Package velox.api.layer1.simplified

Class DeactivatableStrategyUpdateGeneratorWithFilter

java.lang.Object
velox.api.layer1.simplified.DeactivatableStrategyUpdateGeneratorWithFilter
All Implemented Interfaces:
velox.api.layer1.Layer1ApiDataAdapter, velox.api.layer1.Layer1ApiDataListener, velox.api.layer1.Layer1ApiInstrumentAdapter, velox.api.layer1.Layer1ApiInstrumentListener, velox.api.layer1.Layer1ApiMboDataAdapter, velox.api.layer1.Layer1ApiMboDataListener, velox.api.layer1.Layer1ApiTradingAdapter, velox.api.layer1.Layer1ApiTradingListener, velox.api.layer1.messages.indicators.GeneratedUpdateConsumer, velox.api.layer1.messages.indicators.StrategyUpdateGenerator, velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter, velox.api.layer1.messages.indicators.StrategyUpdateGeneratorSkipper
public class DeactivatableStrategyUpdateGeneratorWithFilter
extends java.lang.Object
implements velox.api.layer1.messages.indicators.StrategyUpdateGenerator, velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter, velox.api.layer1.messages.indicators.StrategyUpdateGeneratorSkipper

  • Nested Class Summary

    Nested classes/interfaces inherited from interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter

    velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter.StrategyUpdateGeneratorEventType

  • Constructor Summary

    Constructors 
    Constructor Description
    DeactivatableStrategyUpdateGeneratorWithFilter​(SimplifiedL1ApiLoader simplifiedL1ApiLoader, java.lang.String targetAlias, velox.api.layer1.simplified.InstanceWrapper listener)  

  • Method Summary

    Modifier and Type Method Description
    void deactivate()  
    java.util.function.Consumer<velox.api.layer1.layers.strategies.interfaces.CustomGeneratedEventAliased> getGeneratedEventsConsumer()  
    java.util.Set<java.lang.String> getGeneratorAliases()  
    java.util.Set<velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter.StrategyUpdateGeneratorEventType> getGeneratorUpdateTypes()  
    boolean isActive()  
    void onBalance​(velox.api.layer1.data.BalanceInfo balanceInfo)  
    void onDepth​(java.lang.String alias, boolean isBid, int price, int size)  
    void onInstrumentAdded​(java.lang.String alias, velox.api.layer1.data.InstrumentInfo instrumentInfo)  
    void onInstrumentAlreadySubscribed​(java.lang.String symbol, java.lang.String exchange, java.lang.String type)  
    void onInstrumentNotFound​(java.lang.String symbol, java.lang.String exchange, java.lang.String type)  
    void onInstrumentRemoved​(java.lang.String alias)  
    void onMarketMode​(java.lang.String alias, velox.api.layer1.data.MarketMode marketMode)  
    void onMboCancel​(java.lang.String alias, java.lang.String orderId)  
    void onMboReplace​(java.lang.String alias, java.lang.String orderId, int price, int size)  
    void onMboSend​(java.lang.String alias, java.lang.String orderId, boolean isBid, int price, int size)  
    void onOrderExecuted​(velox.api.layer1.data.ExecutionInfo executionInfo)  
    void onOrderUpdated​(velox.api.layer1.data.OrderInfoUpdate orderInfoUpdate)  
    void onStatus​(velox.api.layer1.data.StatusInfo statusInfo)  
    void onTrade​(java.lang.String alias, double price, int size, velox.api.layer1.data.TradeInfo tradeInfo)  
    void onUserMessage​(java.lang.Object data)  
    void setGeneratedEventsConsumer​(java.util.function.Consumer<velox.api.layer1.layers.strategies.interfaces.CustomGeneratedEventAliased> consumer)  
    void setTime​(long time)  
    boolean skipToRealtimeRequested()  

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

  • Method Details

    • setGeneratedEventsConsumer

      public void setGeneratedEventsConsumer​(java.util.function.Consumer<velox.api.layer1.layers.strategies.interfaces.CustomGeneratedEventAliased> consumer)
      Specified by:
      setGeneratedEventsConsumer in interface velox.api.layer1.messages.indicators.GeneratedUpdateConsumer

    • getGeneratedEventsConsumer

      public java.util.function.Consumer<velox.api.layer1.layers.strategies.interfaces.CustomGeneratedEventAliased> getGeneratedEventsConsumer()
      Specified by:
      getGeneratedEventsConsumer in interface velox.api.layer1.messages.indicators.GeneratedUpdateConsumer

    • onStatus

      public void onStatus​(velox.api.layer1.data.StatusInfo statusInfo)
      Specified by:
      onStatus in interface velox.api.layer1.Layer1ApiTradingAdapter
      Specified by:
      onStatus in interface velox.api.layer1.Layer1ApiTradingListener

    • onOrderUpdated

      public void onOrderUpdated​(velox.api.layer1.data.OrderInfoUpdate orderInfoUpdate)
      Specified by:
      onOrderUpdated in interface velox.api.layer1.Layer1ApiTradingAdapter
      Specified by:
      onOrderUpdated in interface velox.api.layer1.Layer1ApiTradingListener

    • onOrderExecuted

      public void onOrderExecuted​(velox.api.layer1.data.ExecutionInfo executionInfo)
      Specified by:
      onOrderExecuted in interface velox.api.layer1.Layer1ApiTradingAdapter
      Specified by:
      onOrderExecuted in interface velox.api.layer1.Layer1ApiTradingListener

    • onBalance

      public void onBalance​(velox.api.layer1.data.BalanceInfo balanceInfo)
      Specified by:
      onBalance in interface velox.api.layer1.Layer1ApiTradingAdapter
      Specified by:
      onBalance in interface velox.api.layer1.Layer1ApiTradingListener

    • onTrade

      public void onTrade​(java.lang.String alias, double price, int size, velox.api.layer1.data.TradeInfo tradeInfo)
      Specified by:
      onTrade in interface velox.api.layer1.Layer1ApiDataAdapter
      Specified by:
      onTrade in interface velox.api.layer1.Layer1ApiDataListener

    • onMarketMode

      public void onMarketMode​(java.lang.String alias, velox.api.layer1.data.MarketMode marketMode)
      Specified by:
      onMarketMode in interface velox.api.layer1.Layer1ApiDataAdapter
      Specified by:
      onMarketMode in interface velox.api.layer1.Layer1ApiDataListener

    • onDepth

      public void onDepth​(java.lang.String alias, boolean isBid, int price, int size)
      Specified by:
      onDepth in interface velox.api.layer1.Layer1ApiDataAdapter
      Specified by:
      onDepth in interface velox.api.layer1.Layer1ApiDataListener

    • onMboSend

      public void onMboSend​(java.lang.String alias, java.lang.String orderId, boolean isBid, int price, int size)
      Specified by:
      onMboSend in interface velox.api.layer1.Layer1ApiMboDataAdapter
      Specified by:
      onMboSend in interface velox.api.layer1.Layer1ApiMboDataListener

    • onMboReplace

      public void onMboReplace​(java.lang.String alias, java.lang.String orderId, int price, int size)
      Specified by:
      onMboReplace in interface velox.api.layer1.Layer1ApiMboDataAdapter
      Specified by:
      onMboReplace in interface velox.api.layer1.Layer1ApiMboDataListener

    • onMboCancel

      public void onMboCancel​(java.lang.String alias, java.lang.String orderId)
      Specified by:
      onMboCancel in interface velox.api.layer1.Layer1ApiMboDataAdapter
      Specified by:
      onMboCancel in interface velox.api.layer1.Layer1ApiMboDataListener

    • onInstrumentAdded

      public void onInstrumentAdded​(java.lang.String alias, velox.api.layer1.data.InstrumentInfo instrumentInfo)
      Specified by:
      onInstrumentAdded in interface velox.api.layer1.Layer1ApiInstrumentAdapter
      Specified by:
      onInstrumentAdded in interface velox.api.layer1.Layer1ApiInstrumentListener

    • onInstrumentRemoved

      public void onInstrumentRemoved​(java.lang.String alias)
      Specified by:
      onInstrumentRemoved in interface velox.api.layer1.Layer1ApiInstrumentAdapter
      Specified by:
      onInstrumentRemoved in interface velox.api.layer1.Layer1ApiInstrumentListener

    • onInstrumentNotFound

      public void onInstrumentNotFound​(java.lang.String symbol, java.lang.String exchange, java.lang.String type)
      Specified by:
      onInstrumentNotFound in interface velox.api.layer1.Layer1ApiInstrumentAdapter
      Specified by:
      onInstrumentNotFound in interface velox.api.layer1.Layer1ApiInstrumentListener

    • onInstrumentAlreadySubscribed

      public void onInstrumentAlreadySubscribed​(java.lang.String symbol, java.lang.String exchange, java.lang.String type)
      Specified by:
      onInstrumentAlreadySubscribed in interface velox.api.layer1.Layer1ApiInstrumentAdapter
      Specified by:
      onInstrumentAlreadySubscribed in interface velox.api.layer1.Layer1ApiInstrumentListener

    • onUserMessage

      public void onUserMessage​(java.lang.Object data)
      Specified by:
      onUserMessage in interface velox.api.layer1.messages.indicators.StrategyUpdateGenerator

    • setTime

      public void setTime​(long time)
      Specified by:
      setTime in interface velox.api.layer1.messages.indicators.StrategyUpdateGenerator

    • getGeneratorUpdateTypes

      public java.util.Set<velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter.StrategyUpdateGeneratorEventType> getGeneratorUpdateTypes()
      Specified by:
      getGeneratorUpdateTypes in interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter

    • getGeneratorAliases

      public java.util.Set<java.lang.String> getGeneratorAliases()
      Specified by:
      getGeneratorAliases in interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter

    • deactivate

      public void deactivate()

    • isActive

      public boolean isActive()

    • skipToRealtimeRequested

      public boolean skipToRealtimeRequested()
      Specified by:
      skipToRealtimeRequested in interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorSkipper