Class OrderBookUpdate

    • Constructor Detail

      • 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 update
        totalVolume - the total new volume of open orders for this price in the order book, in the base currency
    • Method Detail

      • getLimitOrder

        public LimitOrder getLimitOrder()
        Get the limit order.
        Returns:
        the limit order
      • getTotalVolume

        public BigDecimal getTotalVolume()
        Get the total volume.
        Returns:
        the total volume