Package velox.api.layer1.datastructure.events

Class DepthAggregationEvent

java.lang.Object
velox.api.layer1.datastructure.events.Event
velox.api.layer1.datastructure.events.DepthAggregationEvent
All Implemented Interfaces:
java.io.Serializable, java.lang.Cloneable, CloneableSerializable, CustomGeneratedEvent
public class DepthAggregationEvent
extends Event
Aggregation of depth events in some time interval
See Also:
Serialized Form

  • Field Summary

    Fields 
    Modifier and Type Field Description
    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
    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

    Fields inherited from class velox.api.layer1.datastructure.events.Event

    eventType, time

  • Constructor Summary

    Constructors 
    Constructor Description
    DepthAggregationEvent​(long time)  

  • Method Summary

    Modifier and Type Method Description
    int bestBid()  
    java.lang.Object clone()  
    java.util.Map<java.lang.Integer,​java.lang.Integer> getMap​(boolean isBid)  
    java.lang.String toString()  

    Methods inherited from class velox.api.layer1.datastructure.events.Event

    getTime

    Methods inherited from class java.lang.Object

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

  • Field Details

    • bidsMap

      public 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

    • asksMap

      public 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

  • Constructor Details

  • Method Details

    • getMap

      public java.util.Map<java.lang.Integer,​java.lang.Integer> getMap​(boolean isBid)

    • toString

      public java.lang.String toString()
      Overrides:
      toString in class java.lang.Object

    • bestBid

      public int bestBid()

    • clone

      public java.lang.Object clone()
      Specified by:
      clone in interface CloneableSerializable
      Specified by:
      clone in class Event