Package velox.api.layer1.data
Class Layer1ApiProviderSupportedFeatures
java.lang.Object
velox.api.layer1.data.Layer1ApiProviderSupportedFeatures
public class Layer1ApiProviderSupportedFeatures
extends java.lang.Object
Key differences between providers should be described by this
class.
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
Layer1ApiProviderSupportedFeatures.ClientSideFeature
Features that are implemented on the client side. -
Field Summary
Fields Modifier and Type Field Description boolean
brackets
java.util.Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature>
clientSideFeatures
List of features that are emulated on client side.boolean
convertOrderToMkt
boolean
depth
Provides depth data.boolean
exchangeUsedForSubscription
Determines if user can enter exchange when subscribingHistoricalDataInfo
historicalDataInfo
If not null, describes how historical data can be retrieved for particular instrumentboolean
isBalanceSupported
boolean
isDelayed
If data is delayedjava.util.List<SubscribeInfo>
knownInstruments
List of instruments to be automatically added to subscription dialogLookupInfo
lookupInfo
boolean
marketMode
boolean
mbo
Provides MBO data.boolean
negativeStopLimitOffset
If this is set to false then stop-limit orders can only be sent with positive or zero offsetboolean
oco
boolean
oso
java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>>
pipsFunction
If set, it will be called to determine what are the possible pips values for selected instrumentjava.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>>
sizeMultiplierFunction
If set, it will be called to determine what are the possible size multiplier values for selected instrumentjava.util.List<OrderDuration>
supportedLimitDurations
java.util.List<OrderDuration>
supportedStopDurations
java.util.List<OrderType>
supportedStopOrders
boolean
trading
Basic trading capabilitiesjava.util.List<java.lang.String>
tradingFrom
Deprecated.boolean
tradingStartKnown
If set it means that provider has a way to know when trading day starts for the instrumentjava.util.List<java.lang.String>
tradingVia
Deprecated.boolean
trailingStopsAsBracketChildren
boolean
trailingStopsAsIndependentOrders
boolean
typeUsedForSubscription
Determines if user can set type when subscribing -
Constructor Summary
Constructors Constructor Description Layer1ApiProviderSupportedFeatures(boolean trading, java.util.List<java.lang.String> tradingVia, java.util.List<java.lang.String> tradingFrom, boolean oco, boolean oso, boolean depth, boolean mbo, boolean trailingStopsAsIndependentOrders, boolean trailingStopsAsBracketChildren, boolean brackets, boolean convertOrderToMkt, boolean marketMode, java.util.List<OrderDuration> supportedLimitDurations, java.util.List<OrderDuration> supportedStopDurations, java.util.List<OrderType> supportedStopOrders, boolean negativeStopLimitOffset, boolean isBalanceSupported, boolean tradingStartKnown, java.util.List<SubscribeInfo> knownInstruments, boolean exchangeUsedForSubscription, boolean typeUsedForSubscription, java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> pipsFunction, java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> sizeMultiplierFunction, HistoricalDataInfo historicalDataInfo, LookupInfo lookupInfo, boolean isDelayed, java.util.Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature> clientSideFeatures)
Don't use this directly - useLayer1ApiProviderSupportedFeaturesBuilder
instead. -
Method Summary
Modifier and Type Method Description Layer1ApiProviderSupportedFeatures
getCopyWithAppliedTradingParams(Layer1ApiProviderSupportedFeatures other)
Layer1ApiProviderSupportedFeaturesBuilder
toBuilder()
java.lang.String
toString()
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Field Details
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trading
public final boolean tradingBasic trading capabilities -
tradingVia
@Deprecated public java.util.List<java.lang.String> tradingViaDeprecated.If not null, this is provider that is used to do trading (e.g. when trading from DxFeed to IB, DxFeed supported featurestradingVia
will be IB) -
tradingFrom
@Deprecated public java.util.List<java.lang.String> tradingFromDeprecated.Provider can declare that it can be used to trade from other source -
oco
public final boolean oco -
oso
public final boolean oso -
depth
public final boolean depthProvides depth data. This is what most providers should do. Enabled in builder by default. Eitherdepth
ormbo
must be enabled for any provider. Provider that generates MBO data (mbo
) can still generate depth data if there is a reason to believe provider can do it better than deriving from MBO directly. -
mbo
public final boolean mboProvides MBO data. -
trailingStopsAsIndependentOrders
public final boolean trailingStopsAsIndependentOrders -
trailingStopsAsBracketChildren
public final boolean trailingStopsAsBracketChildren -
brackets
public final boolean brackets -
convertOrderToMkt
public final boolean convertOrderToMkt -
supportedLimitDurations
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supportedStopDurations
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supportedStopOrders
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negativeStopLimitOffset
public final boolean negativeStopLimitOffsetIf this is set to false then stop-limit orders can only be sent with positive or zero offset -
marketMode
public final boolean marketMode -
isBalanceSupported
public final boolean isBalanceSupported -
tradingStartKnown
public final boolean tradingStartKnownIf set it means that provider has a way to know when trading day starts for the instrument -
knownInstruments
List of instruments to be automatically added to subscription dialog -
exchangeUsedForSubscription
public final boolean exchangeUsedForSubscriptionDetermines if user can enter exchange when subscribing -
typeUsedForSubscription
public final boolean typeUsedForSubscriptionDetermines if user can set type when subscribing -
pipsFunction
public final java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> pipsFunctionIf set, it will be called to determine what are the possible pips values for selected instrument -
sizeMultiplierFunction
public final java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> sizeMultiplierFunctionIf set, it will be called to determine what are the possible size multiplier values for selected instrument -
historicalDataInfo
If not null, describes how historical data can be retrieved for particular instrument -
lookupInfo
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isDelayed
public final boolean isDelayedIf data is delayed -
clientSideFeatures
List of features that are emulated on client side. Adapter will typically leave that empty. For example if adapter tells that brackets are not supported Bookmap will activate client-side replacement, but it will be less reliable (e.g. won't work if Bookmap is closed, will be slower due to network latency, etc)
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Constructor Details
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Layer1ApiProviderSupportedFeatures
public Layer1ApiProviderSupportedFeatures(boolean trading, java.util.List<java.lang.String> tradingVia, java.util.List<java.lang.String> tradingFrom, boolean oco, boolean oso, boolean depth, boolean mbo, boolean trailingStopsAsIndependentOrders, boolean trailingStopsAsBracketChildren, boolean brackets, boolean convertOrderToMkt, boolean marketMode, java.util.List<OrderDuration> supportedLimitDurations, java.util.List<OrderDuration> supportedStopDurations, java.util.List<OrderType> supportedStopOrders, boolean negativeStopLimitOffset, boolean isBalanceSupported, boolean tradingStartKnown, java.util.List<SubscribeInfo> knownInstruments, boolean exchangeUsedForSubscription, boolean typeUsedForSubscription, java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> pipsFunction, java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> sizeMultiplierFunction, HistoricalDataInfo historicalDataInfo, LookupInfo lookupInfo, boolean isDelayed, java.util.Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature> clientSideFeatures)Don't use this directly - useLayer1ApiProviderSupportedFeaturesBuilder
instead.
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Method Details
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getCopyWithAppliedTradingParams
public Layer1ApiProviderSupportedFeatures getCopyWithAppliedTradingParams(Layer1ApiProviderSupportedFeatures other)- Parameters:
other
-- Returns:
- copy of this supported features with all trading params from other
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toBuilder
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toString
public java.lang.String toString()- Overrides:
toString
in classjava.lang.Object
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