public boolean moreDataInPipe() { for (StreamEventIterator<StreamEvent> it : iterators) if (it.hasNext()) return true; return false; }
public String toString(){ return "PositionEvent. " + getTradInstId()+ ": " + quantity + "@" + price; }
@Override public void process(StreamEvent se) { for(IStreamEventSink sink : getSubscriberList(se.getEventType())){ sink.process(se); } }
public OHLCV clone(){ OHLCV ret = new OHLCV(); ret.setSnapshotTime(getSnapshotTime()); ret.setTimeStamp(super.getTimeStamp()); ret.setMdiId(mdiId); ret.setOpen(open); ret.setHigh(high); ret.setLow(low); ret.setClose(close); ret.setVolume(volume); ret.setResolutionInSeconds(resolutionInSeconds); ret.setCreationTime(super.getCreationTime()); ret.setDeletionTime(super.getDeletionTime()); return ret; }
public int compareTo(FastStreamEventContainer other){ if(streamEvent==null || other.streamEvent==null)return -1; return streamEvent.getTimeStamp().compareTo(other.streamEvent.getTimeStamp()); } }
@Override public TimeStreamEvent next() { currentTime = currentTime + step; TimeStreamEvent event = new TimeStreamEvent(new TimeStamp(currentTime)); // return event; }
@Override public MarketDataEvent next() { currentTime = currentTime + step; BBOEvent bbo = new BBOEvent(mdId, tradId, new TimeStamp(currentTime), Math.random(), Math.random(), Math.random(), Math.random()); // return bbo; } }
public void process(AccountDataEvent adevent) { getAccountTable().setVariable(adevent.getVariableId(), adevent.getValue()); getAccountTable().signalUpdate(); }
public PNLChangeEvent ce(long l, String id, Double val){ PNLChangeEvent p = new PNLChangeEvent(new TimeStamp(l), id, val, 0.0); return p; }
public PositionEvent demarshall(AQMessages.PositionReport adm) { PositionEvent pos = new PositionEvent(adm.getTradInstId(), new TimeStamp(), adm.getEntryPrice(), adm.getQuantity()); return pos; }
@Override public void subscribe(IStreamEventSink sink,ETransportType eventType) { getSubscriberList(eventType).add(sink); }
@Override public String getId() { return getTimeStamp().toString(); }
@Override public String getId() { return getTimeStamp().toString(); }
@Override public String getId() { return getTimeStamp().toString(); }
public AccountDataEvent demarshall(AQMessages.AccountDataMessage adm) { AccountDataEvent ad = new AccountDataEvent(new TimeStamp(), adm.getType(), adm.getValue()); return ad; }
public InformationalEvent demarshall(AQMessages.InfoEvent adm) { InformationalEvent ie = new InformationalEvent(new TimeStamp( adm.getTimestamp()), adm.getMessage()); return ie; }
public Tick demarshall(AQMessages.Tick tick) { Tick ret = new Tick(tick.getMdiId(), new TimeStamp(tick.getTimestamp()), tick.getPrice(), tick.getQuantity(), tick.getTickDirection()); return ret; }
private void dumpQueue(){ for(FastStreamEventContainer ec : fastQueue) { System.out.println(ec.streamEvent.getTimeStamp().getNanoseconds() + " - " + ec.streamEvent.getTimeStamp().getDate()); } }
public TimeStreamEvent demarshall(AQMessages.ServerTime in) { TimeStreamEvent tse = new TimeStreamEvent(new TimeStamp( in.getTimestamp())); return tse; }
public void unsubscribe(IStreamEventSink sink, ETransportType eventType) { getSubscriberList(eventType).remove(sink); }