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

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

87
88
89
90
91
92
93
94
95
96
97
    market.clearChanges();
    market.setChange(Component.BOOK_COMBINED);
   
    final MarketDoBookEntry[] entries = message.entries();

    final TimeValue time = message.getTime();

    market.setBookSnapshot(entries, time);
   
    return null;
  }
View Full Code Here
101
102
103
104
105
106
107
108
109
110
111
    /* Update changed comonents */
    market.clearChanges();
    market.setChange(Component.BOOK_COMBINED);
   
    final TimeValue time = message.getTime();

    applyTop(message.entry(market.instrument(), Book.Side.BID), time, market);

    applyTop(message.entry(market.instrument(), Book.Side.ASK), time, market);

View Full Code Here
125
126
127
128
129
130
131
132
133
134
135
    market.clearChanges();
    market.setChange(Component.CUVOL);
   
    final MarketDoCuvolEntry[] entries = message.entries();

    final TimeValue time = message.getTime();

    market.setCuvolSnapshot(entries, time);
   
    return null;
  }
View Full Code Here
137
138
139
140
141
142
143
144
145
146
147
148
  @Override
  public Void visit(final DDF_MarketParameter message, final MarketDo market) {

    final DDF_ParamType param = message.getParamType();

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

    final DDF_ParamType.Kind kind = param.kind;

    final PriceValue price;
    final SizeValue size;
View Full Code Here
560
561
562
563
564
565
566
567
568
569
570
    // ### process session

    // TODO are these trade fields?
    final SizeValue sizeLast = message.getSizeLast();
    final TimeValue timeLast = message.getTimeLast();

    // ### process snapshot

    final DDF_MarketSnapshot snapshot = message;
    final DDF_Indicator indicator = message.getIndicator();
View Full Code Here
645
646
647
648
649
650
651
652
653
654
655
  @Override
  public Void visit(final DDF_MarketSnapshot message, final MarketDo market) {

    market.clearChanges();
   
    final TimeValue time = message.getTime();

    /** Update SETTLE State */
    {

      final PriceValue priceSettle = message.getPriceSettle();
View Full Code Here
849
850
851
852
853
854
855
856
857
858
859
860
      if (isClear(size) || isEmpty(size)) {
        size = ValueConst.NULL_SIZE;
      }

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

      market.setTrade(ddfSession.type, ddfSession.session,
          ddfSession.sequencing, price, size, time, date);

    }
View Full Code Here
222
223
224
225
226
227
228
229
230
231
232
233
234
    final MarketDoBar bar = loadBar(barType.field);

    eventAdd(barType.event);

    // Reset current bar if session day changes
    final TimeValue prevDate = bar.get(TRADE_DATE);

    if (session == DEFAULT && !prevDate.isNull() && !date.equals(prevDate)) {

      log.debug("New day code: old=" + prevDate + "; new=" + date);

      bar.set(MarketBarField.OPEN, price);
      bar.set(MarketBarField.HIGH, price);
View Full Code Here
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
  @Override
  public MarketBarType ensureBar(final TimeValue date) {

    final MarketDoBar bar = loadBar(MarketBarType.CURRENT.field);

    final TimeValue currDate = bar.get(MarketBarField.TRADE_DATE);

    if (currDate.equals(date)) {
      return MarketBarType.CURRENT;
    }

    final MarketDoBar prev = loadBar(MarketBarType.PREVIOUS.field);

    // Check for new trading session
    if (currDate.asMillisUTC() < date.asMillisUTC()) {

      // log.debug("New session: old=" + currDate + "; new=" + date);

      // Roll values to previous
      prev.copy(bar);

      // Reset current
      bar.clear();
      bar.set(MarketBarField.TRADE_DATE, date);
      // Copy last updated time from previous session for continuity
      bar.set(MarketBarField.BAR_TIME, prev.get(MarketBarField.BAR_TIME));

      // Reset extended
      loadBar(MarketBarType.CURRENT_EXT.field).copy(bar);

      // Notify change tracking
      setBar(MarketBarType.PREVIOUS, prev);
      setBar(MarketBarType.CURRENT, bar);

      return MarketBarType.CURRENT;

    }

    // Check previous bar
    final TimeValue prevDate = prev.get(MarketBarField.TRADE_DATE);

    if (prevDate.isNull()) {
      prev.set(MarketBarField.TRADE_DATE, date);
      return MarketBarType.PREVIOUS;
    } else if (prevDate.equals(date)) {
      return MarketBarType.PREVIOUS;
    }

    // No match, nothing to update
    return MarketBarType.NULL_BAR_TYPE;
View Full Code Here
86
87
88
89
90
91
92
93
94
95
96
  public Void visit(final DDF_MarketBook message, final MarketDo market) {

    market.clearChanges();

    final MarketDoBookEntry[] entries = message.entries();
    final TimeValue time = message.getTime();

    market.setBookSnapshot(entries, time);

    return null;
  }
View Full Code Here
TOP

Related Classes of com.barchart.feed.base.values.api.TimeValue

  • com.barchart.feed.base.provider.VarMarket
  • com.barchart.feed.base.values.provider.BaseTime
  • com.barchart.feed.ddf.instrument.provider.InstBase
  • 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.