velox.api.layer1.simplified

Interface DepthDataListener

All Known Subinterfaces:

AllDataModule, DepthDataAdapter

public interface DepthDataListener

Get incremental depth updates.

Method Summary

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

Method Detail

onDepth

void onDepth(boolean isBid,
             int price,
             int size)

Called on each incremental depth update

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)