Package markets.alpaca.client.ws.internal

Class AbstractMarketDataStream

java.lang.Object

markets.alpaca.client.ws.internal.AbstractAlpacaStream

markets.alpaca.client.ws.internal.AbstractMarketDataStream

All Implemented Interfaces:

AutoCloseable

Direct Known Subclasses:

AlpacaCryptoStream, AlpacaNewsStream, AlpacaStockStream

public abstract class AbstractMarketDataStream
extends AbstractAlpacaStream

Shared protocol logic for the three market-data WebSocket streams (stock, crypto, and news).

All three streams follow the same message envelope:

1. Server sends [{"T":"success","msg":"connected"}].
2. Client sends {"action":"auth","key":"...","secret":"..."}.
3. Server sends [{"T":"success","msg":"authenticated"}].
4. Client sends subscribe/unsubscribe messages.
5. Server streams data as JSON arrays; each element has a T discriminator.

This class handles the auth/connected handshake, subscription state tracking (updated from confirmed subscription messages), and reconnect-aware re-subscription. Subclasses implement data-message dispatch via dispatchDataMessage(com.google.gson.JsonObject, java.lang.String).

Field Summary

Fields

Modifier and Type	Field	Description
protected static final com.google.gson.Gson	GSON

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AbstractMarketDataStream(okhttp3.OkHttpClient httpClient, AlpacaCredentials credentials)
protected	AbstractMarketDataStream(okhttp3.OkHttpClient httpClient, AlpacaCredentials credentials, AlpacaStreamReconnectPolicy reconnectPolicy)
protected	AbstractMarketDataStream(okhttp3.OkHttpClient httpClient, AlpacaCredentials credentials, AlpacaStreamReconnectPolicy reconnectPolicy, Executor callbackExecutor)
protected	AbstractMarketDataStream(okhttp3.OkHttpClient httpClient, AlpacaCredentials credentials, AlpacaStreamReconnectPolicy reconnectPolicy, Executor callbackExecutor, String streamName)
protected	AbstractMarketDataStream(okhttp3.OkHttpClient httpClient, AlpacaCredentials credentials, AlpacaStreamReconnectPolicy reconnectPolicy, Executor callbackExecutor, ScheduledExecutorService scheduler)

Method Summary

Modifier and Type	Method	Description
protected abstract void	dispatchDataMessage(com.google.gson.JsonObject msg, String type)	Called for each data message element with a non-control T value.
protected Map<String,Set<String>>	getConfirmedSubscriptions()	Returns the current server-confirmed subscriptions, keyed by channel name.
protected final void	handleClose(int code, String reason, boolean willReconnect)	Called when the connection closes, either cleanly or due to an error.
protected abstract void	handleMarketDataClose(int code, String reason, boolean willReconnect)
protected void	handleOpen(okhttp3.WebSocket ws)	Called when the WebSocket connection is open.
protected final void	handleText(okhttp3.WebSocket ws, String text)	Called for each text frame received from the server.
protected abstract void	notifyAuthenticated()
protected abstract void	notifyConnected()
protected abstract void	notifyError(int code, String message)
protected abstract void	notifySubscriptionConfirmed(Map<String,List<String>> subscriptions)
protected void	resubscribeAfterAuth(okhttp3.WebSocket ws)	Called after (re-)authentication to re-subscribe with the previously confirmed state.
protected void	sendSubscriptionMessage(String action, Map<String,Set<String>> payload)	Sends a subscribe or unsubscribe message and returns immediately.

Methods inherited from class markets.alpaca.client.ws.internal.AbstractAlpacaStream

authenticationFuture, authenticationResultFuture, buildRequest, close, closeTerminal, closeTerminal, completeAuthentication, completeAuthentication, connect, handleBytes, invokeCallback, isClosed, isReconnecting, notifyReconnected, notifyReconnecting, requireOpenForCommand, resetReconnectAttempts, send, waitForAuthentication, waitForAuthenticationResult

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

GSON

protected static final com.google.gson.Gson GSON

Constructor Details

AbstractMarketDataStream

protected AbstractMarketDataStream(okhttp3.OkHttpClient httpClient,
 AlpacaCredentials credentials)

AbstractMarketDataStream

protected AbstractMarketDataStream(okhttp3.OkHttpClient httpClient,
 AlpacaCredentials credentials,
 AlpacaStreamReconnectPolicy reconnectPolicy)

AbstractMarketDataStream

protected AbstractMarketDataStream(okhttp3.OkHttpClient httpClient,
 AlpacaCredentials credentials,
 AlpacaStreamReconnectPolicy reconnectPolicy,
 Executor callbackExecutor)

AbstractMarketDataStream

protected AbstractMarketDataStream(okhttp3.OkHttpClient httpClient,
 AlpacaCredentials credentials,
 AlpacaStreamReconnectPolicy reconnectPolicy,
 Executor callbackExecutor,
 String streamName)

AbstractMarketDataStream

protected AbstractMarketDataStream(okhttp3.OkHttpClient httpClient,
 AlpacaCredentials credentials,
 AlpacaStreamReconnectPolicy reconnectPolicy,
 Executor callbackExecutor,
 ScheduledExecutorService scheduler)

Method Details

handleOpen

protected void handleOpen(okhttp3.WebSocket ws)

Description copied from class: AbstractAlpacaStream

Called when the WebSocket connection is open.

Specified by:

handleOpen in class AbstractAlpacaStream

handleText

protected final void handleText(okhttp3.WebSocket ws,
 String text)

Description copied from class: AbstractAlpacaStream

Called for each text frame received from the server.

Specified by:

handleText in class AbstractAlpacaStream

handleClose

protected final void handleClose(int code,
 String reason,
 boolean willReconnect)

Description copied from class: AbstractAlpacaStream

Called when the connection closes, either cleanly or due to an error.

Specified by:

handleClose in class AbstractAlpacaStream

Parameters:

code - WebSocket close code, or -1 for transport failures

reason - human-readable close reason

getConfirmedSubscriptions

protected Map<String,Set<String>> getConfirmedSubscriptions()

Returns the current server-confirmed subscriptions, keyed by channel name.

sendSubscriptionMessage

protected void sendSubscriptionMessage(String action,
 Map<String,Set<String>> payload)

Sends a subscribe or unsubscribe message and returns immediately. The confirmed state is updated when the server responds with a subscription message.

Parameters:

action - "subscribe" or "unsubscribe"

payload - channel-to-symbols map (channels with empty sets are omitted)

resubscribeAfterAuth

protected void resubscribeAfterAuth(okhttp3.WebSocket ws)

Called after (re-)authentication to re-subscribe with the previously confirmed state. Subclasses may override to add their own reconnect-subscribe payload building.

dispatchDataMessage

protected abstract void dispatchDataMessage(com.google.gson.JsonObject msg,
 String type)

Called for each data message element with a non-control T value.

Parameters:

msg - the JSON object for this message

type - the T field value (e.g. "t", "q", "b")

notifyConnected

protected abstract void notifyConnected()

notifyAuthenticated

protected abstract void notifyAuthenticated()

notifySubscriptionConfirmed

protected abstract void notifySubscriptionConfirmed(Map<String,List<String>> subscriptions)

notifyError

protected abstract void notifyError(int code,
 String message)

handleMarketDataClose

protected abstract void handleMarketDataClose(int code,
 String reason,
 boolean willReconnect)