DepthDataListener

Package: velox.api.layer1.simplified

Type: Interface

All Known Subinterfaces: AllDataModule, DepthDataAdapter

Description

Get incremental depth updates.

Methods

onDepth

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)