Package org.knowm.xchange.dto.marketdata

Class OrderBook

java.lang.Object

org.knowm.xchange.dto.marketdata.OrderBook

All Implemented Interfaces:

Serializable

public final class OrderBook
extends Object
implements Serializable

DTO representing the exchange order book

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor	Description
OrderBook(Date timeStamp, List<LimitOrder> asks, List<LimitOrder> bids)	Constructor
OrderBook(Date timeStamp, List<LimitOrder> asks, List<LimitOrder> bids, boolean sort)	Constructor
OrderBook(Date timeStamp, Stream<LimitOrder> asks, Stream<LimitOrder> bids)	Constructor
OrderBook(Date timeStamp, Stream<LimitOrder> asks, Stream<LimitOrder> bids, boolean sort)	Constructor

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
List<LimitOrder>	getAsks()
List<LimitOrder>	getBids()
List<LimitOrder>	getOrders(Order.OrderType type)
Date	getTimeStamp()
int	hashCode()
boolean	ordersEqual(OrderBook ob)	Identical to equals method except that this ignores different timestamps.
String	toString()
void	update(OrderBookUpdate orderBookUpdate)	Given an OrderBookUpdate, it will replace a matching limit order in the orderbook if one is found, or add a new if one is not.
void	update(LimitOrder limitOrder)	Given a new LimitOrder, it will replace a matching limit order in the orderbook if one is found, or add the new LimitOrder if one is not.

Methods inherited from class java.lang.Object

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

Constructor Detail

OrderBook

public OrderBook(Date timeStamp,
                 List<LimitOrder> asks,
                 List<LimitOrder> bids)

Constructor

Parameters:

timeStamp - - the timestamp of the orderbook according to the exchange's server, null if not provided

asks - The ASK orders

bids - The BID orders

OrderBook

public OrderBook(Date timeStamp,
                 List<LimitOrder> asks,
                 List<LimitOrder> bids,
                 boolean sort)

Constructor

Parameters:

timeStamp - - the timestamp of the orderbook according to the exchange's server, null if not provided

asks - The ASK orders

bids - The BID orders

sort - True if the asks and bids need to be sorted

OrderBook

public OrderBook(Date timeStamp,
                 Stream<LimitOrder> asks,
                 Stream<LimitOrder> bids)

Constructor

Parameters:

timeStamp - - the timestamp of the orderbook according to the exchange's server, null if not provided

asks - The ASK orders

bids - The BID orders

OrderBook

public OrderBook(Date timeStamp,
                 Stream<LimitOrder> asks,
                 Stream<LimitOrder> bids,
                 boolean sort)

Constructor

Parameters:

timeStamp - - the timestamp of the orderbook according to the exchange's server, null if not provided

asks - The ASK orders

bids - The BID orders

sort - True if the asks and bids need to be sorted

Method Detail

getTimeStamp

public Date getTimeStamp()

getAsks

public List<LimitOrder> getAsks()

getBids

public List<LimitOrder> getBids()

getOrders

public List<LimitOrder> getOrders(Order.OrderType type)

update

public void update(LimitOrder limitOrder)

Given a new LimitOrder, it will replace a matching limit order in the orderbook if one is found, or add the new LimitOrder if one is not. timeStamp will be updated if the new timestamp is non-null and in the future.

Parameters:

limitOrder - the new LimitOrder

update

public void update(OrderBookUpdate orderBookUpdate)

Given an OrderBookUpdate, it will replace a matching limit order in the orderbook if one is found, or add a new if one is not. timeStamp will be updated if the new timestamp is non-null and in the future.

Parameters:

orderBookUpdate - the new OrderBookUpdate

hashCode

public int hashCode()

Overrides:

hashCode in class Object

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

ordersEqual

public boolean ordersEqual(OrderBook ob)

Identical to equals method except that this ignores different timestamps. In other words, this version of equals returns true if the order internal to the OrderBooks are equal but their timestamps are unequal. It returns false if any order between the two are different.

Parameters:

ob -

Returns:

toString

public String toString()

Overrides:

toString in class Object