Package velox.api.layer1.layers.utils
Class OrderBook
java.lang.Object
velox.api.layer1.layers.utils.OrderBook
public class OrderBook
extends java.lang.Object
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Field Summary
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Constructor Summary
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Method Summary
Modifier and Type Method Description void
clear()
java.util.TreeMap<java.lang.Integer,java.lang.Long>
getAskMap()
Beware: changing this map will break order bookint
getBestAskPriceOrNone()
int
getBestBidPriceOrNone()
java.util.TreeMap<java.lang.Integer,java.lang.Long>
getBidMap()
Beware: changing this map will break order bookint
getFirstKeyOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map)
long
getFirstValueOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map)
int
getLastKeyOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map)
double
getMidPriceOrNan()
long
getSizeFor(boolean isBid, int price)
long
getSizeFor(boolean isBid, int price, long defaultSize)
int
getWorstAskPriceOrNone()
int
getWorstBidPriceOrNone()
boolean
isEmpty()
Check if order book is emptyjava.lang.Integer[]
levels(boolean isBid)
java.util.Map<java.lang.Integer,java.lang.Long>
levels(boolean isBid, int from, boolean fromInclusive, int to, boolean toInclusive)
java.util.Map<java.lang.Integer,java.lang.Long>
levels(boolean isBid, int from, int to)
void
onUpdate(boolean isBid, int price, long size)
void
onUpdate(DepthAggregationEvent depthAggregationEvent)
java.lang.String
toString()
protected void
updateMap(java.util.TreeMap<java.lang.Integer,java.lang.Long> updatedMap, int price, long size)
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Field Details
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NONE
public static final int NONE- See Also:
- Constant Field Values
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bidMap
protected java.util.TreeMap<java.lang.Integer,java.lang.Long> bidMap -
askMap
protected java.util.TreeMap<java.lang.Integer,java.lang.Long> askMap
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Constructor Details
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Method Details
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onUpdate
public void onUpdate(boolean isBid, int price, long size) -
onUpdate
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updateMap
protected void updateMap(java.util.TreeMap<java.lang.Integer,java.lang.Long> updatedMap, int price, long size) -
getBestBidPriceOrNone
public int getBestBidPriceOrNone() -
getBestAskPriceOrNone
public int getBestAskPriceOrNone() -
getMidPriceOrNan
public double getMidPriceOrNan() -
getFirstKeyOrNone
public int getFirstKeyOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map) -
getFirstValueOrNone
public long getFirstValueOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map) -
levels
public java.lang.Integer[] levels(boolean isBid) -
getWorstBidPriceOrNone
public int getWorstBidPriceOrNone() -
getWorstAskPriceOrNone
public int getWorstAskPriceOrNone() -
getLastKeyOrNone
public int getLastKeyOrNone(java.util.TreeMap<java.lang.Integer,java.lang.Long> map) -
levels
public java.util.Map<java.lang.Integer,java.lang.Long> levels(boolean isBid, int from, int to) -
levels
public java.util.Map<java.lang.Integer,java.lang.Long> levels(boolean isBid, int from, boolean fromInclusive, int to, boolean toInclusive) -
getSizeFor
public long getSizeFor(boolean isBid, int price) -
getSizeFor
public long getSizeFor(boolean isBid, int price, long defaultSize) -
clear
public void clear() -
getBidMap
public java.util.TreeMap<java.lang.Integer,java.lang.Long> getBidMap()Beware: changing this map will break order book -
getAskMap
public java.util.TreeMap<java.lang.Integer,java.lang.Long> getAskMap()Beware: changing this map will break order book -
isEmpty
public boolean isEmpty()Check if order book is empty- Returns:
- true if both sides of the book are empty, false otherwise
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toString
public java.lang.String toString()- Overrides:
toString
in classjava.lang.Object
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