Skip to main content

InstrumentInfo.BuilderBase

Package: velox.api.layer1.data

Type: Class

Inheritance: java.lang.Object → velox.api.layer1.data.InstrumentCoreInfo.BuilderBase<T> → velox.api.layer1.data.InstrumentInfo.BuilderBase<T>

Direct Known Subclasses: InstrumentInfo.Builder

Enclosing class: InstrumentInfo

Description​

public abstract static class InstrumentInfo.BuilderBase<T extends InstrumentInfo.BuilderBase<T>> extends InstrumentCoreInfo.BuilderBase<T>

Fields​

pips​

protected double pips

multiplier​

protected double multiplier

fullName​

protected String fullName

isFullDepth​

protected boolean isFullDepth

sizeMultiplier​

protected double sizeMultiplier

isCrypto​

protected boolean isCrypto

recordingTag​

protected String recordingTag

isApiProtected​

protected boolean isApiProtected

isNbboSupported​

protected boolean isNbboSupported

dataDelay​

protected long dataDelay

requestedSymbol​

protected String requestedSymbol

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

  • exchange
  • symbol
  • type

Constructors​

BuilderBase​

public BuilderBase()

Methods​

build​

public abstract InstrumentInfo build()

Specified by: build in class InstrumentCoreInfo.BuilderBase<T extends InstrumentInfo.BuilderBase<T>>

setFieldsFrom​

public T setFieldsFrom(InstrumentInfo info)

getPips​

public double getPips()

setPips​

public T setPips(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.

getMultiplier​

public double getMultiplier()

setMultiplier​

public T setMultiplier(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".

getFullName​

public String getFullName()

setFullName​

public T setFullName(String fullName)

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

isFullDepth​

public boolean isFullDepth()

setFullDepth​

public T setFullDepth(boolean fullDepth)

True if data provided for instrument is full depth data.

getSizeMultiplier​

public double getSizeMultiplier()

setSizeMultiplier​

public T setSizeMultiplier(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 boolean isCrypto()

setCrypto​

public T setCrypto(boolean crypto)

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

getRecordingTag​

public String getRecordingTag()

setRecordingTag​

public T setRecordingTag(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 boolean isApiProtected()

setApiProtected​

public T setApiProtected(boolean apiProtected)

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.

setDataDelay​

public T setDataDelay(long dataDelay)

Sets the data delay for the instrument.

Parameters:

  • dataDelay - The data delay in nanoseconds.

Returns: A reference to this object (for method chaining).

getRequestedSymbol​

public String getRequestedSymbol()

setRequestedSymbol​

public T setRequestedSymbol(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.

Parameters:

  • requestedSymbol - symbol that you received in subscription method.

isNbboSupported​

public boolean isNbboSupported()

setNbboSupported​

public T setNbboSupported(boolean nbboSupported)

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

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

  • getExchange()
  • getSymbol()
  • getType()
  • self()
  • setExchange(String)
  • setFieldsFrom(InstrumentCoreInfo)
  • setSymbol(String)
  • setType(String)

Methods inherited from class java.lang.Object:

  • clone()
  • equals(Object)
  • finalize()
  • getClass()
  • hashCode()
  • notify()
  • notifyAll()
  • toString()
  • wait()
  • wait(long)
  • wait(long, int)