velox.api.layer1.datastructure.events

Class DepthAggregationEvent

java.lang.Object

velox.api.layer1.datastructure.events.Event

velox.api.layer1.datastructure.events.DepthAggregationEvent

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable, CloneableSerializable, CustomGeneratedEvent

public class DepthAggregationEvent
extends Event

Aggregation of depth events in some time interval

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
java.util.Map<java.lang.Integer,java.lang.Integer>	asksMap Map of asks, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level
java.util.Map<java.lang.Integer,java.lang.Integer>	bidsMap Map of bids, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level

Fields inherited from class velox.api.layer1.datastructure.events.Event

eventType, time

Constructor Summary

Constructors

Constructor and Description
DepthAggregationEvent(long time)

Method Summary

Modifier and Type	Method and Description
int	bestBid()
java.lang.Object	clone()
java.util.Map<java.lang.Integer,java.lang.Integer>	getMap(boolean isBid)
java.lang.String	toString()

Methods inherited from class velox.api.layer1.datastructure.events.Event

getTime

Methods inherited from class java.lang.Object

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

Field Detail

bidsMap

public java.util.Map<java.lang.Integer,java.lang.Integer> bidsMap

Map of bids, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level

asksMap

public java.util.Map<java.lang.Integer,java.lang.Integer> asksMap

Map of asks, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level

Constructor Detail

DepthAggregationEvent

public DepthAggregationEvent(long time)

Method Detail

getMap

public java.util.Map<java.lang.Integer,java.lang.Integer> getMap(boolean isBid)

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

bestBid

public int bestBid()

clone

public java.lang.Object clone()

Specified by:

clone in interface CloneableSerializable

Overrides:

clone in class Event