Package velox.api.layer1.providers.data
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Interface Summary Interface Description TradeAggregator.TradeAggregatorConsumer -
Class Summary Class Description Combination<T,M> Similar to std::pair in C++.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.