程序猿的量化交易之路（29）--Cointrader之Tick实体（16）-优快云博客

本文介绍了一个名为Tick的数据结构，该结构用于记录某一时刻市场交易品的最新价格、成交量及最新的订单列表。文章详细展示了Tick类的定义及其主要方法，如获取最佳买入价和最佳卖出价等。

转载需注明出处：http://blog.youkuaiyun.com/minimicall，http://cloudtrade.top

Tick：什么是Tick，在交易平台中很常见，事实上就单笔交易时某仅仅证券的基本数据。

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括了。
    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 }

转载于:https://www.cnblogs.com/yxwkf/p/5129440.html