Package velox.api.layer1

Interface Layer1ApiTradingListener

All Known Subinterfaces:
Layer1ApiAdapter, Layer1ApiListener, Layer1ApiTradingAdapter, OnlineValueCalculatorAdapter, StrategyUpdateGenerator
All Known Implementing Classes:
Layer1ApiDepthFreezer, Layer1ApiInjectorRelay, Layer1ApiRelay, Layer1ApiStrategiesEchoMessagesLayer, Layer1ApiUpstreamRelay
@DefaultQualifier(org.checkerframework.checker.nullness.qual.NonNull.class) public interface Layer1ApiTradingListener
Listener for order routing.

Multi-account support:
If there is a multi-account support from data provider, then account id should be specified for each order update, status and balance update sent to this listener.

  • If both data provider, and strategy has multi-account support (i.e. strategy is annotated with Layer1MultiAccountTradingSupported), then data for each account will be sent to the strategy, where each account is identified by accountId field.
  • If data provider has multi-account support, but strategy doesn't, only data for primary account will be sent to the strategy (see AccountInfo.isPrimary). But accountId field still should be always non-null, to not mix nulls and primary account details from the same data provider and instrument.
  • If data provider doesn't have multi-account support, then accountId field in the data sent by the data provider must be always null, and such data should relate to the single account.
See Also:

  • Method Summary

    Modifier and Type
    Method
    Description
    void
    onBalance(BalanceInfo balanceInfo)
    Called when account balance information changes
    void
    onOrderExecuted(ExecutionInfo executionInfo)
    Called when one of our orders gets executed
    void
    onOrderUpdated(OrderInfoUpdate orderInfoUpdate)
    Called when order is updated (order creation is also considered an update).
    void
    onStatus(StatusInfo statusInfo)
    Called when instrument status information changes (PnL, number of open orders, position, etc).

  • Method Details

    • onOrderUpdated

      void onOrderUpdated(OrderInfoUpdate orderInfoUpdate)
      Called when order is updated (order creation is also considered an update).
      Parameters:
      orderInfoUpdate - information about update

    • onOrderExecuted

      void onOrderExecuted(ExecutionInfo executionInfo)
      Called when one of our orders gets executed
      Parameters:
      executionInfo - information about execution

    • onStatus

      void onStatus(StatusInfo statusInfo)
      Called when instrument status information changes (PnL, number of open orders, position, etc).
      Parameters:
      statusInfo - status information

    • onBalance

      void onBalance(BalanceInfo balanceInfo)
      Called when account balance information changes
      Parameters:
      balanceInfo - account balance information