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)

Method Summary

Modifier and Type	Method and 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 Detail

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