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 and Description
default void	onDepth(boolean isBid, int price, int size) Called on each incremental depth update

Method Detail

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 interface DepthDataListener

Parameters:

isBid - true if update describes changes to bid side of the order book

price - price where the update happens (as level number)

size - new size on the level (0 if level is removed)