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Layer1ApiDataAdapter

source_file: Layer1ApiDataAdapter.html package: velox.api.layer1 classes: Layer1ApiDataAdapter methods: onTrade, onDepth, onMarketMode extends: ** Layer1ApiDataListener​

Layer1ApiDataAdapter

Package: velox.api.layer1

Type: Interface

All Superinterfaces: Layer1ApiDataListener

All Known Subinterfaces: Layer1ApiAdapter, OnlineValueCalculatorAdapter, StrategyUpdateGenerator

Description​

Provides default empty implementations.

Methods​

onTrade​

default 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​

default 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

onMarketMode​

default void onMarketMode(String alias, MarketMode marketMode)

Market mode update.

Parameters:

  • alias -
  • marketMode -