public class ArrayBasedOrderBookImpl extends AbstractOrderBookImpl implements UpdatableDirectOrderBook
ASK, ASK_CODE, BID, BID_CODE, EMPTY_BOOK, ENTRY_CHANGE, ENTRY_DELETE, ENTRY_NEW, ENTRY_OVERLAY
Constructor and Description |
---|
ArrayBasedOrderBookImpl() |
ArrayBasedOrderBookImpl(SecurityDefinition securityDefinition,
int bookDepth,
double displayFactor,
OrderBookListener listener) |
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(FIXFieldList entry) |
void |
updateFromSecurityDefinition(SecurityDefinition securityDefinition) |
void |
updateFromSnapshot(FIXFieldList message) |
public ArrayBasedOrderBookImpl()
public ArrayBasedOrderBookImpl(SecurityDefinition securityDefinition, int bookDepth, double displayFactor, OrderBookListener listener)
public void addListener(OrderBookListener orderBookListener)
addListener
in interface UpdatableDirectOrderBook
public SecurityDefinition getSecurityDef()
getSecurityDef
in interface BasicOrderBook
public OrderBookType getBookType()
getBookType
in interface BasicOrderBook
public OrderBookState getBookState()
getBookState
in interface BasicOrderBook
public int getDepth()
getDepth
in interface BasicOrderBook
public double getDisplayFactor()
getDisplayFactor
in interface OrderBook
public BookPriceLevel getBidData(int priceLevel)
getBidData
in interface OrderBook
public BookPriceLevel getAskData(int priceLevel)
getAskData
in interface OrderBook
public int getBidCount(int level)
getBidCount
in interface OrderBook
public double getBidQuantity(int level)
getBidQuantity
in interface OrderBook
public double getBidPrice(int level)
getBidPrice
in interface OrderBook
public int getAskCount(int level)
getAskCount
in interface OrderBook
public double getAskQuantity(int level)
getAskQuantity
in interface OrderBook
public double getAskPrice(int level)
getAskPrice
in interface OrderBook
public void updateFromSecurityDefinition(SecurityDefinition securityDefinition)
updateFromSecurityDefinition
in interface UpdatableOrderBook
public void updateFromSnapshot(FIXFieldList message)
updateFromSnapshot
in interface UpdatableOrderBook
public void updateFromIncrement(FIXFieldList entry)
updateFromIncrement
in interface UpdatableOrderBook
public void reset()
reset
in interface UpdatableOrderBook
public void onRecoveryStarted()
onRecoveryStarted
in interface UpdatableOrderBook
public void onRecoveryStopped()
onRecoveryStopped
in interface UpdatableOrderBook
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