Package velox.api.layer1.simplified

Interface DepthDataListener

All Known Subinterfaces:
AllDataModule, DepthDataAdapter
public interface DepthDataListener
Get incremental depth updates.

  • Method Summary

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

  • Method Details

    • 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)