Package velox.api.layer1

Interface Layer1ApiDataAdapter

All Superinterfaces:
Layer1ApiDataListener
All Known Subinterfaces:
Layer1ApiAdapter, OnlineValueCalculatorAdapter, StrategyUpdateGenerator
public interface Layer1ApiDataAdapter
extends Layer1ApiDataListener

Provides default empty implementations.

  • Method Summary

    Modifier and Type Method Description
    default void onDepth​(java.lang.String alias, boolean isBid, int price, int size)
    Depth data update.
    default void onMarketMode​(java.lang.String alias, MarketMode marketMode)
    Market mode update.
    default void onTrade​(java.lang.String alias, double price, int size, TradeInfo tradeInfo)
    Trade

  • Method Details

    • onTrade

      default void onTrade​(java.lang.String alias, double price, int size, TradeInfo tradeInfo)
      Description copied from interface: Layer1ApiDataListener
      Trade
      Specified by:
      onTrade in interface Layer1ApiDataListener
      Parameters:
      alias - instrument alias
      price - price in the same units as in depth update (e.g. if pips=25 then price=1000 means 25000)
      size - trade size
      tradeInfo - additional information about the trade

    • onDepth

      default void onDepth​(java.lang.String alias, boolean isBid, int price, int size)
      Description copied from interface: Layer1ApiDataListener
      Depth data update.
      Specified by:
      onDepth in interface Layer1ApiDataListener
      Parameters:
      alias - instrument alias
      isBid - true if it is for bids, false for asks
      price - price where size changed
      size - new size

    • onMarketMode

      default void onMarketMode​(java.lang.String alias, MarketMode marketMode)
      Description copied from interface: Layer1ApiDataListener
      Market mode update.
      Specified by:
      onMarketMode in interface Layer1ApiDataListener