public final class OrderSource extends IndexedEventSource
Order
and SpreadOrder
events.
There are the following kinds of order sources:
COMPOSITE_BID
, COMPOSITE_ASK
,
REGIONAL_BID
, and REGIONAL_ASK
are provided for convenience of a consolidated
order book and are automatically generated based on the corresponding Quote
events.
AGGREGATE_BID
and AGGREGATE_ASK
provide
futures depth (aggregated by price level) and NASDAQ Level II (top of book for each market maker).
These source cannot be directly published to via dxFeed API.
Publishable
sources DEFAULT
, NTV
, and ISE
support full range of dxFeed API features.
Modifier and Type | Field and Description |
---|---|
static OrderSource |
AGGREGATE_ASK
Ask side of an aggregate order book (futures depth and NASDAQ Level II).
|
static OrderSource |
AGGREGATE_BID
Bid side of an aggregate order book (futures depth and NASDAQ Level II).
|
static OrderSource |
BYX
Bats BYX Exchange.
|
static OrderSource |
BZX
Bats BYX Exchange.
|
static OrderSource |
COMPOSITE_ASK
Ask side of a composite
Quote . |
static OrderSource |
COMPOSITE_BID
Bid side of a composite
Quote . |
static OrderSource |
DEA
Direct-Edge EDGA Exchange.
|
static OrderSource |
DEFAULT
Default source for publishing custom order books.
|
static OrderSource |
DEX
Direct-Edge EDGX Exchange.
|
static OrderSource |
ISE
International Securities Exchange.
|
static OrderSource |
IST
Borsa Istanbul Exchange.
|
static int |
MAX_SOURCE_ID
Maximal source identifier that is supported by
Order and SpreadOrder . |
static OrderSource |
NTV
NASDAQ Total View.
|
static OrderSource |
REGIONAL_ASK
Ask side of a regional
Quote . |
static OrderSource |
REGIONAL_BID
Bid side of a regional
Quote . |
id, name
Modifier and Type | Method and Description |
---|---|
boolean |
isPublishable(Class<? extends OrderBase> eventType)
Returns
true if the given event type can be directly published with this source. |
static OrderSource[] |
publishable(Class<? extends OrderBase> eventType)
Returns an array of publishable order sources for a given event type.
|
static OrderSource |
valueOf(int sourceId)
Returns order source for the specified source identifier.
|
static OrderSource |
valueOf(String name)
Returns order source for the specified source name.
|
public static final int MAX_SOURCE_ID
Order
and SpreadOrder
.public static final OrderSource COMPOSITE_BID
Quote
.
It is a synthetic source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on composite Quote
event is observed when this source is subscribed to.public static final OrderSource COMPOSITE_ASK
Quote
.
It is a synthetic source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on composite Quote
event is observed when this source is subscribed to.public static final OrderSource REGIONAL_BID
Quote
.
It is a synthetic source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to.
The subscription on regional Quote
event is observed when this source is subscribed to.public static final OrderSource REGIONAL_ASK
Quote
.
It is a synthetic source.
It cannot be used with DXFeed.getIndexedEventsPromise
method and it cannot be published directly to
The subscription on regional Quote
event is observed when this source is subscribed to.public static final OrderSource AGGREGATE_BID
public static final OrderSource AGGREGATE_ASK
public static final OrderSource DEFAULT
Order
and SpreadOrder
events are publishable
on this
source and the corresponding subscription can be observed via DXPublisher
.public static final OrderSource NTV
Order
events are publishable
on this
source and the corresponding subscription can be observed via DXPublisher
.public static final OrderSource ISE
Order
and SpreadOrder
events are publishable
on this
source and the corresponding subscription can be observed via DXPublisher
.public static final OrderSource DEA
Order
events are publishable
on this
source and the corresponding subscription can be observed via DXPublisher
.public static final OrderSource DEX
Order
events are publishable
on this
source and the corresponding subscription can be observed via DXPublisher
.public static final OrderSource BYX
Order
events are publishable
on this
source and the corresponding subscription can be observed via DXPublisher
.public static final OrderSource BZX
Order
events are publishable
on this
source and the corresponding subscription can be observed via DXPublisher
.public static final OrderSource IST
Order
events are publishable
on this
source and the corresponding subscription can be observed via DXPublisher
.public static OrderSource valueOf(int sourceId)
sourceId
- the source identifier.IllegalArgumentException
- if sourceId is negative or exceeds MAX_SOURCE_ID
.public static OrderSource valueOf(String name)
name
- the name of the source.IllegalArgumentException
- if name is malformed.public static OrderSource[] publishable(Class<? extends OrderBase> eventType)
isPublishable
of true
. Events can be directly published with these sources and
their subscription can be observed directly via DXPublisher
.
Subscription on such sources is observed via instances of IndexedEventSubscriptionSymbol
class.eventType
- either Order
.class
or SpreadOrder
.class
.IllegalArgumentException
- if eventType is
neither Order
.class
nor SpreadOrder
.class
.public boolean isPublishable(Class<? extends OrderBase> eventType)
true
if the given event type can be directly published with this source.
Subscription on such sources can be observed directly via DXPublisher
.
Subscription on such sources is observed via instances of IndexedEventSubscriptionSymbol
class.eventType
- either Order
.class
or SpreadOrder
.class
.true
if Order
and SpreadOrder
events can be directly published with this source.IllegalArgumentException
- if eventType is
neither Order
.class
nor SpreadOrder
.class
.Copyright © 2015 Devexperts. All Rights Reserved.