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MarketByOrderDepthDataAdapter

Package: velox.api.layer1.simplified

Type: Class

Inheritance: java.lang.Object → MarketByOrderDepthDataAdapter

All Implemented Interfaces: MarketByOrderDepthDataListener

Description​

An adapter for MarketByOrderDepthDataListener with empty default methods implementations.

Constructors​

MarketByOrderDepthDataAdapter​

public MarketByOrderDepthDataAdapter()

Methods​

send​

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

Called when a new order was accepted by the exchange.

Parameters:

  • orderId - Unique order id
  • isBid - True if update describes a buy order
  • price - Limit price of the order in units of price levels
  • size - The size of the order

replace​

public void replace(String orderId, int price, int size)

Called when an existing order was modified.

Parameters:

  • orderId - Unique order id
  • price - New limit price (can be the same as previous)
  • size - New order size (can be the same as previous)

cancel​

public void cancel(String orderId)

Called when an existing order was deleted.

Parameters:

  • orderId - Unique order id