Package velox.api.layer1.data

Class PerInstrumentHistoricalDataInfo

java.lang.Object

velox.api.layer1.data.PerInstrumentHistoricalDataInfo

All Implemented Interfaces:

HistoricalDataInfo

public class PerInstrumentHistoricalDataInfo
extends Object
implements HistoricalDataInfo

Allows historical data info to be different for each instrument

Field Summary

Fields

Modifier and Type	Field	Description
final Function<SubscribeInfo,HistoricalDataInfo>	instrumentToHistoricalDataInfo	A mapping from SubscribeInfo to the HistoricalDataInfo.

Constructor Summary

Constructors

Constructor	Description
PerInstrumentHistoricalDataInfo(Function<SubscribeInfo,HistoricalDataInfo> instrumentToHistoricalDataInfo)

Method Summary

Methods inherited from class java.lang.Object

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

Field Details

instrumentToHistoricalDataInfo

public final Function<SubscribeInfo,HistoricalDataInfo> instrumentToHistoricalDataInfo

A mapping from SubscribeInfo to the HistoricalDataInfo. Currently multiple levels of PerInstrumentHistoricalDataInfo are not supported

Constructor Details

PerInstrumentHistoricalDataInfo

public PerInstrumentHistoricalDataInfo(Function<SubscribeInfo,HistoricalDataInfo> instrumentToHistoricalDataInfo)