com.epam.cmefast.marketdata.impl

Class ArrayBasedOrderBookImpl

java.lang.Object

com.epam.cmefast.marketdata.impl.AbstractOrderBookImpl

com.epam.cmefast.marketdata.impl.ArrayBasedOrderBookImpl

All Implemented Interfaces:

UpdatableDirectOrderBook, UpdatableOrderBook, BasicOrderBook, OrderBook

public class ArrayBasedOrderBookImpl
extends AbstractOrderBookImpl
implements UpdatableDirectOrderBook

Field Summary

Fields inherited from class com.epam.cmefast.marketdata.impl.AbstractOrderBookImpl

ASK, ASK_CODE, BID, BID_CODE, EMPTY_BOOK, ENTRY_CHANGE, ENTRY_DELETE, ENTRY_NEW, ENTRY_OVERLAY

Constructor Summary

Constructors

Constructor and Description
ArrayBasedOrderBookImpl()
ArrayBasedOrderBookImpl(SecurityDefinition securityDefinition, int bookDepth, double displayFactor, OrderBookListener listener)

Method Summary

Modifier and Type	Method and Description
void	addListener(OrderBookListener orderBookListener)
int	getAskCount(int level)
BookPriceLevel	getAskData(int priceLevel)
double	getAskPrice(int level)
double	getAskQuantity(int level)
int	getBidCount(int level)
BookPriceLevel	getBidData(int priceLevel)
double	getBidPrice(int level)
double	getBidQuantity(int level)
OrderBookState	getBookState()
OrderBookType	getBookType()
int	getDepth()
double	getDisplayFactor()
SecurityDefinition	getSecurityDef()
void	onRecoveryStarted()
void	onRecoveryStopped()
void	reset()
void	updateFromIncrement(com.epam.fix.message.FIXFieldList entry)
void	updateFromSecurityDefinition(SecurityDefinition securityDefinition)
void	updateFromSnapshot(com.epam.fix.message.FIXFieldList message)

Methods inherited from class java.lang.Object

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

Constructor Detail

ArrayBasedOrderBookImpl

public ArrayBasedOrderBookImpl()

ArrayBasedOrderBookImpl

public ArrayBasedOrderBookImpl(SecurityDefinition securityDefinition,
                               int bookDepth,
                               double displayFactor,
                               OrderBookListener listener)

Method Detail

addListener

public void addListener(OrderBookListener orderBookListener)

Specified by:

addListener in interface UpdatableDirectOrderBook

getSecurityDef

public SecurityDefinition getSecurityDef()

Specified by:

getSecurityDef in interface BasicOrderBook

getBookType

public OrderBookType getBookType()

Specified by:

getBookType in interface BasicOrderBook

getBookState

public OrderBookState getBookState()

Specified by:

getBookState in interface BasicOrderBook

getDepth

public int getDepth()

Specified by:

getDepth in interface BasicOrderBook

getDisplayFactor

public double getDisplayFactor()

Specified by:

getDisplayFactor in interface OrderBook

getBidData

public BookPriceLevel getBidData(int priceLevel)

Specified by:

getBidData in interface OrderBook

getAskData

public BookPriceLevel getAskData(int priceLevel)

Specified by:

getAskData in interface OrderBook

getBidCount

public int getBidCount(int level)

Specified by:

getBidCount in interface OrderBook

getBidQuantity

public double getBidQuantity(int level)

Specified by:

getBidQuantity in interface OrderBook

getBidPrice

public double getBidPrice(int level)

Specified by:

getBidPrice in interface OrderBook

getAskCount

public int getAskCount(int level)

Specified by:

getAskCount in interface OrderBook

getAskQuantity

public double getAskQuantity(int level)

Specified by:

getAskQuantity in interface OrderBook

getAskPrice

public double getAskPrice(int level)

Specified by:

getAskPrice in interface OrderBook

updateFromSecurityDefinition

public void updateFromSecurityDefinition(SecurityDefinition securityDefinition)

Specified by:

updateFromSecurityDefinition in interface UpdatableOrderBook

updateFromSnapshot

public void updateFromSnapshot(com.epam.fix.message.FIXFieldList message)

Specified by:

updateFromSnapshot in interface UpdatableOrderBook

updateFromIncrement

public void updateFromIncrement(com.epam.fix.message.FIXFieldList entry)

Specified by:

updateFromIncrement in interface UpdatableOrderBook

reset

public void reset()

Specified by:

reset in interface UpdatableOrderBook

onRecoveryStarted

public void onRecoveryStarted()

Specified by:

onRecoveryStarted in interface UpdatableOrderBook

onRecoveryStopped

public void onRecoveryStopped()

Specified by:

onRecoveryStopped in interface UpdatableOrderBook