com.epam.cmefast.marketdata.model

Interface ConsolidatedOrderBook

All Superinterfaces:

BasicOrderBook, BasicSecurityEventsListener, ImpliedOrderBookListener, OrderBookListener

All Known Implementing Classes:

ConsolidatedOrderBookImpl

public interface ConsolidatedOrderBook
extends BasicOrderBook, OrderBookListener, ImpliedOrderBookListener

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)

Methods inherited from interface com.epam.cmefast.marketdata.model.BasicOrderBook

getBookState, getBookType, getDepth, getSecurityDef

Methods inherited from interface com.epam.cmefast.marketdata.event.OrderBookListener

onBookStateChanged, onOrderBookTopOfTheBookUpdated, onOrderBookUpdated

Methods inherited from interface com.epam.cmefast.marketdata.event.ImpliedOrderBookListener

onBookStateChanged, onOrderBookTopOfTheBookUpdated, onOrderBookUpdated

Method Detail

getBidData

ImpliedBookPriceLevel getBidData(int priceLevel)

getAskData

ImpliedBookPriceLevel getAskData(int priceLevel)

getBidQuantity

double getBidQuantity(int level)

getBidPrice

double getBidPrice(int level)

getAskQuantity

double getAskQuantity(int level)

getAskPrice

double getAskPrice(int level)