Class Layer1ApiGetAliasMessage

java.lang.Object
velox.api.layer1.messages.Layer1ApiGetAliasMessage
All Implemented Interfaces:
velox.api.layer1.messages.interfaces.BmDownMessage<Layer1ApiGetAliasMessage,@Nullable String>

public class Layer1ApiGetAliasMessage extends Object implements velox.api.layer1.messages.interfaces.BmDownMessage<Layer1ApiGetAliasMessage,@Nullable String>
Request for alias generation based on symbol, exchange, type.

A provider should respond with what is the unique alias for an instrument with this symbol/exchange/type.

If a provider doesn't recognize this instrument, it can respond with null, or return a unique value that could be an alias for the instrument if it would exist: e.g. if your alias is always in <symbol>.<exchange> format, then you can generate it in the same way. In this case, the provider should also be able to handle subsequent requests related to this symbol, like order executions during cross-trading - i.e. gracefully reject an attempt to send orders for such non-existent instrument.

Return String alias or null

  • Field Details

    • symbol

      public final String symbol
    • exchange

      public final String exchange
    • type

      public final String type
  • Constructor Details

    • Layer1ApiGetAliasMessage

      public Layer1ApiGetAliasMessage(String symbol, String exchange, String type)
    • Layer1ApiGetAliasMessage

      public Layer1ApiGetAliasMessage(InstrumentCoreInfo instrumentInfo)