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Layer1ApiUpstreamRelay

Package: velox.api.layer1.layers

Type: Class

Inheritance​

Extends: velox.api.layer1.Layer1ApiBasicListenable

Implements:

  • velox.api.layer1.Layer1ApiAdminListenable
  • velox.api.layer1.Layer1ApiAdminListener
  • velox.api.layer1.Layer1ApiDataListenable
  • velox.api.layer1.Layer1ApiDataListener
  • velox.api.layer1.Layer1ApiInstrumentListenable
  • velox.api.layer1.Layer1ApiInstrumentListener
  • velox.api.layer1.Layer1ApiListener
  • velox.api.layer1.Layer1ApiMboDataListenable
  • velox.api.layer1.Layer1ApiMboDataListener
  • velox.api.layer1.Layer1ApiTradingListenable
  • velox.api.layer1.Layer1ApiTradingListener
  • velox.api.layer1.LayerApiListenable

Direct Known Subclasses: velox.api.layer1.layers.Layer1ApiRelay

Fields​

closed​

protected AtomicBoolean closed

Constructors​

Layer1ApiUpstreamRelay​

public Layer1ApiUpstreamRelay()

Methods​

onInstrumentAdded​

void onInstrumentAdded(String alias, InstrumentInfo instrumentInfo)

Indicates successful subscription to the instrument

Parameters:

  • alias - Instrument alias
  • instrumentInfo - Instrument specifications

onInstrumentRemoved​

void onInstrumentRemoved(String alias)

Unsubscribed from instrument (user-initiated or provider initiated).

Please note that if you use this in strategy that implements OnlineCalculatable, you should not delete any data about instrument that is expected in OnlineCalculatable.calculateValuesInRange(String, String, long, long, int, velox.api.layer1.layers.strategies.interfaces.CalculatedResultListener) or OnlineCalculatable.createOnlineValueCalculator(String, String, long, java.util.function.Consumer, velox.api.layer1.layers.strategies.interfaces.InvalidateInterface), or should handle absence of that data (in case you delete it) gracefully. The reason is that you can get Layer1ApiInstrumentListener.onInstrumentRemoved(String) in the middle of OnlineCalculatable request

Parameters:

  • alias -

onInstrumentNotFound​

void onInstrumentNotFound(String symbol, String exchange, String type)

Indicates that attempt to subscribe failed because instrument does not exist

Parameters:

  • symbol -
  • exchange -
  • type - See InstrumentCoreInfo.type

onInstrumentAlreadySubscribed​

void onInstrumentAlreadySubscribed(String symbol, String exchange, String type)

Indicates that attempt to subscribe failed because subscription is already active

Parameters:

  • symbol -
  • exchange -
  • type - See InstrumentCoreInfo.type

onTrade​

void onTrade(String alias, double price, int size, TradeInfo tradeInfo)

Trade

Parameters:

  • alias - Instrument alias
  • price - Price in the same units as in depth update (e.g. if pips=25 then price=1000 means 25000)
  • size - Trade size
  • tradeInfo - Additional information about the trade

onDepth​

void onDepth(String alias, boolean isBid, int price, int size)

Depth data update.

Parameters:

  • alias - Instrument alias
  • isBid - True if it is for bids, false for asks
  • price - Price where size changed
  • size - New size

onMboSend​

void onMboSend(String alias, String orderId, boolean isBid, int price, int size)

onMboReplace​

void onMboReplace(String alias, String orderId, int price, int size)

onMboCancel​

void onMboCancel(String alias, String orderId)

onMarketMode​

void onMarketMode(String alias, MarketMode marketMode)

Market mode update.

Parameters:

  • alias -
  • marketMode -

onOrderUpdated​

void onOrderUpdated(OrderInfoUpdate orderInfoUpdate)

Called when order is updated (order creation is also considered an update).

Parameters:

  • orderInfoUpdate - Information about update

onOrderExecuted​

void onOrderExecuted(ExecutionInfo executionInfo)

Called when one of our orders gets executed

Parameters:

  • executionInfo - Information about execution

onStatus​

void onStatus(StatusInfo statusInfo)

Called when instrument status information changes (PnL, number of open orders, position, etc).

Parameters:

  • statusInfo - Status information

onBalance​

void onBalance(BalanceInfo balanceInfo)

Called when account balance information changes

Parameters:

  • balanceInfo - Account balance information

onLoginFailed​

void onLoginFailed(LoginFailedReason reason, String message)

Failed to login with specified credentials

Parameters:

  • reason - Reason code
  • message - Test message associated with login fail (may be null)

onLoginSuccessful​

void onLoginSuccessful()

Successful login.

onConnectionLost​

void onConnectionLost(DisconnectionReason reason, String message)

Connection to server lost. Provider can call this method multiple times in sequence if the reason was changed (i.e. from DisconnectionReason.NO_INTERNET to DisconnectionReason.FATAL)

Parameters:

  • reason - Reason code
  • message - Text message associated with login disconnection (may be null)

onConnectionRestored​

void onConnectionRestored()

Connection to server restored. A provider should call it only if it previously invoked Layer1ApiAdminListener.onConnectionLost(DisconnectionReason, String)

onSystemTextMessage​

void onSystemTextMessage(String message, SystemTextMessageType messageType)

Passes the message into Bookmap and shows it as a popup. It is suitable for 1-time notifications, but for the general case take a look at the notifications API - Layer1ApiSoundAlertMessage

Parameters:

  • message - Message itself
  • messageType - Message type

See Also:

  • Layer1ApiSoundAlertMessage

onUserMessage​

void onUserMessage(Object data)

Send an upstream event. Allows incorporating arbitrary functionality into protocol

Parameters:

  • data - Message content

close​

void close()

Stop relaying data. Will not let send new events upwards, but is not guaranteed to stop ones already in progress.