Examples with Trade com.axibase.tsd.api.model.financial.Trade used on opensource projects

Example 16 with Trade

use of com.axibase.tsd.api.model.financial.Trade in project atsd-api-test by axibase.

the class TradeClosePriceAggregationTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    List<Trade> trades = new ArrayList<>();
    trades.add(trade(getUnixTime("2020-03-22T10:00:01Z"), new BigDecimal("1"), 12).setSide(Trade.Side.BUY));
    trades.add(trade(getUnixTime("2020-03-22T10:20:15Z"), new BigDecimal("2"), 11).setSide(Trade.Side.SELL));
    trades.add(trade(getUnixTime("2020-03-22T11:20:15Z"), new BigDecimal("3"), 10).setSide(Trade.Side.BUY));
    trades.add(trade(getUnixTime("2020-03-22T15:20:15Z"), new BigDecimal("4"), 9).setSide(Trade.Side.SELL));
    trades.add(trade(getUnixTime("2020-03-22T23:59:59.999999Z"), new BigDecimal("5"), 8).setSide(Trade.Side.BUY));
    trades.add(trade(getUnixTime("2020-03-23T10:20:15Z"), new BigDecimal("6"), 7));
    trades.add(trade(getUnixTime("2020-03-23T11:20:15Z"), new BigDecimal("7"), 6).setSide(Trade.Side.BUY));
    trades.add(trade(getUnixTime("2020-03-23T15:20:15Z"), new BigDecimal("8"), 5).setSide(Trade.Side.SELL));
    trades.add(trade(getUnixTime("2020-03-22T00:00:00Z"), new BigDecimal("9"), 4).setSymbol(symbolTwo()).setSide(Trade.Side.BUY));
    trades.add(trade(getUnixTime("2020-03-22T10:20:15Z"), new BigDecimal("10"), 3).setSymbol(symbolTwo()));
    trades.add(trade(getUnixTime("2020-03-22T11:20:15Z"), new BigDecimal("11"), 2).setSymbol(symbolTwo()).setSide(Trade.Side.BUY));
    trades.add(trade(getUnixTime("2020-03-22T15:20:15Z"), new BigDecimal("12"), 1).setSymbol(symbolTwo()).setSide(Trade.Side.SELL));
    insert(trades);
}

Example 17 with Trade

use of com.axibase.tsd.api.model.financial.Trade in project atsd-api-test by axibase.

the class TradeDailyTimeRangeTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    List<Trade> trades = new ArrayList<>();
    String[] timestamps = { "2020-05-19T09:55:45.000000Z", "2020-05-19T10:00:00.000000Z", "2020-05-19T10:21:49.123000Z", "2020-05-19T10:59:59.999999Z", "2020-05-19T11:00:00.000000Z", "2020-05-19T11:05:00.000000Z", "2020-05-20T09:55:45.000000Z", "2020-05-20T10:00:00.000000Z", "2020-05-20T10:35:15.123000Z", "2020-05-20T10:43:03.456000Z", "2020-05-20T11:00:00.000000Z", "2020-05-20T11:05:00.000000Z" };
    // first instrument
    trades.addAll(fromISO(timestamps));
    // second instrument
    for (Trade trade : fromISO(timestamps)) {
        trades.add(trade.setSymbol(symbolTwo()));
    }
    trades.add(fromISOString("2020-05-18T23:59:00.000000Z").setSymbol(symbolThree()));
    TradeSender.send(trades).waitUntilTradesInsertedAtMost(1, TimeUnit.MINUTES);
}

Example 18 with Trade

use of com.axibase.tsd.api.model.financial.Trade in project atsd-api-test by axibase.

the class TradeDateTimeTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    Trade trade = fromISOString("2020-05-19T10:21:49.123456Z").setNumber(Long.MAX_VALUE);
    TradeSender.send(Collections.singletonList(trade)).waitUntilTradesInsertedAtMost(1, TimeUnit.MINUTES);
}

Example 19 with Trade

use of com.axibase.tsd.api.model.financial.Trade in project atsd-api-test by axibase.

the class TradeSeriesFormatTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    Trade trade = fromISOString("2020-05-19T10:21:49.123456Z").setPrice(new BigDecimal("1.12")).setQuantity(15);
    insert(trade);
}

Example 20 with Trade

use of com.axibase.tsd.api.model.financial.Trade in project atsd-api-test by axibase.

the class AnotherTradeSideTest method insertTrades.

@BeforeClass
public void insertTrades() throws Exception {
    long periodMillis = tradesPeriodMinutes * 60_000;
    long startTimeMillis = getUnixTime(startDate);
    long endTimeMillis = getUnixTime(endDate);
    long time = startTimeMillis;
    int tradeNumber = 1;
    List<Trade> trades = new ArrayList<>();
    while (time < endTimeMillis) {
        trades.add(new Trade(exchange, clazz, symbolSided, tradeNumber++, time, BigDecimal.ONE, 1).setSide(Side.BUY));
        trades.add(new Trade(exchange, clazz, symbolSided, tradeNumber++, time, BigDecimal.ONE, 1).setSide(Side.SELL));
        trades.add(new Trade(exchange, clazz, symbolSideless, tradeNumber++, time, BigDecimal.ONE, 1));
        time += periodMillis;
    }
    TradeSender.send(trades).waitUntilTradesInsertedAtMost(1, TimeUnit.MINUTES);
}