private void appendCombo(final RequestBuilder builder) {
if (SecurityType.COMBO.equals(contract.getSecurityType())) {
builder.append(contract.getComboLegs().size());
for (final ComboLeg comboLeg : contract.getComboLegs()) {
builder.append(comboLeg.getContractId());
builder.append(comboLeg.getRatio());
builder.append(comboLeg.getOrderAction().getAbbreviation());
builder.append(comboLeg.getExchange());
}
}
}
private void appendUnderlyingCombo(final RequestBuilder builder) {
if (Feature.DELTA_NEUTRAL_COMBO_ORDER.isSupportedByVersion(getServerCurrentVersion())) {
final UnderlyingCombo underComp = contract.getUnderlyingCombo();
if (underComp != null) {
builder.append(true);
builder.append(underComp.getContractId());
builder.append(underComp.getDelta());
builder.append(underComp.getPrice());
} else {
builder.append(false);
}
}
}
private RequestBuilder createRequestBuilder() {
final RequestBuilder builder = new ByteArrayRequestBuilder();
checkDeltaNeutralOrderSupport();
checkContractIdSupport();
builder.append(OutgoingMessageId.MARKET_DATA_SUBSCRIPTION_REQUEST.getId());
builder.append(VERSION);
builder.append(toInternalId(getId()));
appendContract(builder);
appendCombo(builder);
appendUnderlyingCombo(builder);
appendReturnedTickTypeFilters(builder);
builder.append(snapshot);
return builder;
}
private void appendContract(final RequestBuilder builder) {
if (Feature.MARKET_DATA_REQUEST_BY_CONTRACT_ID.isSupportedByVersion(
getServerCurrentVersion())) {
builder.append(contract.getId());
}
builder.append(contract.getSymbol());
builder.append(contract.getSecurityType().getAbbreviation());
builder.append(contract.getExpiry());
builder.append(contract.getStrike());
builder.append(contract.getOptionRight().getName());
builder.append(contract.getMultiplier());
builder.append(contract.getExchange());
builder.append(contract.getPrimaryExchange());
builder.append(contract.getCurrencyCode());
builder.append(contract.getLocalSymbol());
}
private void appendReturnedTickTypeFilters(final RequestBuilder builder) {
String returnedTickTypeFilterCommaSeparatedList = null;
if ((returnedTickTypeFilters != null) && (returnedTickTypeFilters.length > 0)) {
final List<String> returnedTickTypeFilterValues =
Lists.transform(
Lists.newArrayList(returnedTickTypeFilters), returnedTickTypeFilterToStringFunction);
returnedTickTypeFilterCommaSeparatedList =
StringUtils.join(returnedTickTypeFilterValues, ',');
}
builder.append(returnedTickTypeFilterCommaSeparatedList);
}