Package velox.api.layer1.simplified
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)
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Method Summary
Modifier and Type Method Description void
cancel(java.lang.String orderId)
Called when an existing order was deletedvoid
replace(java.lang.String orderId, int price, int size)
Called when an existing order was modifiedvoid
send(java.lang.String orderId, boolean isBid, int price, int size)
Called when a new order was accepted by the exchange
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Method Details
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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 idisBid
- true if update describes a buy orderprice
- limit price of the order in units of price levelssize
- the size of the order
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replace
void replace(java.lang.String orderId, int price, int size)Called when an existing order was modified- Parameters:
orderId
- unique order idprice
- new limit price (can be the same as previous)size
- new order size (can be the same as previous)
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cancel
void cancel(java.lang.String orderId)Called when an existing order was deleted- Parameters:
orderId
- unique order id
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