Package velox.api.layer1.data

Class InstrumentInfo.BuilderBase<T extends InstrumentInfo.BuilderBase<T>>

java.lang.Object
velox.api.layer1.data.InstrumentCoreInfo.BuilderBase<T>
velox.api.layer1.data.InstrumentInfo.BuilderBase<T>
Direct Known Subclasses:
InstrumentInfo.Builder
Enclosing class:
InstrumentInfo
public abstract static class InstrumentInfo.BuilderBase<T extends InstrumentInfo.BuilderBase<T>> extends InstrumentCoreInfo.BuilderBase<T>

  • Field Details

    • pips

      protected double pips

    • multiplier

      protected double multiplier

    • fullName

      protected String fullName

    • isFullDepth

      protected boolean isFullDepth

    • sizeMultiplier

      protected double sizeMultiplier

    • isCrypto

      protected boolean isCrypto

    • recordingTag

      protected String recordingTag

    • isApiProtected

      protected boolean isApiProtected

    • isNbboSupported

      protected boolean isNbboSupported

    • dataDelay

      protected long dataDelay

    • requestedSymbol

      protected String requestedSymbol

    • defaultLotSize

      protected int defaultLotSize

  • Constructor Details

    • BuilderBase

      public BuilderBase()

  • Method Details

    • build

      public abstract InstrumentInfo build()
      Specified by:
      build in class InstrumentCoreInfo.BuilderBase<T extends InstrumentInfo.BuilderBase<T>>

    • setFieldsFrom

      public T setFieldsFrom(InstrumentInfo info)

    • getPips

      public double getPips()

    • setPips

      public T setPips(double pips)
      Also known as min tick, tick size or minimal price increment. This allows bookmap to translate level numbers to price that is shown to the user and vice versa

    • getMultiplier

      public double getMultiplier()

    • setMultiplier

      public T setMultiplier(double multiplier)
      Similar to "tick value" in its meaning, with the only difference of being per price unit instead of per tick (can be computed as tick value divided by pips)

      Specifically, this field tells bookmap the following: "how many dollars (or other currency units) will my P&L change if I have position of 1 and price moves 1 dollar (or other price unit) up"

    • getFullName

      public String getFullName()

    • setFullName

      public T setFullName(String fullName)
      Full instrument name on the platforms where it's available, null otherwise

    • isFullDepth

      public boolean isFullDepth()

    • setFullDepth

      public T setFullDepth(boolean fullDepth)
      True if data provided for instrument is full depth data

    • getSizeMultiplier

      public double getSizeMultiplier()

    • setSizeMultiplier

      public T setSizeMultiplier(double sizeMultiplier)
      Used when size granularity is less than 1 (for most providers it's always 1, so you can ignore this field if only those are targeted). This is only a visual thing, as all updates should still be performed in integer units. It was introduced mostly because of cryptocurrencies - since sizes are no longer integer values, you can premultiply all sizes by certain value and specify it in this field. E.g. 1000 will make bookmap display size of 1 as 0.001.

    • isCrypto

      public boolean isCrypto()

    • setCrypto

      public T setCrypto(boolean crypto)
      Allows bookmap to distinguish crypto instruments from other types. If true - this instrument is a cryptocurrency or is based on cryptocurrencies in some way

    • getRecordingTag

      public String getRecordingTag()

    • setRecordingTag

      public T setRecordingTag(String recordingTag)
      Used to distinguish local history with special modes on the per instrument basis (i.e. local history with delayed data vs live data) Provider should set this field to specify special mode of this instrument,"DELAYED" for example
      Note: it is recommended to not set this field for LIVE instruments for backward compatibility of historical servers, i.e. so the historical server returned "live" data to the user with the old client

    • isApiProtected

      public boolean isApiProtected()

    • setApiProtected

      public T setApiProtected(boolean apiProtected)
      If this flag is set to true, then all add-ons, except those marked with UnrestrictedData annotation, will be blocked from receiving data from this instrument

    • setDataDelay

      public T setDataDelay(long dataDelay)
      Sets the data delay for the instrument.
      Parameters:
      dataDelay - The data delay in nanoseconds.
      Returns:
      A reference to this object (for method chaining).

    • getRequestedSymbol

      public String getRequestedSymbol()

    • setRequestedSymbol

      public T setRequestedSymbol(String requestedSymbol)
      Used to correctly handle "generic" instrument substitution. If your provider wants to subscribe to the instrument with a different symbol than you received in subscription request (for example you received "ES" and want to subscribe to "ESH4"), then you should set this field to the symbol which you received in request.
      Parameters:
      requestedSymbol - symbol that you received in subscription method.

    • isNbboSupported

      public boolean isNbboSupported()

    • setNbboSupported

      public T setNbboSupported(boolean nbboSupported)
      If this flag is set to true, then this instrument supports NBBO data, and it is possible to create NBBO indicator for the instrument

    • getDefaultLotSize

      public int getDefaultLotSize()

    • setDefaultLotSize

      public T setDefaultLotSize(int defaultLotSize)