Package velox.api.layer1.dynamichistory

Interface DynamicHistoryAccessInterface

public interface DynamicHistoryAccessInterface

  • Method Summary

    Modifier and Type
    Method
    Description
    DynamicHistoryLoadingResult
    get(long t1, long intervalWidth, int intervalNumber, com.bookmap.api.treestructure.DataSource dataSource, InstrumentInfo instrumentInfo, List<com.bookmap.api.treestructure.TreeId> treeIds, Consumer<HistoricalUpdate<?>> consumer)
    Requests historical data for a specific time interval and instrument.

  • Method Details

    • get

      DynamicHistoryLoadingResult get(long t1, long intervalWidth, int intervalNumber, com.bookmap.api.treestructure.DataSource dataSource, InstrumentInfo instrumentInfo, List<com.bookmap.api.treestructure.TreeId> treeIds, Consumer<HistoricalUpdate<?>> consumer)
      Requests historical data for a specific time interval and instrument.
      Request parameters are similar to DataStructureInterface.get(long, long, int, String, DataStructureInterface.StandardEvents[]), but instead of alias dataSource and instrumentInfo pair is used, and instead of StandardEvents[] List<TreeId> is used.
      Returns the DynamicHistoryLoadingResult object, containing events from the t1 (inclusive) to t2 = t1 + intervalWidth * intervalNumber (exclusive).
      Note: result object contain events from cache, but missing events are loaded asynchroniously and passed to the given consumer.
      Parameters:
      t1 - Start time of the interval in nanoseconds, same as in DataStructureInterface.
      intervalWidth - Width of each interval in nanoseconds, same as in DataStructureInterface.
      intervalNumber - Number of intervals to load, same as in DataStructureInterface.
      dataSource - The data source from which to load the historical data. This parameter identifies the add-on source of the data.
      instrumentInfo - InstumentInfo of the instrument for which to load historical data.
      treeIds - List of TreeId objects representing which trees do you want to load. All these trees are connected to the given data source and instrument.
      consumer - Consumer that will receive the updates as they are loaded.
      Returns:
      A DynamicHistoryLoadingResult object containing the historical data for the specified time interval and instrument.