Package com.barchart.feed.base.bar.enums

Examples of com.barchart.feed.base.bar.enums.MarketBarType

226
227
228
229
230
231
232
233
234
235
236
  private final void applyTradeToBar(final MarketTradeSession session,
      final MarketTradeSequencing sequencing, final PriceValue price,
      final SizeValue size, final TimeValue time, final TimeValue date) {

    final MarketBarType barType = session == EXTENDED ? CURRENT_EXT
        : CURRENT;
    final MarketDoBar bar = loadBar(barType.field);

    // XXX this is disabled to force compatibility with ddf2
    // if (bar.get(BAR_TIME).compareTo(time) > 0) {
View Full Code Here
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
    }

    /** Update CURRENT bar */
    {

      final MarketBarType type = CURRENT;

      final MarketDoBar bar = market.loadBar(type.field);

      final DDF_TradeDay tradeDay = message.getTradeDay();
      bar.set(MarketBarField.TRADE_DATE, tradeDay.tradeDate());

      final PriceValue priceOpen = message.getPriceOpen();
      final PriceValue priceHigh = message.getPriceHigh();
      final PriceValue priceLow = message.getPriceLow();
      final PriceValue priceClose = message.getPriceLast(); // XXX
      final PriceValue priceSettle = message.getPriceSettle();
      final SizeValue sizeVolume = message.getSizeVolume();

      applyBar(bar, MarketBarField.OPEN, priceOpen);
      applyBar(bar, MarketBarField.HIGH, priceHigh);
      applyBar(bar, MarketBarField.LOW, priceLow);
      applyBar(bar, MarketBarField.CLOSE, priceClose);
      applyBar(bar, MarketBarField.SETTLE, priceSettle);
      applyBar(bar, MarketBarField.VOLUME, sizeVolume);

      bar.set(MarketBarField.BAR_TIME, time);

      market.setBar(type, bar);

    }

    /** Update PREVIOUS bar */
    {

      final MarketBarType type = PREVIOUS;

      final MarketDoBar bar = market.loadBar(type.field);
      final PriceValue priceOpen = message.getPriceOpen();
      final PriceValue priceHigh = message.getPriceHigh();
      final PriceValue priceLow = message.getPriceLow();
View Full Code Here
608
609
610
611
612
613
614
615
616
617
618
  protected Void visit(final DDF_MarketSnapshot message,
      final MarketDo market, final DDF_Indicator indicator) {

    final DDF_Session session = message.getSession();

    final MarketBarType type = barTypeFrom(indicator, session);

    final MarketDoBar bar = market.loadBar(type.field);

    //
    final DDF_TradeDay tradeDay = message.getTradeDay();
View Full Code Here
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
    {

      /* Update changed comonents */
      market.setChange(Component.DEFAULT_CURRENT);
     
      final MarketBarType type = CURRENT;

      final MarketDoBar bar = market.loadBar(type.field);

      final DDF_TradeDay tradeDay = message.getTradeDay();
      bar.set(MarketBarField.TRADE_DATE, tradeDay.tradeDate());

      final PriceValue priceOpen = message.getPriceOpen();
      final PriceValue priceHigh = message.getPriceHigh();
      final PriceValue priceLow = message.getPriceLow();
      final PriceValue priceClose = message.getPriceLast(); // XXX
      final PriceValue priceSettle = message.getPriceSettle();
      final SizeValue sizeVolume = message.getSizeVolume();

      applyBar(bar, MarketBarField.OPEN, priceOpen);
      applyBar(bar, MarketBarField.HIGH, priceHigh);
      applyBar(bar, MarketBarField.LOW, priceLow);
      applyBar(bar, MarketBarField.CLOSE, priceClose);
      applyBar(bar, MarketBarField.SETTLE, priceSettle);
      applyBar(bar, MarketBarField.VOLUME, sizeVolume);

      bar.set(MarketBarField.BAR_TIME, time);

      market.setBar(type, bar);

    }

    /** Update PREVIOUS bar */
    {

      /* Update changed comonents */
      market.setChange(Component.DEFAULT_PREVIOUS);
     
      final MarketBarType type = PREVIOUS;

      final MarketDoBar bar = market.loadBar(type.field);
      final PriceValue priceOpen = message.getPriceOpen();
      final PriceValue priceHigh = message.getPriceHigh();
      final PriceValue priceLow = message.getPriceLow();
View Full Code Here
770
771
772
773
774
775
776
777
778
779
780
    market.setChange(Component.DEFAULT_CURRENT);
    market.setChange(Component.DEFAULT_PREVIOUS);
   
    final DDF_Session session = message.getSession();

    final MarketBarType type = barTypeFrom(indicator, session);

    final MarketDoBar bar = market.loadBar(type.field);

    //
    final DDF_TradeDay tradeDay = message.getTradeDay();
View Full Code Here
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
    {

      /* Update changed comonents */
      market.setChange(Component.DEFAULT_CURRENT);
     
      final MarketBarType type = CURRENT;

      final MarketDoBar bar = market.loadBar(type.field);

      final DDF_TradeDay tradeDay = message.getTradeDay();
      bar.set(MarketBarField.TRADE_DATE, tradeDay.tradeDate());

      final PriceValue priceOpen = message.getPriceOpen();
      final PriceValue priceHigh = message.getPriceHigh();
      final PriceValue priceLow = message.getPriceLow();
      final PriceValue priceClose = message.getPriceLast(); // XXX
      final PriceValue priceSettle = message.getPriceSettle();
      final SizeValue sizeVolume = message.getSizeVolume();

      applyBar(bar, MarketBarField.OPEN, priceOpen);
      applyBar(bar, MarketBarField.HIGH, priceHigh);
      applyBar(bar, MarketBarField.LOW, priceLow);
      applyBar(bar, MarketBarField.CLOSE, priceClose);
      applyBar(bar, MarketBarField.SETTLE, priceSettle);
      applyBar(bar, MarketBarField.VOLUME, sizeVolume);

      bar.set(MarketBarField.BAR_TIME, time);

      market.setBar(type, bar);

    }

    /** Update PREVIOUS bar */
    {

      /* Update changed comonents */
      market.setChange(Component.DEFAULT_PREVIOUS);
     
      final MarketBarType type = PREVIOUS;

      final MarketDoBar bar = market.loadBar(type.field);
      final PriceValue priceOpen = message.getPriceOpen();
      final PriceValue priceHigh = message.getPriceHigh();
      final PriceValue priceLow = message.getPriceLow();
View Full Code Here
772
773
774
775
776
777
778
779
780
781
782
    market.setChange(Component.DEFAULT_CURRENT);
    market.setChange(Component.DEFAULT_PREVIOUS);
   
    final DDF_Session session = message.getSession();

    final MarketBarType type = barTypeFrom(indicator, session);

    final MarketDoBar bar = market.loadBar(type.field);

    //
    final DDF_TradeDay tradeDay = message.getTradeDay();
View Full Code Here
215
216
217
218
219
220
221
222
223
224
225
  @SuppressWarnings("deprecation")
  private final void applyTradeToBar(final MarketTradeSession session,
      final MarketTradeSequencing sequencing, final PriceValue price,
      final SizeValue size, final TimeValue time, final TimeValue date) {

    final MarketBarType barType = session == EXTENDED ? CURRENT_EXT
        : CURRENT;
    final MarketDoBar bar = loadBar(barType.field);

    eventAdd(barType.event);
View Full Code Here
158
159
160
161
162
163
164
165
166
167
168
        break;

    }

    // Roll session if needed
    final MarketBarType type = market.ensureBar(date);

    final MarketBookTop top = market.get(MarketField.BOOK_TOP);
    final MarketDoBar bar = market.loadBar(type.field);

    switch (param) {
View Full Code Here
460
461
462
463
464
465
466
467
468
469
470
  @Override
  public Void visit(final DDF_EOD_Commodity message, final MarketDo market) {

    market.clearChanges();

    final MarketBarType type = market.ensureBar(message.getTradeDay().tradeDate());
    final MarketDoBar bar = market.loadBar(type.field);

    bar.set(MarketBarField.OPEN, message.getPriceOpen());
    bar.set(MarketBarField.HIGH, message.getPriceHigh());
    bar.set(MarketBarField.LOW, message.getPriceLow());
View Full Code Here
TOP

Related Classes of com.barchart.feed.base.bar.enums.MarketBarType

  • com.barchart.feed.ddf.market.provider.MapperDDF
  • com.barchart.feed.ddf.market.provider.VarMarketDDF
    • Copyright © 2018 www.massapicom. All rights reserved.
    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.