Package deltix.qsrv.hf.connectors.util

Class L2Snapshot

java.lang.Object

deltix.qsrv.hf.connectors.util.L2Snapshot

All Implemented Interfaces:

IFullSnapshot, IUpdateSnapshot

public class L2Snapshot
extends java.lang.Object
implements IUpdateSnapshot

L2-order book implementation, which provides IUpdateSnapshot and IFullSnapshot interfaces.

Field Summary

Fields

Modifier and Type	Field	Description
int	askDepth
double[]	askPrices
long[]	askSizes
int	bidDepth
double[]	bidPrices
long[]	bidSizes
short	maxMarketDepth

Constructor Summary

Constructors

Constructor	Description
L2Snapshot(int maxDepth)

Method Summary

Modifier and Type	Method	Description
void	apply(deltix.timebase.api.messages.L2SnapshotMessage snapshot)
void	apply(deltix.timebase.api.messages.Level2Message increment)
void	clear()
void	copy(L2Snapshot src)
void	dump(java.lang.StringBuilder sb)
void	fillSnapshotPrices(deltix.timebase.api.messages.L2SnapshotMessage snapshot)
int	getAskOffset()
double	getAskPrice(int index)
int	getAskSnapshotSize()
int	getAskUpdateSize()
double	getAskVolume(int index)
int	getBidOffset()
double	getBidPrice(int index)
int	getBidSnapshotSize()
int	getBidUpdateSize()
double	getBidVolume(int index)

Methods inherited from class java.lang.Object

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

Field Detail

bidPrices

public final double[] bidPrices

bidSizes

public final long[] bidSizes

bidDepth

public int bidDepth

askPrices

public final double[] askPrices

askSizes

public final long[] askSizes

askDepth

public int askDepth

maxMarketDepth

public short maxMarketDepth

Constructor Detail

L2Snapshot

public L2Snapshot(int maxDepth)

Method Detail

copy

public final void copy(L2Snapshot src)

getAskPrice

public final double getAskPrice(int index)

Specified by:

getAskPrice in interface IFullSnapshot

getBidPrice

public final double getBidPrice(int index)

Specified by:

getBidPrice in interface IFullSnapshot

getAskVolume

public final double getAskVolume(int index)

Specified by:

getAskVolume in interface IFullSnapshot

getBidVolume

public final double getBidVolume(int index)

Specified by:

getBidVolume in interface IFullSnapshot

getAskSnapshotSize

public final int getAskSnapshotSize()

Specified by:

getAskSnapshotSize in interface IFullSnapshot

getBidSnapshotSize

public final int getBidSnapshotSize()

Specified by:

getBidSnapshotSize in interface IFullSnapshot

getAskUpdateSize

public final int getAskUpdateSize()

Specified by:

getAskUpdateSize in interface IUpdateSnapshot

getAskOffset

public final int getAskOffset()

Specified by:

getAskOffset in interface IUpdateSnapshot

getBidUpdateSize

public final int getBidUpdateSize()

Specified by:

getBidUpdateSize in interface IUpdateSnapshot

getBidOffset

public final int getBidOffset()

Specified by:

getBidOffset in interface IUpdateSnapshot

apply

public final void apply(deltix.timebase.api.messages.Level2Message increment)

apply

public final void apply(deltix.timebase.api.messages.L2SnapshotMessage snapshot)

fillSnapshotPrices

public final void fillSnapshotPrices(deltix.timebase.api.messages.L2SnapshotMessage snapshot)

clear

public final void clear()

dump

public final void dump(java.lang.StringBuilder sb)