Package deltix.qsrv.hf.blocks

Class BarGenerator

  • public class BarGenerator
extends java.lang.Object
    Standard component for generating a stream of BarMessage.

    • Constructor Summary

      Constructors 
      Constructor Description
      BarGenerator​(long inBarSize, deltix.data.stream.MessageChannel<? super deltix.timebase.api.messages.BarMessage> out)
      Constructs a new instance of the bar generator.
      BarGenerator​(deltix.util.time.Interval barSize, deltix.data.stream.MessageChannel<? super deltix.timebase.api.messages.BarMessage> out)  

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      void flush​(long time)
      Send all bars with timestamp in the past (less than specified) to the output.
      void flushAll()
      Send all bars to the output.
      long getBarEndTime​(long time)
      Returns the end time of a bar which includes the specified time instant.
      deltix.timebase.api.messages.BarMessage getOrCreateBar​(deltix.qsrv.hf.pub.InstrumentType type, java.lang.CharSequence symbol)  
      void process​(long time, deltix.qsrv.hf.pub.InstrumentType type, java.lang.CharSequence symbol, double value, double size, long exchangeCode, short currencyCode)
      Main method for generating a bar.
      void process​(deltix.qsrv.hf.pub.InstrumentMessage msg)  
      void process​(deltix.timebase.api.messages.BarMessage barMessage)  
      void process​(deltix.timebase.api.messages.BestBidOfferMessage message)  
      void process​(deltix.timebase.api.messages.TradeMessage tradeMessage)  
      void process​(deltix.timebase.api.messages.universal.PackageHeader msg)  
      void setBarSize​(long size)  
      void setReuseBarInstances​(boolean flag)  

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

    • Constructor Detail

      • BarGenerator

        public BarGenerator​(deltix.util.time.Interval barSize,
                    deltix.data.stream.MessageChannel<? super deltix.timebase.api.messages.BarMessage> out)

      • BarGenerator

        public BarGenerator​(long inBarSize,
                    deltix.data.stream.MessageChannel<? super deltix.timebase.api.messages.BarMessage> out)
        Constructs a new instance of the bar generator.
        Parameters:
        inBarSize - Bar size in milliseconds.
        out - Output channel for sending bars

    • Method Detail

      • setReuseBarInstances

        public void setReuseBarInstances​(boolean flag)

      • flushAll

        public void flushAll()
        Send all bars to the output.

      • setBarSize

        public void setBarSize​(long size)

      • flush

        public void flush​(long time)
        Send all bars with timestamp in the past (less than specified) to the output.
        Parameters:
        time - Time threshold.

      • getOrCreateBar

        public deltix.timebase.api.messages.BarMessage getOrCreateBar​(deltix.qsrv.hf.pub.InstrumentType type,
                                                              java.lang.CharSequence symbol)

      • getBarEndTime

        public long getBarEndTime​(long time)
        Returns the end time of a bar which includes the specified time instant.
        Parameters:
        time - The closing time in question.
        Returns:
        The end time of a bar which includes t.

      • process

        public void process​(long time,
                    deltix.qsrv.hf.pub.InstrumentType type,
                    java.lang.CharSequence symbol,
                    double value,
                    double size,
                    long exchangeCode,
                    short currencyCode)
        Main method for generating a bar.
        Parameters:
        time - Time stamp of the data point.
        type - Instrument type.
        symbol - Instrument symbol.
        value - Data value to track.
        size - Optional size (used with trades).

      • process

        public void process​(deltix.qsrv.hf.pub.InstrumentMessage msg)

      • process

        public void process​(deltix.timebase.api.messages.TradeMessage tradeMessage)

      • process

        public void process​(deltix.timebase.api.messages.BestBidOfferMessage message)

      • process

        public void process​(deltix.timebase.api.messages.BarMessage barMessage)

      • process

        public void process​(deltix.timebase.api.messages.universal.PackageHeader msg)