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.csdn.net/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;
}