Package com.barchart.util.values.api

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


    final PriceValue priceOpen = message.getPriceOpen();
    final PriceValue priceHigh = message.getPriceHigh();
    final PriceValue priceLow = message.getPriceLow();
    final PriceValue priceClose = message.getPriceLast(); // XXX note: LAST
    final PriceValue priceSettle = message.getPriceSettle();
    final SizeValue sizeVolume = message.getSizeVolume();
    final SizeValue sizeInterest = message.getSizeInterest();

    // apply

    applyBar(bar, MarketBarField.OPEN, priceOpen);
    applyBar(bar, MarketBarField.HIGH, priceHigh);
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    case TRADE: {

      // message "27" : normal trade

      PriceValue price = message.getPrice();
      SizeValue size = message.getSize();

      // TODO review contract on how to clean partial values
      if (isClear(price) || isEmpty(price)) {
        price = ValueConst.NULL_PRICE;
        size = ValueConst.NULL_SIZE;
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    } else {

      // ### volume

      final SizeValue volumeOld = bar.get(VOLUME);
      final SizeValue volumeNew = volumeOld.add(size);
      bar.set(VOLUME, volumeNew);
      eventAdd(NEW_VOLUME);

      // ### high
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    if (book.isFrozen()) {

      final MarketInstrument inst = get(INSTRUMENT);

      final MarketBookType type = inst.get(BOOK_TYPE);
      final SizeValue size = LIMIT;
      final PriceValue step = inst.get(PRICE_STEP);

      final VarBookDDF varBook = new VarBookDDF(type, size, step);
      final VarBookTopDDF varBookTop = new VarBookTopDDF(varBook);
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      if (sizeValue > 0) {
        final int place = entryIndex + 1;
        final long mantissa = priceFirst + index * priceStep;
        final PriceValue price = ValueBuilder.newPrice(mantissa,
            exponent);
        final SizeValue size = ValueBuilder.newSize(sizeValue);
        final MarketDoCuvolEntry entry = new DefCuvolEntry(place,
            price, size);
        entries[entryIndex++] = entry;
      }
    }
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      final int place = index + MarketBook.ENTRY_TOP;

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

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

      final MarketDoBookEntry entry = new DefBookEntry(MODIFY, BID,
          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, ASK,
          DEFAULT, place, price, size);

      entries[entryIndex++] = entry;
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   */
  @Override
  public final MarketDoBookEntry entry(final MarketBookSide side) {

    final PriceValue price;
    final SizeValue size;

    switch (side) {
    case BID:
      price = getPriceBid();
      size = getSizeBid();
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    final TimeValue date = message.getTradeDay().tradeDate();

    final DDF_ParamType.Kind kind = param.kind;

    final PriceValue price;
    final SizeValue size;

    switch (kind) {
    default:
      log.error("wrong kind; treat as size : {}", kind);
    case SIZE:
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  public Void visit(final DDF_MarketSession message, final MarketDo market) {

    // ### process session

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

    // ### process snapshot

    final DDF_MarketSnapshot snapshot = message;
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      final PriceValue priceOpen = message.getPriceOpen();
      final PriceValue priceHigh = message.getPriceHigh();
      final PriceValue priceLow = message.getPriceLow();
      final PriceValue priceClose = message.getPriceLast(); // XXX
      final PriceValue priceSettle = message.getPriceSettle();
      final SizeValue sizeVolume = message.getSizeVolume();

      applyBar(bar, MarketBarField.OPEN, priceOpen);
      applyBar(bar, MarketBarField.HIGH, priceHigh);
      applyBar(bar, MarketBarField.LOW, priceLow);
      applyBar(bar, MarketBarField.CLOSE, priceClose);
      applyBar(bar, MarketBarField.SETTLE, priceSettle);
      applyBar(bar, MarketBarField.VOLUME, sizeVolume);

      bar.set(MarketBarField.BAR_TIME, time);

      market.setBar(type, bar);

    }

    /** Update PREVIOUS bar */
    {

      final MarketBarType type = PREVIOUS;

      final MarketDoBar bar = market.loadBar(type.field);
      final PriceValue priceOpen = message.getPriceOpen();
      final PriceValue priceHigh = message.getPriceHigh();
      final PriceValue priceLow = message.getPriceLow();
      final PriceValue priceClose = message.getPriceLastPrevious();
      final PriceValue priceSettle = message.getPriceSettle();
      final SizeValue sizeVolume = message.getSizeVolumePrevious();
      final SizeValue sizeInterest = message.getSizeInterest(); // XXX

      applyBar(bar, MarketBarField.OPEN, priceOpen);
      applyBar(bar, MarketBarField.HIGH, priceHigh);
      applyBar(bar, MarketBarField.LOW, priceLow);
      applyBar(bar, MarketBarField.CLOSE, priceClose);
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