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Seth Ladygo
2018-06-20 22:31:06 -07:00
parent 25a2c19ecb
commit a03ba9a883
2 changed files with 92 additions and 92 deletions
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118
src/main/java/OANDATickEvent.java
View File

@ -9,72 +9,72 @@ import com.fasterxml.jackson.annotation.JsonFormat;
* {"type":"PRICE","time":"2018-04-05T20:35:20.983907480Z","bids":[{"price":"1.22376","liquidity":10000000}],"asks":[{"price":"1.22386","liquidity":10000000}],"closeoutBid":"1.22361","closeoutAsk":"1.22401","status":"tradeable","tradeable":true,"instrument":"EUR_USD"}
*/
public class OANDATickEvent extends TickEvent {
public String type;
private DateTime time;
public PriceBucket[] bids;
public PriceBucket[] asks;
public BigDecimal closeoutBid;
public BigDecimal closeoutAsk;
public String status;
public boolean tradeable;
private String instrument;
public String type;
private DateTime time;
public PriceBucket[] bids;
public PriceBucket[] asks;
public BigDecimal closeoutBid;
public BigDecimal closeoutAsk;
public String status;
public boolean tradeable;
private String instrument;
/**
* @return the instrument
*/
@Override
public String getInstrument() {
return instrument;
}
/**
* @return the instrument
*/
@Override
public String getInstrument() {
return instrument;
}
/**
* @param instrument the instrument to set
*/
public void setInstrument(String instrument) {
this.instrument = instrument;
}
/**
* @param instrument the instrument to set
*/
public void setInstrument(String instrument) {
this.instrument = instrument;
}
/**
* @return the time
*/
@Override
public DateTime getTime() {
return time;
}
/**
* @return the time
*/
@Override
public DateTime getTime() {
return time;
}
/**
* @param time the time to set
*/
public void setTime(DateTime time) {
this.time = time;
}
/**
* @param time the time to set
*/
public void setTime(DateTime time) {
this.time = time;
}
/**
* @return the bid
*/
@Override
public BigDecimal getBid() {
return bids[0].price;
}
/**
* @return the bid
*/
@Override
public BigDecimal getBid() {
return bids[0].price;
}
/**
* @return the ask
*/
@Override
public BigDecimal getAsk() {
return asks[0].price;
}
/**
* @return the ask
*/
@Override
public BigDecimal getAsk() {
return asks[0].price;
}
/**
* @return the midprice between bid and ask
*/
@Override
public BigDecimal getMid() {
return getMid(asks[0].price, bids[0].price);
}
/**
* @return the midprice between bid and ask
*/
@Override
public BigDecimal getMid() {
return getMid(asks[0].price, bids[0].price);
}
public String toString() {
return String.format("OANDATickEvent[%s,%s,%s]", getTime(), getInstrument(), getMid());
}
public String toString() {
return String.format("OANDATickEvent[%s, %s, %s]", getTime(), getInstrument(), getMid());
}
}

66
src/main/java/TickEvent.java
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@ -4,43 +4,43 @@ import org.joda.time.DateTime;
public abstract class TickEvent {
/**
* @return the tick time
*/
public abstract DateTime getTime();
/**
* @return the tick time
*/
public abstract DateTime getTime();
/**
* @return the trading instrument
*/
public abstract String getInstrument();
/**
* @return the trading instrument
*/
public abstract String getInstrument();
/**
* @return the bid price
*/
public abstract BigDecimal getBid();
/**
* @return the bid price
*/
public abstract BigDecimal getBid();
/**
* @return the ask price
*/
public abstract BigDecimal getAsk();
/**
* @return the ask price
*/
public abstract BigDecimal getAsk();
/**
* @return the midprice between bid and ask
*/
public abstract BigDecimal getMid();
/**
* @return the midprice between bid and ask
*/
public abstract BigDecimal getMid();
/**
* Calculate the midpoint between two values.
*/
public static BigDecimal getMid(BigDecimal a, BigDecimal b) {
BigDecimal diff = a.subtract(b).abs();
return a.min(b).add(diff.divide(new BigDecimal(2)));
}
/**
* Calculate the midpoint between two values.
*/
public static BigDecimal getMid(BigDecimal a, BigDecimal b) {
BigDecimal diff = a.subtract(b).abs();
return a.min(b).add(diff.divide(new BigDecimal(2)));
}
/**
* Calculate the midpoint between two values.
*/
public double getMidDouble() {
return getMid().doubleValue();
}
/**
* Calculate the midpoint between two values.
*/
public double getMidDouble() {
return getMid().doubleValue();
}
}