velox.api.layer1.datastructure.events

Class TradeAggregationEvent

java.lang.Object

velox.api.layer1.datastructure.events.Event

velox.api.layer1.datastructure.events.TradeAggregationEvent

All Implemented Interfaces:

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

public class TradeAggregationEvent
extends Event

Aggregation of trade events in some time interval

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
java.util.Map<java.lang.Double,java.util.Map<java.lang.Integer,java.lang.Integer>>	askAggressorMap Map of trades, where ask is aggressor, where key is price level (if multiplied by instrument pips, will give price), and value is map, describing trades at this level, in following format: Key: size of trade, value: number of trades of this size
java.util.Map<java.lang.Double,java.util.Map<java.lang.Integer,java.lang.Integer>>	bidAggressorMap Map of trades, where bid is aggressor, where key is price level (if multiplied by instrument pips, will give price), and value is map, describing trades at this level, in following format: Key: size of trade, value: number of trades of this size
java.lang.Boolean	lastAggressorBid Last trade aggressor (in requested interval).
double	lastPrice Last trade price (in requested interval).
java.lang.Integer	lastSize Last trade size (in requested interval).
private static long	serialVersionUID

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

eventType, time

Constructor Summary

Constructors

Constructor and Description
TradeAggregationEvent(long time)

Method Summary

Modifier and Type	Method and Description
java.lang.Object	clone()
int	getAskTradeSize()
int	getBidTradeSize()
private int	getMapSum(java.util.Map<java.lang.Double,java.util.Map<java.lang.Integer,java.lang.Integer>> map)
int	getTotalTradeSize()

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

getTime

Methods inherited from class java.lang.Object

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

Field Detail

serialVersionUID

private static final long serialVersionUID

See Also:

Constant Field Values

bidAggressorMap

public java.util.Map<java.lang.Double,java.util.Map<java.lang.Integer,java.lang.Integer>> bidAggressorMap

Map of trades, where bid is aggressor, where key is price level (if multiplied by instrument pips, will give price), and value is map, describing trades at this level, in following format:
Key: size of trade, value: number of trades of this size

askAggressorMap

public java.util.Map<java.lang.Double,java.util.Map<java.lang.Integer,java.lang.Integer>> askAggressorMap

Map of trades, where ask is aggressor, where key is price level (if multiplied by instrument pips, will give price), and value is map, describing trades at this level, in following format:
Key: size of trade, value: number of trades of this size

lastPrice

public double lastPrice

Last trade price (in requested interval). Double.NaN if none.

lastSize

public java.lang.Integer lastSize

Last trade size (in requested interval). null if none.

lastAggressorBid

public java.lang.Boolean lastAggressorBid

Last trade aggressor (in requested interval). null if none.

Constructor Detail

TradeAggregationEvent

public TradeAggregationEvent(long time)

Method Detail

clone

public java.lang.Object clone()

Specified by:

clone in interface CloneableSerializable

Overrides:

clone in class Event

getMapSum

private int getMapSum(java.util.Map<java.lang.Double,java.util.Map<java.lang.Integer,java.lang.Integer>> map)

getBidTradeSize

public int getBidTradeSize()

getAskTradeSize

public int getAskTradeSize()

getTotalTradeSize

public int getTotalTradeSize()