Package velox.api.layer1.datastructure.events

package velox.api.layer1.datastructure.events

Classes

Class	Description
DepthAggregationEvent	Aggregation of depth events in some time interval
Event	Base class for events that can be retrieved from the tree.
MboAggregationEvent	Aggregation of MBO data in some time interval
MboAggregationEvent.Order
MboAggregationEvent.PriceSizeUpdate
OrderExecutedEvent	Information about order execution.
OrderUpdatedEvent	Order update event.
OrderUpdatesExecutionsAggregationEvent	Keeps info about all updates and executions that happened to orders
TradeAggregationEvent	Aggregation of trade events in some time interval