Class TradeAggregationEvent
java.lang.Object
velox.api.layer1.datastructure.events.Event
velox.api.layer1.datastructure.events.TradeAggregationEvent
- All Implemented Interfaces:
java.io.Serializable
,java.lang.Cloneable
,CloneableSerializable
,CustomGeneratedEvent
public class TradeAggregationEvent extends Event
Aggregation of trade 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.Double,java.util.Map<java.lang.Integer,java.lang.Integer>>
askAggressorMap
Map of trades, where ask is aggressor, where key is price level (if multiplied by instrument pips, will give price), and value is map, describing trades at this level, in following format:
Key: size of trade, value: number of trades of this sizejava.util.Map<java.lang.Double,java.util.Map<java.lang.Integer,java.lang.Integer>>
bidAggressorMap
Map of trades, where bid is aggressor, where key is price level (if multiplied by instrument pips, will give price), and value is map, describing trades at this level, in following format:
Key: size of trade, value: number of trades of this sizejava.lang.Boolean
lastAggressorBid
Last trade aggressor (in requested interval).double
lastPrice
Last trade price (in requested interval).java.lang.Integer
lastSize
Last trade size (in requested interval). -
Constructor Summary
Constructors Constructor Description TradeAggregationEvent(long time)
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Method Summary
Modifier and Type Method Description java.lang.Object
clone()
int
getAskTradeSize()
int
getBidTradeSize()
int
getTotalTradeSize()
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Field Details
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bidAggressorMap
public java.util.Map<java.lang.Double,java.util.Map<java.lang.Integer,java.lang.Integer>> bidAggressorMapMap of trades, where bid is aggressor, where key is price level (if multiplied by instrument pips, will give price), and value is map, describing trades at this level, in following format:
Key: size of trade, value: number of trades of this size -
askAggressorMap
public java.util.Map<java.lang.Double,java.util.Map<java.lang.Integer,java.lang.Integer>> askAggressorMapMap of trades, where ask is aggressor, where key is price level (if multiplied by instrument pips, will give price), and value is map, describing trades at this level, in following format:
Key: size of trade, value: number of trades of this size -
lastPrice
public double lastPriceLast trade price (in requested interval).Double.NaN
if none. -
lastSize
public java.lang.Integer lastSizeLast trade size (in requested interval). null if none. -
lastAggressorBid
public java.lang.Boolean lastAggressorBidLast trade aggressor (in requested interval). null if none.
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Constructor Details
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TradeAggregationEvent
public TradeAggregationEvent(long time)
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Method Details
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clone
public java.lang.Object clone()- Specified by:
clone
in interfaceCloneableSerializable
- Specified by:
clone
in classEvent
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getBidTradeSize
public int getBidTradeSize() -
getAskTradeSize
public int getAskTradeSize() -
getTotalTradeSize
public int getTotalTradeSize()
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