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Layer1ApiUserMessageAddStrategyUpdateGenerator

Package: velox.api.layer1.messages

Type: Class

Inheritance: java.lang.Object → Layer1ApiUserMessageAddStrategyUpdateGenerator

All Implemented Interfaces: velox.api.layer1.messages.Layer1ApiIgnorableUpwardMessage

Description​

Used to add/remove custom update generators

Important: use sendUserMessage when sending from Layer1Attachable, Layer1SimpleAttachable or Layer1Injectable but use onUserMessage from Layer1UpstreamDataEditor

When generator is added with this message, custom events will be generated for past history - this can take some time.

See Also:

  • Layer1ApiUserMessageReadCatchupDataFinished

Fields​

isAdd​

public final boolean isAdd

Generator will be added if true Removed if false

shouldReceiveHistory​

public final boolean shouldReceiveHistory

Indicates whether this generator requests historical data. If true, loading this generator in replay mode will stop playing until all data from beginning is played to this generator so it could generate complete history

shouldReceiveBackfilledData​

public final boolean shouldReceiveBackfilledData

Indicates whether this generator requests the entire available history or only since instrument was subscribed.

If true it will receive data that is backfilled after initial instrument subscription is established, but only if data is already in the data structures by the moment generator is running. You might have to re-register generator in response to Layer1ApiHistoricalDataLoadedMessage.

This flag works in conjunction with shouldReceiveHistory and it will be ignored if shouldReceiveHistory is false

generator​

public final StrategyUpdateGenerator generator

strategyClass​

public final Class<?> strategyClass

generatorName​

public final String generatorName

fullName​

public final String fullName

Name of data structure that will hold updates from this generator This is corresponding to name of data structure holding this information and should be used to retrieve information in future

info​

public final GeneratedEventInfo[] info

isAggregatable​

public final boolean isAggregatable

Description of classes and aggregation rules of all events that this generator can generated and want to store in data structure

Constructors​

Layer1ApiUserMessageAddStrategyUpdateGenerator​

public Layer1ApiUserMessageAddStrategyUpdateGenerator(Class<?> strategyClass, String generatorName, boolean isAdd, boolean shouldReceiveHistory, boolean shouldReceiveBackfilledData, StrategyUpdateGenerator generator, GeneratedEventInfo[] info)

Parameters:

  • strategyClass - Class of strategy that is creating generator
  • generatorName - Inner name of generator (should be unique within strategy)
  • isAdd - True if generator is to be added, false if generator is to be removed
  • shouldReceiveHistory - Indicates whether this generator requests historical data. See shouldReceiveHistory
  • shouldReceiveBackfilledData - Receives data that is backfilled after initial instrument. See shouldReceiveBackfilledData
  • generator - Generator to add/remove
  • info - Description of classes and aggregation rules of all events that this generator can generated and want to store in data structure Condition should be met: all events are either aggregatable (with provided aggregator class), or non aggregatable If you need both type, register 2 separate generators All listed events are stored in same tree, so time of request for one or for all of them at once will be roughly the same NOTE: any event class can not be used by multiple generators

Layer1ApiUserMessageAddStrategyUpdateGenerator​

public Layer1ApiUserMessageAddStrategyUpdateGenerator(Class<?> strategyClass, String generatorName, boolean isAdd, boolean shouldReceiveHistory, StrategyUpdateGenerator generator, GeneratedEventInfo[] info)