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
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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 leveljava.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 -
Constructor Summary
Constructors Constructor Description DepthAggregationEvent(long time)
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Method Summary
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Field Details
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bidsMap
public java.util.Map<java.lang.Integer,java.lang.Integer> bidsMapMap 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> asksMapMap of asks, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level
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Constructor Details
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DepthAggregationEvent
public DepthAggregationEvent(long time)
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Method Details
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getMap
public java.util.Map<java.lang.Integer,java.lang.Integer> getMap(boolean isBid) -
toString
public java.lang.String toString()- Overrides:
toString
in classjava.lang.Object
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bestBid
public int bestBid() -
clone
public java.lang.Object clone()- Specified by:
clone
in interfaceCloneableSerializable
- Specified by:
clone
in classEvent
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