Interface MarketByOrderDepthDataListener

All Known Subinterfaces:
AllDataModule
All Known Implementing Classes:
MarketByOrderDepthDataAdapter

public interface MarketByOrderDepthDataListener
Get market depth data order by order (if supported by the data provider)
  • Method Summary

    Modifier and Type Method Description
    void cancel​(java.lang.String orderId)
    Called when an existing order was deleted
    void replace​(java.lang.String orderId, int price, int size)
    Called when an existing order was modified
    void send​(java.lang.String orderId, boolean isBid, int price, int size)
    Called when a new order was accepted by the exchange
  • Method Details

    • send

      void send​(java.lang.String orderId, boolean isBid, int price, int size)
      Called when a new order was accepted by the exchange
      Parameters:
      orderId - unique order id
      isBid - true if update describes a buy order
      price - limit price of the order in units of price levels
      size - the size of the order
    • replace

      void replace​(java.lang.String orderId, int price, int size)
      Called when an existing order was modified
      Parameters:
      orderId - unique order id
      price - new limit price (can be the same as previous)
      size - new order size (can be the same as previous)
    • cancel

      void cancel​(java.lang.String orderId)
      Called when an existing order was deleted
      Parameters:
      orderId - unique order id