Package | Description |
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biz.onixs.cme.md.handler | |
biz.onixs.cme.md.handler.event |
Modifier and Type | Class and Description |
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class |
ConsolidatedOrderBook
Represents consolidated order book.
|
class |
ImpliedOrderBook
Represents implied order book.
|
class |
MarketByOrderBook
Represents market by order book.
|
class |
MarketByPriceBookBase<T extends ImpliedPriceLevel>
Represents base class for market by price books.
|
class |
RegularOrderBook
Represents regular (direct) order book.
|
Modifier and Type | Class and Description |
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class |
OrderBookUpdatedEventArgs<T extends BookBase>
OrderBookUpdated event argument.
|
Modifier and Type | Method and Description |
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BookBase<T> |
OrderBookEventArgs.getBook()
Order book.
|
BookBase<? extends ImpliedPriceLevel> |
OrderBookChangedBaseEventArgs.getBook()
Order book.
|
Constructor and Description |
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ImpliedOrderBookChangedEventArgs(BookBase<? extends ImpliedPriceLevel> book,
BookChangeType type,
Side side,
int priceLevel,
double quantity,
biz.onixs.util.ScaledDecimal price,
biz.onixs.cme.sbe.IGroup dataBlocks,
long rptSeq,
long seqNum,
long sendingTime)
Constructor.
|
MarketByOrderBookChangedEventArgs(BookBase<? extends Order> book,
BookChangeType type,
Side side,
double quantity,
biz.onixs.util.ScaledDecimal price,
long orderPriority,
long orderId,
biz.onixs.cme.sbe.IGroup dataBlocks,
long seqNum,
long sendingTime)
Constructor.
|
OrderBookChangedBaseEventArgs(BookBase<? extends ImpliedPriceLevel> book,
BookChangeType type,
Side side,
double quantity,
biz.onixs.util.ScaledDecimal price,
biz.onixs.cme.sbe.IGroup dataBlocks,
long seqNum,
long sendingTime)
Constructor.
|
OrderBookEventArgs(BookBase<T> book)
Constructor.
|
RegularOrderBookChangedEventArgs(BookBase<? extends RegularPriceLevel> book,
BookChangeType type,
Side side,
int priceLevel,
double quantity,
biz.onixs.util.ScaledDecimal price,
int numberOfOrders,
biz.onixs.cme.sbe.IGroup dataBlocks,
long rptSeq,
long seqNum,
long sendingTime)
Constructor.
|
TopOfTheOrderBookUpdatedEventArgs(BookBase<T> book,
long receivingTimestamp,
biz.onixs.cme.sbe.IMessage message,
long seqNum,
long sendingTime)
Constructor.
|
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