Package velox.api.layer1.simplified

Class DeactivatableStrategyUpdateGeneratorWithFilter

java.lang.Object

velox.api.layer1.simplified.DeactivatableStrategyUpdateGeneratorWithFilter

All Implemented Interfaces:

velox.api.layer1.Layer1ApiDataAdapter, velox.api.layer1.Layer1ApiDataListener, velox.api.layer1.Layer1ApiInstrumentAdapter, velox.api.layer1.Layer1ApiInstrumentListener, velox.api.layer1.Layer1ApiMboDataAdapter, velox.api.layer1.Layer1ApiMboDataListener, velox.api.layer1.Layer1ApiTradingAdapter, velox.api.layer1.Layer1ApiTradingListener, velox.api.layer1.messages.indicators.GeneratedUpdateConsumer, velox.api.layer1.messages.indicators.StrategyUpdateGenerator, velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter, velox.api.layer1.messages.indicators.StrategyUpdateGeneratorSkipper

public class DeactivatableStrategyUpdateGeneratorWithFilter
extends Object
implements velox.api.layer1.messages.indicators.StrategyUpdateGenerator, velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter, velox.api.layer1.messages.indicators.StrategyUpdateGeneratorSkipper

Nested Class Summary

Nested classes/interfaces inherited from interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter

velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter.StrategyUpdateGeneratorEventType

Constructor Summary

Constructors

Constructor	Description
DeactivatableStrategyUpdateGeneratorWithFilter(SimplifiedL1ApiLoader simplifiedL1ApiLoader, String targetAlias, velox.api.layer1.simplified.InstanceWrapper listener)

Method Summary

Modifier and Type	Method	Description
void	deactivate()
Consumer<velox.api.layer1.layers.strategies.interfaces.CustomGeneratedEventAliased>	getGeneratedEventsConsumer()
Set<String>	getGeneratorAliases()
Set<velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter.StrategyUpdateGeneratorEventType>	getGeneratorUpdateTypes()
boolean	isActive()
void	onBalance(velox.api.layer1.data.BalanceInfo balanceInfo)
void	onDepth(String alias, boolean isBid, int price, int size)
void	onInstrumentAdded(String alias, velox.api.layer1.data.InstrumentInfo instrumentInfo)
void	onInstrumentAlreadySubscribed(String symbol, String exchange, String type)
void	onInstrumentNotFound(String symbol, String exchange, String type)
void	onInstrumentRemoved(String alias)
void	onMarketMode(String alias, velox.api.layer1.data.MarketMode marketMode)
void	onMboCancel(String alias, String orderId)
void	onMboReplace(String alias, String orderId, int price, int size)
void	onMboSend(String alias, String orderId, boolean isBid, int price, int size)
void	onOrderExecuted(velox.api.layer1.data.ExecutionInfo executionInfo)
void	onOrderUpdated(velox.api.layer1.data.OrderInfoUpdate orderInfoUpdate)
void	onStatus(velox.api.layer1.data.StatusInfo statusInfo)
void	onTrade(String alias, double price, int size, velox.api.layer1.data.TradeInfo tradeInfo)
void	onUserMessage(Object data)
void	setGeneratedEventsConsumer(Consumer<velox.api.layer1.layers.strategies.interfaces.CustomGeneratedEventAliased> consumer)
void	setTime(long time)
boolean	skipToRealtimeRequested()

Methods inherited from class java.lang.Object

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

Constructor Details

DeactivatableStrategyUpdateGeneratorWithFilter

public DeactivatableStrategyUpdateGeneratorWithFilter(SimplifiedL1ApiLoader simplifiedL1ApiLoader,
 String targetAlias,
 velox.api.layer1.simplified.InstanceWrapper listener)

Method Details

setGeneratedEventsConsumer

public void setGeneratedEventsConsumer(Consumer<velox.api.layer1.layers.strategies.interfaces.CustomGeneratedEventAliased> consumer)

Specified by:

setGeneratedEventsConsumer in interface velox.api.layer1.messages.indicators.GeneratedUpdateConsumer

getGeneratedEventsConsumer

public Consumer<velox.api.layer1.layers.strategies.interfaces.CustomGeneratedEventAliased> getGeneratedEventsConsumer()

Specified by:

getGeneratedEventsConsumer in interface velox.api.layer1.messages.indicators.GeneratedUpdateConsumer

onStatus

public void onStatus(velox.api.layer1.data.StatusInfo statusInfo)

Specified by:

onStatus in interface velox.api.layer1.Layer1ApiTradingAdapter

Specified by:

onStatus in interface velox.api.layer1.Layer1ApiTradingListener

onOrderUpdated

public void onOrderUpdated(velox.api.layer1.data.OrderInfoUpdate orderInfoUpdate)

Specified by:

onOrderUpdated in interface velox.api.layer1.Layer1ApiTradingAdapter

Specified by:

onOrderUpdated in interface velox.api.layer1.Layer1ApiTradingListener

onOrderExecuted

public void onOrderExecuted(velox.api.layer1.data.ExecutionInfo executionInfo)

Specified by:

onOrderExecuted in interface velox.api.layer1.Layer1ApiTradingAdapter

Specified by:

onOrderExecuted in interface velox.api.layer1.Layer1ApiTradingListener

onBalance

public void onBalance(velox.api.layer1.data.BalanceInfo balanceInfo)

Specified by:

onBalance in interface velox.api.layer1.Layer1ApiTradingAdapter

Specified by:

onBalance in interface velox.api.layer1.Layer1ApiTradingListener

onTrade

public void onTrade(String alias,
 double price,
 int size,
 velox.api.layer1.data.TradeInfo tradeInfo)

Specified by:

onTrade in interface velox.api.layer1.Layer1ApiDataAdapter

Specified by:

onTrade in interface velox.api.layer1.Layer1ApiDataListener

onMarketMode

public void onMarketMode(String alias,
 velox.api.layer1.data.MarketMode marketMode)

Specified by:

onMarketMode in interface velox.api.layer1.Layer1ApiDataAdapter

Specified by:

onMarketMode in interface velox.api.layer1.Layer1ApiDataListener

onDepth

public void onDepth(String alias,
 boolean isBid,
 int price,
 int size)

Specified by:

onDepth in interface velox.api.layer1.Layer1ApiDataAdapter

Specified by:

onDepth in interface velox.api.layer1.Layer1ApiDataListener

onMboSend

public void onMboSend(String alias,
 String orderId,
 boolean isBid,
 int price,
 int size)

Specified by:

onMboSend in interface velox.api.layer1.Layer1ApiMboDataAdapter

Specified by:

onMboSend in interface velox.api.layer1.Layer1ApiMboDataListener

onMboReplace

public void onMboReplace(String alias,
 String orderId,
 int price,
 int size)

Specified by:

onMboReplace in interface velox.api.layer1.Layer1ApiMboDataAdapter

Specified by:

onMboReplace in interface velox.api.layer1.Layer1ApiMboDataListener

onMboCancel

public void onMboCancel(String alias,
 String orderId)

Specified by:

onMboCancel in interface velox.api.layer1.Layer1ApiMboDataAdapter

Specified by:

onMboCancel in interface velox.api.layer1.Layer1ApiMboDataListener

onInstrumentAdded

public void onInstrumentAdded(String alias,
 velox.api.layer1.data.InstrumentInfo instrumentInfo)

Specified by:

onInstrumentAdded in interface velox.api.layer1.Layer1ApiInstrumentAdapter

Specified by:

onInstrumentAdded in interface velox.api.layer1.Layer1ApiInstrumentListener

onInstrumentRemoved

public void onInstrumentRemoved(String alias)

Specified by:

onInstrumentRemoved in interface velox.api.layer1.Layer1ApiInstrumentAdapter

Specified by:

onInstrumentRemoved in interface velox.api.layer1.Layer1ApiInstrumentListener

onInstrumentNotFound

public void onInstrumentNotFound(String symbol,
 String exchange,
 String type)

Specified by:

onInstrumentNotFound in interface velox.api.layer1.Layer1ApiInstrumentAdapter

Specified by:

onInstrumentNotFound in interface velox.api.layer1.Layer1ApiInstrumentListener

onInstrumentAlreadySubscribed

public void onInstrumentAlreadySubscribed(String symbol,
 String exchange,
 String type)

Specified by:

onInstrumentAlreadySubscribed in interface velox.api.layer1.Layer1ApiInstrumentAdapter

Specified by:

onInstrumentAlreadySubscribed in interface velox.api.layer1.Layer1ApiInstrumentListener

onUserMessage

public void onUserMessage(Object data)

Specified by:

onUserMessage in interface velox.api.layer1.messages.indicators.StrategyUpdateGenerator

setTime

public void setTime(long time)

Specified by:

setTime in interface velox.api.layer1.messages.indicators.StrategyUpdateGenerator

getGeneratorUpdateTypes

public Set<velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter.StrategyUpdateGeneratorEventType> getGeneratorUpdateTypes()

Specified by:

getGeneratorUpdateTypes in interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter

getGeneratorAliases

public Set<String> getGeneratorAliases()

Specified by:

getGeneratorAliases in interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter

deactivate

public void deactivate()

isActive

public boolean isActive()

skipToRealtimeRequested

public boolean skipToRealtimeRequested()

Specified by:

skipToRealtimeRequested in interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorSkipper