com.paritytrading.parity.ticker.DisplayFormat Maven / Gradle / Ivy

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package com.paritytrading.parity.ticker;

import com.paritytrading.foundation.ASCII;
import com.paritytrading.parity.top.Side;
import com.paritytrading.parity.util.Timestamps;
import it.unimi.dsi.fastutil.longs.Long2ObjectArrayMap;
import java.util.List;
import java.util.Locale;

class DisplayFormat extends MarketDataListener {

    private static final double PRICE_FACTOR = 10000.0;

    private static final String HEADER = "" +
        "Timestamp    Inst     Bid Px    Bid Size   Ask Px    Ask Size   Last Px   Last Size\n" +
        "------------ -------- --------- ---------- --------- ---------- --------- ----------";

    private static final String MISSING = String.format("%9s %10s", "-", "-");

    private Long2ObjectArrayMap trades;

    private long second;
    private long timestamp;

    private int counter;

    public DisplayFormat(List instruments) {
        trades = new Long2ObjectArrayMap<>();

        for (String instrument : instruments)
            trades.put(ASCII.packLong(instrument), new Trade());

        printf("\n%s\n", HEADER);
    }

    @Override
    public void bbo(long instrument, long bidPrice, long bidSize, long askPrice, long askSize) {
        Trade trade = trades.get(instrument);

        printf("%12s %8s ", Timestamps.format(timestampMillis()), ASCII.unpackLong(instrument));

        if (bidSize != 0)
            printf("%9.2f %10d ", bidPrice / PRICE_FACTOR, bidSize);
        else
            printf("%s ", MISSING);

        if (askSize != 0)
            printf("%9.2f %10d ", askPrice / PRICE_FACTOR, askSize);
        else
            printf("%s ", MISSING);

        if (trade.size != 0)
            printf("%9.2f %10d\n", trade.price / PRICE_FACTOR, trade.size);
        else
            printf("%s\n", MISSING);
    }

    @Override
    public void trade(long instrument, Side side, long price, long size) {
        Trade trade = trades.get(instrument);

        trade.price = price;
        trade.size  = size;
    }

    private void printf(String format, Object... args) {
        System.out.printf(Locale.US, format, args);
    }

    private static class Trade {
        public long price;
        public long size;
    }

}