Package velox.api.layer1

Interface Layer1ApiDataListener

All Known Subinterfaces:
Layer1ApiAdapter, Layer1ApiDataAdapter, Layer1ApiListener, OnlineValueCalculatorAdapter, StrategyUpdateGenerator
All Known Implementing Classes:
Layer1ApiDepthFreezer, Layer1ApiInjectorRelay, Layer1ApiRelay, Layer1ApiStrategiesEchoMessagesLayer, Layer1ApiUpstreamRelay
public interface Layer1ApiDataListener
Listener for trading events

  • Method Summary

    Modifier and Type Method Description
    void onDepth​(java.lang.String alias, boolean isBid, int price, int size)
    Depth data update.
    void onMarketMode​(java.lang.String alias, MarketMode marketMode)
    Market mode update.
    void onTrade​(java.lang.String alias, double price, int size, TradeInfo tradeInfo)
    Trade

  • Method Details

    • onTrade

      void onTrade​(java.lang.String alias, double price, int size, TradeInfo tradeInfo)
      Trade
      Parameters:
      alias - instrument alias
      price - price in the same units as in depth update (e.g. if pips=25 then price=1000 means 25000)
      size - trade size
      tradeInfo - additional information about the trade

    • onDepth

      void onDepth​(java.lang.String alias, boolean isBid, int price, int size)
      Depth data update.
      Parameters:
      alias - instrument alias
      isBid - true if it is for bids, false for asks
      price - price where size changed
      size - new size

    • onMarketMode

      void onMarketMode​(java.lang.String alias, MarketMode marketMode)
      Market mode update.
      Parameters:
      alias -
      marketMode -