程序员的量化交易之路（25）--Cointrader之MarketData市场数据实体（12）

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

前面一节我们说到了远端事件。其中，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;}// JPAprotected MarketData() {super();}protected void setMarket(Market market) {this.market = market;}private Market market;//市场
}

市场数据里面只有一个成员，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。

我们通过注释代码来学习。

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() {//查询所有市场数据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());}@PostPersistprivate 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();}@Transientpublic 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;}@Transientpublic Asset getBase() {return listing.getBase();}@Transientpublic Asset getQuote() {return listing.getQuote();}@Transientpublic int getMargin() {return listing.getMargin() == 0 ? exchange.getMargin() : listing.getMargin();}@Transientpublic double getFeeRate() {return listing.getFeeRate() == 0 ? exchange.getFeeRate() : listing.getFeeRate();}@Transientpublic FeeMethod getMarginFeeMethod() {return listing.getMarginFeeMethod() == null ? exchange.getMarginFeeMethod() : listing.getMarginFeeMethod();}@Transientpublic FeeMethod getFeeMethod() {return listing.getFeeMethod() == null ? exchange.getFeeMethod() : listing.getFeeMethod();}@Transientpublic double getMultiplier() {return listing.getMultiplier();}@Transientpublic double getTickValue() {return listing.getTickValue();}@Transientpublic double getContractSize() {return listing.getContractSize();}@Transientpublic double getTickSize() {return listing.getTickSize();}@Transientpublic Asset getTradedCurrency() {return listing.getTradedCurrency();}@Transientpublic String getSymbol() {return exchange.toString() + ':' + listing.toString();}@Overridepublic 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;}// JPAprotected 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;
}