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java.lang.Objectcom.dxfeed.event.market.MarketEvent
com.dxfeed.event.market.Order
public class Order
Order event for full available market depth for a symbol. Order objects give multiple level
of details about the actual buy and sell orders that are working in the market.
Level of detail of the given order is retrieved with getLevel
method.
index
. Index is a unique per symbol identifier of the event.
The event with getSize
() == 0 is a signal to remove
previously received order for the corresponding index.
Events from finer-grained level of detail give more information and include events
from coarse-grained level of detail. For a consistent representation of the market depth
to the end-user, order events must be filtered to remove coarse-grained events that
are superseded by the finer-grained events.
DXFeed.getLastEvent
method.
The subscription for this event type cannot be mixed with subscription for a regular best
Quote
in the same DXFeedSubscription
object.
Quote
for composite quotes
with LEVEL_COMPOSITE
, record Quote&X
for regional exchange best quotes
with LEVEL_REGIONAL
, and record MarketMaker
for market-maker quotes and futures price level aggregates
with LEVEL_AGGREGATE
. The most fine-grained LEVEL_ORDER
is not
currently implemented.
Field Summary | |
---|---|
static int |
LEVEL_AGGREGATE
|
static int |
LEVEL_COMPOSITE
|
static int |
LEVEL_ORDER
|
static int |
LEVEL_REGIONAL
|
static int |
SIDE_BUY
|
static int |
SIDE_SELL
|
Constructor Summary | |
---|---|
Order()
Creates order with default values of all properties. |
|
Order(java.lang.String eventSymbol)
Creates order with the specified event symbol. |
Method Summary | |
---|---|
char |
getExchangeCode()
Returns exchange code of this order. |
long |
getIndex()
Returns unique per-symbol index of this order. |
int |
getLevel()
Returns detail level of this order. |
java.lang.String |
getMarketMaker()
Returns market maker or other aggregate identifier of this order. |
double |
getPrice()
Returns price of this order. |
int |
getSide()
Returns side of this order. |
long |
getSize()
Returns size of this order. |
long |
getTime()
Returns time of this order. |
void |
setExchangeCode(char exchangeCode)
Sets exchange code of this order. |
void |
setIndex(long index)
Sets unique per-symbol index of this order. |
void |
setLevel(int level)
Sets detail level of this order. |
void |
setMarketMaker(java.lang.String marketMaker)
Set market maker or other aggregate identifier of this order. |
void |
setPrice(double price)
Sets price of this order. |
void |
setSide(int side)
Sets side of this order. |
void |
setSize(long size)
Sets size of this order. |
void |
setTime(long time)
Sets time of this order. |
java.lang.String |
toString()
|
Methods inherited from class com.dxfeed.event.market.MarketEvent |
---|
getEventSymbol, setEventSymbol |
Methods inherited from class java.lang.Object |
---|
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Field Detail |
---|
public static final int SIDE_BUY
public static final int SIDE_SELL
public static final int LEVEL_COMPOSITE
public static final int LEVEL_REGIONAL
public static final int LEVEL_AGGREGATE
public static final int LEVEL_ORDER
Constructor Detail |
---|
public Order()
public Order(java.lang.String eventSymbol)
Method Detail |
---|
public long getIndex()
getIndex
in interface IndexedEvent
public void setIndex(long index)
public int getSide()
SIDE_BUY
,
SIDE_SELL
public void setSide(int side)
SIDE_BUY
,
SIDE_SELL
public int getLevel()
LEVEL_COMPOSITE
,
LEVEL_REGIONAL
,
LEVEL_AGGREGATE
,
LEVEL_ORDER
public void setLevel(int level)
LEVEL_COMPOSITE
,
LEVEL_REGIONAL
,
LEVEL_AGGREGATE
,
LEVEL_ORDER
public long getTime()
public void setTime(long time)
public char getExchangeCode()
public void setExchangeCode(char exchangeCode)
public java.lang.String getMarketMaker()
LEVEL_AGGREGATE
orders.
public void setMarketMaker(java.lang.String marketMaker)
public double getPrice()
public void setPrice(double price)
public long getSize()
public void setSize(long size)
public java.lang.String toString()
toString
in class java.lang.Object
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