velox.api.layer1.layers

Class Layer1ApiRelay

java.lang.Object

velox.api.layer1.Layer1ApiBasicListenable

velox.api.layer1.layers.Layer1ApiUpstreamRelay

velox.api.layer1.layers.Layer1ApiRelay

All Implemented Interfaces:

java.lang.AutoCloseable, Layer1ApiAdminListenable, Layer1ApiAdminListener, Layer1ApiAdminProvider, Layer1ApiDataListenable, Layer1ApiDataListener, Layer1ApiDataProvider, Layer1ApiInstrumentListenable, Layer1ApiInstrumentListener, Layer1ApiInstrumentProvider, Layer1ApiListener, Layer1ApiMboDataListenable, Layer1ApiMboDataListener, Layer1ApiProvider, Layer1ApiTradingListenable, Layer1ApiTradingListener, Layer1ApiTradingProvider, LayerApiListenable, Layer1ApiTimeSource

Direct Known Subclasses:

Layer1ApiInjectorRelay

public class Layer1ApiRelay
extends Layer1ApiUpstreamRelay
implements Layer1ApiProvider, Layer1ApiListener, Layer1ApiTimeSource

Good starting point for all injectable strategies. Just passes all events through.

Nested Class Summary

Nested classes/interfaces inherited from interface velox.api.layer1.layers.Layer1ApiTimeSource

Layer1ApiTimeSource.Layer1TimeSourceShortcutAllowed

Field Summary

Fields

Modifier and Type	Field and Description
protected Layer1ApiProvider	provider Do not change it directly, use setProvider(Layer1ApiProvider).
private Layer1ApiProvider	timeSource

Fields inherited from class velox.api.layer1.layers.Layer1ApiUpstreamRelay

closed

Fields inherited from class velox.api.layer1.Layer1ApiBasicListenable

adminListeners, dataListeners, instrumentListeners, mboDataListeners, tradingListeners

Constructor Summary

Constructors

Modifier	Constructor and Description
	Layer1ApiRelay(Layer1ApiProvider provider)
protected	Layer1ApiRelay(Layer1ApiProvider provider, boolean subscribeToProvider)

Method Summary

Modifier and Type	Method and Description
void	close() Stop relaying data.
java.lang.String	formatPrice(java.lang.String alias, double price) Format price using platform capabilities if possible
long	getCurrentTime() Returns current Unix epoch time.
java.lang.String	getSource() Returns string representing data source.
Layer1ApiProviderSupportedFeatures	getSupportedFeatures() Get information about features that are supported by a provider.
Layer1ApiProvider	getTimeSource()
void	login(LoginData loginData) Initiate login to the platform.
void	sendOrder(OrderSendParameters orderSendParameters) Submit order with specified parameters
java.lang.Object	sendUserMessage(java.lang.Object data) Allows incorporating arbitrary functionality into protocol
protected void	setProvider(Layer1ApiProvider provider) If you use this method you must implement getCurrentTime() so time shortcut is not applied
void	subscribe(SubscribeInfo subscribeInfo) Subscribe to specified instrument.
void	unsubscribe(java.lang.String alias) Unsubscribe from the instrument
void	updateOrder(OrderUpdateParameters orderUpdateParameters) Update order according to parameters

Methods inherited from class velox.api.layer1.layers.Layer1ApiUpstreamRelay

onBalance, onConnectionLost, onConnectionRestored, onDepth, onInstrumentAdded, onInstrumentAlreadySubscribed, onInstrumentNotFound, onInstrumentRemoved, onLoginFailed, onLoginSuccessful, onMarketMode, onMboCancel, onMboReplace, onMboSend, onOrderExecuted, onOrderUpdated, onStatus, onSystemTextMessage, onTrade, onUserMessage

Methods inherited from class velox.api.layer1.Layer1ApiBasicListenable

addListener, addListener, addListener, addListener, addListener, getAdminListenerBroadcaster, getDataListenerBroadcaster, getInstrumentListenerBroadcaster, getTradingListenerBroadcaster, getUniqueListenersCount, onNoSubscribers, removeListener, removeListener, removeListener, removeListener, removeListener

Methods inherited from class java.lang.Object

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

Methods inherited from interface velox.api.layer1.Layer1ApiInstrumentProvider

subscribe

Methods inherited from interface velox.api.layer1.Layer1ApiAdminListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiDataListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiMboDataListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiInstrumentListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiTradingListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiInstrumentListener

onInstrumentAdded, onInstrumentAlreadySubscribed, onInstrumentNotFound, onInstrumentRemoved

Methods inherited from interface velox.api.layer1.Layer1ApiDataListener

onDepth, onMarketMode, onTrade

Methods inherited from interface velox.api.layer1.Layer1ApiMboDataListener

onMboCancel, onMboReplace, onMboSend

Methods inherited from interface velox.api.layer1.Layer1ApiTradingListener

onBalance, onOrderExecuted, onOrderUpdated, onStatus

Methods inherited from interface velox.api.layer1.Layer1ApiAdminListener

onConnectionLost, onConnectionRestored, onLoginFailed, onLoginSuccessful, onSystemTextMessage, onUserMessage

Methods inherited from interface velox.api.layer1.layers.Layer1ApiTimeSource

getTimeSource

Field Detail

provider

protected Layer1ApiProvider provider

Do not change it directly, use setProvider(Layer1ApiProvider). And don't do that unless you really need to.

timeSource

private Layer1ApiProvider timeSource

Constructor Detail

Layer1ApiRelay

public Layer1ApiRelay(Layer1ApiProvider provider)

Layer1ApiRelay

protected Layer1ApiRelay(Layer1ApiProvider provider,
                         boolean subscribeToProvider)

Method Detail

setProvider

protected void setProvider(Layer1ApiProvider provider)

If you use this method you must implement getCurrentTime() so time shortcut is not applied

formatPrice

public java.lang.String formatPrice(java.lang.String alias,
                                    double price)

Description copied from interface: Layer1ApiDataProvider

Format price using platform capabilities if possible

Specified by:

formatPrice in interface Layer1ApiDataProvider

Returns:

subscribe

public void subscribe(SubscribeInfo subscribeInfo)

Description copied from interface: Layer1ApiInstrumentProvider

Subscribe to specified instrument. Some parameters can be null depending on the platform.

Specified by:

subscribe in interface Layer1ApiInstrumentProvider

Parameters:

subscribeInfo - has fields similar to InstrumentCoreInfo

unsubscribe

public void unsubscribe(java.lang.String alias)

Description copied from interface: Layer1ApiInstrumentProvider

Unsubscribe from the instrument

Specified by:

unsubscribe in interface Layer1ApiInstrumentProvider

Parameters:

alias - instrument alias

sendOrder

public void sendOrder(OrderSendParameters orderSendParameters)

Description copied from interface: Layer1ApiTradingProvider

Submit order with specified parameters

Specified by:

sendOrder in interface Layer1ApiTradingProvider

Parameters:

orderSendParameters - parameters

updateOrder

public void updateOrder(OrderUpdateParameters orderUpdateParameters)

Description copied from interface: Layer1ApiTradingProvider

Update order according to parameters

Specified by:

updateOrder in interface Layer1ApiTradingProvider

Parameters:

orderUpdateParameters - parameters

login

public void login(LoginData loginData)

Description copied from interface: Layer1ApiAdminProvider

Initiate login to the platform.

Specified by:

login in interface Layer1ApiAdminProvider

Parameters:

loginData - credentials, different platforms use different subclasses

getCurrentTime

public long getCurrentTime()

Description copied from interface: Layer1ApiAdminProvider

Returns current Unix epoch time. This method allows time distortions if consumer is too slow - in this case time of the next event may be returned.

Specified by:

getCurrentTime in interface Layer1ApiAdminProvider

Returns:

current Unix epoch time in nanoseconds

close

public void close()

Description copied from class: Layer1ApiUpstreamRelay

Stop relaying data. Will not let send new events upwards, but is not guaranteed to stop ones already in progress.

Specified by:

close in interface java.lang.AutoCloseable

Specified by:

close in interface Layer1ApiAdminProvider

Overrides:

close in class Layer1ApiUpstreamRelay

getSource

public java.lang.String getSource()

Description copied from interface: Layer1ApiAdminProvider

Returns string representing data source.

Specified by:

getSource in interface Layer1ApiAdminProvider

Returns:

string representing data source

sendUserMessage

public java.lang.Object sendUserMessage(java.lang.Object data)

Description copied from interface: Layer1ApiAdminProvider

Allows incorporating arbitrary functionality into protocol

Specified by:

sendUserMessage in interface Layer1ApiAdminProvider

Parameters:

data - Message content

Returns:

getSupportedFeatures

public Layer1ApiProviderSupportedFeatures getSupportedFeatures()

Description copied from interface: Layer1ApiAdminProvider

Get information about features that are supported by a provider. Note that some fields might be set differently depending on when request is made. E.g. adapter might not know if trading will be there until login actually happens.

If you are writing a provider - take a look at MaximumSupportedFeatures as a way to declare full list of capabilities before being instantiated

Specified by:

getSupportedFeatures in interface Layer1ApiAdminProvider

Returns:

object describing supported features

See Also:

MaximumSupportedFeatures

getTimeSource

public Layer1ApiProvider getTimeSource()

Specified by:

getTimeSource in interface Layer1ApiTimeSource