public class ImpliedOrderBookImpl extends AbstractOrderBookImpl implements UpdatableImpliedOrderBook
ASK, ASK_CODE, BID, BID_CODE, EMPTY_BOOK, ENTRY_CHANGE, ENTRY_DELETE, ENTRY_NEW, ENTRY_OVERLAY
Constructor and Description |
---|
ImpliedOrderBookImpl(SecurityDefinition securityDefinition,
double displayFactor,
ImpliedOrderBookListener listener) |
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(FIXFieldList entry) |
void |
updateFromSecurityDefinition(SecurityDefinition securityDefinition) |
void |
updateFromSnapshot(FIXFieldList message) |
public ImpliedOrderBookImpl(SecurityDefinition securityDefinition, double displayFactor, ImpliedOrderBookListener listener)
public void addListener(ImpliedOrderBookListener orderBookListener)
addListener
in interface UpdatableImpliedOrderBook
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 ImpliedOrderBook
public ImpliedBookPriceLevel getBidData(int priceLevel)
getBidData
in interface ImpliedOrderBook
public ImpliedBookPriceLevel getAskData(int priceLevel)
getAskData
in interface ImpliedOrderBook
public double getBidQuantity(int level)
getBidQuantity
in interface ImpliedOrderBook
public double getBidPrice(int level)
getBidPrice
in interface ImpliedOrderBook
public double getAskQuantity(int level)
getAskQuantity
in interface ImpliedOrderBook
public double getAskPrice(int level)
getAskPrice
in interface ImpliedOrderBook
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
Copyright © 2000-2017 EPAM Systems. All Rights Reserved.