Package velox.api.layer1.providers.data

  • Interface Summary 
    Interface Description
    TradeAggregator.TradeAggregatorConsumer  
  • Class Summary 
    Class Description
    Combination<T,​M>
    Similar to std::pair in C++.
    ProviderSelectorMessage
    The message specifies that the next action relates to a specific provider (where it can't be derived from other data).
    TradeAggregator
    Provides logic for trade aggregation boolean flags calculation - one flag for each new trade with new ticket ID (provided by target system - time stamp, aggressor order ID or real trade ID) and second flag for completing previous 'execution chain' on new trade or by timer.