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Copy pathorderStreaming.java
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365 lines (322 loc) · 13.8 KB
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import java.io.BufferedReader;
import java.io.FileInputStream;
import java.io.IOException;
import java.io.InputStream;
import java.io.InputStreamReader;
import java.net.URL;
import java.net.URLConnection;
import java.security.KeyManagementException;
import java.security.KeyStore;
import java.security.KeyStoreException;
import java.security.NoSuchAlgorithmException;
import java.security.cert.Certificate;
import java.security.cert.CertificateException;
import java.security.cert.CertificateFactory;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;
import java.util.Properties;
import javax.net.ssl.SSLContext;
import javax.net.ssl.TrustManagerFactory;
import org.apache.commons.codec.DecoderException;
import org.apache.commons.codec.binary.Hex;
import org.apache.commons.codec.digest.DigestUtils;
import org.apache.http.Header;
import org.apache.http.HttpEntity;
import org.apache.http.HttpHeaders;
import org.apache.http.HttpResponse;
import org.apache.http.client.ClientProtocolException;
import org.apache.http.client.ResponseHandler;
import org.apache.http.client.methods.HttpPost;
import org.apache.http.entity.StringEntity;
import org.apache.http.impl.client.CloseableHttpClient;
import org.apache.http.impl.client.HttpClients;
import org.apache.http.message.BasicHeader;
import org.apache.http.util.EntityUtils;
import org.codehaus.jackson.map.DeserializationConfig;
import org.codehaus.jackson.map.ObjectMapper;
import org.codehaus.jackson.map.annotate.JsonSerialize.Inclusion;
// Note: Following libraries are required:
//
// 1) 'jackson-all-xxx.jar' with MAVEN dependency: groupId 'org.codehaus.jackson', artifactId 'jackson' and version 1.9.9
// or download from main project at 'http://www.java2s.com/Code/Jar/j/Downloadjacksonall199jar.htm'
//
// 2) 'httpclient-xxx.jar' with MAVEN dependency: groupId 'org.apache.httpcomponents', artifactId 'fluent-hc' and version 4.5
// or download from main project at 'https://hc.apache.org'
public class orderStreaming {
private static final boolean ssl = true;
private static final String URL = "/getOrder";
private static String domain;
private static String url_stream;
//private static String url_polling;
private static String url_challenge;
private static String url_token;
private static String user;
private static String password;
private static String authentication_port;
private static String request_port;
private static String ssl_cert;
private static String challenge;
private static String token;
private static int interval;
public static class hftRequest {
public getAuthorizationChallengeRequest getAuthorizationChallenge;
public getAuthorizationTokenRequest getAuthorizationToken;
public getOrderRequest getOrder;
public hftRequest( String user) {
this.getAuthorizationChallenge = new getAuthorizationChallengeRequest(user);
}
public hftRequest( String user, String challengeresp ) {
this.getAuthorizationToken = new getAuthorizationTokenRequest(user, challengeresp);
}
public hftRequest( String user, String token, List<String> security, List<String> tinterface, List<String> type, int interval ) {
this.getOrder = new getOrderRequest(user, token, security, tinterface, type, interval);
}
}
public static class hftResponse{
public getAuthorizationChallengeResponse getAuthorizationChallengeResponse;
public getAuthorizationTokenResponse getAuthorizationTokenResponse;
public getOrderResponse getOrderResponse;
}
public static class getAuthorizationChallengeRequest {
public String user;
public getAuthorizationChallengeRequest( String user ) {
this.user = user;
}
}
public static class getAuthorizationChallengeResponse {
public String challenge;
public String timestamp;
}
public static class getAuthorizationTokenRequest {
public String user;
public String challengeresp;
public getAuthorizationTokenRequest( String user, String challengeresp ) {
this.user = user;
this.challengeresp = challengeresp;
}
}
public static class getAuthorizationTokenResponse {
public String token;
public String timestamp;
}
public static class getOrderRequest {
public String user;
public String token;
public List<String> security;
public List<String> tinterface;
public List<String> type;
public int interval;
public getOrderRequest( String user, String token, List<String> security, List<String> tinterface, List<String> type, int interval ) {
this.user = user;
this.token = token;
this.security = security;
this.tinterface = tinterface;
this.type = type;
this.interval = interval;
}
}
public static class getOrderResponse {
public int result;
public String message;
public List<orderTick> order;
public orderHeartbeat heartbeat;
public String timestamp;
}
public static class orderTick {
public int tempid;
public String orderid;
public String fixid;
public String account;
public String tinterface;
public String security;
public int pips;
public int quantity;
public String side;
public String type;
public double limitprice;
public int maxshowquantity;
public String timeinforce;
public int seconds;
public int milliseconds;
public String expiration;
public double finishedprice;
public int finishedquantity;
public String commcurrency;
public double commission;
public double priceatstart;
public int userparam;
public String status;
public String reason;
}
public static class orderHeartbeat {
public List<String> security;
public List<String> tinterface;
}
public static void main(String[] args) throws IOException, DecoderException, CertificateException, NoSuchAlgorithmException, KeyStoreException, KeyManagementException {
// get properties from file
getProperties();
final ObjectMapper mapper = new ObjectMapper();
List<Header> headers = new ArrayList<Header>();
headers.add( new BasicHeader(HttpHeaders.CONTENT_TYPE, "application/json") );
headers.add( new BasicHeader(HttpHeaders.ACCEPT, "application/json") );
CloseableHttpClient client=null;
if (ssl){
// get certificate
CertificateFactory cf = CertificateFactory.getInstance("X.509");
URL url = new URL(ssl_cert);
URLConnection connection = url.openConnection();
InputStream in = connection.getInputStream();
Certificate cert = cf.generateCertificate(in);
//System.out.println("Cert:\n===================\n" + cert.getPublicKey().toString() + "\n");
in.close();
TrustManagerFactory tmf = TrustManagerFactory.getInstance(TrustManagerFactory.getDefaultAlgorithm());
KeyStore ks = KeyStore.getInstance(KeyStore.getDefaultType());
ks.load(null); // You don't need the KeyStore instance to come from a file.
ks.setCertificateEntry("cert", cert);
tmf.init(ks);
SSLContext sslContext = SSLContext.getInstance("TLS");
sslContext.init(null, tmf.getTrustManagers(), null);
client = HttpClients.custom().setSSLContext(sslContext).setDefaultHeaders(headers).build();
}
else{
client = HttpClients.custom().setDefaultHeaders(headers).build();
}
// Create a custom response handler
ResponseHandler<String> responseHandler = new ResponseHandler<String>() {
@Override
public String handleResponse(final HttpResponse httpresponse) throws ClientProtocolException, IOException {
int status = httpresponse.getStatusLine().getStatusCode();
if (status >= 200 && status < 300) {
HttpEntity entity = httpresponse.getEntity();
// --------------------------------------------------------------
// Wait for continuous responses from server (streaming)
// --------------------------------------------------------------
try {
InputStreamReader stream = new InputStreamReader(entity.getContent());
BufferedReader bufferedReader = new BufferedReader(stream);
String line = null;
while ((line = bufferedReader.readLine()) != null) {
hftResponse response = mapper.readValue(line, hftResponse.class);
if (response.getAuthorizationChallengeResponse != null){
challenge = response.getAuthorizationChallengeResponse.challenge;
return null;
}
if (response.getAuthorizationTokenResponse != null){
token = response.getAuthorizationTokenResponse.token;
return null;
}
if (response.getOrderResponse != null){
if (response.getOrderResponse.timestamp != null){
System.out.println("Response timestamp: " + response.getOrderResponse.timestamp + " Contents:");
}
if (response.getOrderResponse.order!= null){
for (orderTick tick : response.getOrderResponse.order){
System.out.println("TempId: " + tick.tempid + " OrderId: " + tick.orderid + " Security: " + tick.security + " Account: " + tick.account + " Quantity: " + tick.quantity + " Type: " + tick.type + " Side: " + tick.side + " Status: " + tick.status);
}
}
if (response.getOrderResponse.heartbeat!= null){
System.out.println("Heartbeat!");
}
if (response.getOrderResponse.message != null){
System.out.println("Message from server: " + response.getOrderResponse.message);
}
}
}
}
catch (IOException e) { e.printStackTrace(); }
catch (Exception e) { e.printStackTrace(); }
return entity != null ? EntityUtils.toString(entity) : null;
} else {
throw new ClientProtocolException("Unexpected response status: " + status);
}
}
};
try {
hftRequest hftrequest;
StringEntity request;
HttpPost httpRequest;
// get challenge
hftrequest = new hftRequest(user);
mapper.setSerializationInclusion(Inclusion.NON_NULL);
mapper.configure(DeserializationConfig.Feature.ACCEPT_SINGLE_VALUE_AS_ARRAY, true);
request = new StringEntity(mapper.writeValueAsString(hftrequest));
System.out.println(mapper.writeValueAsString(hftrequest));
httpRequest = new HttpPost(domain + ":" + authentication_port + url_challenge);
httpRequest.setEntity(request);
client.execute(httpRequest, responseHandler);
// create challenge response
byte[] a = Hex.decodeHex(challenge.toCharArray());
byte[] b = password.getBytes();
byte[] c = new byte[a.length + b.length];
System.arraycopy(a, 0, c, 0, a.length);
System.arraycopy(b, 0, c, a.length, b.length);
byte[] d = DigestUtils.sha1(c);
String challengeresp = Hex.encodeHexString(d);
// get token with challenge response
hftrequest = new hftRequest(user, challengeresp);
mapper.setSerializationInclusion(Inclusion.NON_NULL);
mapper.configure(DeserializationConfig.Feature.ACCEPT_SINGLE_VALUE_AS_ARRAY, true);
request = new StringEntity(mapper.writeValueAsString(hftrequest));
System.out.println(mapper.writeValueAsString(hftrequest));
httpRequest = new HttpPost(domain + ":" + authentication_port + url_token);
httpRequest.setEntity(request);
client.execute(httpRequest, responseHandler);
// -----------------------------------------
// Prepare and send a order request
// -----------------------------------------
hftrequest = new hftRequest(user, token, Arrays.asList("EUR/USD", "GBP/JPY", "GBP/USD"), null, null, interval);
mapper.setSerializationInclusion(Inclusion.NON_NULL);
mapper.configure(DeserializationConfig.Feature.ACCEPT_SINGLE_VALUE_AS_ARRAY, true);
request = new StringEntity(mapper.writeValueAsString(hftrequest));
System.out.println(mapper.writeValueAsString(hftrequest));
httpRequest = new HttpPost(domain + ":" + request_port + url_stream + URL);
httpRequest.setEntity(request);
client.execute(httpRequest, responseHandler);
} finally {
client.close();
}
}
public static void getProperties(){
Properties prop = new Properties();
InputStream input = null;
try {
input = new FileInputStream("config.properties");
prop.load(input);
url_stream = prop.getProperty("url-stream");
//url_polling = prop.getProperty("url-polling");
url_challenge = prop.getProperty("url-challenge");
url_token = prop.getProperty("url-token");
user = prop.getProperty("user");
password = prop.getProperty("password");
interval = Integer.parseInt(prop.getProperty("interval"));
if (ssl){
domain = prop.getProperty("ssl-domain");
authentication_port = prop.getProperty("ssl-authentication-port");
request_port = prop.getProperty("ssl-request-port");
ssl_cert = prop.getProperty("ssl-cert");
}
else{
domain = prop.getProperty("domain");
authentication_port = prop.getProperty("authentication-port");
request_port = prop.getProperty("request-port");
}
}
catch (IOException ex) {
ex.printStackTrace();
}
finally {
if (input != null) {
try {
input.close();
}
catch (IOException e) {
e.printStackTrace();
}
}
}
}
public orderStreaming() {
super();
}
}
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