Package | Description |
---|---|
biz.onixs.cme.md.handler | |
biz.onixs.cme.md.handler.event |
Modifier and Type | Class and Description |
---|---|
class |
BookBase<T extends ImpliedPriceLevel>
Represents base class for order books.
|
class |
MarketByPriceBookBase<T extends ImpliedPriceLevel>
Represents base class for market by price books.
|
Modifier and Type | Class and Description |
---|---|
class |
Order
Represents a single order for market by order book.
|
class |
RegularPriceLevel
Represents regular (direct) price level.
|
Modifier and Type | Method and Description |
---|---|
static <T extends ImpliedPriceLevel> |
OrderBookUtils.validate(MarketByPriceBookBase<T> book)
Validates order book.
|
Modifier and Type | Method and Description |
---|---|
ImpliedPriceLevel |
ImpliedPriceLevel.clone()
Make a clone of current object.
|
Modifier and Type | Class and Description |
---|---|
class |
OrderBookEventArgs<T extends ImpliedPriceLevel>
OrderBook event argument.
|
class |
TopOfTheOrderBookUpdatedEventArgs<T extends ImpliedPriceLevel>
OrderBookUpdated event argument.
|
Modifier and Type | Method and Description |
---|---|
BookBase<? extends ImpliedPriceLevel> |
OrderBookChangedBaseEventArgs.getBook()
Order book.
|
Constructor and Description |
---|
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.
|
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.
|
Copyright © 2010–2020 Onix Solutions. All rights reserved.