@Override public MarketDataEvent next() { Tuple<TimeStamp, Double> valueMap = streamIterator.next(); // fixing ... bid = new double[1]; ask = new double[1]; bidQ = new double[1]; askQ = new double[1]; // take the value and create a synthetic bid and ask out of it. ask[0] = valueMap.getB()+this.getAskOffset(); bid[0] = valueMap.getB()+this.getBidOffset(); askQ[0] = this.getAskQuantity(); bidQ[0] = this.getBidQuantity(); MarketDataSnapshot mds = new MarketDataSnapshot(); mds.setMdiId(this.mdiId); mds.setTdiId(this.tdiId); mds.setAskPrices(ask); mds.setBidPrices(bid); mds.setAskSizes(askQ); mds.setBidSizes(bidQ); mds.setTimeStamp(valueMap.getA()); return mds; }
tempList.add(new FieldToBidAskConverterStream(btCfg.getMdis()[0], btCfg.getTdis()[0], "PX_SETTLE", startTime, endTime, new CsvArchiveReaderFormat1("./src/test/resources/sampledata/soybean_future_rolled.csv")));