/*
* Copyright (c) 2012 Jeremy Goetsch
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.jgoetsch.eventtrader.order.price;
import com.jgoetsch.eventtrader.TradeSignal;
import com.jgoetsch.tradeframework.marketdata.MarketData;
/**
* OrderPrice evaluator returning the midpoint between the current bid and ask
* prices.
*
* @author jgoetsch
*
*/
public class MidpointPrice extends OffsetOrderPrice {
@Override
protected Double getBaseValue(TradeSignal trade, MarketData marketData) {
return Math.rint(((marketData.getBid() + marketData.getAsk()) / 2) / getTickSize()) * getTickSize();
}
}