Serialized Form

  • Package velox.api.layer0.data

  • Package velox.api.layer1

    • Class velox.api.layer1.Layer1ApiUserMessageCustom extends java.lang.Object implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • alias
          java.lang.String alias

  • Package velox.api.layer1.data

    • Class velox.api.layer1.data.DataTradingLoginData extends java.lang.Object implements Serializable

      serialVersionUID:
      -2089561950905238702L

      • Serialized Fields

    • Class velox.api.layer1.data.DxFeedLoginData extends java.lang.Object implements Serializable

      serialVersionUID:
      449692178585615957L

      • Serialized Fields

        • allowedDataFilters
          java.util.Set<velox.api.layer1.providers.data.DxFeedUtils.DxDataFilter> allowedDataFilters
        • demoDataFilters
          java.util.Set<velox.api.layer1.providers.data.DxFeedUtils.DxDataFilter> demoDataFilters
        • isDemo
          boolean isDemo
        • isFinraTradesEnabled
          boolean isFinraTradesEnabled
        • isTwoInstrumentDemo
          boolean isTwoInstrumentDemo
        • tokenHandler
          velox.api.layer1.providers.data.DxFeedUtils.DxFeedTokenHandler tokenHandler

    • Class velox.api.layer1.data.ExecutionInfo extends java.lang.Object implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • executionId
          java.lang.String executionId
          Execution ID
        • isSimulated
          boolean isSimulated
          True if execution is simulated by Bookmap.
        • orderId
          java.lang.String orderId
        • price
          double price
          Price where execution happened
        • size
          int size
          Size of the execution
        • time
          long time
          Time when execution happened

    • Class velox.api.layer1.data.ExecutionInfoExtended extends ExecutionInfo implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • forcedProviderTime
          long forcedProviderTime
        • isFinalized
          boolean isFinalized
        • isPersistent
          boolean isPersistent

    • Class velox.api.layer1.data.ExtendedLoginData extends java.lang.Object implements Serializable

      serialVersionUID:
      1L

    • Class velox.api.layer1.data.GdaxLoginData extends java.lang.Object implements Serializable

      serialVersionUID:
      8092879211726149572L

      • Serialized Fields

        • cbAccessKey
          java.lang.String cbAccessKey
        • cbAccessPassphrase
          java.lang.String cbAccessPassphrase
        • cbAccessSecret
          java.lang.String cbAccessSecret
        • isTradingEnabled
          boolean isTradingEnabled
        • propsHandlerListener
          velox.api.layer1.data.GdaxLoginData.PropsHandlerListener propsHandlerListener

    • Class velox.api.layer1.data.InstrumentCoreInfo extends java.lang.Object implements Serializable

      serialVersionUID:
      8348371739129190371L

      • Serialized Fields

        • exchange
          java.lang.String exchange
        • symbol
          java.lang.String symbol
        • type
          java.lang.String type
          For multiplatform mode might end with "@Platform", e.g. "@IqFeed"

    • Class velox.api.layer1.data.InstrumentInfo extends InstrumentCoreInfo implements Serializable

      serialVersionUID:
      -7396481993548284159L

      • Serialized Fields

        • fullName
          java.lang.String fullName
          Full instrument name on the platforms where it's available, null otherwise
        • isCrypto
          boolean isCrypto
          Allows bookmap to distinguish crypto instruments from other types. If true - this instrument is a cryptocurrency or is based on cryptocurrencies in some way
        • isFullDepth
          boolean isFullDepth
          True if data provided for instrument is full depth data
        • multiplier
          double multiplier
          Similar to "tick value" in its meaning, with the only difference of being per price unit instead of per tick (can be computed as tick value divided by InstrumentInfo.pips)

          Specifically, this field tells bookmap the following: "how many dollars (or other currency units) will my P&L change if I have position of 1 and price moves 1 dollar (or other price unit) up"

        • pips
          double pips
          Also known as min tick, tick size or minimal price increment. This allows bookmap to translate level numbers to price that is shown to the user and vice versa
        • sizeMultiplier
          double sizeMultiplier
          Used when size granularity is less than 1 (for most providers it's always 1, so you can ignore this field if only those are targeted). This is only a visual thing, as all updates should still be performed in integer units. It was introduced mostly because of cryptocurrencies - since sizes are no longer integer values, you can premultiply all sizes by certain value and specify it in this field. E.g. 1000 will make bookmap display size of 1 as 0.001.

    • Class velox.api.layer1.data.InstrumentInfoCedro extends InstrumentInfo implements Serializable

      serialVersionUID:
      -6161428209913800207L

      • Serialized Fields

        • currency
          java.lang.String currency
        • defaultLotSize
          int defaultLotSize
        • typeCode
          int typeCode

    • Class velox.api.layer1.data.InstrumentInfoCqg extends InstrumentInfo implements Serializable

      • Serialized Fields

        • resolvedName
          java.lang.String resolvedName

    • Class velox.api.layer1.data.InstrumentInfoCrypto extends InstrumentInfo implements Serializable

      serialVersionUID:
      -6425504935455383269L

    • Class velox.api.layer1.data.InstrumentInfoDxFeed extends InstrumentInfo implements Serializable

      serialVersionUID:
      -1277959926003504704L

      • Serialized Fields

        • isDemo
          boolean isDemo

    • Class velox.api.layer1.data.InstrumentInfoNanotick extends InstrumentInfo implements Serializable

      serialVersionUID:
      -7631454157116426465L

      • Serialized Fields

        • securityGroup
          java.lang.String securityGroup

    • Class velox.api.layer1.data.KeyValueUserMessage extends java.lang.Object implements Serializable

      serialVersionUID:
      -6545981472685355506L

      • Serialized Fields

        • key
          java.lang.String key
        • value
          java.lang.String value

    • Class velox.api.layer1.data.MultiplatformLoginData extends java.lang.Object implements Serializable

      serialVersionUID:
      -6854103753150254539L

      • Serialized Fields

        • providerLoginData
          LoginData providerLoginData
        • providerType
          velox.api.layer1.data.ProviderType providerType

    • Class velox.api.layer1.data.NetworkClientLoginData extends java.lang.Object implements Serializable

      serialVersionUID:
      -5674013825401189161L

      • Serialized Fields

        • host
          java.lang.String host
        • nextStageLoginData
          LoginData nextStageLoginData
        • port
          int port

    • Class velox.api.layer1.data.OrderInfo extends java.lang.Object implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • averageFillPrice
          double averageFillPrice
        • clientId
          java.lang.String clientId
        • doNotIncrease
          boolean doNotIncrease
        • duration
          OrderDuration duration
        • filled
          int filled
        • instrumentAlias
          java.lang.String instrumentAlias
        • isBuy
          boolean isBuy
        • isDuplicate
          boolean isDuplicate
          Order can be duplicated in case of crosstrading
        • isSimulated
          boolean isSimulated
        • limitPrice
          double limitPrice
        • modificationUtcTime
          long modificationUtcTime
        • orderId
          java.lang.String orderId
        • status
          OrderStatus status
        • stopPrice
          double stopPrice
        • stopTriggered
          boolean stopTriggered
        • type
          OrderType type
        • unfilled
          int unfilled

    • Class velox.api.layer1.data.OrderInfoUpdate extends OrderInfo implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • averageFillPriceChanged
          boolean averageFillPriceChanged
        • durationChanged
          boolean durationChanged
        • filledChanged
          boolean filledChanged
        • limitPriceChanged
          boolean limitPriceChanged
        • modificationTimeChanged
          boolean modificationTimeChanged
        • statusChanged
          boolean statusChanged
        • stopPriceChanged
          boolean stopPriceChanged
        • stopTriggeredChanged
          boolean stopTriggeredChanged
        • unfilledChanged
          boolean unfilledChanged

    • Class velox.api.layer1.data.OrderInfoUpdateExtended extends OrderInfoUpdate implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • forcedProviderTime
          long forcedProviderTime
        • isFinalized
          boolean isFinalized
        • isPersistent
          boolean isPersistent

    • Class velox.api.layer1.data.TokenLoginData extends java.lang.Object implements Serializable

      serialVersionUID:
      3724172214950324356L

      • Serialized Fields

        • token
          java.lang.String token

    • Class velox.api.layer1.data.TradeInfo extends java.lang.Object implements Serializable

      serialVersionUID:
      -5266538964320734421L

      • Serialized Fields

        • aggressorOrderId
          java.lang.String aggressorOrderId
          aggressor for this trade, can be null if not know/not applicable
        • isBidAggressor
          boolean isBidAggressor
          true if bid was the aggressor, false if ask was the aggressor
        • isExecutionEnd
          boolean isExecutionEnd
          true if this trade ends order execution chain
        • isExecutionStart
          boolean isExecutionStart
          true if this trade starts new order execution chain
        • isOtc
          boolean isOtc
          true if the trade is OTC
        • passiveOrderId
          java.lang.String passiveOrderId
          order (partially) consumed by aggressor, can be null if not known/not applicable

    • Class velox.api.layer1.data.UserPasswordAccountLoginData extends UserPasswordLoginData implements Serializable

      serialVersionUID:
      -6722097079819885990L

      • Serialized Fields

        • account
          int account
          Account number
        • kick
          boolean kick
          Kick another connection if platform has connections limit that is exhausted.

    • Class velox.api.layer1.data.UserPasswordDemoLoginData extends UserPasswordLoginData implements Serializable

      serialVersionUID:
      32787814244793781L

      • Serialized Fields

        • isDemo
          boolean isDemo
          True if it's a demo account. Necessary for some platforms where connection point depends on this.
        • kick
          boolean kick
          Kick another connection if platform has connections limit that is exhausted.

    • Class velox.api.layer1.data.UserPasswordLoginData extends java.lang.Object implements Serializable

      serialVersionUID:
      -6376385177864092076L

      • Serialized Fields

        • newPassword
          java.lang.String newPassword
          If supported by platform password will be changed to this value. Null if no change is requested.
        • password
          java.lang.String password
        • user
          java.lang.String user

  • Package velox.api.layer1.datastructure.events

    • Class velox.api.layer1.datastructure.events.CustomGeneratedEventWrapper extends Event implements Serializable

      serialVersionUID:
      -5024267593746742672L

    • Class velox.api.layer1.datastructure.events.DepthAggregationEvent extends Event implements Serializable

      • Serialized Fields

        • asksMap
          java.util.Map<java.lang.Integer,​java.lang.Integer> asksMap
          Map of asks, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level
        • bidsMap
          java.util.Map<java.lang.Integer,​java.lang.Integer> bidsMap
          Map of bids, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level

    • Class velox.api.layer1.datastructure.events.DepthEvent extends Event implements Serializable

      • Serialized Fields

        • isBid
          boolean isBid
        • price
          int price
        • size
          int size

    • Class velox.api.layer1.datastructure.events.Event extends java.lang.Object implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • eventType
          velox.api.layer1.datastructure.events.EventType eventType
        • time
          long time

    • Class velox.api.layer1.datastructure.events.IcebergAggregationEvent extends Event implements Serializable

      • Serialized Fields

        • tradesMap
          java.util.Map<java.lang.Double,​java.util.Map<java.lang.Integer,​java.lang.Integer>> tradesMap

    • Class velox.api.layer1.datastructure.events.IcebergEvent extends Event implements Serializable

      • Serialized Fields

        • isBid
          boolean isBid
        • price
          double price
        • size
          int size

    • Class velox.api.layer1.datastructure.events.InstrumentAddedEvent extends velox.api.layer1.datastructure.events.InstrumentEvent implements Serializable

    • Class velox.api.layer1.datastructure.events.InstrumentEvent extends Event implements Serializable

      • Serialized Fields

        • alias
          java.lang.String alias

    • Class velox.api.layer1.datastructure.events.InstrumentRemovedEvent extends velox.api.layer1.datastructure.events.InstrumentEvent implements Serializable

    • Class velox.api.layer1.datastructure.events.MboAggregationEvent extends Event implements Serializable

      serialVersionUID:
      1L

    • Class velox.api.layer1.datastructure.events.MboAggregationEvent.Order extends MboAggregationEvent.PriceSizeUpdate implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • isBid
          boolean isBid

    • Class velox.api.layer1.datastructure.events.MboAggregationEvent.PriceSizeUpdate extends java.lang.Object implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • price
          int price
        • size
          int size

    • Class velox.api.layer1.datastructure.events.MboCancelEvent extends velox.api.layer1.datastructure.events.MboEvent implements Serializable

      serialVersionUID:
      1L

    • Class velox.api.layer1.datastructure.events.MboEvent extends Event implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • orderId
          java.lang.String orderId

    • Class velox.api.layer1.datastructure.events.MboReplaceEvent extends velox.api.layer1.datastructure.events.MboEvent implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • price
          int price
        • size
          int size

    • Class velox.api.layer1.datastructure.events.MboSendEvent extends velox.api.layer1.datastructure.events.MboEvent implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • isBid
          boolean isBid
        • price
          int price
        • size
          int size

    • Class velox.api.layer1.datastructure.events.MultitradeEvent extends velox.api.layer1.datastructure.events.TradeEvent implements Serializable

      • Serialized Fields

        • singleTradeSize
          int singleTradeSize

    • Class velox.api.layer1.datastructure.events.OrderExecutedEvent extends Event implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • alias
          java.lang.String alias
          Alias of an instrument execution belongs to
        • executionInfo
          ExecutionInfo executionInfo
          Information about the order execution

    • Class velox.api.layer1.datastructure.events.OrderUpdatedEvent extends Event implements Serializable

      serialVersionUID:
      -5010574651736232594L

      • Serialized Fields

        • alias
          java.lang.String alias
        • orderInfoUpdate
          OrderInfoUpdate orderInfoUpdate

    • Class velox.api.layer1.datastructure.events.OrderUpdatesExecutionsAggregationEvent extends Event implements Serializable

      serialVersionUID:
      6563492953101425880L

    • Class velox.api.layer1.datastructure.events.SkippedEvent extends Event implements Serializable

    • Class velox.api.layer1.datastructure.events.TradeAggregationEvent extends Event implements Serializable

      serialVersionUID:
      6529871794977925342L

      • Serialized Fields

        • askAggressorMap
          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
        • bidAggressorMap
          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
        • lastAggressorBid
          java.lang.Boolean lastAggressorBid
          Last trade aggressor (in requested interval). null if none.
        • lastPrice
          double lastPrice
          Last trade price (in requested interval). Double.NaN if none.
        • lastSize
          java.lang.Integer lastSize
          Last trade size (in requested interval). null if none.

    • Class velox.api.layer1.datastructure.events.TradeEvent extends Event implements Serializable

      • Serialized Fields

        • aggressorOrderId
          java.lang.String aggressorOrderId
        • isBidAggressor
          boolean isBidAggressor
        • isExecutionEnd
          boolean isExecutionEnd
        • isExecutionStart
          boolean isExecutionStart
        • passiveOrderId
          java.lang.String passiveOrderId
        • price
          double price
        • size
          int size

  • Package velox.api.layer1.datastructure.interfaces

  • Package velox.api.layer1.exception

  • Package velox.api.layer1.gui

  • Package velox.api.layer1.layers

    • Class velox.api.layer1.layers.Layer1ApiIcebergDisplayer.IcebergOrderEvent extends java.lang.Object implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • detectionDelay
          int detectionDelay
        • isBid
          boolean isBid
        • level
          int level
        • mode
          velox.api.layer1.config.beans.IcebergIndicatorSettings.IcebergDetectionMode mode
        • size
          int size
        • time
          long time

    • Class velox.api.layer1.layers.Layer1ApiInstrumentDuplicatorLayer.DuplicateInstrumentInfo extends InstrumentInfo implements Serializable

      serialVersionUID:
      3857044869076107141L

      • Serialized Fields

        • originalSymbol
          java.lang.String originalSymbol

    • Class velox.api.layer1.layers.NearStrategyBufferLayer.TransitException extends java.lang.RuntimeException implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • cause
          java.lang.Throwable cause

  • Package velox.api.layer1.layers.strategies.interfaces

  • Package velox.api.layer1.messages

    • Class velox.api.layer1.messages.DxFeedBboEvent extends java.lang.Object implements Serializable

      serialVersionUID:
      -1932280623943984178L

      • Serialized Fields

        • alias
          java.lang.String alias
        • exchange
          java.lang.String exchange
        • isBid
          boolean isBid
        • price
          double price
        • size
          long size

    • Class velox.api.layer1.messages.HftCalculationUserMessage extends velox.api.layer1.Layer1ApiUserMessageCustom implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • score
          double score

  • Package velox.api.layer1.providers

    • Class velox.api.layer1.providers.MultiplatformProvider.MethodIsOnlyAvailableAsTargetedException extends java.lang.RuntimeException implements Serializable

      serialVersionUID:
      8113648958290680755L

  • Package velox.api.layer1.providers.data

    • Class velox.api.layer1.providers.data.DxFeedUtils.DxFeedBboEventTimed extends velox.api.layer1.messages.DxFeedBboEvent implements Serializable

      • Serialized Fields

        • time
          long time

  • Package velox.gui

    • Class velox.gui.AnnoyingDialog extends javax.swing.JDialog implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • toFrontPeriodMs
          int toFrontPeriodMs
        • toFrontTimer
          java.util.Timer toFrontTimer

    • Class velox.gui.HftSettingsPanel extends StrategyPanel implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • callbacks
          velox.gui.HftSettingsPanelCallbacks callbacks
        • settings
          velox.gui.HftSettingsPanel.HftSettings settings
        • settingsFile
          java.io.File settingsFile
        • settingsGson
          com.google.gson.Gson settingsGson
        • spinnerMeasureTime
          javax.swing.JSpinner spinnerMeasureTime

    • Class velox.gui.InfoButton extends javax.swing.JButton implements Serializable

      serialVersionUID:
      -2907020560411596119L

      • Serialized Fields

        • tooltip
          java.lang.String tooltip

    • Class velox.gui.JDialogEsc extends javax.swing.JDialog implements Serializable

      serialVersionUID:
      -1058929402459870298L

      • Serialized Fields

        • autoCenterByOwner
          boolean autoCenterByOwner
        • specialFlag
          velox.gui.JDialogEsc.JDialogEscSpecialFlag specialFlag

    • Class velox.gui.JFrameHft extends javax.swing.JFrame implements Serializable

      • Serialized Fields

        • callbacks
          velox.gui.JFrameHftCallbacks callbacks
        • label
          javax.swing.JLabel label

    • Class velox.gui.PopupInfoPanel extends javax.swing.JPanel implements Serializable

      serialVersionUID:
      2875647809733679436L

    • Class velox.gui.ProgressLoadDialog extends velox.gui.JDialogEsc implements Serializable

      • Serialized Fields

        • progressBar
          javax.swing.JProgressBar progressBar

    • Class velox.gui.StrategyPanel extends javax.swing.JPanel implements Serializable

      serialVersionUID:
      1L

      • Serialized Fields

        • reloadListeners
          java.util.List<java.lang.Runnable> reloadListeners
        • title
          java.lang.String title

    • Class velox.gui.ThrottlingWarningDialog extends velox.gui.AnnoyingDialog implements Serializable

  • Package velox.gui.colors

    • Class velox.gui.colors.ColorsConfigItem extends javax.swing.JPanel implements Serializable

      • Serialized Fields

        • backgroundPanel
          javax.swing.JPanel backgroundPanel
        • buttonAdjust
          javax.swing.JButton buttonAdjust
        • buttonPick
          javax.swing.JButton buttonPick
        • buttonRestore
          javax.swing.JButton buttonRestore
        • callbacks
          velox.gui.colors.ColorsConfigItemCallbacks callbacks
        • colorCurrent
          java.awt.Color colorCurrent
        • colorDefault
          java.awt.Color colorDefault
        • colorsChangedListener
          ColorsChangedListener colorsChangedListener
        • fullName
          java.lang.String fullName
        • indicatorColorInterface
          IndicatorColorInterface indicatorColorInterface
        • label
          javax.swing.JLabel label
        • listener
          ColorsChangedListener listener
        • text
          java.lang.String text

  • Package velox.gui.utils

    • Class velox.gui.utils.ResetPointsLabelsPanel extends velox.api.layer1.layers.strategies.cvd.gui.CvdIndicatorPanel implements Serializable

    • Class velox.gui.utils.ResetPointsTitlePanel extends velox.api.layer1.layers.strategies.cvd.gui.CvdIndicatorPanel implements Serializable