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

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

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

    PriceValue price = message.getPrice();
    SizeValue size = message.getSize();

    if (isClear(price) || isEmpty(price)) {
      price = ValueConst.NULL_PRICE;
      size = ValueConst.NULL_SIZE;
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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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  }
 
  @Override
  public PriceValue priceGap() {

    final PriceValue priceBid = priceTop(Book.Side.BID);
    if (priceBid.isNull()) {
      return ValueConst.NULL_PRICE;
    }

    final PriceValue priceAsk = priceTop(Book.Side.ASK);
    if (priceAsk.isNull()) {
      return ValueConst.NULL_PRICE;
    }

    return priceAsk.sub(priceBid);

  }
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    MarketCuvol cuvol = get(CUVOL);

    if (cuvol.isFrozen()) {

      final PriceValue priceStep = ValueBuilder.newPrice(
          instrument.tickSize().mantissa(),
          instrument.tickSize().exponent());

      if(priceStep.mantissa() == 0) {
        System.out.println();
      }

      final VarCuvol varCuvol = new VarCuvol(instrument, priceStep);
      final VarCuvolLast varCuvolLast = new VarCuvolLast(varCuvol);
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      }

      final SizeValue size = LIMIT; // inst.get(BOOK_SIZE);

      // ValueConverter
      final PriceValue step = ValueBuilder.newPrice(
          instrument.tickSize().mantissa(),
          instrument.tickSize().exponent());

      final VarBook varBook = new VarBook(instrument, type, size, step);
      final VarBookLast varBookLast = new VarBookLast(varBook);
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  }

  protected final boolean isValidPrice(final PriceValue price) {

    //TODO Value Converter
    final PriceValue priceStep = ValueBuilder.newPrice(
        instrument.tickSize().mantissa(),
        instrument.tickSize().exponent());

    if (!price.equalsScale(priceStep)) {
      log.error("not normalized");
      return false;
    }

    final long count = price.count(priceStep);

    final PriceValue priceTest = priceStep.mult(count);

    if (!price.equals(priceTest)) {
      log.error("does not fit step");
      return false;
    }
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  }

  public static final boolean isStrictMultiple(final PriceValue priceTest,
      final PriceValue priceStep) {
    final long count = priceTest.count(priceStep);
    final PriceValue priceBack = priceStep.mult(count);
    if (priceBack.equals(priceTest)) {
      return true;
    } else {
      return false;
    }
  }
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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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    final DefBookEntry entry;
    if (sizeCombo == 0) {
      entry = null;
    } else {
      final int place = placeFromClue(clue);
      final PriceValue price = keyStep().mult(indexFromClue(clue));
      final SizeValue size = newSize(sizeCombo);
      entry = new DefBookEntry(RET_ACT, side(), RET_TYPE, place, price,
          size);
    }
    return entry;
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  // reconstruct last entry
  protected final DefBookEntry lastEntry(final int clue) {
    final DefBookEntry entry = arrayGet(clue);
    if (entry == null) {
      final int index = indexFromClue(clue);
      final PriceValue price = keyStep().mult(index);
      return new DefBookEntry(RET_ACT, side(), RET_TYPE, 0, price, null);
    } else {
      return entry;
    }
  }
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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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