in java/ws-server/src/main/java/com/epam/deltix/tbwg/webapp/services/charting/transformations/LevelPointToDtoTransformation.java [58:85]
protected void onNextPoint(OrderBookLinePoint point) {
if (intervalEnded) {
return;
}
if (point.getLevel() == level && side == point.getSide()) {
if (!intervalStarted) {
if (point.getTimeStampMs() >= startTime) {
intervalStarted = true;
if (lastPrice != Decimal64Utils.NaN) {
sendPoint(startTime, lastPrice);
}
} else {
lastPrice = point.getValue();
}
}
long timestamp = point.getTimeStampMs();
if (timestamp > endTime) {
intervalEnded = true;
return;
}
if (!Decimal64Utils.equals(lastPrice, point.getValue())){
sendPoint(lastTimestamp = timestamp, lastPrice = point.getValue());
}
}
}