Cannot refer to a non-final variable inside an inner class defined in a different method?

Java doesn't support true closures even though using an anonymous class like you are using here (new TimerTask() { ... }) looks like a kind of closure.

To avoid strange side-effects with closures in java variables referenced by an anonymous delegate must be marked as final, so to refer to lastPrice and price within the timer task they need to be marked as final.

The error message says exactly what's wrong: the I variable isn't final, but you're trying to refer to it within an anonymous inner class.

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