Package velox.api.layer1.datastructure.events
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Class Summary Class Description DepthAggregationEvent Aggregation of depth events in some time intervalEvent Base class for events that can be retrieved from the tree.MboAggregationEvent Aggregation of MBO data in some time intervalMboAggregationEvent.Order MboAggregationEvent.PriceSizeUpdate OrderExecutedEvent Information about order execution.OrderUpdatedEvent Order update event.OrderUpdatesExecutionsAggregationEvent Keeps info about all updates and executions that happened to ordersTradeAggregationEvent Aggregation of trade events in some time interval