Class KrakenOrderBookStorage


  • public class KrakenOrderBookStorage
    extends Object
    Author:
    pchertalev
    • Constructor Detail

      • KrakenOrderBookStorage

        public KrakenOrderBookStorage​(KrakenOrderBook orderBookUpdate,
                                      int maxDepth)
        Constructor is used for snapshots only
        Parameters:
        orderBookUpdate - order book update items
        maxDepth - order book size can rise up, so depth value need for order book truncating
    • Method Detail

      • toKrakenDepth

        public KrakenDepth toKrakenDepth()
        Converting to Kraken XChange format
        Returns:
      • updateOrderBook

        public void updateOrderBook​(KrakenOrderBook orderBookUpdate)
        Order book incremental update
        Parameters:
        orderBookUpdate - order book update