Package org.knowm.xchange.dto.marketdata
Class OrderBookUpdate
java.lang.Object
org.knowm.xchange.dto.marketdata.OrderBookUpdate
- All Implemented Interfaces:
Serializable
Immutable data object representing a Market Depth update.
- See Also:
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Constructor Summary
ConstructorDescriptionOrderBookUpdate
(Order.OrderType type, BigDecimal volume, Instrument instrument, BigDecimal limitPrice, Date timestamp, BigDecimal totalVolume) Build an order book update. -
Method Summary
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Constructor Details
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OrderBookUpdate
public OrderBookUpdate(Order.OrderType type, BigDecimal volume, Instrument instrument, BigDecimal limitPrice, Date timestamp, BigDecimal totalVolume) Build an order book update.- Parameters:
type
- the order type (BID/ASK)volume
- volume of the limit order in the base currency (i.e. BTC for BTC/USD)instrument
- the instrument traded (e.g. BTC/USD)limitPrice
- the price of this update in counter currency per base currency (i.e. $/BTC in BTC/USD)timestamp
- the timestamp for the updatetotalVolume
- the total new volume of open orders for this price in the order book, in the base currency
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Method Details