Skip to content

Latest commit

 

History

History
105 lines (59 loc) · 2.91 KB

README.md

File metadata and controls

105 lines (59 loc) · 2.91 KB
Raw

streaming-marketdata-java

A Java library for accessing Barchart's streaming market data feed

A remote server vends Barchart's market data feed. This client library uses socket.io to access the feed and allows clients to:

  • Request basic Profile data for individual symbols
  • Subscribe to Quote updates for individual symbols

Setup

The project can be built with maven. Please refer to the pom.xml file in the barchart-streaming-client directory.

cd [project-directory]/barchart-streaming-client
mvn clean
mvn install

Example

A simple example can be found in the barchart-streaming-client-test directory. There is no need to include this project with your application.

Please refer to the main method of:

com.barchart.streaming.test.StreamingTestClient

Usage

The Barchart market data server uses socket.io[http://socket.io] endpoints. This library is a convenience-wrapper. So, instead of making the socket.io connection directly, consumers can make single-line method calls to perform asynchronous operations (e.g. subscribe quotes, subscribe prices, get profile).

Simple Java Example

MarketSocketConnection c = new MarketSocketConnection();
c.connect();

final MutableQuote tsla = new BasicMutableQuote("TSLA");
			
c.subscribeToPriceChanges(tsla.getSymbol(), new Action<Synchronizer<MutableQuote>>() {
	@Override
	public void execute(Synchronizer<MutableQuote> synchronizer) {
		synchronizer.synchronize(tsla);
	}
});

Object Model

com.barchart.streaming.connection.MarketSocketConnection

Manages the underlying connection to the JERQ market data server, gracefully handling any network connectivity issues.

Three primary operations exist:

  • subscribeToQuotes - Creates a subscription for a symbol. Changes are published when any property of the Quote changes. This method updates very frequently.
  • subscribeToPriceChanges - Creates a subscription for a symbol. Changes are published only when a trade occurs at a different price level. This method updates far less frequently than the "subscribeToQuotes" method.
  • requestProfile - Asynchronous lookup symbol metadata.

All operations are thread-safe.

com.barchart.streaming.data.MutableQuote

The contract for an instrument quote that can be updated.

Each time the quote changes, a Synchronizer will be generated. This synchronizer will update any properties of the MutableQuote which have changed.

The implementation of this interface is the responsibility of the client. In a user interface, setter methods could be written to perform data-binding.

com.barchart.common.data.Synchronizer

A thread-safe mechanism for updating a data structure.

Environments

Staging

The staging environment can be used for testing.

jerq-aggregator-stage.aws.barchart.com

Production

The production environment has not been defined.

Questions

Please email bryan.ingle@barchart.com.