Package velox.api.layer1.data
Class Layer1ApiProviderSupportedFeatures
java.lang.Object
velox.api.layer1.data.Layer1ApiProviderSupportedFeatures
public class Layer1ApiProviderSupportedFeatures
extends java.lang.Object
Key differences between providers should be described by this
class.
-
Nested Class Summary
Nested Classes Modifier and Type Class Description static classLayer1ApiProviderSupportedFeatures.ClientSideFeatureFeatures that are implemented on the client side. -
Field Summary
Fields Modifier and Type Field Description booleanbracketsjava.util.Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature>clientSideFeaturesList of features that are emulated on client side.booleanconvertOrderToMktbooleandepthProvides depth data.booleanexchangeUsedForSubscriptionDetermines if user can enter exchange when subscribingHistoricalDataInfohistoricalDataInfoIf not null, describes how historical data can be retrieved for particular instrumentbooleanisBalanceSupportedbooleanisDelayedIf data is delayedbooleanisTradingSubscriptionSupportedIndicates if the trading subscription can be supported, usually it is needed on cross trading.java.util.List<SubscribeInfo>knownInstrumentsList of instruments to be automatically added to subscription dialogLookupInfolookupInfobooleanmarketModebooleanmboProvides MBO data.booleannegativeStopLimitOffsetIf this is set to false then stop-limit orders can only be sent with positive or zero offsetbooleanocobooleanosojava.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>>pipsFunctionIf set, it will be called to determine what are the possible pips values for selected instrumentjava.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>>sizeMultiplierFunctionIf set, it will be called to determine what are the possible size multiplier values for selected instrumentjava.util.List<OrderDuration>supportedLimitDurationsjava.util.List<OrderDuration>supportedStopDurationsjava.util.List<OrderType>supportedStopOrdersbooleantradingBasic trading capabilitiesjava.util.List<java.lang.String>tradingFromDeprecated.booleantradingStartKnownIf set it means that provider has a way to know when trading day starts for the instrumentjava.util.List<java.lang.String>tradingViaDeprecated.booleantrailingStopsAsBracketChildrenbooleantrailingStopsAsIndependentOrdersbooleantypeUsedForSubscriptionDetermines if user can set type when subscribing -
Constructor Summary
Constructors Constructor Description Layer1ApiProviderSupportedFeatures(boolean trading, java.util.List<java.lang.String> tradingVia, java.util.List<java.lang.String> tradingFrom, boolean oco, boolean oso, boolean depth, boolean mbo, boolean trailingStopsAsIndependentOrders, boolean trailingStopsAsBracketChildren, boolean brackets, boolean convertOrderToMkt, boolean marketMode, java.util.List<OrderDuration> supportedLimitDurations, java.util.List<OrderDuration> supportedStopDurations, java.util.List<OrderType> supportedStopOrders, boolean negativeStopLimitOffset, boolean isBalanceSupported, boolean tradingStartKnown, java.util.List<SubscribeInfo> knownInstruments, boolean exchangeUsedForSubscription, boolean typeUsedForSubscription, java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> pipsFunction, java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> sizeMultiplierFunction, HistoricalDataInfo historicalDataInfo, LookupInfo lookupInfo, boolean isDelayed, java.util.Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature> clientSideFeatures, boolean isTradingSubscriptionSupported)Don't use this directly - useLayer1ApiProviderSupportedFeaturesBuilderinstead. -
Method Summary
Modifier and Type Method Description Layer1ApiProviderSupportedFeaturesgetCopyWithAppliedTradingParams(Layer1ApiProviderSupportedFeatures other)Layer1ApiProviderSupportedFeaturesBuildertoBuilder()java.lang.StringtoString()
-
Field Details
-
trading
public final boolean tradingBasic trading capabilities -
tradingVia
@Deprecated public java.util.List<java.lang.String> tradingViaDeprecated.If not null, this is provider that is used to do trading (e.g. when trading from DxFeed to IB, DxFeed supported featurestradingViawill be IB) -
tradingFrom
@Deprecated public java.util.List<java.lang.String> tradingFromDeprecated.Provider can declare that it can be used to trade from other source -
oco
public final boolean oco -
oso
public final boolean oso -
depth
public final boolean depthProvides depth data. This is what most providers should do. Enabled in builder by default. Eitherdepthormbomust be enabled for any provider. Provider that generates MBO data (mbo) can still generate depth data if there is a reason to believe provider can do it better than deriving from MBO directly. -
mbo
public final boolean mboProvides MBO data. -
trailingStopsAsIndependentOrders
public final boolean trailingStopsAsIndependentOrders -
trailingStopsAsBracketChildren
public final boolean trailingStopsAsBracketChildren -
brackets
public final boolean brackets -
convertOrderToMkt
public final boolean convertOrderToMkt -
supportedLimitDurations
-
supportedStopDurations
-
supportedStopOrders
-
negativeStopLimitOffset
public final boolean negativeStopLimitOffsetIf this is set to false then stop-limit orders can only be sent with positive or zero offset -
marketMode
public final boolean marketMode -
isBalanceSupported
public final boolean isBalanceSupported -
tradingStartKnown
public final boolean tradingStartKnownIf set it means that provider has a way to know when trading day starts for the instrument -
knownInstruments
List of instruments to be automatically added to subscription dialog -
exchangeUsedForSubscription
public final boolean exchangeUsedForSubscriptionDetermines if user can enter exchange when subscribing -
typeUsedForSubscription
public final boolean typeUsedForSubscriptionDetermines if user can set type when subscribing -
pipsFunction
public final java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> pipsFunctionIf set, it will be called to determine what are the possible pips values for selected instrument -
sizeMultiplierFunction
public final java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> sizeMultiplierFunctionIf set, it will be called to determine what are the possible size multiplier values for selected instrument -
historicalDataInfo
If not null, describes how historical data can be retrieved for particular instrument -
lookupInfo
-
isDelayed
public final boolean isDelayedIf data is delayed -
clientSideFeatures
List of features that are emulated on client side. Adapter will typically leave that empty. For example if adapter tells that brackets are not supported Bookmap will activate client-side replacement, but it will be less reliable (e.g. won't work if Bookmap is closed, will be slower due to network latency, etc) -
isTradingSubscriptionSupported
public final boolean isTradingSubscriptionSupportedIndicates if the trading subscription can be supported, usually it is needed on cross trading.
-
-
Constructor Details
-
Layer1ApiProviderSupportedFeatures
public Layer1ApiProviderSupportedFeatures(boolean trading, java.util.List<java.lang.String> tradingVia, java.util.List<java.lang.String> tradingFrom, boolean oco, boolean oso, boolean depth, boolean mbo, boolean trailingStopsAsIndependentOrders, boolean trailingStopsAsBracketChildren, boolean brackets, boolean convertOrderToMkt, boolean marketMode, java.util.List<OrderDuration> supportedLimitDurations, java.util.List<OrderDuration> supportedStopDurations, java.util.List<OrderType> supportedStopOrders, boolean negativeStopLimitOffset, boolean isBalanceSupported, boolean tradingStartKnown, java.util.List<SubscribeInfo> knownInstruments, boolean exchangeUsedForSubscription, boolean typeUsedForSubscription, java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> pipsFunction, java.util.function.Function<SubscribeInfo,DefaultAndList<java.lang.Double>> sizeMultiplierFunction, HistoricalDataInfo historicalDataInfo, LookupInfo lookupInfo, boolean isDelayed, java.util.Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature> clientSideFeatures, boolean isTradingSubscriptionSupported)Don't use this directly - useLayer1ApiProviderSupportedFeaturesBuilderinstead.
-
-
Method Details
-
getCopyWithAppliedTradingParams
public Layer1ApiProviderSupportedFeatures getCopyWithAppliedTradingParams(Layer1ApiProviderSupportedFeatures other)- Parameters:
other-- Returns:
- copy of this supported features with all trading params from other
-
toBuilder
-
toString
public java.lang.String toString()- Overrides:
toStringin classjava.lang.Object
-