biz.onixs.cme.md.handler.event

Class TopOfTheOrderBookUpdatedEventArgs<T extends ImpliedPriceLevel>

java.lang.Object

biz.onixs.cme.md.handler.event.TopOfTheOrderBookUpdatedEventArgs<T>

All Implemented Interfaces:

SendingTimeEventArgs, SecurityId

public class TopOfTheOrderBookUpdatedEventArgs<T extends ImpliedPriceLevel>
extends Object
implements SecurityId, SendingTimeEventArgs

OrderBookUpdated event argument.

Constructor Summary

Constructors

Constructor and Description
TopOfTheOrderBookUpdatedEventArgs(BookBase<T> book, long receivingTimestamp, biz.onixs.cme.sbe.IMessage message, long seqNum, long sendingTime) Constructor.

Method Summary

Modifier and Type	Method and Description
T	getBestAsk() Best ask price level.
T	getBestBid() Best bid price level.
OrderBookType	getBookType() Order book type.
long	getMessageSequenceNumber() Message sequence number.
long	getReceiveTime() Message receive time.
int	getSecurityId() Security ID.
long	getSendingTime() Message sending time.
org.joda.time.LocalDate	getTradeDate() Trade date.
String	toString() Convert object to string representation.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

TopOfTheOrderBookUpdatedEventArgs

public TopOfTheOrderBookUpdatedEventArgs(BookBase<T> book,
                                         long receivingTimestamp,
                                         biz.onixs.cme.sbe.IMessage message,
                                         long seqNum,
                                         long sendingTime)

Constructor.

Parameters:

book - Order book

receivingTimestamp - Message receive time

message - FIX message

seqNum - packet sequence number

sendingTime - packet sending time

Method Detail

getBookType

public OrderBookType getBookType()

Order book type.

Returns:

Order book type.

getSecurityId

public int getSecurityId()

Security ID.

Specified by:

getSecurityId in interface SecurityId

Returns:

Security ID.

getBestBid

public T getBestBid()

Best bid price level.

Returns:

Best bid price level.

getBestAsk

public T getBestAsk()

Best ask price level.

Returns:

Best ask price level.

getReceiveTime

public long getReceiveTime()

Message receive time.

Returns:

Message receive time.

getSendingTime

public long getSendingTime()

Message sending time.

Specified by:

getSendingTime in interface SendingTimeEventArgs

Returns:

Message sending time.

getMessageSequenceNumber

public long getMessageSequenceNumber()

Message sequence number.

Returns:

Message sequence number.

getTradeDate

public org.joda.time.LocalDate getTradeDate()

Trade date.

Returns:

Trade date. This the value in Tag 75

Throws:

biz.onixs.cme.sbe.exceptions.TagNotFoundException - field was not found in message schema

toString

public String toString()

Convert object to string representation.

Overrides:

toString in class Object

Returns:

String representation.