Advertisement
Guest User

Untitled

a guest
Nov 22nd, 2017
77
0
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
MySQL 1.06 KB | None | 0 0
  1. /* GET MIN ASK */
  2.             SET MIN_ASK = (
  3.                 SELECT MIN(ASK_PRICE)
  4.                 FROM `STOCK_QUOTE_FEED_JW`
  5.                 WHERE (ASK_PRICE <= NEW.BID_PRICE AND TRADING_SYMBOL = NEW.TRADING_SYMBOL));
  6.             /* PICK ASK WITH EARLIEST TIME */
  7.             SET MIN_QUOTE_TIME = (
  8.                 SELECT MIN(QUOTE_TIME)
  9.                 FROM `STOCK_QUOTE_FEED_JW`
  10.                 WHERE (BID_PRICE = MIN_ASK AND TRADING_SYMBOL = NEW.TRADING_SYMBOL));
  11.             /* GET MAX ASK SIZE FROM MIN ASK */        
  12.             SET MAX_ASK_SIZE = (
  13.                 SELECT ASK_SIZE
  14.                 FROM `STOCK_QUOTE_FEED_JW`
  15.                 WHERE (BID_PRICE = MIN_ASK AND QUOTE_TIME = MIN_QUOTE_TIME AND TRADING_SYMBOL = NEW.TRADING_SYMBOL)));
  16.             /* FIGURE SIZE OF TRADE BASED ON THE SMALLEST BID/ASK SIZE*/
  17.             IF MAX_ASK_SIZE > NEW.BID_SIZE THEN
  18.                 SET TRADE_SIZE = NEW.BID_SIZE;
  19.                 SET NEW.BID_SIZE = 0;
  20.             ELSE
  21.                 SET TRADE_SIZE = MAX_ASK_SIZE;
  22.                 SET NEW.BID_SIZE = NEW.BID_SIZE - TRADE_SIZE;
  23.             END IF;
  24.             /* UPDATE ASK SIZE */
  25.             UPDATE `STOCK_QUOTE_FEED_JW`
  26.                 SET ASK_SIZE = MAX_ASK_SIZE - TRADE_SIZE
  27.                 WHERE (ASK_PRICE = MIN_ASK AND QUOTE_TIME = MIN_QUOTE_TIME AND ASK_SIZE = MAX_ASK_SIZE);
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement