public class OrderBook
extends java.lang.Object
Modifier and Type | Field and Description |
---|---|
protected java.util.TreeMap<java.lang.Integer,java.lang.Long> |
askMap |
protected java.util.TreeMap<java.lang.Integer,java.lang.Long> |
bidMap |
static int |
NONE |
Constructor and Description |
---|
OrderBook() |
OrderBook(OrderBook orderBook) |
Modifier and Type | Method and Description |
---|---|
void |
clear() |
java.util.TreeMap<java.lang.Integer,java.lang.Long> |
getAskMap()
Beware: changing this map will break order book
|
int |
getBestAskPriceOrNone() |
int |
getBestBidPriceOrNone() |
java.util.TreeMap<java.lang.Integer,java.lang.Long> |
getBidMap()
Beware: changing this map will break order book
|
int |
getFirstKeyOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map) |
long |
getFirstValueOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map) |
int |
getLastKeyOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map) |
double |
getMidPriceOrNan() |
long |
getSizeFor(boolean isBid,
int price) |
long |
getSizeFor(boolean isBid,
int price,
long defaultSize) |
int |
getWorstAskPriceOrNone() |
int |
getWorstBidPriceOrNone() |
boolean |
isEmpty()
Check if order book is empty
|
java.lang.Integer[] |
levels(boolean isBid) |
java.util.Map<java.lang.Integer,java.lang.Long> |
levels(boolean isBid,
int from,
boolean fromInclusive,
int to,
boolean toInclusive) |
java.util.Map<java.lang.Integer,java.lang.Long> |
levels(boolean isBid,
int from,
int to) |
void |
onUpdate(boolean isBid,
int price,
long size) |
void |
onUpdate(DepthAggregationEvent depthAggregationEvent) |
java.lang.String |
toString() |
protected void |
updateMap(java.util.TreeMap<java.lang.Integer,java.lang.Long> updatedMap,
int price,
long size) |
public static final int NONE
protected java.util.TreeMap<java.lang.Integer,java.lang.Long> bidMap
protected java.util.TreeMap<java.lang.Integer,java.lang.Long> askMap
public OrderBook()
public OrderBook(OrderBook orderBook)
public void onUpdate(boolean isBid, int price, long size)
public void onUpdate(DepthAggregationEvent depthAggregationEvent)
protected void updateMap(java.util.TreeMap<java.lang.Integer,java.lang.Long> updatedMap, int price, long size)
public int getBestBidPriceOrNone()
public int getBestAskPriceOrNone()
public double getMidPriceOrNan()
public int getFirstKeyOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map)
public long getFirstValueOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map)
public java.lang.Integer[] levels(boolean isBid)
public int getWorstBidPriceOrNone()
public int getWorstAskPriceOrNone()
public int getLastKeyOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map)
public java.util.Map<java.lang.Integer,java.lang.Long> levels(boolean isBid, int from, int to)
public java.util.Map<java.lang.Integer,java.lang.Long> levels(boolean isBid, int from, boolean fromInclusive, int to, boolean toInclusive)
public long getSizeFor(boolean isBid, int price)
public long getSizeFor(boolean isBid, int price, long defaultSize)
public void clear()
public java.util.TreeMap<java.lang.Integer,java.lang.Long> getBidMap()
public java.util.TreeMap<java.lang.Integer,java.lang.Long> getAskMap()
public boolean isEmpty()
public java.lang.String toString()
toString
in class java.lang.Object