public interface OrderBookListener
Modifier and Type | Method and Description |
---|---|
void |
add(long orderId,
Side side,
long price,
long size)
Add an order to the order book.
|
void |
cancel(long orderId,
long canceledQuantity,
long remainingQuantity)
Cancel a quantity of an order.
|
void |
match(long restingOrderId,
long incomingOrderId,
Side incomingSide,
long price,
long executedQuantity,
long remainingQuantity)
Match an incoming order to a resting order in the order book.
|
void match(long restingOrderId, long incomingOrderId, Side incomingSide, long price, long executedQuantity, long remainingQuantity)
restingOrderId
- the order identifier of the resting orderincomingOrderId
- the order identifier of the incoming orderincomingSide
- the side of the incoming orderprice
- the execution priceexecutedQuantity
- the executed quantityremainingQuantity
- the remaining quantity of the resting ordervoid add(long orderId, Side side, long price, long size)
orderId
- the order identifierside
- the sideprice
- the limit pricesize
- the sizevoid cancel(long orderId, long canceledQuantity, long remainingQuantity)
orderId
- the order identifiercanceledQuantity
- the canceled quantityremainingQuantity
- the remaining quantityCopyright © 2017. All rights reserved.