程序员的量化交易之路（29）--Cointrader之Tick实体（16）

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
}