private void setTimeZone(String line) throws JBookTraderException {
String timeZone = line.substring(line.indexOf('=') + 1);
TimeZone tz = TimeZone.getTimeZone(timeZone);
if (!tz.getID().equals(timeZone)) {
String msg =
"The specified time zone " + "\"" + timeZone + "\"" + " does not exist." + LINE_SEP;
msg += "Examples of valid time zones: " + " America/New_York, Europe/London, Asia/Singapore.";
throw new JBookTraderException(msg);
}
sdf = new SimpleDateFormat("MMddyyHHmmss");
// Enforce strict interpretation of date and time formats
sdf.setLenient(false);
sdf.setTimeZone(tz);
}
private MarketSnapshot toMarketDepth(String line) throws JBookTraderException, ParseException {
List<String> tokens = fastSplit(line);
if (tokens.size() != COLUMNS) {
String msg = "The line should contain exactly " + COLUMNS + " comma-separated columns.";
throw new JBookTraderException(msg);
}
String dateTime = tokens.get(0) + tokens.get(1);
String dateTimeWithoutSeconds = dateTime.substring(0, 10);
if (dateTimeWithoutSeconds.equals(previousDateTimeWithoutSeconds)) {
// only seconds need to be set
int milliSeconds = 1000 * Integer.parseInt(dateTime.substring(10));
long previousMilliSeconds = previousTime % 60000;
time = previousTime + (milliSeconds - previousMilliSeconds);
} else {
time = sdf.parse(dateTime).getTime();
previousDateTimeWithoutSeconds = dateTimeWithoutSeconds;
}
if (time <= previousTime) {
String msg =
"Timestamp of this line is before or the same as the timestamp of the previous line.";
throw new JBookTraderException(msg);
}
double balance = Double.parseDouble(tokens.get(2));
double price = Double.parseDouble(tokens.get(3));
int volume = Integer.parseInt(tokens.get(4));
return new MarketSnapshot(time, balance, price, volume);
}
