Package velox.api.layer1.layers

Class Layer1ApiDepthFreezer

java.lang.Object

velox.api.layer1.Layer1ApiBasicListenable

velox.api.layer1.layers.Layer1ApiUpstreamRelay

velox.api.layer1.layers.Layer1ApiRelay

velox.api.layer1.layers.Layer1ApiDepthFreezer

All Implemented Interfaces:

AutoCloseable, Layer1ApiAdminListenable, Layer1ApiAdminListener, Layer1ApiAdminProvider, Layer1ApiDataListenable, Layer1ApiDataListener, Layer1ApiDataProvider, Layer1ApiInstrumentListenable, Layer1ApiInstrumentListener, Layer1ApiInstrumentProvider, Layer1ApiListener, Layer1ApiMboDataListenable, Layer1ApiMboDataListener, Layer1ApiProvider, Layer1ApiTradingListenable, Layer1ApiTradingListener, Layer1ApiTradingProvider, LayerApiListenable, Layer1ApiTimeSource

public class Layer1ApiDepthFreezer
extends Layer1ApiRelay

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	Layer1ApiDepthFreezer.DepthFreezeRequest

Nested classes/interfaces inherited from interface velox.api.layer1.layers.Layer1ApiTimeSource

Layer1ApiTimeSource.Layer1TimeSourceShortcutAllowed

Field Summary

Fields inherited from class velox.api.layer1.layers.Layer1ApiRelay

provider

Fields inherited from class velox.api.layer1.layers.Layer1ApiUpstreamRelay

closed

Fields inherited from class velox.api.layer1.Layer1ApiBasicListenable

adminListeners, dataListeners, instrumentListeners, mboDataListeners, theOnlyAdminListener, theOnlyDataListener, theOnlyInstrumentListener, theOnlyMboDataListener, theOnlyTradingListener, tradingListeners

Constructor Summary

Constructors

Constructor	Description
Layer1ApiDepthFreezer(Layer1ApiProvider provider)

Method Summary

Modifier and Type	Method	Description
void	onDepth(String alias, boolean isBid, int price, int size)	Depth data update.
void	onUserMessage(Object data)	Send an upstream event.

Methods inherited from class velox.api.layer1.layers.Layer1ApiRelay

close, formatPrice, getCurrentTime, getSource, getSupportedFeatures, getTimeSource, login, sendOrder, sendUserMessage, setProvider, subscribe, toString, unsubscribe, updateOrder

Methods inherited from class velox.api.layer1.layers.Layer1ApiUpstreamRelay

onBalance, onConnectionLost, onConnectionRestored, onInstrumentAdded, onInstrumentAlreadySubscribed, onInstrumentNotFound, onInstrumentRemoved, onLoginFailed, onLoginSuccessful, onMarketMode, onMboCancel, onMboReplace, onMboSend, onOrderExecuted, onOrderUpdated, onStatus, onSystemTextMessage, onTrade

Methods inherited from class velox.api.layer1.Layer1ApiBasicListenable

addListener, addListener, addListener, addListener, addListener, getAdminListenerBroadcaster, getDataListenerBroadcaster, getInstrumentListenerBroadcaster, getTradingListenerBroadcaster, getUniqueListenersCount, onNoSubscribers, removeListener, removeListener, removeListener, removeListener, removeListener

Methods inherited from class java.lang.Object

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

Methods inherited from interface velox.api.layer1.Layer1ApiAdminListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiAdminListener

onConnectionLost, onConnectionRestored, onLoginFailed, onLoginSuccessful, onSystemTextMessage

Methods inherited from interface velox.api.layer1.Layer1ApiDataListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiDataListener

onMarketMode, onTrade

Methods inherited from interface velox.api.layer1.Layer1ApiInstrumentListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiInstrumentListener

onInstrumentAdded, onInstrumentAlreadySubscribed, onInstrumentNotFound, onInstrumentRemoved

Methods inherited from interface velox.api.layer1.Layer1ApiInstrumentProvider

subscribe

Methods inherited from interface velox.api.layer1.Layer1ApiMboDataListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiMboDataListener

onMboCancel, onMboReplace, onMboSend

Methods inherited from interface velox.api.layer1.Layer1ApiTradingListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiTradingListener

onBalance, onOrderExecuted, onOrderUpdated, onStatus

Constructor Details

Layer1ApiDepthFreezer

public Layer1ApiDepthFreezer(Layer1ApiProvider provider)

Method Details

onDepth

public void onDepth(String alias,
 boolean isBid,
 int price,
 int size)

Description copied from interface: Layer1ApiDataListener

Depth data update.

Specified by:

onDepth in interface Layer1ApiDataListener

Overrides:

onDepth in class Layer1ApiUpstreamRelay

Parameters:

alias - instrument alias

isBid - true if it is for bids, false for asks

price - price where size changed

size - new size

onUserMessage

public void onUserMessage(Object data)

Description copied from interface: Layer1ApiAdminListener

Send an upstream event. Allows incorporating arbitrary functionality into protocol

Specified by:

onUserMessage in interface Layer1ApiAdminListener

Overrides:

onUserMessage in class Layer1ApiUpstreamRelay

Parameters:

data - Message content