Package velox.api.layer1.layers

Class Layer1ApiUpstreamRelay

java.lang.Object

velox.api.layer1.Layer1ApiBasicListenable

velox.api.layer1.layers.Layer1ApiUpstreamRelay

All Implemented Interfaces:

Layer1ApiAdminListenable, Layer1ApiAdminListener, Layer1ApiDataListenable, Layer1ApiDataListener, Layer1ApiInstrumentListenable, Layer1ApiInstrumentListener, Layer1ApiListener, Layer1ApiMboDataListenable, Layer1ApiMboDataListener, Layer1ApiTradingListenable, Layer1ApiTradingListener, LayerApiListenable

Direct Known Subclasses:

Layer1ApiRelay

public class Layer1ApiUpstreamRelay
extends Layer1ApiBasicListenable
implements Layer1ApiListener

Field Summary

Fields

Modifier and Type	Field	Description
protected java.util.concurrent.atomic.AtomicBoolean	closed

Fields inherited from class velox.api.layer1.Layer1ApiBasicListenable

adminListeners, dataListeners, instrumentListeners, mboDataListeners, theOnlyAdminListener, theOnlyDataListener, theOnlyInstrumentListener, theOnlyMboDataListener, theOnlyTradingListener, tradingListeners

Constructor Summary

Constructors

Constructor	Description
Layer1ApiUpstreamRelay()

Method Summary

Modifier and Type	Method	Description
void	close()	Stop relaying data.
void	onBalance(BalanceInfo balanceInfo)	Called when account balance information changes
void	onConnectionLost(DisconnectionReason reason, java.lang.String message)	Connection to server lost
void	onConnectionRestored()	Connection to server restored
void	onDepth(java.lang.String alias, boolean isBid, int price, int size)	Depth data update.
void	onInstrumentAdded(java.lang.String alias, InstrumentInfo instrumentInfo)	Indicates successful subscription to the instrument
void	onInstrumentAlreadySubscribed(java.lang.String symbol, java.lang.String exchange, java.lang.String type)	Indicates that attempt to subscribe failed because subscription is already active
void	onInstrumentNotFound(java.lang.String symbol, java.lang.String exchange, java.lang.String type)	Indicates that attempt to subscribe failed because instrument does not exist
void	onInstrumentRemoved(java.lang.String alias)	Unsubscribed from instrument (user-initiated or provider initiated). Please note that if you use this in strategy that implements OnlineCalculatable, you should not delete any data about instrument that is expected in OnlineCalculatable.calculateValuesInRange(String, String, long, long, int, velox.api.layer1.layers.strategies.interfaces.CalculatedResultListener) or OnlineCalculatable.createOnlineValueCalculator(String, String, long, java.util.function.Consumer, velox.api.layer1.layers.strategies.interfaces.InvalidateInterface), or should handle absence of that data (in case you delete it) gracefully.
void	onLoginFailed(LoginFailedReason reason, java.lang.String message)	Failed to login with specified credentials
void	onLoginSuccessful()	Successful login.
void	onMarketMode(java.lang.String alias, MarketMode marketMode)	Market mode update.
void	onMboCancel(java.lang.String alias, java.lang.String orderId)
void	onMboReplace(java.lang.String alias, java.lang.String orderId, int price, int size)
void	onMboSend(java.lang.String alias, java.lang.String orderId, boolean isBid, int price, int size)
void	onOrderExecuted(ExecutionInfo executionInfo)	Called when one of our orders gets executed
void	onOrderUpdated(OrderInfoUpdate orderInfoUpdate)	Called when order is updated (order creation is also considered an update).
void	onStatus(StatusInfo statusInfo)	Called when instrument status information changes (PnL, number of open orders, position, etc).
void	onSystemTextMessage(java.lang.String message, SystemTextMessageType messageType)	Some message from the system.
void	onTrade(java.lang.String alias, double price, int size, TradeInfo tradeInfo)	Trade
void	onUserMessage(java.lang.Object data)	Allows incorporating arbitrary functionality into protocol

Methods inherited from class velox.api.layer1.Layer1ApiBasicListenable

addListener, addListener, addListener, addListener, addListener, getAdminListenerBroadcaster, getDataListenerBroadcaster, getInstrumentListenerBroadcaster, getTradingListenerBroadcaster, getUniqueListenersCount, onNoSubscribers, removeListener, removeListener, removeListener, removeListener, removeListener

Methods inherited from class java.lang.Object

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

Field Details

closed

protected java.util.concurrent.atomic.AtomicBoolean closed

Constructor Details

Layer1ApiUpstreamRelay

public Layer1ApiUpstreamRelay()

Method Details

onInstrumentAdded

public void onInstrumentAdded(java.lang.String alias, InstrumentInfo instrumentInfo)

Description copied from interface: Layer1ApiInstrumentListener

Indicates successful subscription to the instrument

Specified by:

onInstrumentAdded in interface Layer1ApiInstrumentListener

Parameters:

alias - instrument alias

instrumentInfo - instrument specifications

onInstrumentRemoved

public void onInstrumentRemoved(java.lang.String alias)

Description copied from interface: Layer1ApiInstrumentListener

Unsubscribed from instrument (user-initiated or provider initiated).
Please note that if you use this in strategy that implements OnlineCalculatable, you should not delete any data about instrument that is expected in OnlineCalculatable.calculateValuesInRange(String, String, long, long, int, velox.api.layer1.layers.strategies.interfaces.CalculatedResultListener) or OnlineCalculatable.createOnlineValueCalculator(String, String, long, java.util.function.Consumer, velox.api.layer1.layers.strategies.interfaces.InvalidateInterface), or should handle absence of that data (in case you delete it) gracefully. The reason is that you can get Layer1ApiInstrumentListener.onInstrumentRemoved(String) in the middle of OnlineCalculatable request

Specified by:

onInstrumentRemoved in interface Layer1ApiInstrumentListener

onInstrumentNotFound

public void onInstrumentNotFound(java.lang.String symbol, java.lang.String exchange, java.lang.String type)

Description copied from interface: Layer1ApiInstrumentListener

Indicates that attempt to subscribe failed because instrument does not exist

Specified by:

onInstrumentNotFound in interface Layer1ApiInstrumentListener

type - see InstrumentCoreInfo.type

onInstrumentAlreadySubscribed

public void onInstrumentAlreadySubscribed(java.lang.String symbol, java.lang.String exchange, java.lang.String type)

Description copied from interface: Layer1ApiInstrumentListener

Indicates that attempt to subscribe failed because subscription is already active

Specified by:

onInstrumentAlreadySubscribed in interface Layer1ApiInstrumentListener

type - see InstrumentCoreInfo.type

onTrade

public void onTrade(java.lang.String alias, double price, int size, TradeInfo tradeInfo)

Description copied from interface: Layer1ApiDataListener

Trade

Specified by:

onTrade in interface Layer1ApiDataListener

Parameters:

alias - instrument alias

price - price in the same units as in depth update (e.g. if pips=25 then price=1000 means 25000)

size - trade size

tradeInfo - additional information about the trade

onDepth

public void onDepth(java.lang.String alias, boolean isBid, int price, int size)

Description copied from interface: Layer1ApiDataListener

Depth data update.

Specified by:

onDepth in interface Layer1ApiDataListener

Parameters:

alias - instrument alias

isBid - true if it is for bids, false for asks

price - price where size changed

size - new size

onMboSend

public void onMboSend(java.lang.String alias, java.lang.String orderId, boolean isBid, int price, int size)

Specified by:

onMboSend in interface Layer1ApiMboDataListener

onMboReplace

public void onMboReplace(java.lang.String alias, java.lang.String orderId, int price, int size)

Specified by:

onMboReplace in interface Layer1ApiMboDataListener

onMboCancel

public void onMboCancel(java.lang.String alias, java.lang.String orderId)

Specified by:

onMboCancel in interface Layer1ApiMboDataListener

onMarketMode

public void onMarketMode(java.lang.String alias, MarketMode marketMode)

Description copied from interface: Layer1ApiDataListener

Market mode update.

Specified by:

onMarketMode in interface Layer1ApiDataListener

onOrderUpdated

public void onOrderUpdated(OrderInfoUpdate orderInfoUpdate)

Description copied from interface: Layer1ApiTradingListener

Called when order is updated (order creation is also considered an update).

Specified by:

onOrderUpdated in interface Layer1ApiTradingListener

Parameters:

orderInfoUpdate - information about update

onOrderExecuted

public void onOrderExecuted(ExecutionInfo executionInfo)

Description copied from interface: Layer1ApiTradingListener

Called when one of our orders gets executed

Specified by:

onOrderExecuted in interface Layer1ApiTradingListener

Parameters:

executionInfo - information about execution

onStatus

public void onStatus(StatusInfo statusInfo)

Description copied from interface: Layer1ApiTradingListener

Called when instrument status information changes (PnL, number of open orders, position, etc).

Specified by:

onStatus in interface Layer1ApiTradingListener

Parameters:

statusInfo - status information

onBalance

public void onBalance(BalanceInfo balanceInfo)

Description copied from interface: Layer1ApiTradingListener

Called when account balance information changes

Specified by:

onBalance in interface Layer1ApiTradingListener

Parameters:

balanceInfo - account balance information

onLoginFailed

public void onLoginFailed(LoginFailedReason reason, java.lang.String message)

Description copied from interface: Layer1ApiAdminListener

Failed to login with specified credentials

Specified by:

onLoginFailed in interface Layer1ApiAdminListener

Parameters:

reason - reason code

message - test message associated with login fail (may be null)

onLoginSuccessful

public void onLoginSuccessful()

Description copied from interface: Layer1ApiAdminListener

Successful login.

Specified by:

onLoginSuccessful in interface Layer1ApiAdminListener

onConnectionLost

public void onConnectionLost(DisconnectionReason reason, java.lang.String message)

Description copied from interface: Layer1ApiAdminListener

Connection to server lost

Specified by:

onConnectionLost in interface Layer1ApiAdminListener

Parameters:

reason - reason code

message - test message associated with login disconnection (may be null)

onConnectionRestored

public void onConnectionRestored()

Description copied from interface: Layer1ApiAdminListener

Connection to server restored

Specified by:

onConnectionRestored in interface Layer1ApiAdminListener

onSystemTextMessage

public void onSystemTextMessage(java.lang.String message, SystemTextMessageType messageType)

Description copied from interface: Layer1ApiAdminListener

Some message from the system. Usually you want to show it to user in some way

Specified by:

onSystemTextMessage in interface Layer1ApiAdminListener

Parameters:

message - message itself

messageType - message type

onUserMessage

public void onUserMessage(java.lang.Object data)

Description copied from interface: Layer1ApiAdminListener

Allows incorporating arbitrary functionality into protocol

Specified by:

onUserMessage in interface Layer1ApiAdminListener

Parameters:

data - Message content

close

public void close()

Stop relaying data. Will not let send new events upwards, but is not guaranteed to stop ones already in progress.