Interface BookWalker

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Interface Description
      static class  BookWalker.Direction
      Defines order book traversal order
    • Method Detail

      • onWalkStarted

        boolean onWalkStarted​(Book book)
        Called at the beginning of order book traversal for specific exchange and contract
        Returns:
        false to interrupt order book traversal
      • onBookItem

        boolean onBookItem​(Book book,
                           boolean isAsk,
                           int level,
                           BookItem item)
        Called for each order book item
        Returns:
        false to interrupt order book traversal
      • onWalkFinished

        boolean onWalkFinished​(Book book)
        Called at the end of order book traversal for specific exchange and contract
        Returns:
        false to interrupt order book traversal