public class ConsolidatedOrderBookImpl extends AbstractOrderBookImpl implements ConsolidatedOrderBook
ASK, ASK_CODE, BID, BID_CODE, EMPTY_BOOK, ENTRY_CHANGE, ENTRY_DELETE, ENTRY_NEW, ENTRY_OVERLAY
Constructor and Description |
---|
ConsolidatedOrderBookImpl(SecurityDefinition securityDefinition,
OrderBook directBook,
ImpliedOrderBook impliedBook,
ConsolidatedOrderBookListener listener) |
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,
FIXFieldList source) |
void |
onOrderBookTopOfTheBookUpdated(Long securityId,
ImpliedBookPriceData topBid,
ImpliedBookPriceData topAsk,
FIXFieldList source) |
void |
onOrderBookUpdated(ImpliedOrderBook book,
FIXFieldList source) |
void |
onOrderBookUpdated(OrderBook book,
FIXFieldList source) |
public ConsolidatedOrderBookImpl(SecurityDefinition securityDefinition, OrderBook directBook, ImpliedOrderBook impliedBook, ConsolidatedOrderBookListener listener)
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 void onBookStateChanged(OrderBook book, OrderBookState oldState, OrderBookState newState)
onBookStateChanged
in interface OrderBookListener
public void onOrderBookUpdated(OrderBook book, FIXFieldList source)
onOrderBookUpdated
in interface OrderBookListener
public void onOrderBookTopOfTheBookUpdated(Long securityId, ImpliedBookPriceData topBid, ImpliedBookPriceData topAsk, FIXFieldList source)
onOrderBookTopOfTheBookUpdated
in interface ImpliedOrderBookListener
public void onOrderBookTopOfTheBookUpdated(Long securityId, BookPriceData topBid, BookPriceData topAsk, FIXFieldList source)
onOrderBookTopOfTheBookUpdated
in interface OrderBookListener
public void onBookStateChanged(ImpliedOrderBook book, OrderBookState oldState, OrderBookState newState)
onBookStateChanged
in interface ImpliedOrderBookListener
public void onOrderBookUpdated(ImpliedOrderBook book, FIXFieldList source)
onOrderBookUpdated
in interface ImpliedOrderBookListener
public ImpliedBookPriceLevel getBidData(int priceLevel)
getBidData
in interface ConsolidatedOrderBook
public ImpliedBookPriceLevel getAskData(int priceLevel)
getAskData
in interface ConsolidatedOrderBook
public double getBidQuantity(int level)
getBidQuantity
in interface ConsolidatedOrderBook
public double getBidPrice(int level)
getBidPrice
in interface ConsolidatedOrderBook
public double getAskQuantity(int level)
getAskQuantity
in interface ConsolidatedOrderBook
public double getAskPrice(int level)
getAskPrice
in interface ConsolidatedOrderBook
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