Package velox.api.layer1.data

Class ExecutionInfo

java.lang.Object

velox.api.layer1.data.ExecutionInfo

All Implemented Interfaces:

Serializable

public class ExecutionInfo
extends Object
implements Serializable

Information about order execution

See Also:

• Serialized Form

Field Summary

Fields

Modifier and Type	Field	Description
final String	executionId	Execution ID
final boolean	isBuffered	Indicates that this exact execution info was already reported to upper layers before, but is being sent to the strategy again because trading data was invalidated.
final boolean	isSimulated	True if execution is simulated by Bookmap.
final String	orderId
final double	price	Price where execution happened
final int	size	Size of the execution
final long	time	Time when execution happened

Constructor Summary

Constructors

Constructor	Description
ExecutionInfo(String orderId, int size, double price, String executionId, long time)
ExecutionInfo(String orderId, int size, double price, String executionId, long time, boolean isSimulated)
ExecutionInfo(ExecutionInfo executionInfo)

Method Summary

Modifier and Type	Method	Description
ExecutionInfoBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Details

orderId

public final String orderId

size

public final int size

Size of the execution

price

public final double price

Price where execution happened

executionId

public final String executionId

Execution ID

time

public final long time

Time when execution happened

isSimulated

public final boolean isSimulated

True if execution is simulated by Bookmap.

isBuffered

public final boolean isBuffered

Indicates that this exact execution info was already reported to upper layers before, but is being sent to the strategy again because trading data was invalidated.
For example, if the selected account changes, all execution infos from the previous account will be reported as disconnected, and the full execution info history for the new account may be replayed. So all such executions will be marked with "isBuffered=true"
Bookmap uses this flag to filter out execution infos that were already reported to upper layers. Therefore, for Data Editors and other Injectable strategies, the value of this flag must remain sane for the execution info received by the strategy, and the corresponding execution info sent back (modified or not) from the strategy to Bookmap. Otherwise, Bookmap's filtering logic may break.
If the strategy modifies an incoming execution info, it should preserve the exact value of this flag, unless it is intentionally creating a new execution info to report to Bookmap. In that case, the flag must be set to false.
A strategy must never change this flag from false to true for incoming execution, and must never set it to true for new data produced by the strategy.

See Also:

• Layer1UpstreamDataEditor
• Layer1Injectable

Constructor Details

ExecutionInfo

public ExecutionInfo(String orderId,
 int size,
 double price,
 String executionId,
 long time)

ExecutionInfo

public ExecutionInfo(String orderId,
 int size,
 double price,
 String executionId,
 long time,
 boolean isSimulated)

ExecutionInfo

public ExecutionInfo(ExecutionInfo executionInfo)

Method Details

toString

public String toString()

Overrides:

toString in class Object

toBuilder

public ExecutionInfoBuilder toBuilder()