com.marketfactory.mfclient.internal.addons.pricedepthbook

Class PriceDepthBookImpl

java.lang.Object

com.marketfactory.mfclient.internal.addons.pricedepthbook.PriceDepthBookImpl

All Implemented Interfaces:

PriceDepthBook

public class PriceDepthBookImpl
extends java.lang.Object
implements PriceDepthBook

Constructs a price depth order book using the market data events for a given venue and security pair.

Method Summary

Modifier and Type	Method and Description
PriceLevel	getBest(mfmarketdata.MDEntryType side) Returns the best price for a particular side
PriceLevel	getLevel(mfmarketdata.MDEntryType side, int index) Get a price level for a certain side and index.
int	getNumberOfLevels(mfmarketdata.MDEntryType side) Returns the number of levels for the indicated side.
PriceLevel	getWorst(mfmarketdata.MDEntryType side) Returns the worst price for a particular side.
boolean	isActive()
boolean	isEmpty(mfmarketdata.MDEntryType side) Return true if the book is empty.
void	on(MarketDataIncrementalRefresh mdir)
void	on(MDEntry mde)
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Method Detail

on

public void on(MarketDataIncrementalRefresh mdir)

on

public void on(MDEntry mde)

getLevel

public PriceLevel getLevel(mfmarketdata.MDEntryType side,
                           int index)

Description copied from interface: PriceDepthBook

Get a price level for a certain side and index.

Specified by:

getLevel in interface PriceDepthBook

isEmpty

public boolean isEmpty(mfmarketdata.MDEntryType side)

Description copied from interface: PriceDepthBook

Return true if the book is empty.

Specified by:

isEmpty in interface PriceDepthBook

getWorst

public PriceLevel getWorst(mfmarketdata.MDEntryType side)

Description copied from interface: PriceDepthBook

Returns the worst price for a particular side.

Specified by:

getWorst in interface PriceDepthBook

getBest

public PriceLevel getBest(mfmarketdata.MDEntryType side)

Description copied from interface: PriceDepthBook

Returns the best price for a particular side

Specified by:

getBest in interface PriceDepthBook

Returns:

PriceLevel best (top-of-book) info - or null if not available

getNumberOfLevels

public int getNumberOfLevels(mfmarketdata.MDEntryType side)

Description copied from interface: PriceDepthBook

Returns the number of levels for the indicated side.

Specified by:

getNumberOfLevels in interface PriceDepthBook

isActive

public boolean isActive()

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object