptor marketMsgDescriptor, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, java.lang.String priceEncoding, java.lang.String sizeEncoding)
static RecordClassDescriptor[]	mkTradingCalendarDescriptors()
static RecordClassDescriptor	mkTradingSessionDescriptor()
static RecordClassDescriptor	mkUniversalBarMessageDescriptor()
static RecordClassDescriptor	mkUniversalBBOMessageDescriptor()
static RecordClassDescriptor	mkUniversalDescriptor(java.lang.Class<?> cls)
static RecordClassDescriptor[]	mkUniversalMarketDescriptors()
static RecordClassDescriptor[]	mkUniversalMarketDescriptors(deltix.timebase.api.MarketMessageType[] types)
static RecordClassDescriptor	mkUniversalTradeMessageDescriptor()
static void	setBar(DXTickStream stream, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, deltix.util.time.Interval periodicity)
static void	setBar(DXTickStream stream, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, deltix.util.time.Interval periodicity, java.lang.String priceEncoding, java.lang.String sizeEncoding)
static void	setBarNoExchNoCur(DXTickStream stream, deltix.util.time.Interval periodicity)
static void	setBBO(DXTickStream stream, java.lang.Boolean isNational, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode)
static void	setBBO(DXTickStream stream, java.lang.Boolean isNational, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, java.lang.String priceEncoding, java.lang.String sizeEncoding)
static void	setBBONoExchNoCur(DXTickStream stream)
static void	setBBOOrBar(DXTickStream stream, java.lang.Boolean isNational, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode)
static void	setFromTemplate(DXTickStream stream, DXTickStream template)
static void	setMeta(DXTickStream stream)
static void	setTrade(DXTickStream stream, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode)
static void	setTrade(DXTickStream stream, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, java.lang.String priceEncoding, java.lang.String sizeEncoding)
static void	setTradeNoExchNoCur(DXTickStream stream)
static void	setTradeOrBar(DXTickStream stream, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode)
static void	setTradeOrBBO(DXTickStream stream, java.lang.Boolean isNational, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode)
static void	setTradeOrBBO(DXTickStream stream, java.lang.Boolean isNational, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode, java.lang.String priceEncoding, java.lang.String sizeEncoding)
static void	setTradeOrBBOOrBar(DXTickStream stream, java.lang.Boolean isNational, java.lang.String staticExchangeCode, java.lang.Integer staticCurrencyCode)
static void	setUniversalMarket(DXTickStream stream)

Methods inherited from class java.lang.Object

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

Field Detail

BS_NO_BAR_SIZE

public static final int BS_NO_BAR_SIZE

Returned when bar message descriptor does not contain the barSize field.

See Also:

Constant Field Values

DATA_LOSS_MESSAGE_DESCRIPTOR

public static final RecordClassDescriptor DATA_LOSS_MESSAGE_DESCRIPTOR

STREAM_TRUNCATED_MESSAGE_DESCRIPTOR

public static final RecordClassDescriptor STREAM_TRUNCATED_MESSAGE_DESCRIPTOR

SPACE_RENAME_MESSAGE_DESCRIPTOR

public static final RecordClassDescriptor SPACE_RENAME_MESSAGE_DESCRIPTOR

SPACE_DELETE_MESSAGE_DESCRIPTOR

public static final RecordClassDescriptor SPACE_DELETE_MESSAGE_DESCRIPTOR

SPACE_CREATE_MESSAGE_DESCRIPTOR

public static final RecordClassDescriptor SPACE_CREATE_MESSAGE_DESCRIPTOR

META_DATA_CHANGE_MESSAGE_DESCRIPTOR

public static final RecordClassDescriptor META_DATA_CHANGE_MESSAGE_DESCRIPTOR

REAL_TIME_START_MESSAGE_DESCRIPTOR

public static final RecordClassDescriptor REAL_TIME_START_MESSAGE_DESCRIPTOR

BINARY_MESSAGE_DESCRIPTOR

public static final RecordClassDescriptor BINARY_MESSAGE_DESCRIPTOR

ERROR_MESSAGE_DESCRIPTOR

public static final RecordClassDescriptor ERROR_MESSAGE_DESCRIPTOR

Constructor Detail

StreamConfigurationHelper

public StreamConfigurationHelper()

Method Detail

mkField

public static DataField mkField(java.lang.String name,
                                java.lang.String title,
                                DataType type,
                                java.lang.String relativeTo,
                                java.lang.Object staticValue)

mkMarketMessageDescriptor

public static RecordClassDescriptor mkMarketMessageDescriptor(java.lang.Integer staticCurrencyCode)

mkMarketMessageDescriptor

public static RecordClassDescriptor mkMarketMessageDescriptor(java.lang.Integer staticCurrencyCode,
                                                              boolean staticOriginalTimestamp)

mkMarketMessageDescriptor

public static RecordClassDescriptor mkMarketMessageDescriptor(java.lang.Integer staticCurrencyCode,
                                                              java.lang.Boolean staticOriginalTimestamp,
                                                              java.lang.Boolean staticNanoTime)

Builds RecordClassDescriptor for standard message class MarketMessage

Parameters:

staticOriginalTimestamp - Controls MarketMessage.originalTimestamp: pass null to omit this field, true if you want to make this fields static, false otherwise.

staticNanoTime - Controls MarketMessage.nanoTime: pass null to omit this field, true if you want to make this fields static, false otherwise.

mkMarketMsgSubclassDescriptor

public static RecordClassDescriptor mkMarketMsgSubclassDescriptor(RecordClassDescriptor marketMsgDescriptor,
                                                                  java.lang.String name,
                                                                  java.lang.Integer staticCurrencyCode,
                                                                  DataField[] fields)

mkEventMessageDescriptor

public static RecordClassDescriptor mkEventMessageDescriptor()

mkBarMessageDescriptor

public static RecordClassDescriptor mkBarMessageDescriptor(RecordClassDescriptor marketMsgDescriptor,
                                                           java.lang.String staticExchangeCode,
                                                           java.lang.Integer staticCurrencyCode,
                                                           java.lang.String priceEncoding,
                                                           java.lang.String sizeEncoding)

mkTradeMessageDescriptor

public static RecordClassDescriptor mkTradeMessageDescriptor(RecordClassDescriptor marketMsgDescriptor,
                                                             java.lang.String staticExchangeCode,
                                                             java.lang.Integer staticCurrencyCode,
                                                             java.lang.String priceEncoding,
                                                             java.lang.String sizeEncoding)

mkPacketEndMessageDescriptor

public static RecordClassDescriptor mkPacketEndMessageDescriptor(RecordClassDescriptor parentMsgDescriptor,
                                                                 java.lang.String name,
                                                                 java.lang.String description,
                                                                 DataField[] fields)

mkBBOMessageDescriptor

public static RecordClassDescriptor mkBBOMessageDescriptor(RecordClassDescriptor marketMsgDescriptor,
                                                           java.lang.Boolean isNational,
                                                           java.lang.String staticExchangeCode,
                                                           java.lang.Integer staticCurrencyCode,
                                                           java.lang.String priceEncoding,
                                                           java.lang.String sizeEncoding)

mkLevel2MessageDescriptor

public static RecordClassDescriptor mkLevel2MessageDescriptor(RecordClassDescriptor marketMsgDescriptor,
                                                              java.lang.String staticExchangeCode,
                                                              java.lang.Integer staticCurrencyCode,
                                                              java.lang.String priceEncoding,
                                                              java.lang.String sizeEncoding)

mkLevel2ActionDescriptor

public static RecordClassDescriptor mkLevel2ActionDescriptor(java.lang.String priceEncoding,
                                                             java.lang.String sizeEncoding)

mkLevel2IncrementMessageDescriptor

public static RecordClassDescriptor mkLevel2IncrementMessageDescriptor(RecordClassDescriptor marketMsgDescriptor,
                                                                       java.lang.String staticExchangeCode,
                                                                       java.lang.Integer staticCurrencyCode,
                                                                       RecordClassDescriptor level2ActionDescriptor)

mkL2SnapshotMessageDescriptor

public static RecordClassDescriptor mkL2SnapshotMessageDescriptor(RecordClassDescriptor marketMsgDescriptor,
                                                                  java.lang.String staticExchangeCode,
                                                                  java.lang.Integer staticCurrencyCode,
                                                                  java.lang.String priceEncoding,
                                                                  java.lang.String sizeEncoding)

setBarNoExchNoCur

public static void setBarNoExchNoCur(DXTickStream stream,
                                     deltix.util.time.Interval periodicity)

setBar

public static void setBar(DXTickStream stream,
                          java.lang.String staticExchangeCode,
                          java.lang.Integer staticCurrencyCode,
                          deltix.util.time.Interval periodicity)

setBar

public static void setBar(DXTickStream stream,
                          java.lang.String staticExchangeCode,
                          java.lang.Integer staticCurrencyCode,
                          deltix.util.time.Interval periodicity,
                          java.lang.String priceEncoding,
                          java.lang.String sizeEncoding)

setTradeNoExchNoCur

public static void setTradeNoExchNoCur(DXTickStream stream)

setTrade

public static void setTrade(DXTickStream stream,
                            java.lang.String staticExchangeCode,
                            java.lang.Integer staticCurrencyCode)

setTrade

public static void setTrade(DXTickStream stream,
                            java.lang.String staticExchangeCode,
                            java.lang.Integer staticCurrencyCode,
                            java.lang.String priceEncoding,
                            java.lang.String sizeEncoding)

setBBONoExchNoCur

public static void setBBONoExchNoCur(DXTickStream stream)

setBBO

public static void setBBO(DXTickStream stream,
                          java.lang.Boolean isNational,
                          java.lang.String staticExchangeCode,
                          java.lang.Integer staticCurrencyCode)

setBBO

public static void setBBO(DXTickStream stream,
                          java.lang.Boolean isNational,
                          java.lang.String staticExchangeCode,
                          java.lang.Integer staticCurrencyCode,
                          java.lang.String priceEncoding,
                          java.lang.String sizeEncoding)

setTradeOrBBO

public static void setTradeOrBBO(DXTickStream stream,
                                 java.lang.Boolean isNational,
                                 java.lang.String staticExchangeCode,
                                 java.lang.Integer staticCurrencyCode)

setTradeOrBBO

public static void setTradeOrBBO(DXTickStream stream,
                                 java.lang.Boolean isNational,
                                 java.lang.String staticExchangeCode,
                                 java.lang.Integer staticCurrencyCode,
                                 java.lang.String priceEncoding,
                                 java.lang.String sizeEncoding)

setFromTemplate

public static void setFromTemplate(DXTickStream stream,
                                   DXTickStream template)

mkUniversalTradeMessageDescriptor

public static RecordClassDescriptor mkUniversalTradeMessageDescriptor()

mkUniversalBarMessageDescriptor

public static RecordClassDescriptor mkUniversalBarMessageDescriptor()

mkUniversalBBOMessageDescriptor

public static RecordClassDescriptor mkUniversalBBOMessageDescriptor()

mkUniversalDescriptor

public static RecordClassDescriptor mkUniversalDescriptor(java.lang.Class<?> cls)

mkUniversalMarketDescriptors

public static RecordClassDescriptor[] mkUniversalMarketDescriptors(deltix.timebase.api.MarketMessageType[] types)

mkUniversalMarketDescriptors

public static RecordClassDescriptor[] mkUniversalMarketDescriptors()

setUniversalMarket

public static void setUniversalMarket(DXTickStream stream)

containsSubclassesOnly

public static boolean containsSubclassesOnly(RecordClassDescriptor[] rcds,
                                             java.lang.Class<?> cls)

containsSubclassesOnly

public static boolean containsSubclassesOnly(RecordClassDescriptor[] rcds,
                                             java.lang.String newPath,
                                             java.lang.String oldPath)

containsSubclassesOnly

public static boolean containsSubclassesOnly(TickStream stream,
                                             java.lang.Class<?> cls)

containsMarketMessagesOnly

public static boolean containsMarketMessagesOnly(TickStream... streams)

containsMarketMessagesOnly

public static boolean containsMarketMessagesOnly(TickStream stream)

isFixedBuiltIn

public static boolean isFixedBuiltIn(TickStream stream,
                                     java.lang.Class<?> cls)

mayContainSubclasses

public static boolean mayContainSubclasses(TickStream stream,
                                           java.lang.Class<?> cls)

mayContainSubclasses

public static boolean mayContainSubclasses(TickStream stream,
                                           java.lang.Class<?>... cls)

mayContainSubclasses

public static boolean mayContainSubclasses(DXChannel channel,
                                           java.lang.Class<?> cls)

containsTradeMessagesOnly

public static boolean containsTradeMessagesOnly(TickStream stream)

containsBBOMessagesOnly

public static boolean containsBBOMessagesOnly(TickStream stream)

containsBarMessagesOnly

public static boolean containsBarMessagesOnly(TickStream stream)

mayContainTradeMessages

public static boolean mayContainTradeMessages(TickStream stream)

mayContainLevel2Messages

public static boolean mayContainLevel2Messages(TickStream stream)

mayContainL2Descriptors

public static boolean mayContainL2Descriptors(TickStream stream)

mayContainBBOMessages

public static boolean mayContainBBOMessages(TickStream stream)

mayContainBarMessages

public static boolean mayContainBarMessages(TickStream stream)

getClassDescriptors

public static RecordClassDescriptor[] getClassDescriptors(DXTickStream stream)

getPeriodicity

public static deltix.util.time.Interval getPeriodicity(DXChannel channel)

getChannel

public static DXChannel<deltix.qsrv.hf.pub.InstrumentMessage> getChannel(DXTickDB db,
                                                                         java.lang.String key)

createBoundEncoder

public static MessageEncoder<deltix.qsrv.hf.pub.InstrumentMessage> createBoundEncoder(CodecFactory codecFactory,
                                                                                      deltix.qsrv.hf.pub.InstrumentType instrumentType,
                                                                                      java.lang.String symbol,
                                                                                      TypeLoader loader,
                                                                                      RecordClassDescriptor[] types)

createBoundDecoder

public static MessageDecoder<deltix.qsrv.hf.pub.InstrumentMessage> createBoundDecoder(CodecFactory codecFactory,
                                                                                      deltix.qsrv.hf.pub.InstrumentType instrumentType,
                                                                                      java.lang.String symbol,
                                                                                      TypeLoader loader,
                                                                                      RecordClassDescriptor[] types)

createRawEncoder

public static MessageEncoder<RawMessage> createRawEncoder(deltix.qsrv.hf.pub.InstrumentType instrumentType,
                                                          java.lang.String symbol,
                                                          RecordClassDescriptor[] types)

createRawDecoder

public static MessageDecoder<RawMessage> createRawDecoder(deltix.qsrv.hf.pub.InstrumentType instrumentType,
                                                          java.lang.String symbol,
                                                          RecordClassDescriptor[] types)

setTradeOrBBOOrBar

public static void setTradeOrBBOOrBar(DXTickStream stream,
                                      java.lang.Boolean isNational,
                                      java.lang.String staticExchangeCode,
                                      java.lang.Integer staticCurrencyCode)

setBBOOrBar

public static void setBBOOrBar(DXTickStream stream,
                               java.lang.Boolean isNational,
                               java.lang.String staticExchangeCode,
                               java.lang.Integer staticCurrencyCode)

setTradeOrBar

public static void setTradeOrBar(DXTickStream stream,
                                 java.lang.String staticExchangeCode,
                                 java.lang.Integer staticCurrencyCode)

setMeta

public static void setMeta(DXTickStream stream)

mkSecurityMetaInfoDescriptors

public static RecordClassDescriptor[] mkSecurityMetaInfoDescriptors()

mkTradingCalendarDescriptors

public static RecordClassDescriptor[] mkTradingCalendarDescriptors()

mkTradingSessionDescriptor

public static RecordClassDescriptor mkTradingSessionDescriptor()

mkExchangeDescriptor

public static RecordClassDescriptor mkExchangeDescriptor()