Package com.barchart.feed.base.provider

Examples of com.barchart.feed.base.provider.DefBookEntry

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    {

      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);
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      return;
    }

    /* ",-," a.k.a comma-dash-comma; ddf command : remove */
    if (isClear(price)) {
      entry = new DefBookEntry(
          MarketBookAction.REMOVE, entry.side(),
          Book.Type.DEFAULT, MarketBook.ENTRY_TOP,
          ValueConst.NULL_PRICE, ValueConst.NULL_SIZE);
    }

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      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;

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      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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      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;

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TOP

Related Classes of com.barchart.feed.base.provider.DefBookEntry

  • com.barchart.feed.ddf.market.provider.MapperDDF
  • com.barchart.feed.ddf.market.provider.VarBookDDF
  • com.barchart.feed.ddf.message.provider.DF_28_BookTop
  • com.barchart.feed.ddf.message.provider.DF_3B_Book
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