org.otfeed.event
Class OTBookPriceLevel

java.lang.Object
  org.otfeed.event.OTBookPriceLevel

All Implemented Interfaces:

java.lang.Comparable<OTBookPriceLevel>

public final class OTBookPriceLevel
extends java.lang.Object
implements java.lang.Comparable<OTBookPriceLevel>

A book price level is the processed output of a bookServer. The bookServer maintains the depth of book for ECN data, keeping track of each order. In the bookServer orders of the same price are consolidated into price levels, and a Book Price Level message is issued whenever the size of a price level changes. Even though we maintain the book on all orders only the top book levels are sent as Book Price Level events. Typically the top six levels are sent for both the buy and sell sides.

Constructor Summary

OTBookPriceLevel()
Default constructor.

OTBookPriceLevel(java.util.Date timestamp, double price, int size, TradeSideEnum side, java.lang.String levelID)
Constructor.

Method Summary

int	compareTo(OTBookPriceLevel other)
boolean	equals(java.lang.Object o)
java.lang.String	getLevelId()
double	getPrice()
TradeSideEnum	getSide()
int	getSize()
java.util.Date	getTimestamp()
int	hashCode()
void	setLevelId(java.lang.String levelID) Sets unique level identifier.
void	setPrice(double price) Sets price.
void	setSide(TradeSideEnum side) Sets side: BUYER(Bid) or SELLER(Ask).
void	setSize(int size) Sets number of shares.
void	setTimestamp(java.util.Date timestamp) Sets time of the event.
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

OTBookPriceLevel

public OTBookPriceLevel()

Default constructor.

OTBookPriceLevel

public OTBookPriceLevel(java.util.Date timestamp,
                        double price,
                        int size,
                        TradeSideEnum side,
                        java.lang.String levelID)

Constructor.

Parameters:

timestamp - Time when the event occurred.

price - Price.

size - Number of shares.

side - Side: B = Bid, S = Sell.

levelID - Unique level identifier.

Method Detail

getTimestamp

public java.util.Date getTimestamp()

Returns:

Time when the event occurred.

setTimestamp

public void setTimestamp(java.util.Date timestamp)

Sets time of the event.

Parameters:

timestamp - Time when the event occurred.

getPrice

public double getPrice()

Returns:

Price.

setPrice

public void setPrice(double price)

Sets price.

Parameters:

price - Price.

getSize

public int getSize()

Returns:

Number of shares.

setSize

public void setSize(int size)

Sets number of shares.

Parameters:

size - Number of shares.

getSide

public TradeSideEnum getSide()

Returns:

Side (BUYER/SELLER).

setSide

public void setSide(TradeSideEnum side)

Sets side: BUYER(Bid) or SELLER(Ask). param side side.

getLevelId

public java.lang.String getLevelId()

Returns:

Unique level identifier.

setLevelId

public void setLevelId(java.lang.String levelID)

Sets unique level identifier.

Parameters:

levelID - Unique level identifier.

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

hashCode

public int hashCode()

Overrides:

hashCode in class java.lang.Object

equals

public boolean equals(java.lang.Object o)

Overrides:

equals in class java.lang.Object

compareTo

public int compareTo(OTBookPriceLevel other)

Specified by:

compareTo in interface java.lang.Comparable<OTBookPriceLevel>