Double ask = null; if (mds.getBidSizes() != null && mds.getBidSizes().length > 0) { double bestBidPx = mds.getBidPrices()[0]; double bestBidQ = mds.getBidSizes()[0]; bid = bestBidPx; System.out.print("B");
counter++; String seriesId = mds.getMdiId(); if (mds.getBidSizes() != null && mds.getBidSizes().length > 0) { double bestBidPx = mds.getBidPrices()[0]; double bestBidQ = mds.getBidSizes()[0]; rawWriter.write(seriesId, mds.getTimeStamp(), "BID", bestBidPx); rawWriter.write(seriesId, mds.getTimeStamp(), "BIDQUANTITY", for(int i=0;i<mds.getBidSizes().length;i++){ rawWriter.write(seriesId, mds.getTimeStamp(), "BID_"+i, mds.getBidPrices()[i]); rawWriter.write(seriesId, mds.getTimeStamp(), "BIDQUANTITY_"+i, mds.getBidSizes()[i]);
public byte[] marshall(MarketDataSnapshot mds) throws InvalidProtocolBufferException { BaseMessage mdsm = mf.buildMds(mds.getMdiId(), ArrayUtils.toDoubleList(mds.getBidPrices()), ArrayUtils.toDoubleList(mds.getAskPrices()), ArrayUtils.toDoubleList(mds.getBidSizes()), ArrayUtils.toDoubleList(mds.getAskSizes()), mds.isResend()); return mdsm.toByteArray(); }
row[rowIndx][BID_SIZE_COL_IDX] = mds.getBidSizes()[0];
bestBid.setOrderSide(OrderSide.BUY); bestBid.setLimitPrice(mds.getBidPrices()[0]); bestBid.setQuantity(mds.getBidSizes()[0]); bestBid.setOpenQuantity(mds.getBidSizes()[0]); lob.addOrder(bestBid);