Package com.barchart.feed.base.bar.enums

Examples of com.barchart.feed.base.bar.enums.MarketBarType

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

    market.clearChanges();

    final MarketBarType type = market.ensureBar(message.getTradeDay().tradeDate());
    final MarketDoBar bar = market.loadBar(type.field);

    bar.set(MarketBarField.OPEN, message.getPriceOpen());
    bar.set(MarketBarField.HIGH, message.getPriceHigh());
    bar.set(MarketBarField.LOW, message.getPriceLow());
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  @Override
  public Void visit(final DDF_Prior_IndividCmdy message, final MarketDo market) {

    market.clearChanges();

    final MarketBarType type = market.ensureBar(message.getTradeDay().tradeDate());
    final MarketDoBar bar = market.loadBar(type.field);

    bar.set(MarketBarField.VOLUME, message.getSizeVolume());
    bar.set(MarketBarField.INTEREST, message.getSizeOpenInterest());
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      final SizeValue volume,
      final SizeValue interest,
      final BooleanValue isSettled,
      final TimeValue barTime) {
   
    final MarketBarType type = ensureBar(tradeDate);

    if (type.isNull())
      return;

    final MarketDoBar bar = loadBar(type.field);

    applyBar(bar, MarketBarField.OPEN, open);
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  private final void applyTradeToBar(final MarketTradeSession session,
      final MarketTradeSequencing sequencing, final PriceValue price,
      final SizeValue size, final TimeValue time, final TimeValue date) {

    MarketBarType barType = ensureBar(date);
    if (session == EXTENDED && barType == CURRENT)
      barType = CURRENT_EXT;

    final MarketDoBar bar = loadBar(barType.field);
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  private final void applyTradeToBar(final MarketTradeSession session,
      final MarketTradeSequencing sequencing, final PriceValue price,
      final SizeValue size, final TimeValue time, final TimeValue date) {

    final MarketBarType barType = session == EXTENDED ? CURRENT_EXT
        : CURRENT;
    final MarketDoBar bar = loadBar(barType.field);

    // XXX this is disabled to force compatibility with ddf2
    // if (bar.get(BAR_TIME).compareTo(time) > 0) {
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    }

    /** Update CURRENT bar */
    {

      final MarketBarType type = CURRENT;

      final MarketDoBar bar = market.loadBar(type.field);

      final DDF_TradeDay tradeDay = message.getTradeDay();
      bar.set(MarketBarField.TRADE_DATE, tradeDay.tradeDate());

      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();
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  protected Void visit(final DDF_MarketSnapshot message,
      final MarketDo market, final DDF_Indicator indicator) {

    final DDF_Session session = message.getSession();

    final MarketBarType type = barTypeFrom(indicator, session);

    final MarketDoBar bar = market.loadBar(type.field);

    //
    final DDF_TradeDay tradeDay = message.getTradeDay();
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  @SuppressWarnings("deprecation")
  private final void applyTradeToBar(final MarketTradeSession session,
      final MarketTradeSequencing sequencing, final PriceValue price,
      final SizeValue size, final TimeValue time, final TimeValue date) {

    final MarketBarType barType = session == EXTENDED ? CURRENT_EXT
        : CURRENT;
    final MarketDoBar bar = loadBar(barType.field);

    // XXX this is disabled to force compatibility with ddf2
    // if (bar.get(BAR_TIME).compareTo(time) > 0) {
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    }

    /** Update CURRENT bar */
    {

      final MarketBarType type = CURRENT;

      final MarketDoBar bar = market.loadBar(type.field);

      final DDF_TradeDay tradeDay = message.getTradeDay();
      bar.set(MarketBarField.TRADE_DATE, tradeDay.tradeDate());

      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();
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  protected Void visit(final DDF_MarketSnapshot message,
      final MarketDo market, final DDF_Indicator indicator) {

    final DDF_Session session = message.getSession();

    final MarketBarType type = barTypeFrom(indicator, session);

    final MarketDoBar bar = market.loadBar(type.field);

    //
    final DDF_TradeDay tradeDay = message.getTradeDay();
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Related Classes of com.barchart.feed.base.bar.enums.MarketBarType

  • com.barchart.feed.ddf.market.provider.MapperDDF
  • com.barchart.feed.ddf.market.provider.VarMarketDDF
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