Merge Repos (#21)

* initial move

* merge configs for docker

* Scaffolding for app in place.

Needs calculator implementations for the methods and valid api urls to fetch dividend yield and risk free interest rate.

* Add attributes we'll need to fill in.

* add greek sample app

* fill in urls for api calls, working without calcs

* risk interest url to be single data point

* group sub

* don't depend on specific contract for example

* Remove not implemented method for now.

* more setup for calc

* method casing

* flip to print all greeks

* order of operations

* calcs

* add one day refresh period

* Start decoupling greeks from current value storage

* Start use of OnUpdated methods

* purge and burninate key

* pass the used value

* No notes on this checkin

* pass the used value

* copy dependencies to target lib

* refactor progress - no compile

* add refresh to cache

* Needs tested. Compiles

* consolidate logging in classes

* switch to only composite example

* removed import

* firehose example

* options delayed

* refresh token every time

* equities always get token

* no delay default

* comment out excessive

* readme update

* version bump

* pom version

.github/workflows/pr.yml

@@ -6,7 +6,7 @@ on:
 
 jobs:
   notify:
-    if: github.event.pull_request.merged == true && github.ref == 'refs/heads/production'
+    if: github.event.pull_request.merged == true && github.ref == 'refs/heads/master'
 
     runs-on: ubuntu-latest
     steps:

Dockerfile

@@ -10,6 +10,9 @@ COPY . /intrinio
 WORKDIR /intrinio
 
 RUN mvn clean compile package install
-RUN cp src/intrinio/config.json target/classes/intrinio/
+RUN cp src/intrinio/realtime/equities/config.json target/classes/intrinio/equities_config.json
+RUN cp src/intrinio/realtime/options/config.json target/classes/intrinio/options_config.json
+RUN apt-get update && apt-get install -y jq
+RUN jq -s 'reduce .[] as $item ({}; . * $item)' target/classes/intrinio/equities_config.json target/classes/intrinio/options_config.json > target/classes/intrinio/config.json
 
 CMD mvn exec:java -Dexec.mainClass="SampleApp.SampleApp"

pom.xml

@@ -2,7 +2,7 @@
   <modelVersion>4.0.0</modelVersion>
   <groupId>com.intrinio</groupId>
   <artifactId>IntrinioRealtimeJavaSDK</artifactId>
-  <version>6.1.0</version>
+  <version>7.0.0</version>
   <packaging>jar</packaging>
   <name>IntrinioRealtimeJavaSDK</name>
   <build>
@@ -44,6 +44,20 @@
           </archive>
         </configuration>
       </plugin>
+      <plugin>
+        <artifactId>maven-dependency-plugin</artifactId>
+        <executions>
+          <execution>
+            <phase>install</phase>
+            <goals>
+              <goal>copy-dependencies</goal>
+            </goals>
+            <configuration>
+              <outputDirectory>${project.build.directory}/lib</outputDirectory>
+            </configuration>
+          </execution>
+        </executions>
+      </plugin>
     </plugins>
   </build>
   <dependencies>

src/SampleApp/CompositeSampleApp.java

@@ -0,0 +1,88 @@
+package SampleApp;
+
+import intrinio.realtime.composite.*;
+
+import java.time.LocalDateTime;
+import java.time.format.DateTimeFormatter;
+import java.util.Timer;
+import java.util.TimerTask;
+
+public class CompositeSampleApp {
+    public static void run(String[] args){
+        String apiKey = "API_KEY_HERE";
+
+        intrinio.realtime.options.Config optionsConfig = null;
+        try{
+            optionsConfig = new intrinio.realtime.options.Config(apiKey, intrinio.realtime.options.Provider.OPRA, null, new String[]{"MSFT", "NVDA", "AAPL"}, 8, false);
+        }catch (Exception e){
+            System.out.println("Error parsing options config: " + e.getMessage());
+            return;
+        }
+
+        intrinio.realtime.equities.Config equitiesConfig = null;
+        try{
+            equitiesConfig = new intrinio.realtime.equities.Config(apiKey, intrinio.realtime.equities.Provider.NASDAQ_BASIC, null, new String[]{"MSFT", "NVDA", "AAPL"}, true, 4);
+        }catch (Exception e){
+            System.out.println("Error parsing equities config: " + e.getMessage());
+            return;
+        }
+
+        //store the most recent values in a simple non-transactional cache that gives contextual information with the event.
+        intrinio.realtime.composite.DataCache currentDataCache = new CurrentDataCache();
+
+        //Initialize Options Client and wire it to the cache
+        //intrinio.realtime.options.OnUnusualActivity optionsUnusualActivityHandler = null;
+        intrinio.realtime.options.Client optionsClient = new intrinio.realtime.options.Client(optionsConfig);
+        optionsClient.setOnTrade(currentDataCache::setOptionsTrade);
+        optionsClient.setOnQuote(currentDataCache::setOptionsQuote);
+        optionsClient.setOnRefresh(currentDataCache::setOptionsRefresh);
+        //optionsClient.setOnUnusualActivity(optionsUnusualActivityHandler);
+
+        //Initialize Equities Client and wire it to the cache
+        intrinio.realtime.equities.OnTrade equitiesTradeHandler = currentDataCache::setEquityTrade;
+        intrinio.realtime.equities.OnQuote equitiesQuoteHandler = currentDataCache::setEquityQuote;
+        intrinio.realtime.equities.Client equitiesClient = new intrinio.realtime.equities.Client(equitiesTradeHandler, equitiesQuoteHandler, equitiesConfig);
+
+        //Display trade events with context
+        currentDataCache.setOnEquitiesTradeUpdated((SecurityData securityData, DataCache dataCache) -> {
+            intrinio.realtime.equities.Client.Log(securityData.getTickerSymbol() + " had a trade and also has " + securityData.getAllOptionsContractData().size() + " active contracts");
+        });
+
+        Runtime.getRuntime().addShutdownHook(new Thread( new Runnable() {
+            public void run() {
+                intrinio.realtime.equities.Client.Log("Stopping sample app");
+                optionsClient.leave();
+                optionsClient.stop();
+                equitiesClient.leave();
+                equitiesClient.stop();
+            }
+        }));
+
+        try{
+            equitiesClient.start();
+            //equitiesClient.joinLobby();
+            equitiesClient.join();
+            optionsClient.start();
+            //optionsClient.joinLobby();
+            optionsClient.join();
+        }catch (Exception e) {
+            e.printStackTrace();
+        }
+
+        Timer timer = new Timer();
+        TimerTask task = new TimerTask() {
+            public void run() {
+                try{
+                    DateTimeFormatter dtf = DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss");
+                    LocalDateTime now = LocalDateTime.now();
+                    String date = dtf.format(now);
+                    intrinio.realtime.options.Client.Log(date + " " + optionsClient.getStats());
+                    intrinio.realtime.equities.Client.Log(date + " " + equitiesClient.getStats());
+                }catch (Exception e){
+                    System.out.println("Error in summary timer: " + e.getMessage());
+                }
+            }
+        };
+        timer.schedule(task, 30000, 30000);
+    }
+}

src/SampleApp/EquitiesQuoteHandler.java

@@ -0,0 +1,46 @@
+package SampleApp;
+
+import java.util.concurrent.ConcurrentHashMap;
+
+class EquitiesQuoteHandler implements intrinio.realtime.equities.OnQuote {
+    private final ConcurrentHashMap<String, Integer> symbols = new ConcurrentHashMap<String, Integer>();
+    private int maxQuoteCount = 0;
+    private intrinio.realtime.equities.Quote maxQuote;
+
+    public int getMaxQuoteCount() {
+        return maxQuoteCount;
+    }
+
+    public intrinio.realtime.equities.Quote getMaxQuote() {
+        return maxQuote;
+    }
+
+    public void onQuote(intrinio.realtime.equities.Quote quote) {
+        symbols.compute(quote.symbol() + ":" + quote.type(), (String key, Integer value) -> {
+            if (value == null) {
+                if (maxQuoteCount == 0) {
+                    maxQuoteCount = 1;
+                    maxQuote = quote;
+                }
+                return 1;
+            } else {
+                if (value + 1 > maxQuoteCount) {
+                    maxQuoteCount = value + 1;
+                    maxQuote = quote;
+                }
+                return value + 1;
+            }
+        });
+    }
+
+    public void tryLog() {
+        if (maxQuoteCount > 0) {
+            intrinio.realtime.equities.Client.Log("Most active quote symbol: %s:%s (%d updates)", maxQuote.symbol(), maxQuote.type(), maxQuoteCount);
+            intrinio.realtime.equities.Client.Log("%s - Quote (type = %s, price = %f, size = %d)",
+                    maxQuote.symbol(),
+                    maxQuote.type(),
+                    maxQuote.price(),
+                    maxQuote.size());
+        }
+    }
+}

src/SampleApp/EquitiesSampleApp.java

@@ -0,0 +1,43 @@
+package SampleApp;
+
+import java.util.Timer;
+import java.util.TimerTask;
+
+public class EquitiesSampleApp {
+    public static void run(String[] args)
+    {
+        intrinio.realtime.equities.Client.Log("Starting sample app");
+        EquitiesTradeHandler equitiesTradeHandler = new EquitiesTradeHandler();
+        EquitiesQuoteHandler equitiesQuoteHandler = new EquitiesQuoteHandler();
+        //intrinio.realtime.equities.Config config = null; //You can either create a config class, or load it from the intrinio/config.json file
+        //try { config = new Config("apiKeyHere", intrinio.realtime.equities.Provider.REALTIME, null, null, false, 2); } catch (Exception e) {e.printStackTrace();}
+        //intrinio.realtime.equities.Client client = new Client(equitiesTradeHandler, equitiesQuoteHandler, config);
+        intrinio.realtime.equities.Client client = new intrinio.realtime.equities.Client(equitiesTradeHandler, equitiesQuoteHandler);
+
+        Runtime.getRuntime().addShutdownHook(new Thread( new Runnable() {
+            public void run() {
+                client.leave();
+                intrinio.realtime.equities.Client.Log("Stopping sample app");
+                client.stop();
+            }
+        }));
+
+        try{
+            client.start();
+            client.join(); //Loads symbols from config
+            //client.join(new String[] {"AAPL", "GOOG", "MSFT"}, false); //specify symbols at runtime
+        }catch (Exception e) {
+            e.printStackTrace();
+        }
+
+        Timer timer = new Timer();
+        TimerTask task = new TimerTask() {
+            public void run() {
+                intrinio.realtime.equities.Client.Log(client.getStats());
+                equitiesTradeHandler.tryLog();
+                equitiesQuoteHandler.tryLog();
+            }
+        };
+        timer.schedule(task, 30000, 30000);
+    }
+}

src/SampleApp/EquitiesTradeHandler.java

@@ -0,0 +1,46 @@
+package SampleApp;
+
+import java.util.concurrent.ConcurrentHashMap;
+
+class EquitiesTradeHandler implements intrinio.realtime.equities.OnTrade {
+    private final ConcurrentHashMap<String, Integer> symbols = new ConcurrentHashMap<String, Integer>();
+    private int maxTradeCount = 0;
+    private intrinio.realtime.equities.Trade maxTrade;
+
+    public int getMaxTradeCount() {
+        return maxTradeCount;
+    }
+
+    public intrinio.realtime.equities.Trade getMaxTrade() {
+        return maxTrade;
+    }
+
+    public void onTrade(intrinio.realtime.equities.Trade trade) {
+        symbols.compute(trade.symbol(), (String key, Integer value) -> {
+            if (value == null) {
+                if (maxTradeCount == 0) {
+                    maxTradeCount = 1;
+                    maxTrade = trade;
+                }
+                return 1;
+            } else {
+                if (value + 1 > maxTradeCount) {
+                    maxTradeCount = value + 1;
+                    maxTrade = trade;
+                }
+                return value + 1;
+            }
+        });
+    }
+
+    public void tryLog() {
+        if (maxTradeCount > 0) {
+            intrinio.realtime.equities.Client.Log("Most active trade symbol: %s (%d updates)", maxTrade.symbol(), maxTradeCount);
+            intrinio.realtime.equities.Client.Log("%s - Trade (price = %f, size = %d, time = %s)",
+                    maxTrade.symbol(),
+                    maxTrade.price(),
+                    maxTrade.size(),
+                    maxTrade.timestamp());
+        }
+    }
+}

src/SampleApp/OptionsQuoteHandler.java

@@ -0,0 +1,11 @@
+package SampleApp;
+
+import java.util.concurrent.atomic.AtomicInteger;
+
+class OptionsQuoteHandler implements intrinio.realtime.options.OnQuote {
+    public AtomicInteger quoteCount = new AtomicInteger(0);
+
+    public void onQuote(intrinio.realtime.options.Quote quote) {
+        quoteCount.incrementAndGet();
+    }
+}

src/SampleApp/OptionsRefreshHandler.java

@@ -0,0 +1,11 @@
+package SampleApp;
+
+import java.util.concurrent.atomic.AtomicInteger;
+
+class OptionsRefreshHandler implements intrinio.realtime.options.OnRefresh {
+    public AtomicInteger rCount = new AtomicInteger(0);
+
+    public void onRefresh(intrinio.realtime.options.Refresh r) {
+        rCount.incrementAndGet();
+    }
+}

src/SampleApp/OptionsSampleApp.java

@@ -0,0 +1,87 @@
+package SampleApp;
+
+import java.time.LocalDateTime;
+import java.time.format.DateTimeFormatter;
+import java.util.Timer;
+import java.util.TimerTask;
+
+public class OptionsSampleApp {
+    public static void run(String[] args)
+    {
+        intrinio.realtime.options.Client.Log("Starting sample app");
+
+        // Create only the handlers/callbacks that you need
+        // These will get registered below
+        OptionsTradeHandler optionsTradeHandler = new OptionsTradeHandler();
+        OptionsQuoteHandler optionsQuoteHandler = new OptionsQuoteHandler();
+        OptionsRefreshHandler optionsRefreshHandler = new OptionsRefreshHandler();
+        OptionsUnusualActivityHandler optionsUnusualActivityHandler = new OptionsUnusualActivityHandler();
+
+        // You can either create a config class or default to using the intrinio/config.json file
+        //intrinio.realtime.options.Config config = null;
+        //try {config = new intrinio.realtime.options.Config("apiKeyHere", intrinio.realtime.options.Provider.OPRA, null, null, 8);} catch (Exception e) {e.printStackTrace();}
+        //intrinio.realtime.options.Client client = new intrinio.realtime.options.Client(config);
+        intrinio.realtime.options.Client client = new intrinio.realtime.options.Client();
+
+        // Register a callback for a graceful shutdown
+        Runtime.getRuntime().addShutdownHook(new Thread( new Runnable() {
+            public void run() {
+                client.leave();
+                intrinio.realtime.options.Client.Log("Stopping sample app");
+                client.stop();
+            }
+        }));
+
+        try {
+            // Register only the callbacks that you want.
+            // Take special care when registering the 'OnQuote' handler as it will increase throughput by ~10x
+            client.setOnTrade(optionsTradeHandler);
+            client.setOnQuote(optionsQuoteHandler);
+            client.setOnRefresh(optionsRefreshHandler);
+            client.setOnUnusualActivity(optionsUnusualActivityHandler);
+
+            // Start the client
+            client.start();
+
+            // Use this to subscribe to a static list of symbols (option contracts) provided in config.json
+            client.join();
+
+            // Use this to subscribe to the entire univers of symbols (option contracts). This requires special permission.
+            //client.joinLobby();
+
+            // Use this to subscribe, dynamically, to an option chain (all option contracts for a given underlying symbol).
+            //client.join("AAPL");
+
+            // Use this to subscribe, dynamically, to a specific option contract.
+            //client.join("AAP___230616P00250000");
+
+            // Use this to subscribe, dynamically, a list of specific option contracts or option chains.
+            //client.join(new String[] {"GOOG__210917C01040000", "MSFT__210917C00180000", "AAPL__210917C00130000", "TSLA"});
+
+        } catch (Exception e) {
+            e.printStackTrace();
+        }
+
+        Timer timer = new Timer();
+        TimerTask task = new TimerTask() {
+            public void run() {
+                DateTimeFormatter dtf = DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss");
+                LocalDateTime now = LocalDateTime.now();
+                String date = dtf.format(now);
+                intrinio.realtime.options.Client.Log(date + " " + client.getStats());
+                String appStats = String.format(
+                        "%s Messages (Trades = %d, Quotes = %d, Refreshes = %d, Blocks = %d, Sweeps = %d, Larges = %d, UnusualSweeps = %d)",
+                        date,
+                        optionsTradeHandler.tradeCount.get(),
+                        optionsQuoteHandler.quoteCount.get(),
+                        optionsRefreshHandler.rCount.get(),
+                        optionsUnusualActivityHandler.blockCount.get(),
+                        optionsUnusualActivityHandler.sweepCount.get(),
+                        optionsUnusualActivityHandler.largeTradeCount.get(),
+                        optionsUnusualActivityHandler.unusualSweepCount.get());
+                intrinio.realtime.options.Client.Log(appStats);
+            }
+        };
+        timer.schedule(task, 10000, 10000);
+    }
+}