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

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


              .append(value.get(MarketField.MARKET_TIME)
                  .asDateTime().toString());

          final MarketBookTop top = value.get(MarketField.BOOK_TOP);

          MarketBookEntry entry = top.side(MarketBookSide.ASK);

          if (!entry.isNull()) {
            sb.append(" ASK TOP").append(" price=")
                .append(ValueUtil.asDouble(entry.price()))
                .append(" qty=").append(entry.size().asLong());
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            sb.append(" ASK TOP").append(" price=")
                .append(ValueUtil.asDouble(entry.price()))
                .append(" qty=").append(entry.size().asLong());
          }

          entry = top.side(MarketBookSide.BID);

          if (!entry.isNull()) {
            sb.append(" BID TOP").append(" price=")
                .append(ValueUtil.asDouble(entry.price()))
                .append(" qty=").append(entry.size().asLong());
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          + message.getInstrument().symbol());
     
    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:
      final DefBookEntry topAskSize = new DefBookEntry(
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      return null;

    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: // NEW
      log.debug("Mapper saw BID_LAST - Price=" + price.toString() +
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          + message.getInstrument().symbol());
     
    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:
      final DefBookEntry topBidSize = new DefBookEntry(
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      return null;

    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: // NEW
    case CLOSE_2_LAST: // NEW
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          + message.getInstrument().symbol());
     
    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:
      final DefBookEntry topAskSize = new DefBookEntry(
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      return null;

    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: // NEW
      log.debug("Mapper saw BID_LAST - Price=" + price.toString() +
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          + message.getInstrument().symbol());
     
    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:
      final DefBookEntry topBidSize = new DefBookEntry(
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      return null;

    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: // NEW
    case CLOSE_2_LAST: // NEW
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