Package com.barchart.feed.base.book.api

Examples of com.barchart.feed.base.book.api.MarketDoBookEntry


      final PriceValue price = HelperDDF.newPriceDDF(
          priceBidArray[index], frac);

      final SizeValue size = HelperDDF.newSizeDDF(sizeBidArray[index]);

      final MarketDoBookEntry entry = new DefBookEntry(MODIFY, Book.Side.BID,
          Book.Type.DEFAULT, place, price, size);

      entries[entryIndex++] = entry;

    }

    for (int index = 0; index < countAsk; index++) {

      if (sizeAskArray[index] == 0) {
        continue;
      }

      final int place = index + 1;

      final PriceValue price = HelperDDF.newPriceDDF(
          priceAskArray[index], frac);

      final SizeValue size = HelperDDF.newSizeDDF(sizeAskArray[index]);

      final MarketDoBookEntry entry = new DefBookEntry(MODIFY, Book.Side.ASK,
          Book.Type.DEFAULT, place, price, size);

      entries[entryIndex++] = entry;

    }
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      price = ValueConst.NULL_PRICE;
      size = ValueConst.NULL_SIZE;
      break;
    }

    /** XXX note: {@link MarketBook#ENTRY_TOP} */
    final MarketDoBookEntry entry = new DefBookEntry(
        MODIFY, side, Book.Type.DEFAULT,
        MarketBook.ENTRY_TOP, price, size);

    return entry;
View Full Code Here

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Related Classes of com.barchart.feed.base.book.api.MarketDoBookEntry

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