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DepthAggregationEvent

Package: velox.api.layer1.datastructure.events

Type: Class

Inheritance: java.lang.Object → velox.api.layer1.datastructure.events.Event → DepthAggregationEvent

All Implemented Interfaces: Serializable, Cloneable, CloneableSerializable, CustomGeneratedEvent

Description​

Aggregation of depth events in some time interval

See Also:

  • Serialized Form

Fields​

bidsMap​

public Map<Integer, Integer> bidsMap

Map of bids, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level

asksMap​

public Map<Integer, Integer> asksMap

Map of asks, where key is price level (if multiplied by instrument pips, will give price), and value is size at this level

Fields inherited from class velox.api.layer1.datastructure.events.Event:

  • eventType
  • time

Constructors​

DepthAggregationEvent​

public DepthAggregationEvent(long time)

DepthAggregationEvent​

public DepthAggregationEvent(long time, int bidsCapacity, int asksCapacity)

Methods​

getMap​

public Map<Integer, Integer> getMap(boolean isBid)

toString​

public String toString()

Overrides: toString in class Object

bestBid​

public int bestBid()

clone​

public Object clone()

Specified by:

  • clone in interface CloneableSerializable
  • clone in class Event

Methods inherited from class velox.api.layer1.datastructure.events.Event:

  • getTime()

Methods inherited from class java.lang.Object:

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