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InstrumentInfo

Package: velox.api.layer1.data

Type: Class

Inheritance: java.lang.Object → velox.api.layer1.data.InstrumentCoreInfo → InstrumentInfo

All Implemented Interfaces: Serializable

Direct Known Subclasses: InstrumentInfoCrypto

Description​

Information about the instrument

See Also:

  • Serialized Form

Nested Classes​

InstrumentInfo.Builder​

Static nested class

InstrumentInfo.BuilderBase<T extends InstrumentInfo.BuilderBase>​

Static nested class with generic type parameter

Fields​

UNKNOWN_DELAY​

public static final long UNKNOWN_DELAY

Delay value for the dataDelay field, if the delay is currently unknown, but it is known that the data is delayed. Used to inform the Bookmap about some data delay.

pips​

public final double pips

Also known as min tick, tick size or minimal price increment. This allows bookmap to translate level numbers to price that is shown to the user and vice versa

multiplier​

public final double multiplier

Similar to "tick value" in its meaning, with the only difference of being per price unit instead of per tick (can be computed as tick value divided by pips)

Specifically, this field tells bookmap the following: "how many dollars (or other currency units) will my P&L change if I have position of 1 and price moves 1 dollar (or other price unit) up"

fullName​

public final String fullName

Full instrument name on the platforms where it's available, null otherwise

isFullDepth​

public final boolean isFullDepth

True if data provided for instrument is full depth data

sizeMultiplier​

public final double sizeMultiplier

Used when size granularity is less than 1 (for most providers it's always 1, so you can ignore this field if only those are targeted). This is only a visual thing, as all updates should still be performed in integer units. It was introduced mostly because of cryptocurrencies - since sizes are no longer integer values, you can premultiply all sizes by certain value and specify it in this field. E.g. 1000 will make bookmap display size of 1 as 0.001.

isCrypto​

public final boolean isCrypto

Allows bookmap to distinguish crypto instruments from other types. If true - this instrument is a cryptocurrency or is based on cryptocurrencies in some way

recordingTag​

public final String recordingTag

Used to distinguish local history with special modes on the per instrument basis (i.e. local history with delayed data vs live data) Provider should set this field to specify special mode of this instrument,"DELAYED" for example

Note: it is recommended to not set this field for LIVE instruments for backward compatibility of historical servers, i.e. so the historical server returned "live" data to the user with the old client

isApiProtected​

public final boolean isApiProtected

If this flag is set to true, then all add-ons, except those marked with UnrestrictedData annotation, will be blocked from receiving data from this instrument

isNbboSupported​

public final boolean isNbboSupported

If this flag is set to true, then this instrument supports NBBO data, and it is possible to create NBBO indicator for the instrument

dataDelay​

public final long dataDelay

Delay in nanoseconds for the data of this instrument. If delay is currently unknown, but it is known that the data is delayed, then you should set this field to UNKNOWN_DELAY, to inform the Bookmap that the data is delayed (so the Bookmap can apply some restrictions for delayed data instruments).

requestedSymbol​

public final String requestedSymbol

Used to correctly handle "generic" instrument substitution. If your provider wants to subscribe to the instrument with a different symbol than you received in subscription request (for example you received "ES" and want to subscribe to "ESH4"), then you should set this field to the symbol which you received in request.

Fields inherited from class velox.api.layer1.data.InstrumentCoreInfo:

  • exchange
  • symbol
  • type

Constructors​

InstrumentInfo​

@Deprecated
public InstrumentInfo(String symbol, String exchange, String type, double pips, double multiplier, String fullName, boolean isFullDepth, double sizeMultiplier, boolean isCrypto)

Deprecated: use InstrumentInfo.Builder instead

InstrumentInfo​

@Deprecated
public InstrumentInfo(String symbol, String exchange, String type, double pips, double multiplier, String fullName, boolean isFullDepth, double sizeMultiplier)

Deprecated: use InstrumentInfo.Builder instead

Similar to InstrumentInfo(String, String, String, double, double, String, boolean, double, boolean), assumes isCrypto false

InstrumentInfo​

@Deprecated
public InstrumentInfo(String symbol, String exchange, String type, double pips, double multiplier, String fullName, boolean isFullDepth)

Deprecated: use InstrumentInfo.Builder instead

InstrumentInfo​

protected InstrumentInfo(InstrumentInfo.BuilderBase<?> builder)

Methods​

toBuilder​

public InstrumentInfo.BuilderBase<?> toBuilder()

Overrides: toBuilder in class InstrumentCoreInfo

toString​

public String toString()

Overrides: toString in class InstrumentCoreInfo

Methods inherited from class velox.api.layer1.data.InstrumentCoreInfo:

  • equals
  • hashCode
  • normalize

Methods inherited from class java.lang.Object:

  • clone
  • finalize
  • getClass
  • notify
  • notifyAll
  • wait
  • wait(long)
  • wait(long, int)