Package velox.api.layer1.data

Class Layer1ApiProviderSupportedFeatures

java.lang.Object
velox.api.layer1.data.Layer1ApiProviderSupportedFeatures
public class Layer1ApiProviderSupportedFeatures extends Object
Key differences between providers should be described by this class.

  • Field Details

    • trading

      public final boolean trading
      Basic trading capabilities

    • multiAccountTrading

      public final boolean multiAccountTrading
      Whether multi-account trading is supported by the provider.
      See Also:

    • tradingVia

      @Deprecated public List<String> tradingVia
      Deprecated.
      Use symbolsMappingFunction instead.

    • tradingFrom

      @Deprecated public List<String> tradingFrom
      Deprecated.
      Use symbolsMappingFunction instead.

    • oco

      public final boolean oco

    • oso

      public final boolean oso

    • depth

      public final boolean depth
      Provides depth data. This is what most providers should do. Enabled in builder by default. Either depth or mbo must 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 mbo
      Provides MBO data.

    • trailingStopsAsIndependentOrders

      public final boolean trailingStopsAsIndependentOrders

    • trailingStopsAsBracketChildren

      public final boolean trailingStopsAsBracketChildren

    • brackets

      public final boolean brackets

    • bracketTiers

      public final boolean bracketTiers

    • convertOrderToMkt

      public final boolean convertOrderToMkt

    • supportedLimitDurations

      public final List<OrderDuration> supportedLimitDurations

    • supportedStopDurations

      public final List<OrderDuration> supportedStopDurations

    • supportedStopOrders

      public final List<OrderType> supportedStopOrders

    • negativeStopLimitOffset

      public final boolean negativeStopLimitOffset
      If 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 tradingStartKnown
      If set it means that provider has a way to know when trading day starts for the instrument

    • knownInstruments

      public final List<SubscribeInfo> knownInstruments
      List of instruments to be automatically added to subscription dialog

    • exchangeUsedForSubscription

      public final boolean exchangeUsedForSubscription
      Determines if user can enter exchange when subscribing

    • typeUsedForSubscription

      public final boolean typeUsedForSubscription
      Determines if user can set type when subscribing

    • pipsFunction

      public final Function<SubscribeInfo,DefaultAndList<Double>> pipsFunction
      If set, it will be called to determine what are the possible pips values for selected instrument

    • sizeMultiplierFunction

      public final Function<SubscribeInfo,DefaultAndList<Double>> sizeMultiplierFunction
      If set, it will be called to determine what are the possible size multiplier values for selected instrument

    • subscriptionInfoFunction

      public final Function<SubscribeInfo,String> subscriptionInfoFunction
      Provides a short text block to be displayed in subscription dialog. Might be something informational (like what this instrument is) or a warning (i.e. that selected pips is too small to be meaningful for most users). Note that you might get any subclass of SubscribeInfo, so make sure to ignore unknown types and return something reasonable like null. Also keep in mind, that even if your adapter does require pips and size multiplier, you still might get SubscribeInfo instead of SubscribeInfoCrypto whenever those two are not defined yet (e.g. while waiting for pipsFunction)

    • historicalDataInfo

      public final HistoricalDataInfo historicalDataInfo
      If not null, describes how historical data can be retrieved for particular instrument

    • lookupInfo

      public final LookupInfo lookupInfo

    • isDelayed

      public final boolean isDelayed
      If data is delayed

    • clientSideFeatures

      public final Set<Layer1ApiProviderSupportedFeatures.ClientSideFeature> 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 isTradingSubscriptionSupported
      Indicates if the trading subscription can be supported, usually it is needed on cross trading.
      See Also:

    • symbolsMappingFunction

      public final Function<Set<InstrumentCoreInfo>,SymbolMappingInfo> symbolsMappingFunction
      Bookmap will provide you a list of the known representations of this instrument (for different platforms). If you don't recognize the instrument - return null. Bookmap might ask you again once it has more data (i.e. from other providers)

    • receiveCrossTradingStatusMessage

      public final boolean receiveCrossTradingStatusMessage
      Indicates if the provider wants to receive a message when cross-trading starts/stops on one of its instruments.

    • isHistoricalAggregationDisabled

      public final boolean isHistoricalAggregationDisabled
      By default, Bookmap will aggregate historical data, by setting this flag to true you can disable this functionality.

    • statusWithoutSubscription

      public final boolean statusWithoutSubscription
      Indicates whether the provider sends status updates reliably for instruments that are not explicitly subscribed. False by default, but the provider still can send status when the value is false.

    • ordersWithoutSubscription

      public final boolean ordersWithoutSubscription
      Indicates whether the provider sends order updates reliably for instruments that are not explicitly subscribed. False by default, but the provider still can send orders when the value is false.

    • supportedOcoFeatures

      public final Set<Layer1ApiProviderSupportedFeatures.SupportedOcoFeature> supportedOcoFeatures
      Set of supported OCO features. In case if the OCO order is rejected, the list of supported OCO features will be shown. By default, if the provider supports OCO, it considered that it supports all the OCO features

    • additionalTimeSource

      public final Supplier<Long> additionalTimeSource
      Special time source. Should provide current provider time in nanoseconds. If provider can't currently give time it must reply with -1. Currently only usage is in embedded (Provides time for replay instruments)

    • historyInstrumentOverrideFunction

      public final Function<InstrumentCoreInfo,InstrumentCoreInfo> historyInstrumentOverrideFunction
      Bookmap will provide you with an instrument for which it wants to fetch history. Provider must respond with an instrument which history should be used instead. If the provided instrument should be used, the provider should return it as is (or null).

    • supportedOrderDurationsFunction

      public final Function<Layer1ApiProviderSupportedFeatures.OrderDurationRequestParameters,Layer1ApiProviderSupportedFeatures.SupportedOrderDurationsBundle> supportedOrderDurationsFunction
      Function that provides supported durations for given instrument. Returned supportedLimitDurations and supportedStopDurations preferably should be subset of supportedLimitDurations and supportedStopDurations respectively. Can be null.

  • Method Details