Package com.barchart.feed.base.values.api

Examples of com.barchart.feed.base.values.api.PriceValue

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  protected void applyTop(MarketDoBookEntry entry,
      final TimeValue time, final MarketDo market) {

    /* ddf signals by special price values */
    final PriceValue price = entry.priceValue();

    /* ",," a.k.a comma-comma; ddf value not provided */
    if (isEmpty(price)) {
      return;
    }
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    final List<Entry> result = new ArrayList<Entry>();
   
    int counter = 0;
    for(final SizeValue size : entries) {
     
      PriceValue newPrice = priceFirst.freeze();
      PriceValue newStep = priceStep.freeze();
     
      result.add(new DefCuvolEntry(counter,
          newPrice.add(newStep.mult(counter)), size));
     
      counter++;
    }
     
   
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  }

  @Override
  public final MarketCuvolEntry getLastEntry() {

    final PriceValue price = priceLast;

    if (price == null) {
      return MarketConst.NULL_CUVOL_ENTRY;
    }
   
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          break;
      }
      final SizeValue size = LIMIT;
      // TODO ValueConverter
      final Price tempStep = instrument.tickSize();
      final PriceValue step = ValueBuilder.newPrice(tempStep.mantissa(),
          tempStep.exponent());

      final VarBookDDF varBook = new VarBookDDF(instrument, type, size, step);
      final VarBookTopDDF varBookTop = new VarBookTopDDF(varBook);
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      }

      // Update high/low for sequential and non-sequential trades
      if (!price.isNull() && !price.isZero()) {

        final PriceValue high = bar.get(HIGH);
        if (high.isNull())
          bar.set(HIGH, price);
        else if (high.compareTo(price) < 0)
          bar.set(HIGH, price);

        final PriceValue low = bar.get(LOW);
        if (low.isNull())
          bar.set(LOW, price);
        else if (low.compareTo(price) > 0)
          bar.set(LOW, price);

      }

    }
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          break;
      }
      final SizeValue size = LIMIT;
      // TODO ValueConverter
      final Price tempStep = instrument.tickSize();
      final PriceValue step = ValueBuilder.newPrice(tempStep.mantissa(),
          tempStep.exponent());

      final VarBookDDF varBook = new VarBookDDF(instrument, type, size, step);
      final VarBookTopDDF varBookTop = new VarBookTopDDF(varBook);
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      }

      // Update high/low for sequential and non-sequential trades
      if (!price.isNull() && !price.isZero()) {

        final PriceValue high = bar.get(HIGH);
        if (high.isNull())
          bar.set(HIGH, price);
        else if (high.compareTo(price) < 0)
          bar.set(HIGH, price);

        final PriceValue low = bar.get(LOW);
        if (low.isNull())
          bar.set(LOW, price);
        else if (low.compareTo(price) > 0)
          bar.set(LOW, price);

      }

    }
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    final DDF_ParamType param = message.getParamType();
    final TimeValue time = message.getTime();
    final TimeValue date = message.getTradeDay().tradeDate();
    final DDF_Session ddfSession = message.getSession();

    final PriceValue price;
    final SizeValue size;

    switch (param.kind) {

      default:
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    final TimeValue time = message.getTime();

    /** Update top of book */
    {

      final PriceValue priceBid = message.getPriceBid();
      final PriceValue priceAsk = message.getPriceAsk();

      final MarketDoBookEntry entryBid = new DefBookEntry(
          MODIFY, Book.Side.BID,
          Book.Type.DEFAULT, ENTRY_TOP, priceBid, ValueConst.NULL_SIZE);
      final MarketDoBookEntry entryAsk = new DefBookEntry(
          MODIFY, Book.Side.ASK,
          Book.Type.DEFAULT, ENTRY_TOP, priceAsk, ValueConst.NULL_SIZE);

      applyTop(entryBid, time, market);
      applyTop(entryAsk, time, market);

    }

    final PriceValue settle = message.getPriceSettle();
    BooleanValue settled = null;

    // Check settled flag
    if (isClear(settle)) {
      settled = ValueConst.FALSE_BOOLEAN;
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    market.clearChanges();

    final TimeValue date = message.getTradeDay().tradeDate();

    final PriceValue settle = message.getPriceSettle();
    BooleanValue settled = null;

    // Check settled flag
    if (settle == DDF_ClearVal.PRICE_CLEAR) {
      settled = ValueConst.FALSE_BOOLEAN;
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Related Classes of com.barchart.feed.base.values.api.PriceValue

  • com.barchart.feed.base.provider.DefBook
  • com.barchart.feed.base.provider.DefCuvol
  • com.barchart.feed.base.provider.UniBookRing
  • com.barchart.feed.base.provider.VarCuvol
  • com.barchart.feed.base.provider.VarMarket
  • com.barchart.feed.base.values.provider.BasePrice
  • com.barchart.feed.base.values.provider.ValueBuilder
  • com.barchart.feed.ddf.instrument.provider.InstrumentXML
  • com.barchart.feed.ddf.market.provider.MapperDDF
  • com.barchart.feed.ddf.market.provider.VarMarketDDF
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