Proof of concept: read pricing stream from Oanda

This commit is contained in:
2018-04-04 22:51:26 -07:00
parent e9274006b2
commit 1e23e1c437
5 changed files with 112 additions and 9 deletions

1
.gitignore vendored
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@ -1,2 +1,3 @@
/.gradle /.gradle
/build /build
/bin/

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@ -24,7 +24,8 @@ dependencies {
// Use JUnit test framework // Use JUnit test framework
testCompile 'junit:junit:4.12' testCompile 'junit:junit:4.12'
implementation 'com.espertech:esper:7.0.0' implementation 'com.espertech:esper:7.1.0'
implementation 'com.oanda.v20:v20:3.0.21'
} }
// In this section you declare where to find the dependencies of your project // In this section you declare where to find the dependencies of your project

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@ -29,3 +29,41 @@ gradle init --type java-application
#+BEGIN_SRC shell #+BEGIN_SRC shell
./gradlew build ./gradlew build
#+END_SRC #+END_SRC
#+BEGIN_SRC shell
./gradlew run
#+END_SRC
* Get sample data
#+BEGIN_SRC shell
curl -H "Authorization: Bearer 9a480f0b83e987f4015cf0846790c7d9-695ced635526744abd61bdf0e2ae8b71" https://stream-fxpractice.oanda.com/v3/accounts/101-001-7935538-001/pricing/stream\?instruments\=USD_CAD
#+END_SRC
#+BEGIN_SRC javascript
{"type":"PRICE",
"time":"2018-03-06T03:55:26.327901133Z",
"bids":[{"price":"1.29728","liquidity":10000000}],
"asks":[{"price":"1.29744","liquidity":10000000}],
"closeoutBid":"1.29728",
"closeoutAsk":"1.29744",
"status":"tradeable",
"tradeable":true,
"instrument":"USD_CAD"}
{"type":"HEARTBEAT","time":"2018-03-06T03:55:38.607009935Z"}
{"type":"PRICE","time":"2018-03-06T03:55:43.572975078Z","bids":[{"price":"1.29727","liquidity":10000000}],"asks":[{"price":"1.29745","liquidity":10000000}],"closeoutBid":"1.29727","closeoutAsk":"1.29745","status":"tradeable","tradeable":true,"instrument":"USD_CAD"}
{"type":"HEARTBEAT","time":"2018-03-06T03:55:43.625479422Z"}
{"type":"PRICE","time":"2018-03-06T03:55:43.635882478Z","bids":[{"price":"1.29726","liquidity":10000000}],"asks":[{"price":"1.29745","liquidity":10000000}],"closeoutBid":"1.29726","closeoutAsk":"1.29745","status":"tradeable","tradeable":true,"instrument":"USD_CAD"}
#+END_SRC
* eclim server
http://eclim.org/install.html
start with:
#+BEGIN_SRC shell
/home/alx/eclipse/java-oxygen/eclipse/eclimd
#+END_SRC

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@ -1,12 +1,75 @@
/* import java.io.BufferedReader;
* This Java source file was generated by the Gradle 'init' task. import java.io.IOException;
*/ import java.io.InputStreamReader;
import java.net.MalformedURLException;
import java.net.SocketTimeoutException;
import java.net.URL;
import java.net.URLConnection;
import java.net.URLEncoder;
import javax.net.ssl.HttpsURLConnection;
//import com.espertech.esper.client.*;
public class App { public class App {
public String getGreeting() {
return "Hello world.";
}
public static void main(String[] args) { public static void main(String[] args) {
System.out.println(new App().getGreeting());
//EPServiceProvider engine = EPServiceProviderManager.getDefaultProvider();
try {
String[] instruments = new String[] {"USD_CAD", "EUR_USD", "USD_JPY"};
String query = String.format("instruments=%s",
URLEncoder.encode(String.join(",", instruments), "UTF-8"));
openConnection("https://stream-fxpractice.oanda.com/v3/accounts/101-001-7935538-001/pricing/stream?" + query);
} catch (IOException e) {
e.printStackTrace();
}
}
private static void openConnection(String urlStr)
throws IOException
{
HttpsURLConnection httpConn = null;
String line = null;
try {
URL url = new URL(urlStr);
URLConnection urlConn = url.openConnection();
if (!(urlConn instanceof HttpsURLConnection)) {
throw new IOException ("URL is not an Https URL");
}
httpConn = (HttpsURLConnection)urlConn;
httpConn.setAllowUserInteraction(false);
httpConn.setInstanceFollowRedirects(true);
httpConn.setRequestMethod("GET");
httpConn.setReadTimeout(50 * 1000);
httpConn.setRequestProperty("Authorization", "Bearer 9a480f0b83e987f4015cf0846790c7d9-695ced635526744abd61bdf0e2ae8b71");
BufferedReader is =
new BufferedReader(new InputStreamReader(httpConn.getInputStream()));
while ((line = is.readLine( )) != null) {
System.out.println(line);
// Message msg = Message.obtain();
// msg.what=1;
// msg.obj=line;
// mhandler.sendMessage(msg);
}
} catch (MalformedURLException e) {
e.printStackTrace();
} catch(SocketTimeoutException e){
e.printStackTrace();
} catch (IOException e) {
e.printStackTrace();
//Message msg = Message.obtain();
//msg.what=2;
//BufferedInputStream in = new BufferedInputStream(httpConn.getErrorStream());
//line = new String(readStream(in));
//msg.obj = line;
//mhandler.sendMessage(msg);
} finally {
httpConn.disconnect();
}
} }
} }

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@ -7,6 +7,6 @@ import static org.junit.Assert.*;
public class AppTest { public class AppTest {
@Test public void testAppHasAGreeting() { @Test public void testAppHasAGreeting() {
App classUnderTest = new App(); App classUnderTest = new App();
assertNotNull("app should have a greeting", classUnderTest.getGreeting()); //assertNotNull("app should have a greeting", classUnderTest.getGreeting());
} }
} }