Package deltix.qsrv.hf.blocks.l2
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Interface Summary Interface Description Book<COOKIE> Represents current order book for specific contract (InstrumentIdentity.getSymbol()) on specific exchange (Book.getExchange()).BookHolder<COOKIE> A container of order booksBookItem Represents order book entryBookReceiver<COOKIE> BookWalker Interface for passive order book traversal.ConcurrentBook<COOKIE> ConcurrentBookHolder<COOKIE> ConcurrentL2DataProcessor<COOKIE> L2DataProcessor<COOKIE> ModifiedBookReceiver<COOKIE> -
Class Summary Class Description AbstractL2DataProcessor<COOKIE> Thread-safeBookDumper ByInstrumentAggregator<T extends L2DataProcessor & ConcurrentL2DataProcessor> Thread-safeDefaultBook<COOKIE> L2DataProcessorConfig LevelBasedL2DataProcessor<COOKIE> Thread-safe -
Enum Summary Enum Description BookWalker.Direction Defines order book traversal order