com.epam.cmefast.marketdata.impl

Class ConsolidatedOrderBookImpl

java.lang.Object

com.epam.cmefast.marketdata.impl.AbstractOrderBookImpl

com.epam.cmefast.marketdata.impl.ConsolidatedOrderBookImpl

All Implemented Interfaces:

BasicSecurityEventsListener, ImpliedOrderBookListener, OrderBookListener, BasicOrderBook, ConsolidatedOrderBook

public class ConsolidatedOrderBookImpl
extends AbstractOrderBookImpl
implements ConsolidatedOrderBook

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
ConsolidatedOrderBookImpl(SecurityDefinition securityDefinition, OrderBook directBook, ImpliedOrderBook impliedBook, ConsolidatedOrderBookListener listener)

Method Summary

Modifier and Type	Method and Description
ImpliedBookPriceLevel	getAskData(int priceLevel)
double	getAskPrice(int level)
double	getAskQuantity(int level)
ImpliedBookPriceLevel	getBidData(int priceLevel)
double	getBidPrice(int level)
double	getBidQuantity(int level)
OrderBookState	getBookState()
OrderBookType	getBookType()
int	getDepth()
SecurityDefinition	getSecurityDef()
void	onBookStateChanged(ImpliedOrderBook book, OrderBookState oldState, OrderBookState newState)
void	onBookStateChanged(OrderBook book, OrderBookState oldState, OrderBookState newState)
void	onOrderBookTopOfTheBookUpdated(Long securityId, BookPriceData topBid, BookPriceData topAsk, com.epam.fix.message.FIXFieldList source)
void	onOrderBookTopOfTheBookUpdated(Long securityId, ImpliedBookPriceData topBid, ImpliedBookPriceData topAsk, com.epam.fix.message.FIXFieldList source)
void	onOrderBookUpdated(ImpliedOrderBook book, com.epam.fix.message.FIXFieldList source)
void	onOrderBookUpdated(OrderBook book, com.epam.fix.message.FIXFieldList source)

Methods inherited from class java.lang.Object

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

Constructor Detail

ConsolidatedOrderBookImpl

public ConsolidatedOrderBookImpl(SecurityDefinition securityDefinition,
                                 OrderBook directBook,
                                 ImpliedOrderBook impliedBook,
                                 ConsolidatedOrderBookListener listener)

Method Detail

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

onBookStateChanged

public void onBookStateChanged(OrderBook book,
                               OrderBookState oldState,
                               OrderBookState newState)

Specified by:

onBookStateChanged in interface OrderBookListener

onOrderBookUpdated

public void onOrderBookUpdated(OrderBook book,
                               com.epam.fix.message.FIXFieldList source)

Specified by:

onOrderBookUpdated in interface OrderBookListener

onOrderBookTopOfTheBookUpdated

public void onOrderBookTopOfTheBookUpdated(Long securityId,
                                           ImpliedBookPriceData topBid,
                                           ImpliedBookPriceData topAsk,
                                           com.epam.fix.message.FIXFieldList source)

Specified by:

onOrderBookTopOfTheBookUpdated in interface ImpliedOrderBookListener

onOrderBookTopOfTheBookUpdated

public void onOrderBookTopOfTheBookUpdated(Long securityId,
                                           BookPriceData topBid,
                                           BookPriceData topAsk,
                                           com.epam.fix.message.FIXFieldList source)

Specified by:

onOrderBookTopOfTheBookUpdated in interface OrderBookListener

onBookStateChanged

public void onBookStateChanged(ImpliedOrderBook book,
                               OrderBookState oldState,
                               OrderBookState newState)

Specified by:

onBookStateChanged in interface ImpliedOrderBookListener

onOrderBookUpdated

public void onOrderBookUpdated(ImpliedOrderBook book,
                               com.epam.fix.message.FIXFieldList source)

Specified by:

onOrderBookUpdated in interface ImpliedOrderBookListener

getBidData

public ImpliedBookPriceLevel getBidData(int priceLevel)

Specified by:

getBidData in interface ConsolidatedOrderBook

getAskData

public ImpliedBookPriceLevel getAskData(int priceLevel)

Specified by:

getAskData in interface ConsolidatedOrderBook

getBidQuantity

public double getBidQuantity(int level)

Specified by:

getBidQuantity in interface ConsolidatedOrderBook

getBidPrice

public double getBidPrice(int level)

Specified by:

getBidPrice in interface ConsolidatedOrderBook

getAskQuantity

public double getAskQuantity(int level)

Specified by:

getAskQuantity in interface ConsolidatedOrderBook

getAskPrice

public double getAskPrice(int level)

Specified by:

getAskPrice in interface ConsolidatedOrderBook