package sample; import org.marketcetera.strategy.java.Strategy; import org.marketcetera.marketdata.MarketDataRequestBuilder; import org.marketcetera.marketdata.Content; /* $License$ */ /** * Strategy that processes market data via CEP. * * @author anshul@marketcetera.com * @version $Id: ProcessData.java 16154 2012-07-14 16:34:05Z colin $ * @since 2.0.0 */ public class ProcessData extends Strategy { private static final String [] SYMBOLS = {"AMZN", "JAVA"}; // Depends on MD - can be other symbols private static final String MARKET_DATA_PROVIDER = "marketcetera"; // Can be activ, bogus, marketcetera private static final String [] CEP_QUERY = {"select t.instrumentAsString as symbol, t.price * t.size as position from trade t"}; private static final String CEP_PROVIDER = "esper"; /** * Executed when the strategy is started. * Use this method to set up data flows * and other initialization tasks. */ @Override public void onStart() { requestProcessedMarketData(MarketDataRequestBuilder.newRequest(). withSymbols(SYMBOLS). withProvider(MARKET_DATA_PROVIDER). withContent(Content.LATEST_TICK).create(), CEP_QUERY, CEP_PROVIDER); } /** * Executed when the strategy receives any other event. * * @param inEvent the received event. */ @Override public void onOther(Object inEvent) { warn("Trade " + inEvent); } }