Hi to all,

Trying to code a strategy with ability to open positions for many pairs, at some point I have to check is the spread is below the acceptable value, but could not find any way.
Since spread is very usable info there should be some variables holding this data in real time for all pairs !!? ( like MT4 marketinfo(pair,spread) function)
Have an idea of coding an array in "onTick" which subtracts Ask and Bid prices and holds it in the array, but the idea of continuously taking cpu time and my level of java dont let me do it

Can you share your ideas or better code examples for spread ?
Thanks alot.

The data is held in IHistory for all subsribed currency pairs. Consider the following approach to working with spread:

package jforex.test;

import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
import java.util.List;
import java.util.TimeZone;

import com.dukascopy.api.*;

/**
 * The strategy on every bar prints out  the spread of the last tick and the biggest spread 
 * over the bar's period
 *
 */
public class SpreadTest implements IStrategy {

   @Configurable("Period")
   public Period period = Period.TEN_SECS;
   @Configurable("Instrument")
   public Instrument instrument = Instrument.EURUSD;
   
   private IConsole console;
   private IHistory history;
   
   private SimpleDateFormat sdf;
   private DecimalFormat df = new DecimalFormat("0.00000");
   
   @Override
   public void onStart(IContext context) throws JFException {
      console = context.getConsole();
      history = context.getHistory();

      sdf = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss");
      sdf.setTimeZone(TimeZone.getTimeZone("GMT"));
   }

   @Override
   public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
      if(period != this.period || instrument != this.instrument)
         return;
      print ("last tick spread: " + df.format(getSpread()) + " max spread over last " + period + ": "+ df.format(getMaxSpread(period)) );

   }
   
   private double getSpread() throws JFException{
      ITick tick = history.getLastTick(instrument);
      return tick.getAsk() - tick.getBid();
   }

   private double getMaxSpread(Period period) throws JFException{
      long lastTickTime = history.getLastTick(instrument).getTime();
      List<ITick> ticks = history.getTicks(instrument, lastTickTime - period.getInterval(), lastTickTime);
      print("tick count over the interval: " + ticks.size());
      double maxSpread = 0.0;
      for (ITick tick : ticks){
         if(maxSpread < tick.getAsk() - tick.getBid())
            maxSpread = tick.getAsk() - tick.getBid();
      }
      return maxSpread;
   }
   
   private void print(Object o){
      console.getOut().println(o);
   }
   
   @Override
   public void onTick(Instrument instrument, ITick tick) throws JFException {   }
   @Override
   public void onMessage(IMessage message) throws JFException {}
   @Override
   public void onAccount(IAccount account) throws JFException {}
   @Override
   public void onStop() throws JFException {}
   
}

Thanks for the reply, will test this.