程序员的量化交易之路（29）--Cointrader之Tick实体（16）

标签：量化交易   cointrader   tick   

转载需注明出处：http://blog.csdn.net/minimicall，http://cloudtrade.top

Tick：什么是Tick，在交易平台中非常常见，其实就 单笔交易时某只证券的基本数据。

我们通过代码来学习吧：

package org.cryptocoinpartners.schema;

import javax.annotation.Nullable;
import javax.persistence.Entity;
import javax.persistence.ManyToOne;
import javax.persistence.Transient;

import org.joda.time.Instant;

/**
 * A Tick is a point-in-time snapshot of a Market's last price, volume and most recent Book
 *一个Tick是某一时刻某个交易品的最新交易价格、量和最新的报价单列表
 * @author Tim Olson
 */
@Entity//在数据库中会创建数据表Tick
public class Tick extends PriceData implements Spread {
//继承自PriceData，一些市场的数据就包含了。
    public Instant getStartInstant() {
        return startInstant;
    }

    @Transient
    public Instant getEndInstant() {
        return getTime();
    }

    @ManyToOne
    public Book getLastBook() {
        return lastBook;
    }

    /** @return null if no book was found prior to the window */
    @Override
    @Transient
    public @Nullable
    Offer getBestBid() {
        return lastBook == null ? null : lastBook.getBestBid();
    }

    /** @return null if no book was found prior to the window */
    @Override
    @Transient
    public @Nullable
    Offer getBestAsk() {
        return lastBook == null ? null : lastBook.getBestAsk();
    }

    public Tick(Market market, Instant startInstant, Instant endInstant, @Nullable Long lastPriceCount, @Nullable Long volumeCount, Book lastBook) {
        super(endInstant, null, market, lastPriceCount, volumeCount);
        this.startInstant = startInstant;
        this.lastBook = lastBook;
    }

    @Override
    public String toString() {
        return String.format("Tick{%s last:%g@%g bid:%s ask:%s}", getMarket(), getVolumeAsDouble(), getPriceAsDouble(), getBestBid(), getBestAsk());
    }

    // JPA
    protected Tick() { 
    }

    protected void setStartInstant(Instant startInstant) {
        this.startInstant = startInstant;
    }

    protected void setLastBook(Book lastBook) {
        this.lastBook = lastBook;
    }

    private Instant startInstant;
    private Book lastBook;//报价单
}

程序员的量化交易之路（29）--Cointrader之Tick实体（16）

标签：量化交易   cointrader   tick   

原文地址：http://blog.csdn.net/minimicall/article/details/46387673