public void update(Time time, FixedPointDecimal newPrice)
{
double thisReturn = (double)newPrice / (double)prevPrice - 1;
if (thisReturn > +returnThreshold || thisReturn < -returnThreshold)
{
times.Write(time);
prices.Write(newPrice);
prevPrice = newPrice;
}
}
private int binarySearch(FixedPointDecimal price, int equal)
{
int low = 0;
int high = bounds.Length - 1;
while (low <= high)
{
int mid = low + ((high - low) >> 1);
int order = price.CompareTo(bounds[mid]);
if (order == 0) return mid + equal;
if (order < 0) high = mid - 1;
else low = mid + 1;
}
return low;
}
public void WriteFixedPointDecimal(FixedPointDecimal fp)
{
WriteInt64(fp.ToRaw());
}
private void Init(FixedPointDecimal value)
{
this.value = value;
}
public FixedPointDecimal roundUp(FixedPointDecimal price)
{
return price.RoundUp(value);
}
public FixedPointDecimal getTickUp(FixedPointDecimal price)
{
return value;
}
public FixedPointDecimal getBoundUp(FixedPointDecimal price)
{
return FixedPointDecimal.MaxValue;
}
public FixedPointDecimal getBoundDown(FixedPointDecimal price)
{
return FixedPointDecimal.MinValue;
}
public FixedTickSize(FixedPointDecimal value)
{
Init(value);
}
private int findIndexOfDown(FixedPointDecimal price)
{
return binarySearch(price, 0);
/* for (int i = 0; i < bounds.Length; i++)
{
if (price <= bounds[i]) return i;
}
return bounds.Length; */
}
public FixedPointDecimal roundUp(FixedPointDecimal price)
{
int i = findIndexOfUp(price);
return price.RoundUp(values[i]);
}
public FixedPointDecimal getTickUp(FixedPointDecimal price)
{
int i = findIndexOfUp(price);
return values[i];
}
public FixedPointDecimal getBoundUp(FixedPointDecimal price)
{
int i = findIndexOfUp(price);
if (i == bounds.Length) return FixedPointDecimal.MaxValue;
return bounds[i];
}
public FixedPointDecimal getBoundDown(FixedPointDecimal price)
{
int i = findIndexOfDown(price) - 1;
if (i == -1) return FixedPointDecimal.MinValue;
return bounds[i];
}
public static void Encode(byte[] buffer, ref uint offset, FixedPointDecimal value, byte field_number)
{
EncodeFieldAndType(buffer, ref offset, 0, field_number);
Varint.EncodeInt64(buffer, ref offset, value.ToRaw());
}
