ch.algotrader.entity.marketData

Class OrderBookVO

java.lang.Object

ch.algotrader.entity.marketData.MarketDataEventVO

ch.algotrader.entity.marketData.OrderBookVO

All Implemented Interfaces:

Cachable, java.io.Serializable

public class OrderBookVO
extends MarketDataEventVO
implements Cachable

Any type of market data related to a particular Security

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
OrderBookVO(long id, java.time.ZonedDateTime dateTime, AdapterType adapterType, long securityId, java.util.Map<java.math.BigDecimal,OrderBookLevelVO> bids, java.util.Map<java.math.BigDecimal,OrderBookLevelVO> asks)

Method Summary

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	getBestBid()
java.util.NavigableMap<java.math.BigDecimal,OrderBookLevelVO>	getBids() Returns an unmodifiable map with bids
OrderBookLevelVO	getCumulatedAsk(java.math.BigDecimal cumulationLevel)
OrderBookLevelVO	getCumulatedBid(java.math.BigDecimal cumulationLevel)
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)

Methods inherited from class ch.algotrader.entity.marketData.MarketDataEventVO

getAdapterType, getCurrentValueDouble, getDateTime, getMarketValueDouble, getSecurityId, toString

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

OrderBookVO

public OrderBookVO(long id,
                   java.time.ZonedDateTime dateTime,
                   AdapterType adapterType,
                   long securityId,
                   java.util.Map<java.math.BigDecimal,OrderBookLevelVO> bids,
                   java.util.Map<java.math.BigDecimal,OrderBookLevelVO> asks)

Method Detail

getObjectType

public java.lang.String getObjectType()

Specified by:

getObjectType in class MarketDataEventVO

getCurrentValue

public java.math.BigDecimal getCurrentValue()

Description copied from class: MarketDataEventVO

Gets the most recent price of this market data event. Subclasses need to implement this method with appropriate logic

Specified by:

getCurrentValue in class MarketDataEventVO

Returns:

BigDecimal

getMarketValue

public java.math.BigDecimal getMarketValue(Direction direction)

Description copied from class: MarketDataEventVO

Gets the relevant market price that would need to be payed to close a corresponding position with the specified direction.

Specified by:

getMarketValue in class MarketDataEventVO

Parameters:

direction - direction to wich we would like to trade

Returns:

BigDecimal

getBids

public java.util.NavigableMap<java.math.BigDecimal,OrderBookLevelVO> getBids()

Returns an unmodifiable map with bids

getAsks

public java.util.NavigableMap<java.math.BigDecimal,OrderBookLevelVO> getAsks()

Returns an unmodifiable map with asks

getId

public long getId()

Specified by:

getId in interface Cachable

setId

public void setId(long id)

Specified by:

setId in interface Cachable

getCumulatedBid

public OrderBookLevelVO getCumulatedBid(java.math.BigDecimal cumulationLevel)

getCumulatedAsk

public OrderBookLevelVO getCumulatedAsk(java.math.BigDecimal cumulationLevel)

getBestBid

public java.math.BigDecimal getBestBid()

getBestAsk

public java.math.BigDecimal getBestAsk()

equals

public boolean equals(java.lang.Object obj)

Overrides:

equals in class MarketDataEventVO

hashCode

public int hashCode()

Overrides:

hashCode in class MarketDataEventVO