velox.api.layer1.layers.strategies.interfaces

Interface OnlineValueCalculatorAdapter

All Superinterfaces:

Layer1ApiDataAdapter, Layer1ApiDataListener, Layer1ApiMboDataAdapter, Layer1ApiMboDataListener, Layer1ApiTradingAdapter, Layer1ApiTradingListener

public interface OnlineValueCalculatorAdapter
extends Layer1ApiMboDataAdapter, Layer1ApiDataAdapter, Layer1ApiTradingAdapter

Receives updates, can generate new value for given strategy in response

Method Summary

Modifier and Type	Method and Description
default void	onIntervalsNumber(int intervalsNumber) Guaranteed to be called once after adapter is created and onIntervalWidth(long) method is called, before any other methods are called
default void	onIntervalWidth(long intervalWidth) Guaranteed to be called once after adapter is created and before any other methods are called
default void	onLeftTimeChanged(long leftTime) Guaranteed to be called once after adapter is created and onIntervalWidth(long) and onIntervalsNumber(int) methods are called, before any other methods are called Subsequent calls indicate that chart's left pixel was changed
default void	onRealTimeDataStart() Any data that came before this method call was historical data from last pixel There is no need to treat this data differently, but if this data triggers any invalidates, in some case this could result in continuous invalidations (if time is paused in replay and chart range is not changing, data received will always be the same
default void	onUserMessage(java.lang.Object data)

Methods inherited from interface velox.api.layer1.Layer1ApiMboDataAdapter

onMboCancel, onMboReplace, onMboSend

Methods inherited from interface velox.api.layer1.Layer1ApiDataAdapter

onDepth, onMarketMode, onTrade

Methods inherited from interface velox.api.layer1.Layer1ApiTradingAdapter

onBalance, onOrderExecuted, onOrderUpdated, onStatus

Method Detail

onUserMessage

default void onUserMessage(java.lang.Object data)

onIntervalWidth

default void onIntervalWidth(long intervalWidth)

Guaranteed to be called once after adapter is created and before any other methods are called

Parameters:

intervalWidth - nanoseconds in 1 pixel of chart

onLeftTimeChanged

default void onLeftTimeChanged(long leftTime)

Guaranteed to be called once after adapter is created and onIntervalWidth(long) and onIntervalsNumber(int) methods are called, before any other methods are called
Subsequent calls indicate that chart's left pixel was changed

Parameters:

leftTime - time of beginning of left-most chart pixel

onIntervalsNumber

default void onIntervalsNumber(int intervalsNumber)

Guaranteed to be called once after adapter is created and onIntervalWidth(long) method is called, before any other methods are called

Parameters:

intervalsNumber - number of pixel on screen for lifetime of this adapter (if that number changes, adapter will be recreated)

onRealTimeDataStart

default void onRealTimeDataStart()

Any data that came before this method call was historical data from last pixel
There is no need to treat this data differently, but if this data triggers any invalidates, in some case this could result in continuous invalidations
(if time is paused in replay and chart range is not changing, data received will always be the same