velox.api.layer1.layers.utils.mbo

Class OrderBookMbo

java.lang.Object

velox.api.layer1.layers.utils.mbo.OrderBookMbo

public class OrderBookMbo
extends java.lang.Object

Field Summary

Fields

Modifier and Type	Field and Description
private java.util.TreeMap<java.lang.Integer,PriceLevel>	asksMbo
private java.util.TreeMap<java.lang.Integer,PriceLevel>	bidsMbo
private java.util.HashMap<java.lang.String,Order>	orders

Constructor Summary

Constructors

Constructor and Description
OrderBookMbo()
OrderBookMbo(OrderBookMbo other)

Method Summary

Modifier and Type	Method and Description
private void	addOrder(Order order)
void	cancel(java.lang.String orderId)
int	getBestAskPrice()
int	getBestBidPrice()
Order	getOrder(java.lang.String orderId)
boolean	isEmpty()
private void	removeOrder(java.lang.String orderId)
void	replace(java.lang.String orderId, int price, int size)
void	send(java.lang.String orderId, boolean isBid, int price, int size)
void	sendDataToListener(java.lang.String alias, Layer1ApiMboDataListener listener)
private void	sendDataToListener(java.lang.String alias, Layer1ApiMboDataListener listener, java.util.TreeMap<java.lang.Integer,PriceLevel> book)

Methods inherited from class java.lang.Object

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

Field Detail

bidsMbo

private final java.util.TreeMap<java.lang.Integer,PriceLevel> bidsMbo

asksMbo

private final java.util.TreeMap<java.lang.Integer,PriceLevel> asksMbo

orders

private final java.util.HashMap<java.lang.String,Order> orders

Constructor Detail

OrderBookMbo

public OrderBookMbo()

OrderBookMbo

public OrderBookMbo(OrderBookMbo other)

Method Detail

sendDataToListener

public void sendDataToListener(java.lang.String alias,
                               Layer1ApiMboDataListener listener)

sendDataToListener

private void sendDataToListener(java.lang.String alias,
                                Layer1ApiMboDataListener listener,
                                java.util.TreeMap<java.lang.Integer,PriceLevel> book)

isEmpty

public boolean isEmpty()

getBestBidPrice

public int getBestBidPrice()

getBestAskPrice

public int getBestAskPrice()

send

public void send(java.lang.String orderId,
                 boolean isBid,
                 int price,
                 int size)

replace

public void replace(java.lang.String orderId,
                    int price,
                    int size)

cancel

public void cancel(java.lang.String orderId)

addOrder

private void addOrder(Order order)

removeOrder

private void removeOrder(java.lang.String orderId)

getOrder

public Order getOrder(java.lang.String orderId)