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DeactivatableStrategyUpdateGeneratorWithFilter

Package: velox.api.layer1.simplified

Type: Class

Inheritance: java.lang.Object → DeactivatableStrategyUpdateGeneratorWithFilter

All Implemented Interfaces: velox.api.layer1.Layer1ApiDataAdapter, velox.api.layer1.Layer1ApiDataListener, velox.api.layer1.Layer1ApiInstrumentAdapter, velox.api.layer1.Layer1ApiInstrumentListener, velox.api.layer1.Layer1ApiMboDataAdapter, velox.api.layer1.Layer1ApiMboDataListener, velox.api.layer1.Layer1ApiTradingAdapter, velox.api.layer1.Layer1ApiTradingListener, velox.api.layer1.messages.indicators.GeneratedUpdateConsumer, velox.api.layer1.messages.indicators.StrategyUpdateGenerator, velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter, velox.api.layer1.messages.indicators.StrategyUpdateGeneratorSkipper

Nested Classes​

Inherited from velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter:

  • velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter.StrategyUpdateGeneratorEventType

Constructors​

DeactivatableStrategyUpdateGeneratorWithFilter​

public DeactivatableStrategyUpdateGeneratorWithFilter(SimplifiedL1ApiLoader simplifiedL1ApiLoader, String targetAlias, InstanceWrapper listener)

Methods​

setGeneratedEventsConsumer​

public void setGeneratedEventsConsumer(Consumer<velox.api.layer1.layers.strategies.interfaces.CustomGeneratedEventAliased> consumer)

Specified by: setGeneratedEventsConsumer in interface velox.api.layer1.messages.indicators.GeneratedUpdateConsumer

getGeneratedEventsConsumer​

public Consumer<velox.api.layer1.layers.strategies.interfaces.CustomGeneratedEventAliased> getGeneratedEventsConsumer()

Specified by: getGeneratedEventsConsumer in interface velox.api.layer1.messages.indicators.GeneratedUpdateConsumer

onStatus​

public void onStatus(velox.api.layer1.data.StatusInfo statusInfo)

Specified by: onStatus in interface velox.api.layer1.Layer1ApiTradingAdapter Specified by: onStatus in interface velox.api.layer1.Layer1ApiTradingListener

onOrderUpdated​

public void onOrderUpdated(velox.api.layer1.data.OrderInfoUpdate orderInfoUpdate)

Specified by: onOrderUpdated in interface velox.api.layer1.Layer1ApiTradingAdapter Specified by: onOrderUpdated in interface velox.api.layer1.Layer1ApiTradingListener

onOrderExecuted​

public void onOrderExecuted(velox.api.layer1.data.ExecutionInfo executionInfo)

Specified by: onOrderExecuted in interface velox.api.layer1.Layer1ApiTradingAdapter Specified by: onOrderExecuted in interface velox.api.layer1.Layer1ApiTradingListener

onBalance​

public void onBalance(velox.api.layer1.data.BalanceInfo balanceInfo)

Specified by: onBalance in interface velox.api.layer1.Layer1ApiTradingAdapter Specified by: onBalance in interface velox.api.layer1.Layer1ApiTradingListener

onTrade​

public void onTrade(String alias, double price, int size, velox.api.layer1.data.TradeInfo tradeInfo)

Specified by: onTrade in interface velox.api.layer1.Layer1ApiDataAdapter Specified by: onTrade in interface velox.api.layer1.Layer1ApiDataListener

onMarketMode​

public void onMarketMode(String alias, velox.api.layer1.data.MarketMode marketMode)

Specified by: onMarketMode in interface velox.api.layer1.Layer1ApiDataAdapter Specified by: onMarketMode in interface velox.api.layer1.Layer1ApiDataListener

onDepth​

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

Specified by: onDepth in interface velox.api.layer1.Layer1ApiDataAdapter Specified by: onDepth in interface velox.api.layer1.Layer1ApiDataListener

onMboSend​

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

Specified by: onMboSend in interface velox.api.layer1.Layer1ApiMboDataAdapter Specified by: onMboSend in interface velox.api.layer1.Layer1ApiMboDataListener

onMboReplace​

public void onMboReplace(String alias, String orderId, int price, int size)

Specified by: onMboReplace in interface velox.api.layer1.Layer1ApiMboDataAdapter Specified by: onMboReplace in interface velox.api.layer1.Layer1ApiMboDataListener

onMboCancel​

public void onMboCancel(String alias, String orderId)

Specified by: onMboCancel in interface velox.api.layer1.Layer1ApiMboDataAdapter Specified by: onMboCancel in interface velox.api.layer1.Layer1ApiMboDataListener

onInstrumentAdded​

public void onInstrumentAdded(String alias, velox.api.layer1.data.InstrumentInfo instrumentInfo)

Specified by: onInstrumentAdded in interface velox.api.layer1.Layer1ApiInstrumentAdapter Specified by: onInstrumentAdded in interface velox.api.layer1.Layer1ApiInstrumentListener

onInstrumentRemoved​

public void onInstrumentRemoved(String alias)

Specified by: onInstrumentRemoved in interface velox.api.layer1.Layer1ApiInstrumentAdapter Specified by: onInstrumentRemoved in interface velox.api.layer1.Layer1ApiInstrumentListener

onInstrumentNotFound​

public void onInstrumentNotFound(String symbol, String exchange, String type)

Specified by: onInstrumentNotFound in interface velox.api.layer1.Layer1ApiInstrumentAdapter Specified by: onInstrumentNotFound in interface velox.api.layer1.Layer1ApiInstrumentListener

onInstrumentAlreadySubscribed​

public void onInstrumentAlreadySubscribed(String symbol, String exchange, String type)

Specified by: onInstrumentAlreadySubscribed in interface velox.api.layer1.Layer1ApiInstrumentAdapter Specified by: onInstrumentAlreadySubscribed in interface velox.api.layer1.Layer1ApiInstrumentListener

onUserMessage​

public void onUserMessage(Object data)

Specified by: onUserMessage in interface velox.api.layer1.messages.indicators.StrategyUpdateGenerator

setTime​

public void setTime(long time)

Specified by: setTime in interface velox.api.layer1.messages.indicators.StrategyUpdateGenerator

getGeneratorUpdateTypes​

public Set<velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter.StrategyUpdateGeneratorEventType> getGeneratorUpdateTypes()

Specified by: getGeneratorUpdateTypes in interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter

getGeneratorAliases​

public Set<String> getGeneratorAliases()

Specified by: getGeneratorAliases in interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorFilter

deactivate​

public void deactivate()

isActive​

public boolean isActive()

skipToRealtimeRequested​

public boolean skipToRealtimeRequested()

Specified by: skipToRealtimeRequested in interface velox.api.layer1.messages.indicators.StrategyUpdateGeneratorSkipper

Inherited Methods​

Methods inherited from class java.lang.Object:

  • clone()
  • equals(Object)
  • finalize()
  • getClass()
  • hashCode()
  • notify()
  • notifyAll()
  • toString()
  • wait()
  • wait(long)
  • wait(long, int)