Package velox.api.layer1.simplified
Interface DepthDataAdapter
- All Superinterfaces:
DepthDataListener
public interface DepthDataAdapter extends DepthDataListener
An adapter for
DepthDataListener
with empty default method
implementations-
Method Summary
Modifier and Type Method Description default void
onDepth(boolean isBid, int price, int size)
Called on each incremental depth update
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Method Details
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onDepth
default void onDepth(boolean isBid, int price, int size)Description copied from interface:DepthDataListener
Called on each incremental depth update- Specified by:
onDepth
in interfaceDepthDataListener
- Parameters:
isBid
- true if update describes changes to bid side of the order bookprice
- price where the update happens (as level number)size
- new size on the level (0 if level is removed)
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