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StrategyUpdateGenerator

source_file: StrategyUpdateGenerator.html package: velox.api.layer1.messages.indicators classes: StrategyUpdateGenerator methods: setTime, onUserMessage, From GeneratedUpdateConsumer, From Layer1ApiDataAdapter, From Layer1ApiInstrumentAdapter, From Layer1ApiMboDataAdapter, From Layer1ApiTradingAdapter extends: ** GeneratedUpdateConsumer, Layer1ApiDataAdapter, Layer1ApiDataListener, Layer1ApiInstrumentAdapter, Layer1ApiInstrumentListener, Layer1ApiMboDataAdapter, Layer1ApiMboDataListener, Layer1ApiTradingAdapter, Layer1ApiTradingListener, ** Layer1ApiDataAdapter, Layer1ApiMboDataAdapter, Layer1ApiTradingAdapter, Layer1ApiInstrumentAdapter, GeneratedUpdateConsumer​

StrategyUpdateGenerator

Package: velox.api.layer1.messages.indicators

Type: Interface

All Superinterfaces: GeneratedUpdateConsumer, Layer1ApiDataAdapter, Layer1ApiDataListener, Layer1ApiInstrumentAdapter, Layer1ApiInstrumentListener, Layer1ApiMboDataAdapter, Layer1ApiMboDataListener, Layer1ApiTradingAdapter, Layer1ApiTradingListener

Extends: Layer1ApiDataAdapter, Layer1ApiMboDataAdapter, Layer1ApiTradingAdapter, Layer1ApiInstrumentAdapter, GeneratedUpdateConsumer

Description​

Can generate any number of custom events in response to depth/trade updates.

Methods​

setTime​

void setTime(long time)

Following updates will have have this time.

Parameters:

  • time -

onUserMessage​

void onUserMessage(Object data)

Similar to Layer1ApiAdminListener.onUserMessage(Object) Currently only iceberg messages are passed here.

Parameters:

  • data -

Inherited Methods​

From GeneratedUpdateConsumer​

Consumer<Object> getGeneratedEventsConsumer()
void setGeneratedEventsConsumer(Consumer<Object> consumer)

From Layer1ApiDataAdapter​

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

From Layer1ApiInstrumentAdapter​

void onInstrumentAdded(String alias, InstrumentInfo instrumentInfo)
void onInstrumentAlreadySubscribed(String alias, String symbol, String exchange)
void onInstrumentNotFound(String alias, String symbol, String exchange)
void onInstrumentRemoved(String alias)

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)