Class WebSocketFeed

java.lang.Object

com.quantfinlib.feed.WebSocketFeed

All Implemented Interfaces:

AutoCloseable

public final class WebSocketFeed
extends Object
implements AutoCloseable

Live market data over WebSocket into the HftMarketDataBus — the last mile that lets the capture/replay, paper-trading and analytics stack run on real ticks. Pure JDK (java.net.http WebSocket client), pluggable FeedParser per exchange (BinanceTradeParser ships as the reference), automatic reconnection with exponential backoff, and an optional subscription message for exchanges that require one after connecting.

Wire once, and everything downstream just works:

 HftMarketDataBus bus = new HftMarketDataBus();
 TickCapture capture = TickCapture.attach(bus, Path.of("session.qflt"));
 bus.start();
 try (WebSocketFeed feed = new WebSocketFeed(
         BinanceTradeParser.streamUri("BTCUSDT", "ETHUSDT"),
         new BinanceTradeParser(), bus)) {
     feed.start();
     // strategies subscribe to the bus; the session is being recorded
 }
 

Threading: the JDK invokes WebSocket listener methods sequentially per connection, and reconnect epochs never overlap, so the bus's single-producer contract holds. Published tick timestamps are the exchange's event time (millis → nanos), so recorded sessions replay with true market pacing.

Constructor Summary

Constructors

Constructor	Description
WebSocketFeed(URI endpoint, FeedParser parser, HftMarketDataBus bus)

Method Summary

Modifier and Type	Method	Description
void	close()
boolean	isConnected()
long	messagesReceived()
long	reconnectCount()
void	start()	Connects and blocks until the first connection is established.
void	start(Duration timeout)
long	tradesPublished()
WebSocketFeed	withReconnect(int maxAttempts, long initialBackoffMillis)
WebSocketFeed	withSubscribeMessage(String message)	Text frame sent right after connecting (exchanges with subscribe protocols).

Methods inherited from class java.lang.Object

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

Constructor Details

WebSocketFeed

public WebSocketFeed(URI endpoint,
 FeedParser parser,
 HftMarketDataBus bus)

Method Details

withSubscribeMessage

public WebSocketFeed withSubscribeMessage(String message)

Text frame sent right after connecting (exchanges with subscribe protocols).

withReconnect

public WebSocketFeed withReconnect(int maxAttempts,
 long initialBackoffMillis)

start

public void start()
           throws IOException

Connects and blocks until the first connection is established.

Throws:

IOException

start

public void start(Duration timeout)
           throws IOException

Throws:

IOException

isConnected

public boolean isConnected()

messagesReceived

public long messagesReceived()

tradesPublished

public long tradesPublished()

reconnectCount

public long reconnectCount()

close

public void close()

Specified by:

close in interface AutoCloseable