com.epam.cmefast.marketdata.impl

Class ImpliedOrderBookImpl

java.lang.Object

com.epam.cmefast.marketdata.impl.AbstractOrderBookImpl

com.epam.cmefast.marketdata.impl.ImpliedOrderBookImpl

All Implemented Interfaces:

UpdatableImpliedOrderBook, UpdatableOrderBook, BasicOrderBook, ImpliedOrderBook

public class ImpliedOrderBookImpl
extends AbstractOrderBookImpl
implements UpdatableImpliedOrderBook

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
ImpliedOrderBookImpl(SecurityDefinition securityDefinition, double displayFactor, ImpliedOrderBookListener listener)

Method Summary

Modifier and Type	Method and Description
void	addListener(ImpliedOrderBookListener orderBookListener)
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()
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

ImpliedOrderBookImpl

public ImpliedOrderBookImpl(SecurityDefinition securityDefinition,
                            double displayFactor,
                            ImpliedOrderBookListener listener)

Method Detail

addListener

public void addListener(ImpliedOrderBookListener orderBookListener)

Specified by:

addListener in interface UpdatableImpliedOrderBook

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 ImpliedOrderBook

getBidData

public ImpliedBookPriceLevel getBidData(int priceLevel)

Specified by:

getBidData in interface ImpliedOrderBook

getAskData

public ImpliedBookPriceLevel getAskData(int priceLevel)

Specified by:

getAskData in interface ImpliedOrderBook

getBidQuantity

public double getBidQuantity(int level)

Specified by:

getBidQuantity in interface ImpliedOrderBook

getBidPrice

public double getBidPrice(int level)

Specified by:

getBidPrice in interface ImpliedOrderBook

getAskQuantity

public double getAskQuantity(int level)

Specified by:

getAskQuantity in interface ImpliedOrderBook

getAskPrice

public double getAskPrice(int level)

Specified by:

getAskPrice in interface ImpliedOrderBook

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