See: Description
Package | Description |
---|---|
com.caplin.datasource | |
com.caplin.datasource.fields | |
com.caplin.datasource.interfaces | |
com.caplin.datasource.messaging |
Defines the message types that are used by DataSource for Java.
|
com.caplin.datasource.messaging.container |
This package defines the interfaces for sending Container messages.
|
com.caplin.datasource.messaging.mapping |
This package defines the interfaces for sending Mapping messages.
|
com.caplin.datasource.messaging.news |
This package defines the interfaces for sending News messages.
|
com.caplin.datasource.messaging.page |
This package defines the interfaces for sending Page messages.
|
com.caplin.datasource.messaging.permission |
This package defines the interfaces for sending Permission messages.
|
com.caplin.datasource.messaging.record |
This package defines the interfaces for sending Record messages.
|
com.caplin.datasource.messaging.story |
This package defines the interfaces for sending Story messages.
|
com.caplin.datasource.namespace |
Namespaces are used to determine if a subject is of interest to an
DataProvider . |
com.caplin.datasource.publisher |
Defines the methods of providing and publishing data that are used by DataSource for Java.
|
com.caplin.datasource.subscription |
Defines the interfaces and classes that are used by a Java DataSource application when it needs
to subscribe to data provided by another DataSource application.
|
com.caplin.jtm |
Provides the core interfaces and classes that are required to write a Java Transformer module.
|
com.caplin.jtm.exceptions |
Contains all the exceptions specific to the Java Transformer module.
|
com.caplin.jtm.net.udp |
Provides access to the UDP command interface for receiving and sending UDP messages.
|
com.caplin.jtm.persistence |
Provides access to the Persistence interface supported by the Transformer core module "persistence"
|
com.caplin.jtm.pipeline |
Allows a Transformer Module to register methods for availability in Transformer pipelines.
|
com.caplin.jtm.wrappers |
Provides Java classes that wrap around Transformer modules written in C.
|
The Java Transformer Module (JTM) API provides Java developers with the tools necessary to perform business rules and calculations on data updates being passed between applications connected to the DataSource API (DataSource peers such as Caplin Liberator servers). The API for creating DataSource providers and subscriptions is very similar to the Java DataSource API. The JTM supports the same DataSource Message types and shared API structure.
For example, you can use the SDK to do the following:
Each calculation or set of calculations is performed by individual modules connected to a central core. The Transformer Core distributes incoming data to the modules that have requested it. It is also a DataSource peer.
A module for Caplin Transformer takes the form of a dynamic library which is loaded on startup or on receipt of a UDP command. A Java module is loaded into a VM started up by the Transformer Core, configured from a file. When a module requests data, the data sink element of the Transformer Core forwards the request to that peer or set of peers which can provide it. When an update occurs, the Core extracts the returned data from the DataSource API and sends it to the module for processing.
The module can then output the transformed data to the Core for distribution.
There are two main steps to using the Transformer Module SDK:
Follow the links on the table below for information on the following topics:
The TransformerModule
is the main interface for the Transformer Module Java SDK. This interface
must be implemented by a developer, and the resulting class should be the one
referenced
in the transformer.conf file.
In addition, a reference to the TransformerAccessor
passed into the Transformer module initialise method
must be kept in order to access the main interfaces
needed to communicate with the Transformer Core.
In order for Caplin Transformer to supply updated information to a module, the module has to tell the Core that it has interest in a particular set of symbols. The Core then makes an active request for the symbols from DataSource applications connected to the DataSource API, unless a requested symbol is already within the its memory (i.e. another module has requested it), in which case your module will receive the data without it being rerequesting from the data source.
The TransformerAccessor
object allows
a module to create active and broadcast subscriptions using the Transformer Core. This
can be done using familiar DataSource Java API methods, createActiveSubscription and
createBroadcastSubscription. The API differs in one way, where it is necessary to call
subscribe() on the subscription object returned by the creation call to initialise the
subscription.
If you specify wildcards in the object name pattern (for example /LO/* for all symbols on the London Stock Exchange), the data cannot be requested from any peers: your module must wait for the information to come into the Transformer Core. Only if the exact symbol is known can an active request be made to a DataSource peer (for example /LO/BAY). Wildcards are particularly useful for listening for broadcast data however, which will come into the Transformer Core without being actively requested by any module.
Example:
SubscriptionListener subListener
= new LondonSubscriptionListener(); TransformerActiveSub activeSubscription = transformerAccessor.createActiveSubscription("/LO/*", subListener); activeSubscription.subscribe(); |
public class LondonSubscriptionListener implements SubscriptionListener {
public void recordUpdated(Subscription subscription, Peer peer, RecordMessage message) {} public void recordType2Updated(Subscription subscription, Peer peer, RecordType2Message message) {} public void recordType3Updated(Subscription subscription, Peer peer, RecordType3Message message) {} public void genericMessageUpdated(Subscription subscription, Peer peer, GenericMessage message) {} public void permissionUpdated(Subscription subscription, Peer peer, PermissionMessage message) {} public void newsUpdated(Subscription subscription, Peer peer, NewsMessage message) {} public void storyUpdated(Subscription subscription, Peer peer, StoryMessage message) {} public void containerUpdated(Subscription subscription, Peer peer, ContainerMessage message) {} public void pageUpdated(Subscription subscription, Peer peer, PageMessage message) {} public void subjectErrorReceived(Subscription subscription, Peer peer, SubjectErrorEvent subjectErrorEvent) {} public void subjectStatusReceived(Subscription subscription, Peer peer, SubjectStatusEvent subjectStatusEvent) {} } |
The TransformerAccessor
object
allows a module to register and deregister itself as a provider of data using the createActivePublisher methods.
createActivePublisher is very similar to the DataSourceJava equivalent. However, the
TransformerPublisher
object returned provides extra methods for
publishing DataSource Message objects with additional Transformer flags, PublishFlag
.
Creating an active publisher:
DataProvider chartingProvider = new ChartingDataProvider(); transformerAccessor.createActivePublisher("/CHART/*", chartingProvider); |
public class ChartingDataProvider implements DataProvider |
Every exchange uses a different set of symbols to identify the various financial instruments that are traded. Object name patterns enable you to search all available symbols and return a list of those fitting your search criteria.
Patterns may contain asterisk "*" and question mark "?" wildcards. The asterisk will match any number of characters, whilst the question mark will match any one character.
For example:
The DataCache
class provides
a module access the data that is cached within the Transformer core. This data
might be useful for helping with calculations based on an update that has just
been received.
The latest values for an object can be retrieved from the Transformer Core
using the get(objectName)
method. The message type can be accessed by calling getMessageType on the returned message object.
If necessary, the Message can be cast to the appropriate DataSource message type
.
To find out which objects are available in the Core, the getObjectNames(objectNamePattern)
method can be used.
Example:
Message vodafoneData = transformerAccessor.getDataCache().get("/LO/VOD"); |
The method getLastUpdateTime(objectName)
returns the last time an update was received
for this symbol. This can be used to create modules which output
data regarding time periods for use in charts.
Once a Message
is sent to the Transformer core, its memory is freed.
To send new Message updates to the Transformer core, new Messages must be constructed using the publisher
MessageFactory
object.
Fields can be updated using the DataSource message API methods. For example, a subclass of RecordMessage
provides the following methods:
Example:
public class FieldModificationSubscriptionListener implements SubscriptionListener {
|
The Caplin Transformer core can output data in the following ways:
TransformerPublisher
returned when creating an active publisher. It is also possible to publish messages without creating an active publisher. This can
be done using the global publisher attained through getGlobalPublisher
.
Example:
String objectName = "/LO/CPLN";
Publisher publisher = transformerAccessor.getGlobalPublisher(); RecordMessage record = publisher.getMessageFactory().createRecordType1Message(objectName); record.setField("CompanyName", "Caplin Systems Limited"); record.setField("Currency", "GBP"); record.setField("Volume", "0"); publisher.publishToSubscribedPeers(record); |
To load a Transformer Java Module, the following configuration settings should be added to the Core's configuration file etc/transformer.conf:
Note: For more information on these and other parameters, and how the Transformer Core is configured, please refer to the Transformer Core Administrator's Guide.
The example configuration below loads a Transformer Module implemented in a Java class, examples.first.FirstTransformerModule.
add-module jtm_DS5 # Configuration of Java
class to be loaded # Configuration of the JVM |
To add other startup options for the JVM, multiple configuration lines beginning jvm-options may be specified. For example, to enable socket debugging on port 9955 the following configuration options could be added:
jvm-options -Xdebug |
To load a second Transformer Java Module, make a copy of jtm_DS5.so (found in the lib folder), and add a second add-javaclass entry. The class-id parameter must be set to the name of the copied file (jtm_DS5_2 in the example below).
For example, if jtm_DS5.so were copied as jtm_DS5_2.so, a second module could be loaded by:
add-module jtm_DS5_2.so add-javaclass |
The UDPAccessor
allows
a module to send UDP commands and to add or remove its own listeners for UDP
commands.
Listeners associated with a certain UDP message will be informed each time that command is executed.
If a particular listener is added multiple times for the same command, then it will be informed of a single execution of that command multiple times. When a listener that has been added multiple times for the same command is deleted, only the first occurrence Listeners will be removed. If one particular listener is used to listen to multiple commands, it can identify which command was executed from the first command argument (which is always the command itself).
UDP commands that may be useful to a Transformer module include the following:
Other commands can be sent by a Transformer module; the Transformer core will send these to any other modules that are listening for them.
Example:
// tell the Transformer Core to write its memory out to
disk transformerAccessor.getUDPAccessor().send("memory_write"); |
TransformerAccessor provides a getLogger() method which returns a java.util.logging.Logger that can be used to write messages to the Transformer module's log file.
Use Level
when setting the log level.
Example:
transformerAccessor.getLogger().log(Level.SEVERE, "This is an error message"); |
Please send bug reports and comments to Caplin support