道量化交易程序猿（25）--Cointrader之MarketData市场数据实体（12）

转载注明出处：http://blog.youkuaiyun.com/minimicall。http://cloudtrade.top/

前面一节我们说到了远端事件。当中。市场数据就属于远端事件。市场数据有什么？我们通过代码来回答这个问题：

package org.cryptocoinpartners.schema;

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

import org.joda.time.Instant;

/**
 * @author Tim Olson
 */
@Entity //实体，在数据库中会创建表格
public abstract class MarketData extends RemoteEvent {

    protected MarketData(Instant time, @Nullable String remoteKey, Market market) {
        this(time, Instant.now(), remoteKey, market);
    }

    protected MarketData(Instant time, Instant timeReceived, String remoteKey, Market market) {
        super(time, timeReceived, remoteKey);
        this.market = market;
    }

    @ManyToOne(optional = false)
    public Market getMarket() {
        return market;
    }

    // JPA
    protected MarketData() {
        super();
    }

    protected void setMarket(Market market) {
        this.market = market;
    }

    private Market market;//市场
}

市场数据里面仅仅有一个成员。市场。

也即是说市场数据是某一时刻的市场。

我们接下来看看市场又有什么数据，Market。

我们通过凝视代码来学习。

package org.cryptocoinpartners.schema;

import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.Collection;
import java.util.List;

import javax.persistence.Basic;
import javax.persistence.Cacheable;
import javax.persistence.Entity;
import javax.persistence.Index;
import javax.persistence.ManyToOne;
import javax.persistence.NamedQuery;
import javax.persistence.NoResultException;
import javax.persistence.PostPersist;
import javax.persistence.Table;
import javax.persistence.Transient;

import org.cryptocoinpartners.enumeration.FeeMethod;
import org.cryptocoinpartners.util.PersistUtil;
import org.cryptocoinpartners.util.RemainderHandler;

/**
 * Represents the possibility to trade one Asset for another at a specific Exchange.
 *
 * @author Tim Olson
 */
@Entity //表格
@Cacheable // 缓存
@NamedQuery(name = "Market.findByMarket", query = "select m from Market m where exchange=?1 and listing=?2") // 命名查询
@Table(indexes = { @Index(columnList = "exchange"), @Index(columnList = "listing"), @Index(columnList = "active") }) //编织索引
public class Market extends EntityBase {

    public static Collection<Market> findAll() {//查询全部市场数据
        return PersistUtil.queryList(Market.class, "select m from Market m");
    }

    /** adds the Market to the database if it does not already exist */
    public static Market findOrCreate(Exchange exchange, Listing listing) {
        return findOrCreate(exchange, listing, listing.getPriceBasis(), listing.getVolumeBasis());
    }

    @PostPersist
    private void postPersist() {

        //PersistUtil.detach(this);

    }
//查询或创建市场数据
    public static Market findOrCreate(Exchange exchange, Listing listing, double quoteBasis, double volumeBasis) {
        // final String queryStr = "select m from Market m where exchange=?1 and listing=?

2"; try { return PersistUtil.namedQueryOne(Market.class, "Market.findByMarket", exchange, listing); } catch (NoResultException e) { final Market ml = new Market(exchange, listing, quoteBasis, volumeBasis); PersistUtil.insert(ml); return ml; } } /** @return active Markets for the given exchange */ public static Collection<Market> find(Exchange exchange) { return PersistUtil.queryList(Market.class, "select s from Market s where exchange=?

1 and active=?2", exchange, true); } /** @return active Markets for the given listing */ public static Collection<Market> find(Listing listing) { return PersistUtil.queryList(Market.class, "select s from Market s where listing=?1 and active=?2", listing, true); } @ManyToOne(optional = false) public Exchange getExchange() { return exchange; } @ManyToOne(optional = false) public Listing getListing() { return listing; } @Basic(optional = false) public double getPriceBasis() { return listing.getPriceBasis() == 0 ?

priceBasis : listing.getPriceBasis(); } @Transient public int getScale() { int length = (int) (Math.log10(getPriceBasis())); return length; } @Basic(optional = false) public double getVolumeBasis() { return listing.getVolumeBasis() == 0 ? volumeBasis : listing.getVolumeBasis(); } /** @return true iff the Listing is currently traded at the Exchange. The Market could have been retired. */ public boolean isActive() { return active; } @Transient public Asset getBase() { return listing.getBase(); } @Transient public Asset getQuote() { return listing.getQuote(); } @Transient public int getMargin() { return listing.getMargin() == 0 ? exchange.getMargin() : listing.getMargin(); } @Transient public double getFeeRate() { return listing.getFeeRate() == 0 ? exchange.getFeeRate() : listing.getFeeRate(); } @Transient public FeeMethod getMarginFeeMethod() { return listing.getMarginFeeMethod() == null ? exchange.getMarginFeeMethod() : listing.getMarginFeeMethod(); } @Transient public FeeMethod getFeeMethod() { return listing.getFeeMethod() == null ?

exchange.getFeeMethod() : listing.getFeeMethod(); } @Transient public double getMultiplier() { return listing.getMultiplier(); } @Transient public double getTickValue() { return listing.getTickValue(); } @Transient public double getContractSize() { return listing.getContractSize(); } @Transient public double getTickSize() { return listing.getTickSize(); } @Transient public Asset getTradedCurrency() { return listing.getTradedCurrency(); } @Transient public String getSymbol() { return exchange.toString() + ':' + listing.toString(); } @Override public String toString() { return getSymbol(); } public static Market forSymbol(String marketSymbol) { for (Market market : findAll()) { if (market.getSymbol().equalsIgnoreCase(marketSymbol)) return market; } return null; } public static List<String> allSymbols() { List<String> result = new ArrayList<>(); List<Market> markets = PersistUtil.queryList(Market.class, "select m from Market m"); for (Market market : markets) result.add((market.getSymbol())); return result; } public static class MarketAmountBuilder { public DiscreteAmount fromPriceCount(long count) { return priceBuilder.fromCount(count); } public DiscreteAmount fromVolumeCount(long count) { return volumeBuilder.fromCount(count); } public DiscreteAmount fromPrice(BigDecimal amount, RemainderHandler remainderHandler) { return priceBuilder.fromValue(amount, remainderHandler); } public DiscreteAmount fromVolume(BigDecimal amount, RemainderHandler remainderHandler) { return volumeBuilder.fromValue(amount, remainderHandler); } public MarketAmountBuilder(double priceBasis, double volumeBasis) { this.priceBuilder = DiscreteAmount.withBasis(priceBasis); this.volumeBuilder = DiscreteAmount.withBasis(volumeBasis); } private final DiscreteAmount.DiscreteAmountBuilder priceBuilder; private final DiscreteAmount.DiscreteAmountBuilder volumeBuilder; } public MarketAmountBuilder buildAmount() { if (marketAmountBuilder == null) marketAmountBuilder = new MarketAmountBuilder(getPriceBasis(), getVolumeBasis()); return marketAmountBuilder; } // JPA protected Market() { } protected void setExchange(Exchange exchange) { this.exchange = exchange; } protected void setListing(Listing listing) { this.listing = listing; } protected void setActive(boolean active) { this.active = active; } protected void setPriceBasis(double quoteBasis) { this.priceBasis = quoteBasis; } protected void setVolumeBasis(double volumeBasis) { this.volumeBasis = volumeBasis; } private Market(Exchange exchange, Listing listing, double priceBasis, double volumeBasis) { this.exchange = exchange; this.listing = listing; this.priceBasis = priceBasis; this.volumeBasis = volumeBasis; this.active = true; } private Exchange exchange;//交易所 private Listing listing;//挂牌清单 private double priceBasis;//基准价格 private double volumeBasis;//基准量 private boolean active;//是否活跃 private MarketAmountBuilder marketAmountBuilder; }

版权声明：本文博主原创文章。博客，未经同意不得转载。