Package velox.api.layer1.dynamichistory

Interface DynamicHistoryAccessInterface

@DefaultQualifier(org.checkerframework.checker.nullness.qual.NonNull.class) public interface DynamicHistoryAccessInterface

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static interface 
    DynamicHistoryAccessInterface.AsyncResultConsumer
     

  • 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, DynamicHistoryAccessInterface.AsyncResultConsumer consumer)
    Requests historical data for a specific time interval and instrument.
    <T> CompletionStage<T>
    getMetadata(com.bookmap.api.treestructure.DataSource dataSource, InstrumentInfo instrumentInfo, MetadataType<T> metadataType)
    Provides metadata related to given instrument.
    NOTE: Do not block or perform any heavy computation on the thread that completed CompletionStage. If you need to do that, use *Async or similar methods to offload the work to another thread.

  • 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, DynamicHistoryAccessInterface.AsyncResultConsumer 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.
      Note: this method was provided to look similar to DataStructureInterface, but in reality, the meaning of this request is: give me the events from [t0, t1) interval, so there at least one aggregated event in each pixel of intervalWidth size from this interval. Keep in mind that those blocks are precomputed so the t0 and t1 also not precise, as result
      Parameters:
      t1 - Start time of the interval in nanoseconds, same as in DataStructureInterface. Must be non-negative
      intervalWidth - Width of each interval in nanoseconds, same as in DataStructureInterface. Must be positive
      intervalNumber - Number of intervals to load, same as in DataStructureInterface. But note there is no relation between final event count and intervalNumber. Must be positive
      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.

    • getMetadata

      <T> CompletionStage<T> getMetadata(com.bookmap.api.treestructure.DataSource dataSource, InstrumentInfo instrumentInfo, MetadataType<T> metadataType)
      Provides metadata related to given instrument.
      NOTE: Do not block or perform any heavy computation on the thread that completed CompletionStage. If you need to do that, use *Async or similar methods to offload the work to another thread.
      Type Parameters:
      T - metadata class
      Parameters:
      dataSource - The data source from which to get metadata. This parameter identifies the add-on source of the data.
      instrumentInfo - InstrumentInfo of the instrument for which to get metadata.
      metadataType - Type of metadata to get, see MetadataType for details
      Returns:
      requested metadata if possible, see MetadataType for reasons why it can be unavailable