Package velox.api.layer1.layers.utils.mbo

Class OrderBookMboUnsorted

java.lang.Object

velox.api.layer1.layers.utils.mbo.OrderBookMboUnsorted

public class OrderBookMboUnsorted
extends Object

Faster but less functional alternative to OrderBookMbo

Constructor Summary

Constructors

Constructor	Description
OrderBookMboUnsorted()
OrderBookMboUnsorted(OrderBookMbo other)
OrderBookMboUnsorted(OrderBookMboUnsorted other)

Method Summary

Modifier and Type	Method	Description
void	cancel(String orderId)
Order	getOrder(String orderId)
void	replace(String orderId, int price, int size)
void	send(String orderId, boolean isBid, int price, int size)
void	sendDataToListener(String alias, Layer1ApiMboDataListener listener)	Note that unlike OrderBookMbo.sendDataToListener(String, Layer1ApiMboDataListener) this one is somewhat slow - it has to sort orders by levels first, which is done by constructing OrderBookMbo

Methods inherited from class java.lang.Object

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

Constructor Details

OrderBookMboUnsorted

public OrderBookMboUnsorted()

OrderBookMboUnsorted

public OrderBookMboUnsorted(OrderBookMboUnsorted other)

OrderBookMboUnsorted

public OrderBookMboUnsorted(OrderBookMbo other)

Method Details

sendDataToListener

public void sendDataToListener(String alias,
 Layer1ApiMboDataListener listener)

Note that unlike OrderBookMbo.sendDataToListener(String, Layer1ApiMboDataListener) this one is somewhat slow - it has to sort orders by levels first, which is done by constructing OrderBookMbo

send

public void send(String orderId,
 boolean isBid,
 int price,
 int size)

replace

public void replace(String orderId,
 int price,
 int size)

cancel

public void cancel(String orderId)

getOrder

public Order getOrder(String orderId)