Package com.barchart.util.values.api

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

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    // }

    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);
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  @Override
  public Void visit(final DDF_MarketBook message, final MarketDo market) {

    final MarketDoBookEntry[] entries = message.entries();

    final TimeValue time = message.getTime();

    market.setBookSnapshot(entries, time);

    return null;
  }
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  }

  @Override
  public Void visit(final DDF_MarketBookTop message, final MarketDo market) {

    final TimeValue time = message.getTime();

    applyTop(message.entry(MarketBookSide.BID), time, market);

    applyTop(message.entry(MarketBookSide.ASK), time, market);
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  @Override
  public Void visit(final DDF_MarketCuvol message, final MarketDo market) {

    final MarketDoCuvolEntry[] entries = message.entries();

    final TimeValue time = message.getTime();

    market.setCuvolSnapshot(entries, time);

    return null;
  }
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  @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;
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    // ### 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();
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   * @return the void
   */
  @Override
  public Void visit(final DDF_MarketSnapshot message, final MarketDo market) {

    final TimeValue time = message.getTime();

    /** Update SETTLE State */
    {

      final PriceValue priceSettle = message.getPriceSettle();
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      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);

    }
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    market.clearChanges();
    market.setChange(Component.BOOK_COMBINED);
   
    final MarketDoBookEntry[] entries = message.entries();

    final TimeValue time = message.getTime();

    market.setBookSnapshot(entries, time);
   
    return null;
  }
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    /* 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);

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Related Classes of com.barchart.util.values.api.TimeValue

  • com.barchart.feed.ddf.instrument.provider.InstBase
  • com.barchart.feed.ddf.instrument.provider.InstrumentDDF
  • com.barchart.feed.ddf.instrument.provider.InstrumentDOM
  • com.barchart.feed.ddf.instrument.provider.InstrumentSAX
  • com.barchart.feed.ddf.market.provider.MapperDDF
  • com.barchart.feed.ddf.market.provider.VarMarketDDF
  • com.barchart.util.values.provider.BaseTime
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