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

  • Method Details

    • 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)