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OnlineValueCalculatorAdapter

source_file: OnlineValueCalculatorAdapter.html package: velox.api.layer1.layers.strategies.interfaces classes: OnlineValueCalculatorAdapter methods: onUserMessage, onTimeSourceProvided, onIntervalWidth, onLeftTimeChanged, onIntervalsNumber, onRealTimeDataStart, From Layer1ApiDataAdapter, From Layer1ApiMboDataAdapter, From Layer1ApiTradingAdapter extends: ** Layer1ApiDataAdapter, Layer1ApiDataListener, Layer1ApiMboDataAdapter, Layer1ApiMboDataListener, Layer1ApiTradingAdapter, Layer1ApiTradingListener, ** Layer1ApiMboDataAdapter, Layer1ApiDataAdapter, Layer1ApiTradingAdapter​

OnlineValueCalculatorAdapter

Package: velox.api.layer1.layers.strategies.interfaces

Type: Interface

All Superinterfaces: Layer1ApiDataAdapter, Layer1ApiDataListener, Layer1ApiMboDataAdapter, Layer1ApiMboDataListener, Layer1ApiTradingAdapter, Layer1ApiTradingListener

Extends: Layer1ApiMboDataAdapter, Layer1ApiDataAdapter, Layer1ApiTradingAdapter

Description​

Receives updates, can generate new value for given strategy in response.

Methods​

onUserMessage​

default void onUserMessage(Object data)

onTimeSourceProvided​

default void onTimeSourceProvided(LongSupplier timeSource)

Guaranteed to be called once after adapter is created and before any other methods are called
You should use this method instead of the old way of Layer1ApiAdminProvider.getCurrentTime() to get current time from adapter for new indicators, as returned time may differ in some cases.

Parameters:

  • timeSource - Provider of current time for adapter

onIntervalWidth​

default void onIntervalWidth(long intervalWidth)

Guaranteed to be called once after adapter is created and onTimeSourceProvided(LongSupplier) and before any other methods are called

Parameters:

  • intervalWidth - Nanoseconds in 1 pixel of chart

onLeftTimeChanged​

default void onLeftTimeChanged(long leftTime)

Guaranteed to be called once after adapter is created and and onTimeSourceProvided(LongSupplier) and onIntervalWidth(long) and onIntervalsNumber(int) methods are called, before any other methods are called
Subsequent calls indicate that chart's left pixel was changed.

Parameters:

  • leftTime - Time of beginning of left-most chart pixel

onIntervalsNumber​

default void onIntervalsNumber(int intervalsNumber)

Guaranteed to be called once after adapter is created and and onTimeSourceProvided(LongSupplier) and onIntervalWidth(long) method is called, before any other methods are called

Parameters:

  • intervalsNumber - Number of pixel on screen for lifetime of this adapter (if that number changes, adapter will be recreated)

onRealTimeDataStart​

default void onRealTimeDataStart()

Any data that came before this method call was historical data from last pixel
There is no need to treat this data differently, but if this data triggers any invalidates, in some case this could result in continuous invalidations
(if time is paused in replay and chart range is not changing, data received will always be the same

If you return IndicatorFullValues in response to this call, you should make sure it incorporates pixel with current time (obtained via provided timeSource)

Inherited Methods​

From Layer1ApiDataAdapter​

void onDepth(String alias, boolean isBid, int price, int size)
void onMarketMode(String alias, MarketMode marketMode)
void onTrade(String alias, double price, int size, TradeInfo info)

From Layer1ApiMboDataAdapter​

void onMboCancel(String alias, String orderId)
void onMboReplace(String alias, String orderId, int newPrice, int newSize)
void onMboSend(String alias, String orderId, boolean isBid, int price, int size)

From Layer1ApiTradingAdapter​

void onBalance(BalanceInfo balanceInfo)
void onOrderExecuted(ExecutionInfo executionInfo)
void onOrderUpdated(OrderInfoUpdate orderInfoUpdate)
void onStatus(StatusInfo statusInfo)