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Layer1ApiDepthFreezer

source_file: Layer1ApiDepthFreezer.html package: velox.api.layer1.layers classes: Layer1ApiDepthFreezer methods: Layer1ApiDepthFreezer.DepthFreezeRequest, Layer1ApiDepthFreezer, onDepth, onUserMessage extends: **​

Layer1ApiDepthFreezer

Package: velox.api.layer1.layers

Type: Class

Inheritance​

Extends:

  • java.lang.Object
  • velox.api.layer1.Layer1ApiBasicListenable
  • velox.api.layer1.layers.Layer1ApiUpstreamRelay
  • velox.api.layer1.layers.Layer1ApiRelay

All Implemented Interfaces:

  • java.lang.AutoCloseable
  • velox.api.layer1.Layer1ApiAdminListenable
  • velox.api.layer1.Layer1ApiAdminListener
  • velox.api.layer1.Layer1ApiAdminProvider
  • velox.api.layer1.Layer1ApiDataListenable
  • velox.api.layer1.Layer1ApiDataListener
  • velox.api.layer1.Layer1ApiDataProvider
  • velox.api.layer1.Layer1ApiInstrumentListenable
  • velox.api.layer1.Layer1ApiInstrumentListener
  • velox.api.layer1.Layer1ApiInstrumentProvider
  • velox.api.layer1.Layer1ApiListener
  • velox.api.layer1.Layer1ApiMboDataListenable
  • velox.api.layer1.Layer1ApiMboDataListener
  • velox.api.layer1.Layer1ApiProvider
  • velox.api.layer1.Layer1ApiTradingListenable
  • velox.api.layer1.Layer1ApiTradingListener
  • velox.api.layer1.Layer1ApiTradingProvider
  • velox.api.layer1.LayerApiListenable
  • velox.api.layer1.layers.Layer1ApiTimeSource

Nested Classes​

Layer1ApiDepthFreezer.DepthFreezeRequest​

Static nested class

Inherited from interface velox.api.layer1.layers.Layer1ApiTimeSource:

  • Layer1ApiTimeSource.Layer1TimeSourceShortcutAllowed

Fields​

Inherited from class velox.api.layer1.layers.Layer1ApiRelay:

  • provider

Inherited from class velox.api.layer1.layers.Layer1ApiUpstreamRelay:

  • closed

Inherited from class velox.api.layer1.Layer1ApiBasicListenable:

  • adminListeners
  • dataListeners
  • instrumentListeners
  • mboDataListeners
  • theOnlyAdminListener
  • theOnlyDataListener
  • theOnlyInstrumentListener
  • theOnlyMboDataListener
  • theOnlyTradingListener
  • tradingListeners

Constructors​

Layer1ApiDepthFreezer​

public Layer1ApiDepthFreezer(Layer1ApiProvider provider)

Methods​

onDepth​

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

Depth data update.

Specified by: onDepth in interface Layer1ApiDataListener

Overrides: onDepth in class Layer1ApiUpstreamRelay

Parameters:

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

onUserMessage​

public void onUserMessage(Object data)

Send an upstream event. Allows incorporating arbitrary functionality into protocol.

Specified by: onUserMessage in interface Layer1ApiAdminListener

Overrides: onUserMessage in class Layer1ApiUpstreamRelay

Parameters:

  • data - Message content

Inherited Methods​

From class velox.api.layer1.layers.Layer1ApiRelay:

  • close()
  • formatPrice(String, double)
  • getCurrentTime()
  • getSource()
  • getSupportedFeatures()
  • getTimeSource()
  • login(velox.api.layer1.data.LoginData)
  • sendOrder(velox.api.layer1.data.OrderSendParameters)
  • sendUserMessage(Object)
  • setProvider(velox.api.layer1.Layer1ApiProvider)
  • subscribe(velox.api.layer1.data.SubscribeInfo)
  • toString()
  • unsubscribe(String)
  • updateOrder(velox.api.layer1.data.OrderUpdateParameters)

From class velox.api.layer1.layers.Layer1ApiUpstreamRelay:

  • onBalance(velox.api.layer1.data.BalanceInfo)
  • onConnectionLost(velox.api.layer1.data.DisconnectionReason, String)
  • onConnectionRestored()
  • onInstrumentAdded(String, velox.api.layer1.data.InstrumentInfo)
  • onInstrumentAlreadySubscribed(String, String, String)
  • onInstrumentNotFound(String, String, String)
  • onInstrumentRemoved(String)
  • onLoginFailed(velox.api.layer1.data.LoginFailedReason, String)
  • onLoginSuccessful()
  • onMarketMode(String, velox.api.layer1.data.MarketMode)
  • onMboCancel(String, String)
  • onMboReplace(String, String, int, int)
  • onMboSend(String, String, boolean, int, int)
  • onOrderExecuted(velox.api.layer1.data.ExecutionInfo)
  • onOrderUpdated(velox.api.layer1.data.OrderInfoUpdate)
  • onStatus(velox.api.layer1.data.StatusInfo)
  • onSystemTextMessage(String, velox.api.layer1.data.SystemTextMessageType)
  • onTrade(String, double, int, velox.api.layer1.data.TradeInfo)