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OrderBookMboUnsorted

Package: velox.api.layer1.layers.utils.mbo

Type: Class

Inheritance: java.lang.Object → OrderBookMboUnsorted

Description​

Faster but less functional alternative to OrderBookMbo

Constructors​

OrderBookMboUnsorted​

public OrderBookMboUnsorted()

OrderBookMboUnsorted​

public OrderBookMboUnsorted(OrderBookMboUnsorted other)

OrderBookMboUnsorted​

public OrderBookMboUnsorted(OrderBookMbo other)

Methods​

sendDataToListener​

public void sendDataToListener(String alias, Layer1ApiMboDataListener listener)

Note that unlike OrderBookMbo.sendDataToListener(String, Layer1ApiMboDataListener) this one is somewhat slow - it has to sort orders by levels first, which is done by constructing OrderBookMbo

send​

public void send(String orderId, boolean isBid, int price, int size)

replace​

public void replace(String orderId, int price, int size)

cancel​

public void cancel(String orderId)

getOrder​

public Order getOrder(String orderId)