Package com.barchart.util.values.api

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

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     final MarketInstrument inst = get(INSTRUMENT);
   
     final MarketBookType type = inst.get(BOOK_TYPE);
     final SizeValue size = LIMIT; // inst.get(BOOK_SIZE);
     final PriceValue step = inst.get(PRICE_STEP);
   
     final VarBook varBook = new VarBook(type, size, step);
     final VarBookLast varBookLast = new VarBookLast(varBook);
     final VarBookTop varBookTop = new VarBookTop(varBook);
   
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  protected final boolean isValidPrice(final PriceValue price) {

    final MarketInstrument inst = get(INSTRUMENT);

    final PriceValue priceStep = inst.get(InstrumentField.PRICE_STEP);

    if (!price.equalsScale(priceStep)) {
      log.error("not normalized");
      return false;
    }

    final long count = price.count(priceStep);

    final PriceValue priceTest = priceStep.mult(count);

    if (!price.equals(priceTest)) {
      log.error("does not fit step");
      return false;
    }
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    final DefBookEntry entry;
    if (sizeCombo == 0) {
      entry = null;
    } else {
      final int place = placeFromClue(clue);
      final PriceValue price = keyStep().mult(indexFromClue(clue));
      final SizeValue size = newSize(sizeCombo);
      entry = new DefBookEntry(RET_ACT, side(), RET_TYPE, place, price,
          size);
    }
    return entry;
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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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  }

  @Override
  public final MarketCuvolEntry getLastEntry() {

    final PriceValue price = priceLast;

    if (price == null) {
      return MarketConst.NULL_CUVOL_ENTRY;
    }
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    if (instrument.isNull()) {
      return false;
    }

    final PriceValue priceStep = instrument.get(InstrumentField.PRICE_STEP);

    if (priceStep.isZero()) {
      log.error("priceStep.isZero()");
      return false;
    }

    final Fraction fraction = instrument.get(InstrumentField.FRACTION);

    if (fraction.isNull()) {
      log.error("fraction.isNull()");
      return false;
    }

    if (priceStep.exponent() != fraction.decimalExponent) {
      log.error("priceStep.exponent() != fraction.decimalExponent");
      return false;
    }

    return true;
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    if (instrument.isNull()) {
      log.error("instrument.isNull()");
      return false;
    }

    final PriceValue priceStep = instrument.get(InstrumentField.PRICE_STEP);

    if (priceStep.isZero()) {
      log.error("priceStep.isZero()");
      return false;
    }

    final Fraction fraction = instrument.get(InstrumentField.FRACTION);

    if (fraction.isNull()) {
      log.error("fraction.isNull()");
      return false;
    }

    if (priceStep.exponent() != fraction.decimalExponent) {
      log.error("priceStep.exponent() != fraction.decimalExponent");
      return false;
    }

    return true;
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  }
 
  @Override
  public MarketCuvolEntry getLastEntry() {
   
    final PriceValue price = priceLast;

    if (price == null) {
      return MarketConst.NULL_CUVOL_ENTRY;
    }
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  public static void main(final String[] args) {
   
    DecimalValue priceStep = ValueBuilder.newDecimal(25, -2);
   
    PriceValue test1 = ValueBuilder.newPrice(1000);
    PriceValue test2 = ValueBuilder.newPrice(100);
    PriceValue test3 = ValueBuilder.newPrice(10);
    PriceValue test4 = ValueBuilder.newPrice(1);
    PriceValue test5 = ValueBuilder.newPrice(.5);
    PriceValue test6 = ValueBuilder.newPrice(.25);
    PriceValue test7 = ValueBuilder.newPrice(10000.1);
    PriceValue test8 = ValueBuilder.newPrice(1.26);
    PriceValue test9 = ValueBuilder.newPrice(1.0001);
    PriceValue test10 = ValueBuilder.newPrice(1.000005);
   
    System.out.println(onGrid(test1, priceStep));
    System.out.println(onGrid(test2, priceStep));
    System.out.println(onGrid(test3, priceStep));
    System.out.println(onGrid(test4, priceStep));
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  }

  @Override
  public final MarketCuvolEntry getLastEntry() {

    final PriceValue price = priceLast;

    if (price == null) {
      return MarketConst.NULL_CUVOL_ENTRY;
    }
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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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