ATS_Esper/src/main/java/EsperProcessor.java

import java.util.Arrays;
import java.util.stream.Collectors;

import com.espertech.esper.client.Configuration;
import com.espertech.esper.client.EPServiceProvider;
import com.espertech.esper.client.EPServiceProviderManager;
import com.espertech.esper.client.EPStatement;
import com.espertech.esper.client.StatementAwareUpdateListener;
import com.espertech.esper.client.UpdateListener;
import com.espertech.esper.client.time.CurrentTimeEvent;

import org.joda.time.DateTime;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;

import ats.orders.MarketOrderRequest;
import ats.plugin.OHLCEvent;
import ats.plugin.OHLCPlugInViewFactory;


public class EsperProcessor implements TickProcessor {
    final Logger log = LoggerFactory.getLogger(EsperProcessor.class);
    EPServiceProvider engine;
    TradingManager trader;


    public EsperProcessor(String epl, TradingManager trader) {
        this.trader = trader;
        Configuration config = new Configuration();

        // disable esper's internal clock.  we use tick data for our
        // sense of time.
        config.getEngineDefaults().getThreading().setInternalTimerEnabled(false);

        // register event types defined in java classes
        config.addEventType(TickEvent.class);
        config.addEventType(OHLCEvent.class);
        config.addEventType(DateTime.class);

        // add OHLC plugin
        config.addPlugInView("ATS", "OHLC", OHLCPlugInViewFactory.class.getName());

        engine = EPServiceProviderManager.getDefaultProvider(config);

        addStatements(epl);

        // addLogStatement("TickEvent");

        addLogStreamHandler();

        // respond to long entry events
        addStatement("select * from LongEntryDistinct",
                     (newData, oldData) -> {
                         String instrument = (String)newData[0].get("instrument");
                         Integer units = (Integer)newData[0].get("units");
                         trader.placeOrder(new MarketOrderRequest(instrument, units));

                         log.debug("Long entry triggered: {} of {} at price {} at time {}",
                                   units,
                                   instrument,
                                   newData[0].get("current"),
                                   newData[0].get("time"));
                     });
    }

    /**
     * Split a (possibly) multiline string of EPL statements into one
     * statement per string.  Statements are separated by at least one
     * blank line.
     */
    private static String[] splitStatements(String str) {
        return str.split("(\\r?\\n){2,}");
    }

    /**
     *  Split a string into individual lines.
     */
    private static String[] splitLines(String str) {
        return str.split("\\r?\\n");
    }

    /**
     * Return true if the given string is a comment.
     */
    private static boolean isComment(String str) {
        return str.matches("^\\s*//.*") || str.matches("^\\s*--.*");
    }

    /**
     * Return true if the given string is only whitespace.
     */
    private static boolean isEmpty(String str) {
        return str.matches("^\\s*$");
    }

    /**
     * Remove any inline epl comment from a given line.
     */
    private static String removeInlineComment(String s) {
		return s.replaceAll("--.*$", "");
	}

    /**
     * Remove comment lines from the string.
     */
    private static String filterComments(String str) {
        return Arrays.stream(splitLines(str))
            .filter(s -> !isComment(s))
            .map(s -> removeInlineComment(s))
            .collect(Collectors.joining("\n"));
    }

	/**
     * Given a string with (possibly) multiple statements, split and
     * add individually.
     */
    private void addStatements(String epl) {
        for (String s : splitStatements(filterComments(epl))) {
            if (!isEmpty(s))
                addStatement(s);
        }
    }

    /**
     * Add a single EPL statement to the Esper engine.
     */
    private EPStatement addStatement(String epl) {
        return addStatement(epl, (UpdateListener)null);
    }

    /**
     * Add a single EPL statement to the Esper engine with a listener
     * to respond to the Statement.
     */
    private EPStatement addStatement(String epl, UpdateListener listener) {
        // log.debug("Adding statement: {}", epl);

        EPStatement statement = engine.getEPAdministrator().createEPL(epl);

        if (listener != null) {
            statement.addListener(listener);
        }

        return statement;
    }

    /**
     * Add a simple EPL statement to the Esper engine that logs any
     * event that matches the event name.
     */
    private EPStatement addLogStreamHandler() {
        return addStatement("select * from LogStream",
                            (newData, oldData) -> {
                                log.debug("{}: {}", newData[0].get("stream"), newData[0].get("event"));
                            });
    }

    /**
     * Add a simple EPL statement to the Esper engine that logs any
     * event that matches the event name.
     */
    private EPStatement addLogStatement(String name) {
        return addStatement("select * from " + name,
                            (newData, oldData) -> {
                                log.debug("{}: {}", name, newData[0].getUnderlying());
                            });
    }

    /**
     * Add a single EPL statement to the Esper engine with a listener
     * to respond to the Statement.
     */
    private EPStatement addStatement(String epl, StatementAwareUpdateListener listener) {
        // log.debug("Adding statement aware statement: {}", epl);

        EPStatement statement = engine.getEPAdministrator().createEPL(epl);

        if (listener != null) {
            statement.addListener(listener);
        }

        return statement;
    }

    /**
     * Send a single TickEvent to Esper.
     */
    public void process(TickEvent tick) {
        process(new CurrentTimeEvent(tick.getTime().getMillis()));
        engine.getEPRuntime().sendEvent(tick);
    }

    /**
     * Update Esper's internal clock.
     */
    public void process(CurrentTimeEvent timeEvent) {
        engine.getEPRuntime().sendEvent(timeEvent);
    }
}