public class OrderBookVO extends MarketDataEventVO implements Cachable
Constructor and Description |
---|
OrderBookVO(long id,
java.time.ZonedDateTime dateTime,
ConnectorDescriptor connectorDescriptor,
long securityId,
java.util.Map<java.math.BigDecimal,OrderBookLevelVO> bids,
java.util.Map<java.math.BigDecimal,OrderBookLevelVO> asks) |
OrderBookVO(long id,
java.time.ZonedDateTime dateTime,
ConnectorDescriptor connectorDescriptor,
long securityId,
java.util.Map<java.math.BigDecimal,OrderBookLevelVO> bids,
java.util.Map<java.math.BigDecimal,OrderBookLevelVO> asks,
boolean otcBroker) |
Modifier and Type | Method and Description |
---|---|
boolean |
equals(java.lang.Object obj) |
java.util.NavigableMap<java.math.BigDecimal,OrderBookLevelVO> |
getAsks()
Returns an unmodifiable map with asks
|
java.math.BigDecimal |
getBestAsk() |
java.math.BigDecimal |
getBestAskVol() |
java.math.BigDecimal |
getBestBid() |
java.math.BigDecimal |
getBestBidVol() |
java.util.NavigableMap<java.math.BigDecimal,OrderBookLevelVO> |
getBids()
Returns an unmodifiable map with bids
|
OrderBookLevelVO |
getCumulatedAsk(java.math.BigDecimal cumulationLevel) |
OrderBookLevelVO |
getCumulatedAsk(java.math.BigDecimal cumulationLevel,
OrderBookLevelVO start,
java.util.function.BinaryOperator<OrderBookLevelVO> accumulator) |
OrderBookLevelVO |
getCumulatedBid(java.math.BigDecimal cumulationLevel) |
OrderBookLevelVO |
getCumulatedBid(java.math.BigDecimal cumulationLevel,
OrderBookLevelVO start,
java.util.function.BinaryOperator<OrderBookLevelVO> accumulator) |
java.math.BigDecimal |
getCurrentValue()
Gets the most recent price of this market data event.
|
long |
getId() |
java.math.BigDecimal |
getMarketValue(Direction direction)
Gets the relevant market price that would need to be payed to close a corresponding position
with the specified
direction . |
java.lang.String |
getObjectType() |
int |
hashCode() |
void |
setId(long id) |
getConnectorDescriptor, getCurrentValueDouble, getDateTime, getMarketValueDouble, getSecurityId, isOtcBroker, toString
public OrderBookVO(long id, java.time.ZonedDateTime dateTime, ConnectorDescriptor connectorDescriptor, long securityId, java.util.Map<java.math.BigDecimal,OrderBookLevelVO> bids, java.util.Map<java.math.BigDecimal,OrderBookLevelVO> asks)
public OrderBookVO(long id, java.time.ZonedDateTime dateTime, ConnectorDescriptor connectorDescriptor, long securityId, java.util.Map<java.math.BigDecimal,OrderBookLevelVO> bids, java.util.Map<java.math.BigDecimal,OrderBookLevelVO> asks, boolean otcBroker)
public java.lang.String getObjectType()
getObjectType
in class MarketDataEventVO
public java.math.BigDecimal getCurrentValue()
MarketDataEventVO
getCurrentValue
in class MarketDataEventVO
public java.math.BigDecimal getMarketValue(Direction direction)
MarketDataEventVO
direction
.getMarketValue
in class MarketDataEventVO
direction
- direction to wich we would like to tradepublic java.util.NavigableMap<java.math.BigDecimal,OrderBookLevelVO> getBids()
public java.util.NavigableMap<java.math.BigDecimal,OrderBookLevelVO> getAsks()
public OrderBookLevelVO getCumulatedBid(java.math.BigDecimal cumulationLevel)
public OrderBookLevelVO getCumulatedBid(java.math.BigDecimal cumulationLevel, OrderBookLevelVO start, java.util.function.BinaryOperator<OrderBookLevelVO> accumulator)
public OrderBookLevelVO getCumulatedAsk(java.math.BigDecimal cumulationLevel)
public OrderBookLevelVO getCumulatedAsk(java.math.BigDecimal cumulationLevel, OrderBookLevelVO start, java.util.function.BinaryOperator<OrderBookLevelVO> accumulator)
public java.math.BigDecimal getBestBid()
public java.math.BigDecimal getBestAsk()
public java.math.BigDecimal getBestBidVol()
public java.math.BigDecimal getBestAskVol()
public boolean equals(java.lang.Object obj)
equals
in class MarketDataEventVO
public int hashCode()
hashCode
in class MarketDataEventVO