WritePriceData.java

package simplePriceFeed;

import com.ib.client.EClientSocket;

import java.sql.Connection;
import java.sql.PreparedStatement;
import java.sql.ResultSet;
import java.sql.Statement;
import java.sql.SQLException;
import java.util.Date;


public class WritePriceData {
	public static final int NULL=0, LOOK=1<<0, LONG=1<<1, SHORT=1<<2, WAIT_FILL=1<<3, WAIT_CANCEL=1<<4;
	public int sysState = NULL;
	private final RequestPriceData data;
	private final EClientSocket socket;
	private final Connection sqlConnection;
	private Statement statement = null;
	private PreparedStatement preparedStatement = null;
	private ResultSet resultSet = null;
	private double prevLastPrice;
	private int bugCounter;
	
	private static int nextOrderId = 1;

	WritePriceData(RequestPriceData data, EClientSocket socket, 
		Connection sqlConnection) {
		this.data = data;
		this.socket = socket;
		this.sqlConnection = sqlConnection;
		sysState = LOOK;
	}

	void check() {
		try {
			if (data.cont.m_secType.equals("STK")) {
				// check that lastPrice isn't a bug
				statement = sqlConnection.createStatement();
				resultSet = statement.executeQuery(
					"SELECT last FROM IBAlgoSystem.price WHERE symbol='" 
					+ data.cont.m_symbol + "' AND secType='STK';");
				prevLastPrice = outputLastPrice(resultSet);
				resultSet = statement.executeQuery(
					"SELECT bugCounter FROM IBAlgoSystem.price WHERE symbol='" 
					+ data.cont.m_symbol + "' AND secType='STK';");
				bugCounter = outputBugCounter(resultSet);


				if ((prevLastPrice > 0.0) && 
					(Math.abs(data.lastPrice/prevLastPrice - 1) > 0.1) && 
					(bugCounter < 3)) {
					bugCounter++;
					preparedStatement = sqlConnection.prepareStatement(
						"UPDATE IBAlgoSystem.price SET bugCounter=" 
						+ Integer.toString(bugCounter) + ";");
				} else {
					preparedStatement = sqlConnection.prepareStatement(
						"UPDATE IBAlgoSystem.price SET bid =" 
						+ Double.toString(data.bidPrice) + ", ask =" + 
						Double.toString(data.askPrice) + ", last =" 
						+ Double.toString(data.lastPrice) + ", close =" 
						+ Double.toString(data.closePrice) + 
						", bugCounter = 0, updateTime = " 
						+ Long.toString((new Date()).getTime()) 
						+ " WHERE symbol = '" + data.cont.m_symbol + 
						"' AND secType ='STK' AND currency = '" 
						+ data.cont.m_currency + "';");
				}
			
			} else if (data.cont.m_secType.equals("OPT")) {
				preparedStatement = sqlConnection.prepareStatement(
					"UPDATE IBAlgoSystem.price SET bid =" 
					+ Double.toString(data.bidPrice) + ", ask =" + 
					Double.toString(data.askPrice) + ", last =" 
					+ Double.toString(data.lastPrice) + ", close =" 
					+ Double.toString(data.closePrice) + ", updateTime =" 
					+ Long.toString((new Date()).getTime()) 
					+ " WHERE symbol = '" + data.cont.m_symbol + 
					"' AND secType = 'OPT' AND currency = '" 
					+ data.cont.m_currency + "' AND expiry='" 
					+ data.cont.m_expiry + "' AND strike =" + 
					Double.toString(data.cont.m_strike) + " AND callorput = '" 
					+ data.cont.m_right + "' AND multiplier = '" 
					+ data.cont.m_multiplier + "';");
			}
			preparedStatement.executeUpdate();
		} catch (Exception e) {
            e.printStackTrace();
		}
	}
	

	public double outputLastPrice(ResultSet resultSet) throws SQLException {
        Double lastPrice = -1.0;
        while (resultSet.next()) {
            lastPrice = resultSet.getDouble("last");
        }
        return lastPrice;
    }

	public int outputBugCounter(ResultSet resultSet) throws SQLException {
        int bugCounter = 0;
        while (resultSet.next()) {
            bugCounter = resultSet.getInt("bugCounter");
        }
        return bugCounter;
    }
}