velox.api.layer1

Interface Layer1ApiDataAdapter

All Superinterfaces:

Layer1ApiDataListener

All Known Subinterfaces:

Layer1ApiAdapter, OnlineValueCalculatorAdapter, StrategyUpdateGenerator

public interface Layer1ApiDataAdapter
extends Layer1ApiDataListener

Provides default empty implementations.

Method Summary

Modifier and Type	Method and Description
default void	onDepth(java.lang.String alias, boolean isBid, int price, int size) Depth data update.
default void	onMarketMode(java.lang.String alias, MarketMode marketMode) Market mode update.
default void	onTrade(java.lang.String alias, double price, int size, TradeInfo tradeInfo) Trade

Method Detail

onTrade

default void onTrade(java.lang.String alias,
                     double price,
                     int size,
                     TradeInfo tradeInfo)

Description copied from interface: Layer1ApiDataListener

Trade

Specified by:

onTrade in interface Layer1ApiDataListener

Parameters:

alias - instrument alias

price - price in the same units as in depth update (e.g. if pips=25 then price=1000 means 25000)

size - trade size

tradeInfo - additional information about the trade

onDepth

default void onDepth(java.lang.String alias,
                     boolean isBid,
                     int price,
                     int size)

Description copied from interface: Layer1ApiDataListener

Depth data update.

Specified by:

onDepth in interface Layer1ApiDataListener

Parameters:

alias - instrument alias

isBid - true if it is for bids, false for asks

price - price where size changed

size - new size

onMarketMode

default void onMarketMode(java.lang.String alias,
                          MarketMode marketMode)

Description copied from interface: Layer1ApiDataListener

Market mode update.

Specified by:

onMarketMode in interface Layer1ApiDataListener