Package velox.api.layer1.messages

Class Layer1ApiUserMessageAddStrategyUpdateGenerator

java.lang.Object
velox.api.layer1.messages.Layer1ApiUserMessageAddStrategyUpdateGenerator
All Implemented Interfaces:
velox.api.layer1.messages.Layer1ApiIgnorableUpwardMessage
public class Layer1ApiUserMessageAddStrategyUpdateGenerator extends Object implements velox.api.layer1.messages.Layer1ApiIgnorableUpwardMessage
Used to add/remove custom update generators
Important: use sendUserMessage when sending from Layer1Attachable, Layer1SimpleAttachable or Layer1Injectable but use onUserMessage from Layer1UpstreamDataEditor
When generator is added with this message, custom events will be generated for past history - this can take some time.
See Also:

  • Field Details

    • isAdd

      public final boolean isAdd
      Generator will be added if true
      Removed if false

    • shouldReceiveHistory

      public final boolean shouldReceiveHistory
      Indicates whether this generator requests historical data.
      If true, loading this generator in replay mode will stop playing until
      all data from beginning is played to this generator so it could generate complete history

    • shouldReceiveBackfilledData

      public final boolean shouldReceiveBackfilledData
      Indicates whether this generator requests the entire available history or only since instrument was subscribed.

      If true it will receive data that is backfilled after initial instrument subscription is established, but only if data is already in the data structures by the moment generator is running. You might have to re-register generator in response to Layer1ApiHistoricalDataLoadedMessage.

      This flag works in conjunction with shouldReceiveHistory and it will be ignored if shouldReceiveHistory is false

    • generator

      public final StrategyUpdateGenerator generator

    • strategyClass

      public final Class<?> strategyClass

    • generatorName

      public final String generatorName

    • fullName

      public final String fullName
      Name of data structure that will hold updates from this generator
      This is corresponding to name of data structure holding this information and should be used to retrieve information in future

    • info

      public final GeneratedEventInfo[] info

    • isAggregatable

      public final boolean isAggregatable
      Description of classes and aggregation rulles of all events that this generator can generated and want to store in data structure

  • Constructor Details

    • Layer1ApiUserMessageAddStrategyUpdateGenerator

      public Layer1ApiUserMessageAddStrategyUpdateGenerator(Class<?> strategyClass, String generatorName, boolean isAdd, boolean shouldReceiveHistory, boolean shouldReceiveBackfilledData, StrategyUpdateGenerator generator, GeneratedEventInfo[] info)
      Parameters:
      strategyClass - class of strategy that is creating generator
      generatorName - inner name of generator (should be unique within strategy)
      isAdd - true if generator is to be added, false if generator is to be removed
      shouldReceiveHistory - indicates whether this generator requests historical data. See shouldReceiveHistory
      shouldReceiveBackfilledData - receives data that is backfilled after initial instrument. See shouldReceiveBackfilledData
      generator - generator to add/remove
      info - description of classes and aggregation rules of all events that this generator can generated and want to store in data structure
      Condition should be met: all events are either aggregatable (with provided aggregator class), or non aggregatable
      If you need both type, register 2 separate generators
      All listed events are stored in same tree, so time of request for one or for all of them at once will be roughly the same
      NOTE: any event class can not be used by multiple generators

    • Layer1ApiUserMessageAddStrategyUpdateGenerator

      public Layer1ApiUserMessageAddStrategyUpdateGenerator(Class<?> strategyClass, String generatorName, boolean isAdd, boolean shouldReceiveHistory, StrategyUpdateGenerator generator, GeneratedEventInfo[] info)