Examples of org.archfirst.bfexch.domain.marketdata.MarketPrice

        this.performMatching(order.getSymbol());
    }
    
    private void performMatching(String symbol) {
        logger.debug("Pricing engine triggered for symbol {}", symbol);
        MarketPrice marketPrice =
            marketDataRepository.findMarketPrice(symbol);
        Money preMatchingPrice = marketPrice.getPrice();
        OrderBook orderBook = getOrderBook(symbol);


        // Iterate through buy orders
        for (Order buyOrder : orderBook.getBuyStack()) {
            logger.debug("Trying to match buy order:\n{}", buyOrder);
            MatchResult matchResult =
                new MatchResult(false, NoMatchReason.priceMismatch);
            
            // Iterate through sell orders to match the current buy order
            for (Order sellOrder : orderBook.getSellStack()) {


                // Skip sell order if it has been filled in a previous iteration
                if (!sellOrder.isActive()) {
                    continue;
                }


                matchResult = matchOrder(buyOrder, sellOrder, marketPrice);


                // Analyze match result and break out of inner loop if appropriate
                if (matchResult.isMatch()) {
                    if (buyOrder.getStatus() == OrderStatus.Filled) {
                        logger.debug("Buy order filled, stop matching with sell orders");
                        break;
                    }
                }
                else { // no match
                    if (matchResult.noMatchReason == NoMatchReason.priceMismatch) {
                        logger.debug("Buy order did not match due to price mismatch, stop matching with sell orders");
                        break;
                    }
                }
            }


            // If buy order did not match due to price mismatch, then break.
            // (No other buy orders will match.)
            if (matchResult.isMatch()==false &&
                matchResult.getNoMatchReason()==NoMatchReason.priceMismatch) {
                logger.debug("Buy order did not match due to price mismatch, stop matching other buy orders");
                break;
            }
        }
        
        // If market price has changed are a result of this run, publish the new price
        if (!marketPrice.getPrice().eq(preMatchingPrice)) {
            marketDataEventPublisher.publish(new MarketPriceChanged(marketPrice));
        }
    }

        }
        return numberOfFills;
    }
    
    public BigDecimal getMarketPrice(String symbol) {
        MarketPrice marketPrice = marketDataService.getMarketPrice(symbol);
        return marketPrice.getPrice().getAmount();
    }

    @Resource(mappedName="jms/ExchangeMarketPriceTopic")
    private Destination destination;


    public void onMarketPriceChanged(@Observes MarketPriceChanged event) {


        MarketPrice marketPrice = event.getMarketPrice();
        logger.debug("Publishing market price:\n{}", marketPrice);


        Connection connection = null;
        try {
            connection = connectionFactory.createConnection();
            Session session = connection.createSession(
                    false, Session.AUTO_ACKNOWLEDGE);
            MessageProducer producer = session.createProducer(destination);
            producer.send(session.createTextMessage(marketPrice.toProperties()));
        }
        catch (JMSException e) {
            throw new RuntimeException("Failed to publish market price", e);
        }
        finally {

Examples of org.archfirst.bfexch.domain.marketdata.MarketPrice

Related Classes of org.archfirst.bfexch.domain.marketdata.MarketPrice