tagging release 3.279

Author: dxcity

ReleaseNotes.txt

@@ -1,3 +1,12 @@
+QDS 3.279:
+
+* [QD-1182] [Schedule] Add ability to specify schedule for short days
+* [QD-1200] dxFeed API: Move OpenInterest field from DailyCandle to Candle
+* [QD-1199] dxFeed webservice: Migrate to cometd 4.0.4 and jetty 9.4.18
+* [QD-1196] SSLEngineImpl wrap/unwrap deadlock workaround
+  - External synchronization is applied for internally used javax.net.ssl.SSLEnginge by default and can be controlled
+    by JVM parameter "-Dcom.devexperts.connector.codec.ssl.synchronizeSSLEngine=true|false"
+* [QD-1193] Deadlock: Indexer vs IndexerFunction initialization circular dependencies
 
 QDS 3.278:
 

auth/pom.xml

@@ -14,7 +14,7 @@
     <parent>
         <artifactId>QD</artifactId>
         <groupId>com.devexperts.qd</groupId>
-        <version>3.278</version>
+        <version>3.279</version>
         <relativePath>../pom.xml</relativePath>
     </parent>
     <modelVersion>4.0.0</modelVersion>

dxfeed-api/pom.xml

@@ -14,7 +14,7 @@
 	<parent>
 		<artifactId>QD</artifactId>
 		<groupId>com.devexperts.qd</groupId>
-		<version>3.278</version>
+		<version>3.279</version>
 		<relativePath>../pom.xml</relativePath>
 	</parent>
 	<modelVersion>4.0.0</modelVersion>

dxfeed-api/src/main/java/com/dxfeed/event/candle/Candle.java

@@ -11,19 +11,26 @@
  */
 package com.dxfeed.event.candle;
 
-import javax.xml.bind.annotation.*;
-import javax.xml.bind.annotation.adapters.XmlJavaTypeAdapter;
-
 import com.devexperts.util.TimeFormat;
 import com.devexperts.util.TimeUtil;
 import com.dxfeed.api.DXFeedTimeSeriesSubscription;
 import com.dxfeed.api.osub.TimeSeriesSubscriptionSymbol;
-import com.dxfeed.event.*;
+import com.dxfeed.event.IndexedEvent;
+import com.dxfeed.event.IndexedEventSource;
+import com.dxfeed.event.LastingEvent;
+import com.dxfeed.event.TimeSeriesEvent;
 import com.dxfeed.impl.XmlCandleSymbolAdapter;
 import com.dxfeed.impl.XmlTimeAdapter;
 import com.dxfeed.model.AbstractIndexedEventModel;
 import com.dxfeed.model.TimeSeriesEventModel;
 
+import javax.xml.bind.annotation.XmlElement;
+import javax.xml.bind.annotation.XmlRootElement;
+import javax.xml.bind.annotation.XmlSchemaType;
+import javax.xml.bind.annotation.XmlTransient;
+import javax.xml.bind.annotation.XmlType;
+import javax.xml.bind.annotation.adapters.XmlJavaTypeAdapter;
+
 /**
  * Candle event with open, high, low, close prices and other information for a specific period.
  * Candles are build with a specified {@link CandlePeriod} using a specified {@link CandlePrice} type
@@ -59,6 +66,8 @@
  * <li>{@link #getAskVolume() askVolume} - bid volume in this candle;
  * <li>{@link #getAskVolumeAsDouble() askVolumeAsDouble} - bid volume in this candle as floating number with fractions;
  * <li>{@link #getImpVolatility() impVolatility} - implied volatility;
+ * <li>{@link #getOpenInterest() openInterest} - open interest;
+ * <li>{@link #getOpenInterestAsDouble()} () openInterestAsDouble} - open interest as floating number with fractions;
  * </ul>
  *
  * <h3><a name="eventFlagsSection">Event flags, transactions and snapshots</a></h3>
@@ -91,7 +100,7 @@
 @XmlType(propOrder = {
 	"eventSymbol", "eventTime", "eventFlags", "index", "time", "sequence",
 	"count", "open", "high", "low", "close", "volumeAsDouble", "VWAP",
-	"bidVolumeAsDouble", "askVolumeAsDouble", "impVolatility"
+	"bidVolumeAsDouble", "askVolumeAsDouble", "impVolatility", "openInterestAsDouble"
 })
 public class Candle implements TimeSeriesEvent<CandleSymbol>, LastingEvent<CandleSymbol> {
 	private static final long serialVersionUID = 3;
@@ -129,6 +138,7 @@ public class Candle implements TimeSeriesEvent<CandleSymbol>, LastingEvent<Candl
 	private double bidVolume = Double.NaN;
 	private double askVolume = Double.NaN;
 	private double impVolatility = Double.NaN;
+	private double openInterest = Double.NaN;
 
 	/**
 	 * Creates new candle with default values.
@@ -496,6 +506,40 @@ public void setImpVolatility(double impVolatility) {
 		this.impVolatility = impVolatility;
 	}
 
+	/**
+	 * Returns open interest.
+	 * @return open interest.
+	 */
+	@XmlTransient
+	public long getOpenInterest() {
+		return (long) openInterest;
+	}
+
+	/**
+	 * Changes open interest.
+	 * @param openInterest open interest.
+	 */
+	public void setOpenInterest(long openInterest) {
+		this.openInterest = openInterest;
+	}
+
+	/**
+	 * Returns open interest as floating number with fractions.
+	 * @return open interest in this candle as floating number with fractions.
+	 */
+	@XmlElement(name = "openInterest")
+	public double getOpenInterestAsDouble() {
+		return openInterest;
+	}
+
+	/**
+	 * Changes open interest as floating number with fractions.
+	 * @param openInterest open interest as floating number with fractions.
+	 */
+	public void setOpenInterestAsDouble(double openInterest) {
+		this.openInterest = openInterest;
+	}
+
 	/**
 	 * Returns string representation of this candle.
 	 * @return string representation of this candle.
@@ -521,6 +565,7 @@ String baseFieldsToString() {
 			", bidVolume=" + bidVolume +
 			", askVolume=" + askVolume +
 			", impVolatility=" + impVolatility +
+			", openInterest=" + openInterest +
 			"";
 	}
 }

dxfeed-api/src/main/java/com/dxfeed/event/candle/DailyCandle.java

@@ -14,23 +14,17 @@
 import javax.xml.bind.annotation.XmlRootElement;
 
 /**
- * Candle with an additional properties that are collected for optionable indices, stocks, and futures on a
- * daily basis. See {@link Candle}.
+ * In previous versions this class has represented candle with an additional properties that are collected for
+ * optionable indices, stocks, and futures on a daily basis, for example implied volatility or open interest.
+ * All additional properties were moved to {@link Candle} class.
  *
- * <h3>Properties</h3>
- *
- * {@code DailyCandle} event has the following properties in addition to {@link Candle}
- *
- * <ul>
- * <li>{@link #getOpenInterest() openInterest} - open interest;
- * </ul>
+ * @deprecated use {@link Candle} instead.
  */
+@Deprecated
 @XmlRootElement(name = "DailyCandle")
 public class DailyCandle extends Candle {
 	private static final long serialVersionUID = 0;
 
-	private long openInterest;
-
 	/**
 	 * Creates new daily candle with default values.
 	 */
@@ -44,30 +38,12 @@ public DailyCandle(CandleSymbol eventSymbol) {
 		super(eventSymbol);
 	}
 
-	/**
-	 * Returns open interest.
-	 * @return open interest.
-	 */
-	public long getOpenInterest() {
-		return openInterest;
-	}
-
-	/**
-	 * Changes open interest.
-	 * @param openInterest open interest.
-	 */
-	public void setOpenInterest(long openInterest) {
-		this.openInterest = openInterest;
-	}
-
 	/**
 	 * Returns string representation of this daily candle.
 	 * @return string representation of this daily candle.
 	 */
 	@Override
 	public String toString() {
-		return "DailyCandle{" + baseFieldsToString() +
-			", openInterest=" + openInterest +
-			"}";
+		return "DailyCandle{" + baseFieldsToString() + "}";
 	}
 }

dxfeed-api/src/main/java/com/dxfeed/schedule/Schedule.java

@@ -489,8 +489,12 @@ private static final class SessionDef {
 			this.end = end;
 		}
 
-		Session create(Day day, Calendar calendar, long time) {
-			return new Session(day, type, start.get(calendar, time), end.get(calendar, time));
+		Session create(Day day, Calendar calendar, long time, long startShift, long endShift) {
+			long start = this.start.get(calendar, time) + startShift;
+			long end = this.end.get(calendar, time) + endShift;
+			if (end <= start)
+				throw new IllegalArgumentException("start=" + start + " >= end=" + end);
+			return new Session(day, type, start, end);
 		}
 
 		public String toString() {
@@ -576,6 +580,8 @@ private static void fillGap(String scheduleDefinition, List<SessionDef> s, int i
 		}
 	}
 
+	private static final Pattern SDS_EC_PATTERN = Pattern.compile("ec[0-9]{4}");
+
 	final String def;
 	private String name;
 	private Calendar calendar;
@@ -584,6 +590,7 @@ private static void fillGap(String scheduleDefinition, List<SessionDef> s, int i
 
 	private LongHashSet holidays;
 	private LongHashSet shortdays;
+	private long earlyClose;
 	private DayDef[] weekDays;
 	private LongHashMap<DayDef> specialDays;
 
@@ -616,6 +623,15 @@ private void init() {
 		TimeZone timeZone = TimeZone.getTimeZone(tz);
 		LongHashSet holidays = readDays(defaults.holidays, props.get("hd"));
 		LongHashSet shortdays = readDays(defaults.shortdays, props.get("sd"));
+		String sds = props.get("sds");
+		long earlyClose;
+		if (sds == null || sds.isEmpty()) {
+			earlyClose = 0;
+		} else if (SDS_EC_PATTERN.matcher(sds).matches()) {
+			earlyClose = new TimeDef(def, sds.substring(2)).offset();
+		} else {
+			throw new IllegalArgumentException("unknown short day strategy for " + def);
+		}
 		String td = props.get("td");
 		if (td == null)
 			td = "12345";
@@ -656,6 +672,7 @@ private void init() {
 			this.dayOffset = dayStart.offset();
 			this.holidays = holidays;
 			this.shortdays = shortdays;
+			this.earlyClose = earlyClose;
 			this.weekDays = weekDays;
 			this.specialDays = specialDays;
 
@@ -706,17 +723,37 @@ private Day createDay(int dayId) {
 		Day day = new Day(this, dayId, yearMonthDay, holiday, shortday, def.resetTime.get(calendar, time));
 		if (holiday)
 			day.setSessions(Collections.singletonList(new Session(day, SessionType.NO_TRADING, def.dayStart.get(calendar, time), def.dayEnd.get(calendar, time))));
-		else if (def.sessions.length == 1)
-			day.setSessions(Collections.singletonList(def.sessions[0].create(day, calendar, time)));
 		else {
 			ArrayList<Session> sessions = new ArrayList<>(def.sessions.length);
-			for (SessionDef s : def.sessions)
-				sessions.add(s.create(day, calendar, time));
+			int lastRegular = (shortday && earlyClose != 0) ? getLastRegularSessionIndex(def) : def.sessions.length;
+			long shift = -1 * earlyClose;
+			for (int i = 0; i < def.sessions.length; i++) {
+				SessionDef session = def.sessions[i];
+				if (i < lastRegular)
+					sessions.add(session.create(day, calendar, time, 0, 0));
+				else if (i == lastRegular)
+					sessions.add(session.create(day, calendar, time, 0, shift));
+				else if (i < def.sessions.length - 1)
+					sessions.add(session.create(day, calendar, time, shift, shift));
+				else
+					sessions.add(session.create(day, calendar, time, shift, 0));
+			}
+			if (lastRegular == def.sessions.length - 1) {
+				long endTime = sessions.get(sessions.size() - 1).getEndTime();
+				sessions.add(new Session(day, SessionType.NO_TRADING, endTime, endTime - shift));
+			}
 			day.setSessions(Collections.unmodifiableList(sessions));
 		}
 		return day;
 	}
 
+	private static int getLastRegularSessionIndex(DayDef def) {
+		for (int i = def.sessions.length - 1; i >= 0; i--)
+			if (def.sessions[i].type == SessionType.REGULAR)
+				return i;
+		return def.sessions.length;
+	}
+
 	private static final LongHashSet EMPTY_SET = new LongHashSet();
 	private static final LongHashMap<DayDef> EMPTY_MAP = new LongHashMap<>();
 

dxfeed-api/src/main/resources/com/dxfeed/schedule/schedule.properties

@@ -11,20 +11,21 @@
 ###
 
 # Last modification date
-date=20190607-154000+0300
+date=20190828-171600+0300
 
 # Default data for Schedule API
 
 tv.NewYork=name=NewYork TimeZone;tz=America/New_York;td=12345;de=+0000
 tv.NewYorkUS=name=NewYork TimeZone with US Holidays;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000
-tv.NewYorkRTH=name=US RTH;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000;rt=0300;0=09301600
-tv.NewYorkETH=name=US ETH;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000;rt=0300;0=p04000930r09301600a16002000
-tv.NewYorkOTC=name=US OTC;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000;rt=0300;0=06001700
+tv.NewYorkRTH=name=US RTH;tz=America/New_York;hd=US;sd=US;sds=ec0300;td=12345;de=+0000;rt=0300;0=09301600
+tv.NewYorkETH=name=US ETH;tz=America/New_York;hd=US;sd=US;sds=ec0300;td=12345;de=+0000;rt=0300;0=p04000930r09301600a16002000
+tv.NewYorkOTC=name=US OTC;tz=America/New_York;hd=US;sd=US;sds=ec0300;td=12345;de=+0000;rt=0300;0=06001700
 
-tv.XASE=name=AMEX;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000;rt=0300;0=09301600
-tv.XNYS=name=NYSE;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000;rt=0300;0=09301600
-tv.XNAS=name=NASDAQ;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000;rt=0300;0=p04000930r09301600a16002000
-tv.XBOS=name=NASDAQ OMX BX;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000;rt=0300;0=p07000930r09301600a16001900
+tv.XASE=name=AMEX;tz=America/New_York;hd=US;sd=US;sds=ec0300;td=12345;de=+0000;rt=0300;0=09301600
+tv.XNYS=name=NYSE;tz=America/New_York;hd=US;sd=US;sds=ec0300;td=12345;de=+0000;rt=0300;0=09301600
+tv.XNAS=name=NASDAQ;tz=America/New_York;hd=US;sd=US;sds=ec0300;td=12345;de=+0000;rt=0300;0=p04000930r09301600a16002000
+tv.XBOS=name=NASDAQ OMX BX;tz=America/New_York;hd=US;sd=US;sds=ec0300;td=12345;de=+0000;rt=0300;0=p07000930r09301600a16001900
+tv.XIEX=name=IEX;tz=America/New_York;hd=US;sd=US;sds=ec0300;td=12345;de=+0000;rt=0300;0=p08000930r09301600a16001700
 
 tv.DJI=name=Dow Jones Indexes;tz=America/New_York;hd=US;sd=US;td=12345;de=1800
 tv.SPI=name=Standard & Poor's Indexes;tz=America/New_York;hd=US;sd=US;td=12345;de=1800
@@ -33,8 +34,8 @@ tv.dxFeedUS=name=dxFeed US Indicators;tz=America/New_York;hd=US;td=12345;de=+000
 
 tv.EquityUS=name=US Equity;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000;rt=0300;0=p04000930r09301600a16002000
 
-tv.OPRA=name=US Options;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000;rt=0300;0=09301600
-tv.OPRA15=name=US Options;tz=America/New_York;hd=US;sd=US;td=12345;de=+0000;rt=0300;0=09301615
+tv.OPRA=name=US Options;tz=America/New_York;hd=US;sd=US;sds=ec0300;td=12345;de=+0000;rt=0300;0=09301600
+tv.OPRA15=name=US Options;tz=America/New_York;hd=US;sd=US;sds=ec0300;td=12345;de=+0000;rt=0300;0=09301615
 
 tv.GLBX=name=CME Globex;tz=America/Chicago;hd=US;td=12345;de=1630
 tv.XCME=name=CME Floor;tz=America/Chicago;hd=US;td=12345;de=1630
@@ -199,7 +200,9 @@ sd.US=\
 20161125,\
 20171124,\
 20180703,20181123,20181224,\
-20190703,20191129,20191224\
+20190703,20191129,20191224,\
+20201127,20201224,\
+20211126
 
 sd.TR=\
 20120818,20121024,\