All Downloads are FREE. Search and download functionalities are using the official Maven repository.
Many resources are needed to download a project. Please understand that we have to compensate our server costs. Thank you in advance.
Project price only 1 $
You can buy this project and download/modify it how often you want.
com.barchart.feed.ddf.message.provider.DF_3B_Book Maven / Gradle / Ivy
/**
* Copyright (C) 2011-2012 Barchart, Inc. Result accept(
final DDF_MessageVisitor visitor, final Param param) {
return visitor.visit(this, param);
}
DF_3B_Book() {
super(DDF_MessageType.BOOK_SNAP);
}
DF_3B_Book(final DDF_MessageType messageType) {
super(messageType);
}
// //////////////////////////////////////
protected int countBid = DDF_NO_COUNT;
protected int countAsk = DDF_NO_COUNT;
protected long[] priceBidArray = DDF_NO_PRICES;
protected long[] priceAskArray = DDF_NO_PRICES;
protected long[] sizeBidArray = DDF_NO_SIZES;
protected long[] sizeAskArray = DDF_NO_SIZES;
// //////////////////////////////////////
/**
* TODO @see TestData
*
* XXX note: {@link MarketBook#ENTRY_TOP}.
*
* @return the market do book entry[]
*/
@Override
public final MarketDoBookEntry[] entries() {
final int maximumSize = countBid + countAsk;
final MarketDoBookEntry[] entries = new MarketDoBookEntry[maximumSize];
int entryIndex = 0;
final DDF_Fraction frac = getFraction();
for (int index = 0; index < countBid; index++) {
if (sizeBidArray[index] == 0) {
continue;
}
final int place = index + MarketBook.ENTRY_TOP;
final PriceValue price = HelperDDF.newPriceDDF(
priceBidArray[index], frac);
final SizeValue size = HelperDDF.newSizeDDF(sizeBidArray[index]);
final MarketDoBookEntry entry = new DefBookEntry(MODIFY, Book.Side.BID,
Book.Type.DEFAULT, place, price, size);
entries[entryIndex++] = entry;
}
for (int index = 0; index < countAsk; index++) {
if (sizeAskArray[index] == 0) {
continue;
}
final int place = index + 1;
final PriceValue price = HelperDDF.newPriceDDF(
priceAskArray[index], frac);
final SizeValue size = HelperDDF.newSizeDDF(sizeAskArray[index]);
final MarketDoBookEntry entry = new DefBookEntry(MODIFY, Book.Side.ASK,
Book.Type.DEFAULT, place, price, size);
entries[entryIndex++] = entry;
}
assert entryIndex == maximumSize;
return entries;
}
/*
* 3,B<#bid><#ask>[,]
*/
/*
* ,()(,)()||
*
* [,]
*
* ||
*/
// no delay field in book snapshots
@Override
protected final void encodeDelay(final ByteBuffer buffer) {
}
@Override
protected final void decodeDelay(final ByteBuffer buffer) {
}
// no time stamp field in book snapshot
@Override
protected final void encodeTail(final ByteBuffer buffer) {
buffer.put(ETX);
}
@Override
protected final void decodeTail(final ByteBuffer buffer) {
check(buffer.get(), ETX);
setDecodeDefaults();
}
@Override
protected final void encodeBody(final ByteBuffer buffer) {
final DDF_Fraction frac = getFraction();
// sizes
encodeUnsigned_1_book(countBid, buffer);
encodeUnsigned_1_book(countAsk, buffer);
// bids
for (int index = 0; index < DDF_BOOK_LIMIT; index++) {
if (sizeBidArray[index] == 0) {
continue;
}
buffer.put(COMMA);
final byte code = bookBidCodeFrom(index);
HelperDDF.decimalEncode(priceBidArray[index], frac, buffer, code);
HelperDDF.longEncode(sizeBidArray[index], buffer, NUL);
}
// asks
for (int index = 0; index < DDF_BOOK_LIMIT; index++) {
if (sizeAskArray[index] == 0) {
continue;
}
buffer.put(COMMA);
final byte code = bookAskCodeFrom(index);
HelperDDF.decimalEncode(priceAskArray[index], frac, buffer, code);
HelperDDF.longEncode(sizeAskArray[index], buffer, NUL);
}
}
@Override
protected final void decodeBody(final ByteBuffer buffer) {
final DDF_Fraction frac = getFraction();
// allocate maximum array size
priceBidArray = new long[DDF_BOOK_LIMIT];
priceAskArray = new long[DDF_BOOK_LIMIT];
sizeBidArray = new long[DDF_BOOK_LIMIT];
sizeAskArray = new long[DDF_BOOK_LIMIT];
// sizes
countBid = decodeUnsigned_1_book(buffer);
countAsk = decodeUnsigned_1_book(buffer);
// bids
for (int count = 0; count < countBid; count++) {
check(buffer.get(), COMMA);
final long price = HelperDDF.decimalDecode(frac, buffer, NUL);
final byte code = buffer.get();
final long size = HelperDDF.longDecode(buffer, NUL);
//
final int index = bookBidIndexFrom(code);
priceBidArray[index] = price;
sizeBidArray[index] = size;
}
// asks
for (int count = 0; count < countAsk; count++) {
check(buffer.get(), COMMA);
final long price = HelperDDF.decimalDecode(frac, buffer, NUL);
final byte code = buffer.get();
final long size = HelperDDF.longDecode(buffer, NUL);
//
final int index = bookAskIndexFrom(code);
priceAskArray[index] = price;
sizeAskArray[index] = size;
}
}
@Override
protected void appedFields(final StringBuilder text) {
super.appedFields(text);
text.append("Bid qty\tprice\tAsk qty\n");
text.append("--------------------------------\n");
if (priceAskArray.length == sizeBidArray.length) {
for (int i = priceAskArray.length -1; i > 0; i--) {
long askPrice = priceAskArray[i];
long askSize = sizeAskArray[i];
if (askSize != 0) {
text.append(" \t" + askPrice + "\t" + askSize + "\n");
}
}
}
if (priceBidArray.length == sizeBidArray.length) {
for (int i = 0; i < priceBidArray.length; i++) {
long bidPrice = priceBidArray[i];
long bidSize = sizeBidArray[i];
if (bidSize != 0) {
text.append(bidSize + "\t" + bidPrice + "\t\n");
}
}
}
}
}
