Package velox.api.layer1.data

Class InstrumentInfo

java.lang.Object
velox.api.layer1.data.InstrumentCoreInfo
velox.api.layer1.data.InstrumentInfo
All Implemented Interfaces:
java.io.Serializable
Direct Known Subclasses:
InstrumentInfoCrypto
public class InstrumentInfo
extends InstrumentCoreInfo
implements java.io.Serializable
Information about the instrument
See Also:
Serialized Form

  • Field Summary

    Fields 
    Modifier and Type Field Description
    java.lang.String fullName
    Full instrument name on the platforms where it's available, null otherwise
    boolean isCrypto
    Allows bookmap to distinguish crypto instruments from other types.
    boolean isFullDepth
    True if data provided for instrument is full depth data
    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 pips)
    double pips
    Also known as min tick, tick size or minimal price increment.
    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).

    Fields inherited from class velox.api.layer1.data.InstrumentCoreInfo

    exchange, symbol, type

  • Constructor Summary

    Constructors 
    Constructor Description
    InstrumentInfo​(java.lang.String symbol, java.lang.String exchange, java.lang.String type, double pips, double multiplier, java.lang.String fullName, boolean isFullDepth)  
    InstrumentInfo​(java.lang.String symbol, java.lang.String exchange, java.lang.String type, double pips, double multiplier, java.lang.String fullName, boolean isFullDepth, double sizeMultiplier)
    Similar to InstrumentInfo(String, String, String, double, double, String, boolean, double, boolean), assumes isCrypto false
    InstrumentInfo​(java.lang.String symbol, java.lang.String exchange, java.lang.String type, double pips, double multiplier, java.lang.String fullName, boolean isFullDepth, double sizeMultiplier, boolean isCrypto)  

  • Method Summary

    Modifier and Type Method Description
    java.lang.String toString()  

    Methods inherited from class velox.api.layer1.data.InstrumentCoreInfo

    equals, hashCode

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Field Details

    • pips

      public final 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

    • multiplier

      public final 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 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"

    • fullName

      public final java.lang.String fullName
      Full instrument name on the platforms where it's available, null otherwise

    • isFullDepth

      public final boolean isFullDepth
      True if data provided for instrument is full depth data

    • sizeMultiplier

      public final 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.

    • isCrypto

      public final 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

  • Constructor Details

    • InstrumentInfo

      public InstrumentInfo​(java.lang.String symbol, java.lang.String exchange, java.lang.String type, double pips, double multiplier, java.lang.String fullName, boolean isFullDepth, double sizeMultiplier, boolean isCrypto)

    • InstrumentInfo

      public InstrumentInfo​(java.lang.String symbol, java.lang.String exchange, java.lang.String type, double pips, double multiplier, java.lang.String fullName, boolean isFullDepth, double sizeMultiplier)
      Similar to InstrumentInfo(String, String, String, double, double, String, boolean, double, boolean), assumes isCrypto false

    • InstrumentInfo

      public InstrumentInfo​(java.lang.String symbol, java.lang.String exchange, java.lang.String type, double pips, double multiplier, java.lang.String fullName, boolean isFullDepth)

  • Method Details