velox.api.layer1.data

Class InstrumentInfo

java.lang.Object

velox.api.layer1.data.InstrumentCoreInfo

velox.api.layer1.data.InstrumentInfo

All Implemented Interfaces:

java.io.Serializable

Direct Known Subclasses:

InstrumentInfoCrypto

public class InstrumentInfo
extends InstrumentCoreInfo
implements java.io.Serializable

Information about the instrument

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
java.lang.String	fullName Full instrument name on the platforms where it's available, null otherwise
boolean	isFullDepth True if data provided for instrument is full depth data
double	multiplier Similar to "tick value" in its meaning, with the only difference of being per price unit instead of per tick (can be computed as tick value divided by pips)
double	pips Also known as min tick, tick size or minimal price increment.
private static long	serialVersionUID
double	sizeMultiplier Used when size granularity is less than 1 (for most providers it's always 1, so you can ignore this field if only those are targeted).

Fields inherited from class velox.api.layer1.data.InstrumentCoreInfo

exchange, symbol, type

Constructor Summary

Constructors

Constructor and Description
InstrumentInfo(java.lang.String symbol, java.lang.String exchange, java.lang.String type, double pips, double multiplier, java.lang.String fullName, boolean isFullDepth)
InstrumentInfo(java.lang.String symbol, java.lang.String exchange, java.lang.String type, double pips, double multiplier, java.lang.String fullName, boolean isFullDepth, double sizeMultiplier)

Method Summary

Modifier and Type	Method and Description
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

serialVersionUID

private static final long serialVersionUID

See Also:

Constant Field Values

pips

public final double pips

Also known as min tick, tick size or minimal price increment. This allows bookmap to translate level numbers to price that is shown to the user and vice versa

multiplier

public final double multiplier

Similar to "tick value" in its meaning, with the only difference of being per price unit instead of per tick (can be computed as tick value divided by pips)

Specifically, this field tells bookmap the following: "how many dollars (or other currency units) will my P&L change if I have position of 1 and price moves 1 dollar (or other price unit) up"

fullName

public final java.lang.String fullName

Full instrument name on the platforms where it's available, null otherwise

isFullDepth

public final boolean isFullDepth

True if data provided for instrument is full depth data

sizeMultiplier

public final double sizeMultiplier

Used when size granularity is less than 1 (for most providers it's always 1, so you can ignore this field if only those are targeted). This is only a visual thing, as all updates should still be performed in integer units. It was introduced mostly because of cryptocurrencies - since sizes are no longer integer values, you can premultiply all sizes by certain value and specify it in this field. E.g. 1000 will make bookmap display size of 1 as 0.001.

Constructor Detail

InstrumentInfo

public InstrumentInfo(java.lang.String symbol,
                      java.lang.String exchange,
                      java.lang.String type,
                      double pips,
                      double multiplier,
                      java.lang.String fullName,
                      boolean isFullDepth,
                      double sizeMultiplier)

InstrumentInfo

public InstrumentInfo(java.lang.String symbol,
                      java.lang.String exchange,
                      java.lang.String type,
                      double pips,
                      double multiplier,
                      java.lang.String fullName,
                      boolean isFullDepth)

Method Detail

toString

public java.lang.String toString()

Overrides:

toString in class InstrumentCoreInfo