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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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1472
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use strict; |
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use warnings; |
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84
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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 $DELETE ); |
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6101
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### |
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### Variables |
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### |
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($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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37
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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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42
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OTConstant('OT_LOGOUT') => [], # none |
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43
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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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46
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OTConstant('OT_REQUEST_HIST_TICKS') => [], |
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47
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OTConstant('OT_REQUEST_LIST_EXCHANGES') => [ |
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48
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qw( ExchangeCode ExchangeAvail ExchangeTitle ExchanceDesc ), |
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49
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], |
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50
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OTConstant('OT_REQUEST_LIST_SYMBOLS') => [ |
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51
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qw( Currency Symbol Type Company ), |
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], |
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53
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OTConstant('OT_REQUEST_EQUITY_INIT') => [], |
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54
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# qw( DataType Currency InstrumentType Company |
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55
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# PrevClosePrice PrevCloseDate AnnualHighPrice AnnualHighDate |
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56
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# AnnualLowPrice AnnualLowDate EarningsPrice EarningsDate |
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57
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# TotalShares AverageVolume CUSIP ISIN |
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58
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# IsUPC11830 IsSmallCap IsTestIssue ), |
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59
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# ], |
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60
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OTConstant('OT_REQUEST_OPTION_CHAIN') => [], |
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61
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OTConstant('OT_REQUEST_OPTION_CHAIN_EX') => [], |
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62
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OTConstant('OT_REQUEST_BOOK_STREAM') => [], |
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63
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OTConstant('OT_HEARTBEAT') => [], # none |
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64
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OTConstant('OT_CANCEL_TICK_STREAM') => [], # none |
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65
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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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72
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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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83
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], |
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84
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OTConstant('OT_REQUEST_LIST_SYMBOLS_EX') => [], |
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85
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OTConstant('OT_REQUEST_TICK_SNAPSHOT') => [], |
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86
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OTConstant('OT_REQUEST_OPTION_CHAIN_SNAPSHOT') => [], |
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87
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}; |
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89
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my $field_datatypes = { |
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90
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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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100
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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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105
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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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113
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OTConstant( 'OT_DATATYPE_OHL_TODAY' ) => [ |
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114
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qw( Open High Low ), |
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], |
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116
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OTConstant( 'OT_DATATYPE_CANCEL' ) => [ |
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qw( OrderRef Size ), |
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], |
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119
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OTConstant( 'OT_DATATYPE_CHANGE' ) => [ |
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120
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qw( OrderRef Price Size ), |
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121
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], |
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122
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OTConstant( 'OT_DATATYPE_DELETE' ) => [ |
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123
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qw( OrderRef DeleteType Side ), |
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], |
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125
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OTConstant( 'OT_DATATYPE_EXECUTE' ) => [ |
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126
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qw( OrderRef Size MatchNumber ), |
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127
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], |
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128
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OTConstant( 'OT_DATATYPE_ORDER' ) => [ |
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129
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qw( OrderRef Price Size Side Display ), |
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130
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], |
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131
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OTConstant( 'OT_DATATYPE_PRICELEVEL' ) => [ |
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132
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qw( Price Size Side LevelId ), |
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], |
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134
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OTConstant( 'OT_DATATYPE_PURGE' ) => [ |
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135
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qw( ECNNameRoot ), |
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136
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], |
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137
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OTConstant( 'OT_DATATYPE_REPLACE' ) => [ |
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138
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qw( OrderRef Price Size Side ), |
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139
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], |
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140
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OTConstant( 'OT_DATATYPE_EQ_INIT' ) => [ |
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141
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qw( DataType Currency InstrumentType Company |
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142
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PrevClosePrice PrevCloseDate AnnualHighPrice AnnualHighDate |
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143
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AnnualLowPrice AnnualLowDate EarningsPrice EarningsDate |
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144
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TotalShares AverageVolume CUSIP ISIN |
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145
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IsUPC11830 IsSmallCap IsTestIssue ), |
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146
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], |
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147
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OTConstant('OT_DATATYPE_OPTION_INIT') => [ |
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148
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qw( DataType UnderlyerSymbol Symbol StrikePrice |
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149
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ContractSize ExpYear ExpMonth ExpDay |
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150
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ExerciseStyle UnderlyerCUSIP Currency OptionMarker ), |
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151
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], |
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152
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}; |
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153
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154
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# Valid arguments that can be passed to the constructor. |
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155
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my $valid_args = { |
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156
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requestid => $KEEP, |
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157
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commandid => $KEEP, |
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158
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datatype => $KEEP, |
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159
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data => $KEEP, |
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160
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}; |
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161
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162
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####################################################################### |
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163
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### Public methods ### |
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164
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####################################################################### |
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165
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166
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sub new |
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167
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{ |
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168
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23
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23
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1
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8703
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my( $class, @args ) = @_; |
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169
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23
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50
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77
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croak( "$class requires an even number of parameters" ) if( @args & 1 ); |
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170
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171
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23
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97
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my $self = { |
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172
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requestid => undef, |
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173
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commandid => undef, |
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174
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datatype => undef, |
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175
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data => [], |
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176
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}; |
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177
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178
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75
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bless( $self, $class ); |
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179
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180
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63
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$self->initialize( @args ); |
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181
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182
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74
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return( $self ); |
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183
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} |
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184
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185
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sub initialize |
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186
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{ |
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187
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23
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23
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1
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124
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my( $self, %args ) = @_; |
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188
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189
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23
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78
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for( keys( %args ) ) |
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190
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{ |
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191
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86
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50
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319
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$self->{lc $_} = $args{$_} if( exists( $valid_args->{lc $_} ) ); |
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192
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} |
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193
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194
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# SPECIAL CASES FOR 64-BIT SIMULATION. Really stupid. |
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195
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# See POD documentation for details. |
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196
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23
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41
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my @fields; |
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197
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23
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100
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100
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128
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if( defined( $self->{datatype} ) |
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66
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198
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&& ( $self->{datatype} == OTConstant( 'OT_DATATYPE_TRADE' ) |
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199
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|| $self->{datatype} == OTConstant( 'OT_DATATYPE_EQ_INIT' ) |
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200
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|| $self->{datatype} == OTConstant( 'OT_DATATYPE_OHLC' ) ) ) |
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201
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{ |
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202
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3
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16
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@fields = OT64bit( $self->{datatype} ); |
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203
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} |
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204
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23
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100
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99
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$self->_expand_64bit_fields( @fields ) if( @fields ); |
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205
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# END special case |
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206
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207
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23
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66
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return; |
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208
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} |
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209
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210
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####################################################################### |
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211
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### Accessor methods ### |
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212
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####################################################################### |
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213
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214
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# Requires an arrayref (row) of data to store. |
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215
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sub set_data |
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216
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{ |
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217
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1
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1
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1
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3
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my $self = shift; |
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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' ? $_[0] : [ @_ ]; |
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219
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220
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1
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2
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$self->{data} = $data; |
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221
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222
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1
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2
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return( scalar( @{ $self->{data} = $data } ) ); |
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1
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2
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223
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} |
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224
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225
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sub set_datatype |
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226
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{ |
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227
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1
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1
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1
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308
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my( $self, $datatype ) = @_; |
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228
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1
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50
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6
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return unless( $datatype =~ /^\d+$/ ); |
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229
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230
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1
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3
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return( $self->{datatype} = $datatype ); |
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231
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} |
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232
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233
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sub set_command_id |
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234
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{ |
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235
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1
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1
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1
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2
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my( $self, $cmd_id ) = @_; |
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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 ); |
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238
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} |
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239
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240
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|
sub get_data |
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241
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{ |
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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; |
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243
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244
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3
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100
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12
|
if( ref( $_[0] ) eq 'ARRAY' ) |
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|
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100
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245
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{ |
|
246
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1
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2
|
@{$_[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
|
1
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1
|
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( $_[0] ) eq 'HASH' ) |
|
250
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|
|
{ |
|
251
|
1
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|
2
|
%{$_[0]} = %{ $self->get_data_as_hashref() }; |
|
|
1
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|
4
|
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|
1
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4
|
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|
252
|
1
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|
3
|
return( keys( %{ $_[0] } ) ); |
|
|
1
|
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|
5
|
|
|
253
|
|
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|
|
} |
|
254
|
|
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|
|
else |
|
255
|
|
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|
|
{ |
|
256
|
1
|
|
|
|
|
2
|
return( @{ $self->{data} } ); |
|
|
1
|
|
|
|
|
5
|
|
|
257
|
|
|
|
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|
|
} |
|
258
|
|
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|
|
} |
|
259
|
|
|
|
|
|
|
|
|
260
|
|
|
|
|
|
|
sub get_data_as_hashref |
|
261
|
|
|
|
|
|
|
{ |
|
262
|
1
|
|
|
1
|
1
|
1
|
my( $self ) = @_; |
|
263
|
|
|
|
|
|
|
|
|
264
|
1
|
|
|
|
|
1
|
my %hash; |
|
265
|
1
|
|
|
|
|
2
|
@hash{ $self->get_field_names() } = @{ $self->{data} }; |
|
|
1
|
|
|
|
|
3
|
|
|
266
|
|
|
|
|
|
|
|
|
267
|
1
|
|
|
|
|
4
|
return( \%hash ); |
|
268
|
|
|
|
|
|
|
} |
|
269
|
|
|
|
|
|
|
|
|
270
|
|
|
|
|
|
|
sub get_data_as_arrayref |
|
271
|
|
|
|
|
|
|
{ |
|
272
|
1
|
|
|
1
|
1
|
3
|
return( $_[0]->get_raw_data() ); |
|
273
|
|
|
|
|
|
|
} |
|
274
|
|
|
|
|
|
|
|
|
275
|
|
|
|
|
|
|
sub get_raw_data |
|
276
|
|
|
|
|
|
|
{ |
|
277
|
3
|
|
|
3
|
1
|
6
|
my( $self ) = @_; |
|
278
|
|
|
|
|
|
|
|
|
279
|
3
|
|
|
|
|
15
|
return( $self->{data} ); |
|
280
|
|
|
|
|
|
|
} |
|
281
|
|
|
|
|
|
|
|
|
282
|
|
|
|
|
|
|
sub as_string |
|
283
|
|
|
|
|
|
|
{ |
|
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__ |