@Override public MarketDataEvent next() { Tuple<TimeStamp, Map<String, Double>> valueMap = streamIterator.next(); if (valueMap.getB().containsKey("BID")) bid[0] = valueMap.getB().get("BID"); if (valueMap.getB().containsKey("ASK")) ask[0] = valueMap.getB().get("ASK"); if (valueMap.getB().containsKey(bidQuantityKey)) bidQ[0] = valueMap.getB().get(bidQuantityKey); if (valueMap.getB().containsKey(askQuantityKey)) askQ[0] = valueMap.getB().get(askQuantityKey); // if (quantityOverride != 0.0) { bidQ[0] = askQ[0] = quantityOverride; } 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; }
mds.setAskPrices(new double[] { Math.random() }); mds.setBidSizes(new double[] { Math.random() }); mds.setAskSizes(new double[] {Math.random() });
public MarketDataSnapshot demarshall(AQMessages.MarketDataSnapshot mdsm) { MarketDataSnapshot mds = new MarketDataSnapshot(); mds.setMdiId(mdsm.getMdiId()); mds.setTimeStamp(new TimeStamp(mdsm.getTimestamp())); mds.setBidPrices(ArrayUtils.toPrimArray(mdsm.getBidPxList())); mds.setAskPrices(ArrayUtils.toPrimArray(mdsm.getAskPxList())); mds.setBidSizes(ArrayUtils.toPrimArray(mdsm.getBidQList())); mds.setAskSizes(ArrayUtils.toPrimArray(mdsm.getAskQList())); if (mdsm.hasResend()) mds.setResend(mdsm.getResend()); return mds; }
@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; }