DepthDataAdapter

Package: velox.api.layer1.simplified

Type: Interface

All Superinterfaces: DepthDataListener

Description

An adapter for DepthDataListener with empty default method implementations.

Methods

onDepth

default void onDepth(boolean isBid, int price, int size)

Called on each incremental depth update

Parameters:

• isBid - true if update describes changes to bid side of the order book
• price - price where the update happens (as level number)
• size - new size on the level (0 if level is removed)