StreamLink Container Filter Subscriptions

StreamLink Container Filtering subscriptions enable filtering and sorting of the elements within a container. The filtering and sorting are done with Caplin Xaqua's Transformer component, rather than in the client application.

Filtering

You can filter records based on the value of a single field. For example, the simple filter expression "bid > 5" selects just those records where the field called "bid" has a value greater than 5.

You can define compound ("logical") filters based on a logical combination of simple filters. For example, "(bid > 5) AND (ask < 6)". This filter selects records where the field called "bid" has a value greater than 5 and the "ask" field has a value less than 6.

All the simple filters in a compound filter must be combined using the same logical operation; for example, the following filter expressions are possible:


    (bid > 5) AND (ask < 6) AND (coupon >= 3)
    (bid > 5) AND (ask < 6) AND (coupon >= 3)

Whereas the following filter expression is not supported:


    (bid > 5) AND (ask < 6) OR (coupon >= 3)

Sorting

The records can also be sorted within the container based on the value of a single field.

Implementation

The filtering and sorting capabilities are implemented through the Caplin.StreamLink.Subscription.ExtendedContainer.IExtendedContainerSubscription interface, which extends the standard StreamLink Caplin.StreamLink.Subscription.Container.IContainerSubscription interface.

You create an instance of Caplin.StreamLink.Subscription.ExtendedContainer.IExtendedContainerSubscription directly rather than by using a factory. You can then create an extended parameters object (one of the supplied implementations of Caplin.StreamLink.Subscription.Container.ExtendedParameters.IExtendedParameters) that specifies the filtering and sorting criteria for the elements in the container. There is a factory available for creating extended parameters objects (Caplin.StreamLink.Subscription.Container.ExtendedParameters.ExtendedParametersFactory). Finally, you attach the IExtendedParameters to the IExtendedContainerSubscription, and use the IExtendedContainerSubscription within your application in the same way as a standard IContainerSubscription.

Extended parameters can be changed (for example when a user clicks on a column heading) and the changes will be applied automatically for you.

An IExtendedContainerSubscription that does not have an IExtendedParameters attached to it behaves in the same way as a standard StreamLink IContainerSubscription. So, for ease of development, you may prefer to always use IExtendedContainerSubscriptions in your application, rather than a mix of IExtendedContainerSubscriptions and IContainerSubscriptions.

An Caplin.StreamLink.Subscription.ExtendedContainer.IExtendedContainerSubscription extends the standard StreamLink Caplin.StreamLink.Subscription.Container.IContainerSubscription adding additional semantics for filtering and sorting.

An instance of Caplin.StreamLink.Subscription.ExtendedContainer.IExtendedContainerSubscription instance can be created directly using the new directive. If no extended parameters are set upon it will behave in the same way as a Caplin.StreamLink.Subscription.Container.IContainerSubscription, for ease of development it may be preferable to use this subscription type instead of the type supplied by StreamLink.

Extended parameters are constructed using the Caplin.StreamLink.Subscription.Container.ExtendedParameters.ExtendedParametersFactory and may contain a single field filter or composite logical filters encompassing multiple conditions. Sorting on a single field is also supported.

Extended parameters can be changed (for example when a user clicks on a column heading) and the changes will be applied automatically for you.

Examples

The following example demonstrates how to subscribe to a filtered container:

CopyC#

using Caplin.StreamLink;
using Caplin.StreamLink.Subscription.Container;
using Caplin.StreamLink.Subscription.Container.ExtendedParameters;
using Caplin.StreamLink.Subscription.Container.ExtendedParameters.Filtering;
using Caplin.StreamLink.Subscription.ExtendedContainer;

namespace ContainerFilteringExamples
{
    class FieldFilterExample
    {


        public IExtendedContainerSubscription CreateFieldFilterSubscription(IStreamLink streamLink, IContainerSubscriptionListener listener, string subject)
        {
            IExtendedContainerSubscription sub = new ExtendedContainerSubscription(streamLink.StreamLinkProvider, listener, subject);

            // Create an expression that returns records with a Bid>10
            IFilterExpression expr = ExtendedParametersFactory.CreateFieldFilterExpression("Bid", FieldFilterExpressionOperator.GreaterThan, "10");

            // Set the filter on the subscription
            sub.SetExtendedParameters(expr, null, FilteredUpdateType.Live);

            // .Subscribe can then be called

            return sub;
        }

    }
}

Sorting can also be applied, in this example we sort in ascending numeric order on the Bid field:

CopyC#

using Caplin.StreamLink;
using Caplin.StreamLink.Subscription.Container;
using Caplin.StreamLink.Subscription.Container.ExtendedParameters;
using Caplin.StreamLink.Subscription.Container.ExtendedParameters.Filtering;
using Caplin.StreamLink.Subscription.ExtendedContainer;
using Caplin.StreamLink.Subscription.Container.ExtendedParameters.Sorting;

namespace ContainerFilteringExamples
{
    class FieldFilterAndSortExample
    {


        public IExtendedContainerSubscription CreateFieldFilterSubscription(IStreamLink streamLink, IContainerSubscriptionListener listener, string subject)
        {
            IExtendedContainerSubscription sub = new ExtendedContainerSubscription(streamLink.StreamLinkProvider, listener, subject);

            // Create an expression that returns records with a Bid>10
            IFilterExpression expr = ExtendedParametersFactory.CreateFieldFilterExpression("Bid", FieldFilterExpressionOperator.GreaterThan, "10");

            // Now, create a sort rule
            ISortRule sort = ExtendedParametersFactory.CreateFieldSortRule("Bid", FieldType.Number, SortOrder.Ascending); 

            // Set the filter on the subscription
            sub.SetExtendedParameters(expr, sort, FilteredUpdateType.Live);

            // .Subscribe can then be called

            return sub;
        }

    }
}

Complex logical expressions can also be applied, in the following example we filter on bonds which mature before 1st January 2012 and have a coupon greater than 5%, or any other bond that has a BidYield greater than 6.0:

CopyC#

using Caplin.StreamLink.Subscription.Container.ExtendedParameters.Filtering;
using Caplin.StreamLink.Subscription.Container.ExtendedParameters;
using Caplin.StreamLink.Subscription.ExtendedContainer;
using Caplin.StreamLink;
using Caplin.StreamLink.Subscription.Container;

namespace ContainerFilteringExamples
{
    class LogicalFiltering
    {
        // The following expression filters results based on a single field,
        // returning all bonds with a bid yield greater than 6 -
        // 
        //      filterExpression: BidYield > 6.0
        private IFilterExpression SimpleFilterExpression()
        {
            return (ExtendedParametersFactory.CreateFieldFilterExpression("BidYield", FieldFilterExpressionOperator.GreaterThan, "6"));
        }

        // Composite filter expression can be based on multiple rules, the following
        // returns all bonds which mature before 1st January 2012 and have a coupon greater than 5% -
        // 
        //      filterExpression: (MaturityDate < 20120101) AND (CpnRate > 5.0)
        private IFilterExpression CompositeFilterExpression()
        {
            ILogicalFilterExpression resultant = ExtendedParametersFactory.CreateLogicalFilterExpression(LogicalFilterExpressionOperator.AND);
            resultant.AddExpression(ExtendedParametersFactory.CreateFieldFilterExpression("CpnRate", FieldFilterExpressionOperator.GreaterThan, "5"));
            resultant.AddExpression(ExtendedParametersFactory.CreateFieldFilterExpression("MaturityDate", FieldFilterExpressionOperator.LessThan, "20100101"));
            return resultant;
        }

        // Another composite filter expression return all bonds that mature before 1st January 2012
        //  and have a coupon greater than 5%, or any other bond which has a BidYield greater than 6.0.
        //      
        //      filterExpression: [(MaturityDate < 20120101) AND (CpnRate > 5.0)] OR (BidYield > 6.0)
        private IFilterExpression ComplexFilterExpression()
        {
            ILogicalFilterExpression resultant = ExtendedParametersFactory.CreateLogicalFilterExpression(LogicalFilterExpressionOperator.OR);
            resultant.AddExpression(CompositeFilterExpression());
            resultant.AddExpression(SimpleFilterExpression());
            return resultant;
        }

        public IExtendedContainerSubscription CreateLogicalFilterSubscription(IStreamLink streamLink, IContainerSubscriptionListener listener, string subject)
        {
            IExtendedContainerSubscription sub = new ExtendedContainerSubscription(streamLink.StreamLinkProvider, listener, subject);

            IFilterExpression expr = ComplexFilterExpression();

            // Set the filter on the subscription
            sub.SetExtendedParameters(expr, null, FilteredUpdateType.Live);

            // .Subscribe can then be called

            return sub;
        }


    }
}