Package com.barchart.feed.base.book.api

Examples of com.barchart.feed.base.book.api.MarketBookTop.side()

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      market.clearChanges();
      market.setChange(Component.BOOK_COMBINED);
     
      final DefBookEntry topBidPrice = new DefBookEntry(
          MODIFY, Book.Side.BID,
          Book.Type.DEFAULT, ENTRY_TOP, price, top.side(Book.Side.BID).sizeValue());
      applyTop(topBidPrice, time, market);
     
      return null;

    case BID_LAST_SIZE:
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      market.clearChanges();
      market.setChange(Component.BOOK_COMBINED);
     
      final DefBookEntry topBidSize = new DefBookEntry(
          MODIFY, Book.Side.BID,
          Book.Type.DEFAULT, ENTRY_TOP, top.side(Book.Side.BID).priceValue(), size);
      applyTop(topBidSize, time, market);
     
      return null;

    case CLOSE_LAST: // NEW
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      case ASK_LAST:
      case ASK_LAST_PRICE:

        final DefBookEntry topAskPrice = new DefBookEntry(
            MODIFY, Book.Side.ASK,
            Book.Type.DEFAULT, ENTRY_TOP, price, top.side(Book.Side.ASK).sizeValue());
        applyTop(topAskPrice, time, market);

        return null;

      case ASK_LAST_SIZE:
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      case ASK_LAST_SIZE:

        final DefBookEntry topAskSize = new DefBookEntry(
            MODIFY, Book.Side.ASK,
            Book.Type.DEFAULT, ENTRY_TOP, top.side(Book.Side.ASK).priceValue(), size);
        applyTop(topAskSize, time, market);

        return null;

      case BID_LAST:
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      case BID_LAST:
      case BID_LAST_PRICE:

        final DefBookEntry topBidPrice = new DefBookEntry(
            MODIFY, Book.Side.BID,
            Book.Type.DEFAULT, ENTRY_TOP, price, top.side(Book.Side.BID).sizeValue());
        applyTop(topBidPrice, time, market);

        return null;

      case BID_LAST_SIZE:
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      case BID_LAST_SIZE:

        final DefBookEntry topBidSize = new DefBookEntry(
            MODIFY, Book.Side.BID,
            Book.Type.DEFAULT, ENTRY_TOP, top.side(Book.Side.BID).priceValue(), size);
        applyTop(topBidSize, time, market);

        return null;

      case CLOSE_LAST:
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          ddfSession.sequencing, price, size, time, date);
      return null;

    case ASK_LAST_PRICE:
      final DefBookEntry topAskPrice = new DefBookEntry(MODIFY, ASK,
          DEFAULT, ENTRY_TOP, price, top.side(ASK).size());
      applyTop(topAskPrice, time, market);
      return null;

    case ASK_LAST_SIZE:
      final DefBookEntry topAskSize = new DefBookEntry(MODIFY, ASK,
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      applyTop(topAskPrice, time, market);
      return null;

    case ASK_LAST_SIZE:
      final DefBookEntry topAskSize = new DefBookEntry(MODIFY, ASK,
          DEFAULT, ENTRY_TOP, top.side(ASK).price(), size);
      applyTop(topAskSize, time, market);
      return null;

    case BID_LAST_PRICE:
      final DefBookEntry topBidPrice = new DefBookEntry(MODIFY, BID,
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      applyTop(topAskSize, time, market);
      return null;

    case BID_LAST_PRICE:
      final DefBookEntry topBidPrice = new DefBookEntry(MODIFY, BID,
          DEFAULT, ENTRY_TOP, price, top.side(BID).size());
      applyTop(topBidPrice, time, market);
      return null;

    case BID_LAST_SIZE:
      final DefBookEntry topBidSize = new DefBookEntry(MODIFY, BID,
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      applyTop(topBidPrice, time, market);
      return null;

    case BID_LAST_SIZE:
      final DefBookEntry topBidSize = new DefBookEntry(MODIFY, BID,
          DEFAULT, ENTRY_TOP, top.side(BID).price(), size);
      applyTop(topBidSize, time, market);
      return null;

    case CLOSE_ASK_PRICE:
    case CLOSE_BID_PRICE:
View Full Code Here
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