Package com.barchart.util.values.api

Examples of com.barchart.util.values.api.PriceValue

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  // reconstruct last entry
  protected final DefBookEntry lastEntry(final int clue) {
    final DefBookEntry entry = arrayGet(clue);
    if (entry == null) {
      final int index = indexFromClue(clue);
      final PriceValue price = keyStep().mult(index);
      return new DefBookEntry(RET_ACT, side(), RET_TYPE, 0, price, null);
    } else {
      return entry;
    }
  }
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        break;
      }
      final SizeValue size = LIMIT;
      // TODO ValueConverter
      final Price tempStep = instrument.tickSize();
      final PriceValue step = ValueBuilder.newPrice(tempStep.mantissa(),
          tempStep.exponent());

      final VarBookDDF varBook = new VarBookDDF(instrument, type, size, step);
      final VarBookTopDDF varBookTop = new VarBookTopDDF(varBook);
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    /* value of a future contract / stock share */
    final String pricePointString = xmlStringDecode(tag, PRICE_POINT_VALUE,  XML_PASS);
    if(pricePointString == null || pricePointString.isEmpty()) {
      builder.setContractPointValue(buildDecimal(0,0));
    } else {
      PriceValue pricePoint = ValueBuilder.newPrice(Double
          .valueOf(pricePointString));
      builder.setContractPointValue(buildDecimal(
          pricePoint.mantissa(), pricePoint.exponent()));
    }
   
    /* display fraction base : decimal(10) vs binary(2), etc. */
    builder.setDisplayBase((int)frac.fraction.base());
    builder.setDisplayExponent(frac.fraction.exponent());
 
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      /* value of a future contract / stock share */
      final String pricePointString = xmlStringDecode(ats, PRICE_POINT_VALUE,  XML_PASS);
      if(pricePointString == null || pricePointString.isEmpty()) {
        builder.setContractPointValue(buildDecimal(0,0));
      } else {
        PriceValue pricePoint = ValueBuilder.newPrice(Double
            .valueOf(pricePointString));
        builder.setContractPointValue(buildDecimal(
            pricePoint.mantissa(), pricePoint.exponent()));
      }
     
      /* display fraction base : decimal(10) vs binary(2), etc. */
      builder.setDisplayBase((int)frac.fraction.base());
      builder.setDisplayExponent(frac.fraction.exponent());
 
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    final long priceStepMantissa = xmlDecimalDecode(frac, tag,
        PRICE_TICK_INCREMENT, XML_STOP);
    final String pricePointString = xmlStringDecode(tag, PRICE_POINT_VALUE,
        XML_PASS);

    PriceValue pricePoint = ValueBuilder.newPrice(0);
    if (pricePointString != null) {
      try {
        pricePoint = ValueBuilder.newPrice(Double
            .valueOf(pricePointString));
      } catch (Exception e) {
      }

    }

    final PriceValue priceStep = newPrice(priceStepMantissa,
        frac.decimalExponent);
   
    /* Build Lifetime, currently only have last month/year of instrument from ddf.extras */
    TimeInterval lifetime;
    if(expire == null || expire == Time.NULL) { // Was isNull()
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    final long priceStepMantissa = xmlDecimalDecode(frac, ats,
        PRICE_TICK_INCREMENT, XML_STOP);
    final String pricePointString = xmlStringDecode(ats, PRICE_POINT_VALUE,
        XML_PASS);

    PriceValue pricePoint = ValueBuilder.newPrice(0);
    if (pricePointString != null) {
      try {
        pricePoint = ValueBuilder.newPrice(Double
            .valueOf(pricePointString));
      } catch (Exception e) {
      }
    }

    final PriceValue priceStep = newPrice(priceStepMantissa,
        frac.decimalExponent);
   
    /* Build Lifetime, currently only have last month/year of instrument from ddf.extras */
    TimeInterval lifetime;
    if(expire == null || expire == com.barchart.util.value.impl.ValueConst.NULL_TIME) { // Was isNull()
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    /* value of a future contract / stock share */
    final String pricePointString = xmlStringDecode(ats, PRICE_POINT_VALUE,  XML_PASS);
    if(pricePointString == null || pricePointString.isEmpty()) {
      builder.setContractPointValue(buildDecimal(0,0));
    } else {
      PriceValue pricePoint = ValueBuilder.newPrice(Double
          .valueOf(pricePointString));
      builder.setContractPointValue(buildDecimal(
          pricePoint.mantissa(), pricePoint.exponent()));
    }
   
    /* display fraction base : decimal(10) vs binary(2), etc. */
    builder.setDisplayBase((int)frac.fraction.base());
    builder.setDisplayExponent(frac.fraction.exponent());
 
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        break;
      }
      final SizeValue size = LIMIT;
      // TODO ValueConverter
      final Price tempStep = instrument.tickSize();
      final PriceValue step = ValueBuilder.newPrice(tempStep.mantissa(),
          tempStep.exponent());

      final VarBookDDF varBook = new VarBookDDF(instrument, type, size, step);
      final VarBookTopDDF varBookTop = new VarBookTopDDF(varBook);
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  }

  @Override
  public PriceValue priceGap() {

    final PriceValue priceBid = priceTop(MarketBookSide.BID);
    if (priceBid.isNull()) {
      return ValueConst.NULL_PRICE;
    }

    final PriceValue priceAsk = priceTop(MarketBookSide.ASK);
    if (priceAsk.isNull()) {
      return ValueConst.NULL_PRICE;
    }

    return priceAsk.sub(priceBid);

  }
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    MarketCuvol cuvol = get(CUVOL);

    if (cuvol.isFrozen()) {

      final MarketInstrument inst = get(INSTRUMENT);
      final PriceValue priceStep = inst.get(PRICE_STEP);
     
      final VarCuvol varCuvol = new VarCuvol(priceStep);
      final VarCuvolLast varCuvolLast = new VarCuvolLast(varCuvol);

      set(CUVOL, varCuvol);
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Related Classes of com.barchart.util.values.api.PriceValue

  • com.barchart.feed.base.cuvol.map.provider.VarCuvolMap
  • com.barchart.feed.base.provider.DefBook
  • com.barchart.feed.base.provider.DefCuvol
  • com.barchart.feed.base.provider.MakerBase
  • com.barchart.feed.base.provider.MakerBaseAllMarkets
  • com.barchart.feed.base.provider.UniBookRing
  • com.barchart.feed.base.provider.VarCuvol
  • com.barchart.feed.base.provider.VarMarket
  • com.barchart.feed.ddf.instrument.provider.InstrumentDOM
  • com.barchart.feed.ddf.instrument.provider.InstrumentSAX
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