Package | Description |
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com.paritytrading.parity.book |
Parity Order Book implements high-performance order book reconstruction.
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Modifier and Type | Method and Description |
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OrderBook |
Order.getOrderBook()
Get the order book.
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OrderBook |
Market.open(long instrument)
Open an order book.
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Modifier and Type | Method and Description |
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void |
MarketListener.trade(OrderBook book,
Side side,
long price,
long size)
An event indicating that a trade has taken place.
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void |
MarketListener.update(OrderBook book,
boolean bbo)
An event indicating that an order book has changed.
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