Candle Socket Relay

The candle socket relay records quotes and ticks from the JMS server and converts these to candles. Converted candles are sent out over a tcp socket. Other applications, like an R based application can connect on this TCP socket and will receive the latest candles once they are sent out.

Parameters

The following parameters can be passed as system properties to the CandleSocketRelay class through -D...=...

JMS_HOST: Specifies the host name or IP of the JMS server to be user. Default is localhost
JMS_PORT: Same as above, but it's just the port. Default is 7676
SPECIFICATION_ID: Which instrument id should be recorded? Default is 86
LISTENER_PORT: on which port should this application listens for socket connections? Default is 13431 
MAX_CANDLES: How many candles to keep in memory, default is 200

Communication protocol

Generated candles are relayed in a very straight forward CSV format: timestamp in nanos;open;high;low;close;volume

End of data is signalled through a dot.

Example: 

1285404000000000000;125.42249341263795;125.58812575354762;125.17265423006333;125.58812575354762;5600.0
1285404060000000000;125.52646959556242;125.87095984159743;124.21995902563026;124.462004335288;10900.0
1285404120000000000;124.37683506653032;125.04568959095286;124.128864812878;124.329102279917;11300.0
1285404180000000000;124.3694069739485;125.79471581155795;124.36185501575969;125.54941642500647;11400.0
1285404240000000000;125.58057594233351;125.64478802242705;124.78192463024347;124.91140752163726;9700.0
1285404300000000000;124.93078317421815;125.18194698496124;124.31272682851657;125.16980337091222;11500.0
.

Starting it

sh runCandleRelay.sh