velox.api.layer1

Interface Layer1ApiDataListener

All Known Subinterfaces:

Layer1ApiAdapter, Layer1ApiDataAdapter, Layer1ApiListener, OnlineValueCalculatorAdapter, StrategyUpdateGenerator

All Known Implementing Classes:

Layer1ApiInjectorRelay, Layer1ApiRelay, Layer1ApiStrategiesEchoMessagesLayer, Layer1ApiUpstreamRelay

public interface Layer1ApiDataListener

Listener for trading events

Method Summary

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

Method Detail

onTrade

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

Trade

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

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

Depth data update.

Parameters:

alias - instrument alias

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

price - price where size changed

size - new size

onMarketMode

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

Market mode update.

Parameters:

alias -

marketMode -