Skip to main content

MarketByOrderDepthDataListener

Package: velox.api.layer1.simplified

Type: Interface

All Known Subinterfaces:

  • AllDataModule

All Known Implementing Classes:

  • MarketByOrderDepthDataAdapter

Description​

Get market depth data order by order (if supported by the data provider)

Methods​

send​

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​

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​

void cancel(String orderId)

Called when an existing order was deleted

Parameters:

  • orderId - Unique order id