T
- type of the event symbol for this event type.public interface IndexedEvent<T> extends EventType<T>
Order
represents an order to buy or to sell some market instrument
this is currently active on a market exchange or an aggregate information about a number
of such orders by some criteria (for all orders on the same price, for example). Multiple
orders are active for each symbol at any given moment in time.
Index for each event is available via getIndex
method.
Indexed events retail information about multiple events per symbol based on the event index
and are conflated based on the event index. Last indexed event for each symbol and index is always
delivered to event listeners on subscription, but intermediate (next-to-last) events for each
symbol+index pair are not queued anywhere, they are simply discarded as stale events.
More recent events represent an up-to-date information about some external entity.
Modifier and Type | Method and Description |
---|---|
long |
getIndex()
Returns unique per-symbol index of this event.
|
void |
setIndex(long index)
Changes unique per-symbol index of this event.
|
getEventSymbol, setEventSymbol
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