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package POE::Component::Client::opentick::Record; |
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# |
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# opentick.com POE client |
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# |
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# Protocol message response encapsulation, corresponding with a single |
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# RECORD of data. |
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# |
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# infi/2008 |
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# |
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# $Id: Record.pm 56 2009-01-08 16:51:14Z infidel $ |
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# |
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# See comments at beginning of Protocol.pm for implementation |
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# |
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# Full user POD documentation after __END__ |
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# |
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use strict; |
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use warnings; |
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use Data::Dumper; |
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# Ours |
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use POE::Component::Client::opentick::Constants; |
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use POE::Component::Client::opentick::Util; |
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use vars qw( $VERSION $TRUE $FALSE $KEEP $DELETE ); |
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### |
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### Variables |
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### |
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($VERSION) = q$Revision: 56 $ =~ /(\d+)/; |
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*TRUE = \1; |
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*FALSE = \0; |
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*KEEP = \0; |
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*DELETE = \1; |
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# FIXME: comment out the unneeded entries when testing is complete. |
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my $field_names = { |
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OTConstant('OT_LOGIN') => [ |
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qw( SessionID RedirectFlag RedirectHostName RedirectPortNum ), |
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], |
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OTConstant('OT_LOGOUT') => [], # none |
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OTConstant('OT_REQUEST_TICK_STREAM') => [], |
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OTConstant('OT_REQUEST_TICK_STREAM_EX') => [], |
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OTConstant('OT_REQUEST_HIST_DATA') => [], |
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OTConstant('OT_REQUEST_HIST_TICKS') => [], |
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OTConstant('OT_REQUEST_LIST_EXCHANGES') => [ |
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qw( ExchangeCode ExchangeAvail ExchangeTitle ExchanceDesc ), |
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], |
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OTConstant('OT_REQUEST_LIST_SYMBOLS') => [ |
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qw( Currency Symbol Type Company ), |
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], |
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OTConstant('OT_REQUEST_EQUITY_INIT') => [], |
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# qw( DataType Currency InstrumentType Company |
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# PrevClosePrice PrevCloseDate AnnualHighPrice AnnualHighDate |
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# AnnualLowPrice AnnualLowDate EarningsPrice EarningsDate |
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# TotalShares AverageVolume CUSIP ISIN |
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# IsUPC11830 IsSmallCap IsTestIssue ), |
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# ], |
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OTConstant('OT_REQUEST_OPTION_CHAIN') => [], |
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OTConstant('OT_REQUEST_OPTION_CHAIN_EX') => [], |
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OTConstant('OT_REQUEST_BOOK_STREAM') => [], |
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OTConstant('OT_HEARTBEAT') => [], # none |
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OTConstant('OT_CANCEL_TICK_STREAM') => [], # none |
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OTConstant('OT_CANCEL_HIST_DATA') => [], # none |
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OTConstant('OT_CANCEL_OPTION_CHAIN') => [], # none |
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OTConstant('OT_CANCEL_BOOK_STREAM') => [], # none |
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OTConstant('OT_REQUEST_SPLITS') => [ |
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qw( DataType ToFactor ForFactor |
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DeclarationDate ExecutionDate RecordDate PaymentDate ), |
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], |
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OTConstant('OT_REQUEST_DIVIDENDS') => [ |
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qw( DataType Price DeclarationDate ExecutionDate |
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RecordDate PaymentDate Flags Special ), |
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], |
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OTConstant('OT_REQUEST_HIST_BOOKS') => [], |
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OTConstant('OT_REQUEST_BOOK_STREAM_EX') => [], |
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OTConstant('OT_REQUEST_OPTION_CHAIN_U') => [], |
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OTConstant('OT_REQUEST_OPTION_INIT') => [ |
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qw( DataType UnderlyerSymbol Symbol StrikePrice |
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ContractSize ExpYear ExpMonth ExpDay |
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ExerciseStyle UnderlyerCUSIP Currency OptionMarker ), |
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], |
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OTConstant('OT_REQUEST_LIST_SYMBOLS_EX') => [], |
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OTConstant('OT_REQUEST_TICK_SNAPSHOT') => [], |
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OTConstant('OT_REQUEST_OPTION_CHAIN_SNAPSHOT') => [], |
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}; |
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my $field_datatypes = { |
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OTConstant( 'OT_DATATYPE_QUOTE' ) => [ |
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qw( Datatype Timestamp |
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BidSize AskSize BidPrice AskPrice |
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AskExchange Indicator TickIndicator ), |
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], |
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OTConstant( 'OT_DATATYPE_MMQUOTE' ) => [ |
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qw( Datatype Timestamp |
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BidSize AskSize BidPrice AskPrice |
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MMID Indicator TickExchange ), |
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], |
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OTConstant( 'OT_DATATYPE_TRADE' ) => [ |
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qw( Datatype Timestamp |
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Price Size Volume SeqNumber |
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Indicator TickIndicator Flags TickExchange ), |
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], |
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OTConstant( 'OT_DATATYPE_BBO' ) => [ |
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qw( Datatype Timestamp |
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Price Size Side ), |
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], |
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OTConstant( 'OT_DATATYPE_OHLC' ) => [ |
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qw( Datatype Timestamp |
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Open High Low Close Volume ), |
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], |
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OTConstant( 'OT_DATATYPE_OHL_TODAY' ) => [ |
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qw( Open High Low ), |
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], |
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OTConstant( 'OT_DATATYPE_CANCEL' ) => [ |
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qw( OrderRef Size ), |
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], |
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OTConstant( 'OT_DATATYPE_CHANGE' ) => [ |
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qw( OrderRef Price Size ), |
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], |
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OTConstant( 'OT_DATATYPE_DELETE' ) => [ |
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qw( OrderRef DeleteType Side ), |
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], |
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OTConstant( 'OT_DATATYPE_EXECUTE' ) => [ |
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qw( OrderRef Size MatchNumber ), |
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], |
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OTConstant( 'OT_DATATYPE_ORDER' ) => [ |
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qw( OrderRef Price Size Side Display ), |
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], |
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OTConstant( 'OT_DATATYPE_PRICELEVEL' ) => [ |
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qw( Price Size Side LevelId ), |
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], |
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OTConstant( 'OT_DATATYPE_PURGE' ) => [ |
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qw( ECNNameRoot ), |
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], |
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OTConstant( 'OT_DATATYPE_REPLACE' ) => [ |
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qw( OrderRef Price Size Side ), |
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], |
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OTConstant( 'OT_DATATYPE_EQ_INIT' ) => [ |
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qw( DataType Currency InstrumentType Company |
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PrevClosePrice PrevCloseDate AnnualHighPrice AnnualHighDate |
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AnnualLowPrice AnnualLowDate EarningsPrice EarningsDate |
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TotalShares AverageVolume CUSIP ISIN |
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IsUPC11830 IsSmallCap IsTestIssue ), |
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], |
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OTConstant('OT_DATATYPE_OPTION_INIT') => [ |
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qw( DataType UnderlyerSymbol Symbol StrikePrice |
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ContractSize ExpYear ExpMonth ExpDay |
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ExerciseStyle UnderlyerCUSIP Currency OptionMarker ), |
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], |
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}; |
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154
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# Valid arguments that can be passed to the constructor. |
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my $valid_args = { |
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requestid => $KEEP, |
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commandid => $KEEP, |
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datatype => $KEEP, |
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data => $KEEP, |
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}; |
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####################################################################### |
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### Public methods ### |
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####################################################################### |
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sub new |
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{ |
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1
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my( $class, @args ) = @_; |
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croak( "$class requires an even number of parameters" ) if( @args & 1 ); |
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171
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my $self = { |
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requestid => undef, |
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commandid => undef, |
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datatype => undef, |
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data => [], |
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}; |
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178
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bless( $self, $class ); |
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$self->initialize( @args ); |
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return( $self ); |
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} |
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sub initialize |
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{ |
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my( $self, %args ) = @_; |
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for( keys( %args ) ) |
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{ |
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$self->{lc $_} = $args{$_} if( exists( $valid_args->{lc $_} ) ); |
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} |
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194
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# SPECIAL CASES FOR 64-BIT SIMULATION. Really stupid. |
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# See POD documentation for details. |
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my @fields; |
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if( defined( $self->{datatype} ) |
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&& ( $self->{datatype} == OTConstant( 'OT_DATATYPE_TRADE' ) |
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|| $self->{datatype} == OTConstant( 'OT_DATATYPE_EQ_INIT' ) |
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|| $self->{datatype} == OTConstant( 'OT_DATATYPE_OHLC' ) ) ) |
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{ |
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@fields = OT64bit( $self->{datatype} ); |
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} |
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$self->_expand_64bit_fields( @fields ) if( @fields ); |
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# END special case |
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return; |
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} |
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####################################################################### |
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### Accessor methods ### |
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####################################################################### |
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214
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# Requires an arrayref (row) of data to store. |
215
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sub set_data |
216
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{ |
217
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1
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1
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my $self = shift; |
218
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1
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50
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4
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my $data = ref( $_[0] ) eq 'ARRAY' ? $_[0] : [ @_ ]; |
219
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220
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$self->{data} = $data; |
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1
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return( scalar( @{ $self->{data} = $data } ) ); |
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2
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223
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} |
224
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225
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sub set_datatype |
226
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{ |
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1
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308
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my( $self, $datatype ) = @_; |
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1
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50
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6
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return unless( $datatype =~ /^\d+$/ ); |
229
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1
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return( $self->{datatype} = $datatype ); |
231
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} |
232
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233
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sub set_command_id |
234
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{ |
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1
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1
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my( $self, $cmd_id ) = @_; |
236
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237
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1
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3
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return( $self->{commandid} = $cmd_id ); |
238
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} |
239
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240
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sub get_data |
241
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{ |
242
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3
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3
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1
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300
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my $self = shift; |
243
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244
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3
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100
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12
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if( ref( $_[0] ) eq 'ARRAY' ) |
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100
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245
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{ |
246
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1
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2
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@{$_[0]} = @{ $self->get_data_as_arrayref() }; |
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1
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3
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1
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3
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247
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1
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1
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return( @{ $_[0] } ); |
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1
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4
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248
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} |
249
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elsif( ref( $_[0] ) eq 'HASH' ) |
250
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{ |
251
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1
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2
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%{$_[0]} = %{ $self->get_data_as_hashref() }; |
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1
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4
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1
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4
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252
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1
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3
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return( keys( %{ $_[0] } ) ); |
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1
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5
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253
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} |
254
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else |
255
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{ |
256
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1
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2
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return( @{ $self->{data} } ); |
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1
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5
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257
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} |
258
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} |
259
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260
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sub get_data_as_hashref |
261
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{ |
262
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1
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1
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1
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1
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my( $self ) = @_; |
263
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264
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1
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1
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my %hash; |
265
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1
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2
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@hash{ $self->get_field_names() } = @{ $self->{data} }; |
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1
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3
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266
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267
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1
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4
|
return( \%hash ); |
268
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} |
269
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|
270
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|
sub get_data_as_arrayref |
271
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{ |
272
|
1
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1
|
1
|
3
|
return( $_[0]->get_raw_data() ); |
273
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|
|
} |
274
|
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|
275
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|
|
sub get_raw_data |
276
|
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|
|
{ |
277
|
3
|
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|
3
|
1
|
6
|
my( $self ) = @_; |
278
|
|
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|
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|
279
|
3
|
|
|
|
|
15
|
return( $self->{data} ); |
280
|
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|
|
} |
281
|
|
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|
282
|
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|
|
sub as_string |
283
|
|
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|
|
{ |
284
|
2
|
|
|
2
|
1
|
3
|
my( $self, $separator ) = @_; |
285
|
|
|
|
|
|
|
|
286
|
2
|
100
|
|
|
|
8
|
$separator = ' ' unless( defined( $separator ) ); |
287
|
|
|
|
|
|
|
|
288
|
2
|
|
|
|
|
3
|
return( join( $separator, @{ $self->{data} } ) ); |
|
2
|
|
|
|
|
12
|
|
289
|
|
|
|
|
|
|
} |
290
|
|
|
|
|
|
|
|
291
|
|
|
|
|
|
|
sub get_field_names |
292
|
|
|
|
|
|
|
{ |
293
|
23
|
|
|
23
|
1
|
210
|
my( $self ) = @_; |
294
|
|
|
|
|
|
|
|
295
|
16
|
|
|
|
|
65
|
my @fields = $self->{datatype} |
296
|
|
|
|
|
|
|
? exists( $field_datatypes->{ $self->{datatype} } ) |
297
|
7
|
|
|
|
|
28
|
? @{ $field_datatypes->{ $self->{datatype} } } |
298
|
|
|
|
|
|
|
: () |
299
|
|
|
|
|
|
|
: exists( $field_names->{ $self->{commandid} } ) |
300
|
23
|
50
|
|
|
|
104
|
? @{ $field_names->{ $self->{commandid} } } |
|
|
50
|
|
|
|
|
|
|
|
100
|
|
|
|
|
|
301
|
|
|
|
|
|
|
: (); |
302
|
|
|
|
|
|
|
# give them only enough field names to correspond with data! |
303
|
2
|
|
|
|
|
6
|
@fields = @fields[0..$#{ $self->{data} }] |
|
23
|
|
|
|
|
67
|
|
304
|
23
|
100
|
|
|
|
33
|
if( $#{$self->{data}} < scalar( @fields ) ); |
305
|
|
|
|
|
|
|
|
306
|
23
|
|
|
|
|
182
|
return( @fields ); |
307
|
|
|
|
|
|
|
} |
308
|
|
|
|
|
|
|
|
309
|
|
|
|
|
|
|
sub get_command_id |
310
|
|
|
|
|
|
|
{ |
311
|
3
|
|
|
3
|
1
|
6
|
my( $self ) = @_; |
312
|
|
|
|
|
|
|
|
313
|
3
|
|
|
|
|
18
|
return( $self->{commandid} ); |
314
|
|
|
|
|
|
|
} |
315
|
|
|
|
|
|
|
|
316
|
|
|
|
|
|
|
sub get_command_name |
317
|
|
|
|
|
|
|
{ |
318
|
2
|
|
|
2
|
1
|
9
|
my( $self ) = @_; |
319
|
|
|
|
|
|
|
|
320
|
2
|
|
|
|
|
8
|
return( OTCommand( $self->{commandid} ) ); |
321
|
|
|
|
|
|
|
} |
322
|
|
|
|
|
|
|
|
323
|
|
|
|
|
|
|
sub get_request_id |
324
|
|
|
|
|
|
|
{ |
325
|
3
|
|
|
3
|
1
|
6
|
my( $self ) = @_; |
326
|
|
|
|
|
|
|
|
327
|
3
|
|
|
|
|
11
|
return( $self->{requestid} ); |
328
|
|
|
|
|
|
|
} |
329
|
|
|
|
|
|
|
|
330
|
|
|
|
|
|
|
sub get_datatype |
331
|
|
|
|
|
|
|
{ |
332
|
1
|
|
|
1
|
1
|
2
|
my( $self ) = @_; |
333
|
|
|
|
|
|
|
|
334
|
1
|
|
|
|
|
5
|
return( $self->{datatype} ); |
335
|
|
|
|
|
|
|
} |
336
|
|
|
|
|
|
|
|
337
|
|
|
|
|
|
|
# is this an EOD record? |
338
|
|
|
|
|
|
|
sub is_eod |
339
|
|
|
|
|
|
|
{ |
340
|
2
|
|
|
2
|
1
|
7
|
my( $self ) = @_; |
341
|
|
|
|
|
|
|
|
342
|
2
|
|
|
|
|
14
|
return( OTeod( $self->{datatype} ) ); |
343
|
|
|
|
|
|
|
} |
344
|
|
|
|
|
|
|
|
345
|
|
|
|
|
|
|
### |
346
|
|
|
|
|
|
|
### Private methods |
347
|
|
|
|
|
|
|
### |
348
|
|
|
|
|
|
|
|
349
|
|
|
|
|
|
|
sub _expand_64bit_fields |
350
|
|
|
|
|
|
|
{ |
351
|
3
|
|
|
3
|
|
7
|
my( $self, @fields ) = @_; |
352
|
|
|
|
|
|
|
|
353
|
3
|
|
|
|
|
24
|
$self->{data}->[$_] = asc2longlong( $self->{data}->[$_] ) for( @fields ); |
354
|
|
|
|
|
|
|
|
355
|
3
|
|
|
|
|
9
|
return; |
356
|
|
|
|
|
|
|
} |
357
|
|
|
|
|
|
|
|
358
|
|
|
|
|
|
|
1; |
359
|
|
|
|
|
|
|
|
360
|
|
|
|
|
|
|
__END__ |