public interface ConsolidatedOrderBook extends BasicOrderBook, OrderBookListener, ImpliedOrderBookListener
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) |
getBookState, getBookType, getDepth, getSecurityDef
onBookStateChanged, onOrderBookTopOfTheBookUpdated, onOrderBookUpdated
onBookStateChanged, onOrderBookTopOfTheBookUpdated, onOrderBookUpdated
ImpliedBookPriceLevel getBidData(int priceLevel)
ImpliedBookPriceLevel getAskData(int priceLevel)
double getBidQuantity(int level)
double getBidPrice(int level)
double getAskQuantity(int level)
double getAskPrice(int level)
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