Examples of DecimalQuantity

org.archfirst.common.quantity.DecimalQuantity
A decimal quantity. This is almost an immutable object - I tried to remove the setter and use field-based access, but then Hibernate gives following error: org.hibernate.PropertyNotFoundException: Could not find a setter for property value in class org.archfirst.util.quantity.DecimalQuantity For now, just don't use the setter. @author Naresh Bhatia

Examples of org.archfirst.common.quantity.DecimalQuantity

    
    public Order(OrderParams params) {
        this.setCreationTime(new DateTime());
        this.side = params.getSide();
        this.symbol = params.getSymbol();
        this.quantity = new DecimalQuantity(params.getQuantity());
        this.type = params.getType();
        if (this.type == OrderType.Limit) {
            this.limitPrice = params.getLimitPrice();
        }
        this.term = params.getTerm();

View Full Code Here

Examples of org.archfirst.common.quantity.DecimalQuantity

        return quantity.minus(getCumQty());
    }
    
    @Transient
    public DecimalQuantity getCumQtyOfExecutions() {
        DecimalQuantity total = new DecimalQuantity();
        for (Execution execution : executions) {
            total = total.plus(execution.getQuantity());
        }
        return total; 
    }

View Full Code Here

Examples of org.archfirst.common.quantity.DecimalQuantity

            return new Money("0.00");
        }


        // Calculate weighted average
        Money totalPrice = new Money("0.00");
        DecimalQuantity totalQuantity = new DecimalQuantity();
        for (Execution execution : executions) {
            totalPrice = totalPrice.plus(
                    execution.getPrice().times(execution.getQuantity()));
            totalQuantity = totalQuantity.plus(execution.getQuantity());
        }
        totalPrice = totalPrice.scaleToCurrency();
        return totalPrice.div(totalQuantity, Constants.PRICE_SCALE);
    }

View Full Code Here

Examples of org.archfirst.common.quantity.DecimalQuantity

        this.instrumentName = Constants.CASH_INSTRUMENT_NAME;
        this.marketValue = marketValue;
    }
    
    public void calculateInstrumentPosition() {
        quantity = new DecimalQuantity();
        totalCost = new Money("0.00");
        
        for (Position child : children) {
            quantity = quantity.plus(child.getQuantity());
            totalCost = totalCost.plus(child.getTotalCost());

View Full Code Here

Examples of org.archfirst.common.quantity.DecimalQuantity

        if (executionId == null) {
            executionId = "0";
        }


        // Initialize lastQty - it is a required FIX field
        DecimalQuantity lastQty = executionReport.getLastQty();
        if (lastQty == null) {
            lastQty = new DecimalQuantity("0");
        }


        // Initialize lastPrice - it is a required FIX field
        Money lastPrice = executionReport.getLastPrice();
        if (lastPrice == null) {

View Full Code Here

Examples of org.archfirst.common.quantity.DecimalQuantity

        return new CumQty(quantity.doubleValue());
    }
    
    public static DecimalQuantity toDomain(CumQty cumQty)
            throws FieldNotFound {
        return new DecimalQuantity(cumQty.getValue());
    }

View Full Code Here

Examples of org.archfirst.common.quantity.DecimalQuantity

        order.accept(orderRepository);
        orderEventPublisher.publish(new OrderAccepted(order));
    }
    
    private void executeOrders(Order buyOrder, Order sellOrder, Money price) {
        DecimalQuantity quantity =
            buyOrder.getLeavesQty().min(sellOrder.getLeavesQty());
        DateTime executionTime = new DateTime();
        this.executeOrder(buyOrder, executionTime, quantity, price);
        this.executeOrder(sellOrder, executionTime, quantity, price);
    }

View Full Code Here

Examples of org.archfirst.common.quantity.DecimalQuantity

            Long fromAccountId,
            Long toAccountId) {
        baseAccountService.transferSecurities(
                username,
                symbol,
                new DecimalQuantity(quantity),
                pricePaidPerShare,
                fromAccountId,
                toAccountId);
    }

View Full Code Here

Examples of org.archfirst.common.quantity.DecimalQuantity

    
    public void transferSecurities(String accountName1, String accountName2, String symbol, BigDecimal quantity) {
        this.baseAccountService.transferSecurities(
                USERNAME1,
                symbol,
                new DecimalQuantity(quantity),
                new Money(),
                getAccountId(accountName1),
                getAccountId(accountName2));
    }

View Full Code Here

Examples of org.archfirst.common.quantity.DecimalQuantity

    public void initSecurityPosition(String symbol, BigDecimal quantity) throws Exception {
        
        Money pricePerShare = new Money("10");
        
        this.baseAccountService.transferSecurities(
                USERNAME1, symbol, new DecimalQuantity(quantity), pricePerShare,
                externalAccount1Id, brokerageAccount1Id);


        // getOrderEstimate() requires a market price to calculate sale amount
        marketDataService.updateMarketPrice(
                new MarketPrice(symbol, pricePerShare, new DateTime()));

View Full Code Here

0 1 2 3

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.