Package velox.api.layer1.layers.utils

Class OrderBook

java.lang.Object

velox.api.layer1.layers.utils.OrderBook

public class OrderBook
extends Object

Field Summary

Fields

Modifier and Type	Field	Description
protected TreeMap<Integer,Long>	askMap
protected TreeMap<Integer,Long>	bidMap
static final int	NONE

Constructor Summary

Constructors

Constructor	Description
OrderBook()
OrderBook(OrderBook orderBook)

Method Summary

Modifier and Type	Method	Description
void	clear()
TreeMap<Integer,Long>	getAskMap()	Beware: changing this map will break order book
int	getBestAskPriceOrNone()
int	getBestBidPriceOrNone()
TreeMap<Integer,Long>	getBidMap()	Beware: changing this map will break order book
int	getFirstKeyOrNone(TreeMap<Integer,Long> map)
long	getFirstValueOrNone(TreeMap<Integer,Long> map)
int	getLastKeyOrNone(TreeMap<Integer,Long> map)
double	getMidPriceOrNan()
long	getSizeFor(boolean isBid, int price)
long	getSizeFor(boolean isBid, int price, long defaultSize)
int	getWorstAskPriceOrNone()
int	getWorstBidPriceOrNone()
boolean	isEmpty()	Check if order book is empty
Integer[]	levels(boolean isBid)
Map<Integer,Long>	levels(boolean isBid, int from, boolean fromInclusive, int to, boolean toInclusive)
Map<Integer,Long>	levels(boolean isBid, int from, int to)
void	onUpdate(boolean isBid, int price, long size)
void	onUpdate(DepthAggregationEvent depthAggregationEvent)
String	toString()
protected void	updateMap(TreeMap<Integer,Long> updatedMap, int price, long size)

Methods inherited from class java.lang.Object

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

Field Details

NONE

public static final int NONE

See Also:

• Constant Field Values

bidMap

protected TreeMap<Integer,Long> bidMap

askMap

protected TreeMap<Integer,Long> askMap

Constructor Details

OrderBook

public OrderBook()

OrderBook

public OrderBook(OrderBook orderBook)

Method Details

onUpdate

public void onUpdate(boolean isBid,
 int price,
 long size)

onUpdate

public void onUpdate(DepthAggregationEvent depthAggregationEvent)

updateMap

protected void updateMap(TreeMap<Integer,Long> updatedMap,
 int price,
 long size)

getBestBidPriceOrNone

public int getBestBidPriceOrNone()

getBestAskPriceOrNone

public int getBestAskPriceOrNone()

getMidPriceOrNan

public double getMidPriceOrNan()

getFirstKeyOrNone

public int getFirstKeyOrNone(TreeMap<Integer,Long> map)

getFirstValueOrNone

public long getFirstValueOrNone(TreeMap<Integer,Long> map)

levels

public Integer[] levels(boolean isBid)

getWorstBidPriceOrNone

public int getWorstBidPriceOrNone()

getWorstAskPriceOrNone

public int getWorstAskPriceOrNone()

getLastKeyOrNone

public int getLastKeyOrNone(TreeMap<Integer,Long> map)

levels

public Map<Integer,Long> levels(boolean isBid,
 int from,
 int to)

levels

public Map<Integer,Long> levels(boolean isBid,
 int from,
 boolean fromInclusive,
 int to,
 boolean toInclusive)

getSizeFor

public long getSizeFor(boolean isBid,
 int price)

getSizeFor

public long getSizeFor(boolean isBid,
 int price,
 long defaultSize)

clear

public void clear()

getBidMap

public TreeMap<Integer,Long> getBidMap()

Beware: changing this map will break order book

getAskMap

public TreeMap<Integer,Long> getAskMap()

Beware: changing this map will break order book

isEmpty

public boolean isEmpty()

Check if order book is empty

Returns:

true if both sides of the book are empty, false otherwise

toString

public String toString()

Overrides:

toString in class Object