velox.api.layer1.data

Class Layer1ApiProviderSupportedFeatures

java.lang.Object

velox.api.layer1.data.Layer1ApiProviderSupportedFeatures

public class Layer1ApiProviderSupportedFeatures
extends java.lang.Object

Key differences between providers should be described by this class.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	Layer1ApiProviderSupportedFeatures.ClientSideFeature Features that are implemented on the client side.

Field Summary

Fields

Modifier and Type	Field and Description
boolean	brackets
java.util.Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature>	clientSideFeatures List of features that are emulated on client side.
boolean	convertOrderToMkt
boolean	depth Provides depth data.
boolean	exchangeUsedForSubscription Determines if user can enter exchange when subscribing
HistoricalDataInfo	historicalDataInfo If not null, describes how historical data can be retrieved for particular instrument
boolean	isBalanceSupported
boolean	isDelayed If data is delayed
java.util.List<SubscribeInfo>	knownInstruments List of instruments to be automatically added to subscription dialog
LookupInfo	lookupInfo
boolean	marketMode
boolean	mbo Provides MBO data.
boolean	negativeStopLimitOffset If this is set to false then stop-limit orders can only be sent with positive or zero offset
boolean	oco
boolean	oso
java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>>	pipsFunction If set, it will be called to determine what are the possible pips values for selected instrument
java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>>	sizeMultiplierFunction If set, it will be called to determine what are the possible size multiplier values for selected instrument
java.util.List<OrderDuration>	supportedLimitDurations
java.util.List<OrderDuration>	supportedStopDurations
java.util.List<OrderType>	supportedStopOrders
boolean	trading Basic trading capabilities
java.util.List<java.lang.String>	tradingFrom Provider can declare that it can be used to trade from other source
boolean	tradingStartKnown If set it means that provider has a way to know when trading day starts for the instrument
java.util.List<java.lang.String>	tradingVia If not null, this is provider that is used to do trading (e.g.
boolean	trailingStopsAsBracketChildren
boolean	trailingStopsAsIndependentOrders
boolean	typeUsedForSubscription Determines if user can set type when subscribing

Constructor Summary

Constructors

Constructor and Description

Layer1ApiProviderSupportedFeatures(boolean trading, java.util.List<java.lang.String> tradingVia, java.util.List<java.lang.String> tradingFrom, boolean oco, boolean oso, boolean depth, boolean mbo, boolean trailingStopsAsIndependentOrders, boolean trailingStopsAsBracketChildren, boolean brackets, boolean convertOrderToMkt, boolean marketMode, java.util.List<OrderDuration> supportedLimitDurations, java.util.List<OrderDuration> supportedStopDurations, java.util.List<OrderType> supportedStopOrders, boolean negativeStopLimitOffset, boolean isBalanceSupported, boolean tradingStartKnown, java.util.List<SubscribeInfo> knownInstruments, boolean exchangeUsedForSubscription, boolean typeUsedForSubscription, java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> pipsFunction, java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> sizeMultiplierFunction, HistoricalDataInfo historicalDataInfo, LookupInfo lookupInfo, boolean isDelayed, java.util.Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature> clientSideFeatures) Don't use this directly - use Layer1ApiProviderSupportedFeaturesBuilder instead.

Method Summary

Modifier and Type	Method and Description
Layer1ApiProviderSupportedFeatures	getCopyWithAppliedTradingParams(Layer1ApiProviderSupportedFeatures other)
Layer1ApiProviderSupportedFeaturesBuilder	toBuilder()
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Field Detail

trading

public final boolean trading

Basic trading capabilities

tradingVia

public java.util.List<java.lang.String> tradingVia

If not null, this is provider that is used to do trading (e.g. when trading from DxFeed to IB, DxFeed supported features tradingVia will be IB)

tradingFrom

public java.util.List<java.lang.String> tradingFrom

Provider can declare that it can be used to trade from other source

oco

public final boolean oco

oso

public final boolean oso

depth

public final boolean depth

Provides depth data. This is what most providers should do. Enabled in builder by default. Either depth or mbo must be enabled for any provider. Provider that generates MBO data (mbo) can still generate depth data if there is a reason to believe provider can do it better than deriving from MBO directly.

mbo

public final boolean mbo

Provides MBO data.

trailingStopsAsIndependentOrders

public final boolean trailingStopsAsIndependentOrders

trailingStopsAsBracketChildren

public final boolean trailingStopsAsBracketChildren

brackets

public final boolean brackets

convertOrderToMkt

public final boolean convertOrderToMkt

supportedLimitDurations

public final java.util.List<OrderDuration> supportedLimitDurations

supportedStopDurations

public final java.util.List<OrderDuration> supportedStopDurations

supportedStopOrders

public final java.util.List<OrderType> supportedStopOrders

negativeStopLimitOffset

public final boolean negativeStopLimitOffset

If this is set to false then stop-limit orders can only be sent with positive or zero offset

marketMode

public final boolean marketMode

isBalanceSupported

public final boolean isBalanceSupported

tradingStartKnown

public final boolean tradingStartKnown

If set it means that provider has a way to know when trading day starts for the instrument

knownInstruments

public final java.util.List<SubscribeInfo> knownInstruments

List of instruments to be automatically added to subscription dialog

exchangeUsedForSubscription

public final boolean exchangeUsedForSubscription

Determines if user can enter exchange when subscribing

typeUsedForSubscription

public final boolean typeUsedForSubscription

Determines if user can set type when subscribing

pipsFunction

public final java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> pipsFunction

If set, it will be called to determine what are the possible pips values for selected instrument

sizeMultiplierFunction

public final java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> sizeMultiplierFunction

If set, it will be called to determine what are the possible size multiplier values for selected instrument

historicalDataInfo

public final HistoricalDataInfo historicalDataInfo

If not null, describes how historical data can be retrieved for particular instrument

lookupInfo

public final LookupInfo lookupInfo

isDelayed

public final boolean isDelayed

If data is delayed

clientSideFeatures

public final java.util.Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature> clientSideFeatures

List of features that are emulated on client side. Adapter will typically leave that empty. For example if adapter tells that brackets are not supported Bookmap will activate client-side replacement, but it will be less reliable (e.g. won't work if Bookmap is closed, will be slower due to network latency, etc)

Constructor Detail

Layer1ApiProviderSupportedFeatures

public Layer1ApiProviderSupportedFeatures(boolean trading,
                                          java.util.List<java.lang.String> tradingVia,
                                          java.util.List<java.lang.String> tradingFrom,
                                          boolean oco,
                                          boolean oso,
                                          boolean depth,
                                          boolean mbo,
                                          boolean trailingStopsAsIndependentOrders,
                                          boolean trailingStopsAsBracketChildren,
                                          boolean brackets,
                                          boolean convertOrderToMkt,
                                          boolean marketMode,
                                          java.util.List<OrderDuration> supportedLimitDurations,
                                          java.util.List<OrderDuration> supportedStopDurations,
                                          java.util.List<OrderType> supportedStopOrders,
                                          boolean negativeStopLimitOffset,
                                          boolean isBalanceSupported,
                                          boolean tradingStartKnown,
                                          java.util.List<SubscribeInfo> knownInstruments,
                                          boolean exchangeUsedForSubscription,
                                          boolean typeUsedForSubscription,
                                          java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> pipsFunction,
                                          java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> sizeMultiplierFunction,
                                          HistoricalDataInfo historicalDataInfo,
                                          LookupInfo lookupInfo,
                                          boolean isDelayed,
                                          java.util.Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature> clientSideFeatures)

Don't use this directly - use Layer1ApiProviderSupportedFeaturesBuilder instead.

Method Detail

getCopyWithAppliedTradingParams

public Layer1ApiProviderSupportedFeatures getCopyWithAppliedTradingParams(Layer1ApiProviderSupportedFeatures other)

Parameters:

other -

Returns:

copy of this supported features with all trading params from other

toBuilder

public Layer1ApiProviderSupportedFeaturesBuilder toBuilder()

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object