Package velox.api.layer1.datastructure.events

Class DepthAggregationEvent

java.lang.Object

velox.api.layer1.datastructure.events.Event

velox.api.layer1.datastructure.events.DepthAggregationEvent

All Implemented Interfaces:

Serializable, Cloneable, CloneableSerializable, CustomGeneratedEvent

public class DepthAggregationEvent
extends Event

Aggregation of depth events in some time interval

See Also:

• Serialized Form

Field Summary

Fields

Modifier and Type	Field	Description
Map<Integer,Integer>	asksMap	Map of asks, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level
Map<Integer,Integer>	bidsMap	Map of bids, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level

Fields inherited from class velox.api.layer1.datastructure.events.Event

eventType, sequenceNumber, time

Constructor Summary

Constructors

Constructor	Description
DepthAggregationEvent(long time)
DepthAggregationEvent(long time, int bidsCapacity, int asksCapacity)

Method Summary

Modifier and Type	Method	Description
int	bestBid()
Object	clone()
Map<Integer,Integer>	getMap(boolean isBid)
String	toString()

Methods inherited from class velox.api.layer1.datastructure.events.Event

copySequenceNumberTo, getSequenceNumber, getTime, setSequenceNumber

Methods inherited from class java.lang.Object

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

Field Details

bidsMap

public Map<Integer,Integer> bidsMap

Map of bids, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level

asksMap

public Map<Integer,Integer> asksMap

Map of asks, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level

Constructor Details

DepthAggregationEvent

public DepthAggregationEvent(long time)

DepthAggregationEvent

public DepthAggregationEvent(long time,
 int bidsCapacity,
 int asksCapacity)

Method Details

getMap

public Map<Integer,Integer> getMap(boolean isBid)

toString

public String toString()

Overrides:

toString in class Object

bestBid

public int bestBid()

clone

public Object clone()

Specified by:

clone in interface CloneableSerializable

Specified by:

clone in class Event