com.activequant.trading
Class AbstractOrderBook<T extends Order>

java.lang.Object
  com.activequant.trading.AbstractOrderBook<T>

All Implemented Interfaces:

IOrderBook<T>

Direct Known Subclasses:

LimitOrderBook

public abstract class AbstractOrderBook<T extends Order>
extends Object
implements IOrderBook<T>

Constructor Summary

AbstractOrderBook(String tradeableId)

Method Summary

void	attachOrderBookListener(IOrderBookListener listener) Add an order book listener.
void	detachOrderBookListener(IOrderBookListener listener) Remove an order book listener
MarketState	getMarketState() returns the current market state, for example open, preopen, etc.
String	getTradeableInstrumentId()
protected void	marketStateChange(MarketState newState)
protected void	orderBookEvent(OrderBookChange obc)
protected void	transaction(TransactionEvent te)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface com.activequant.trading.IOrderBook

buySide, sellSide

Constructor Detail

AbstractOrderBook

public AbstractOrderBook(String tradeableId)

Method Detail

getTradeableInstrumentId

public String getTradeableInstrumentId()

Specified by:

getTradeableInstrumentId in interface IOrderBook<T extends Order>

getMarketState

public MarketState getMarketState()

Description copied from interface: IOrderBook

returns the current market state, for example open, preopen, etc.

Specified by:

getMarketState in interface IOrderBook<T extends Order>

Returns:

attachOrderBookListener

public void attachOrderBookListener(IOrderBookListener listener)

Description copied from interface: IOrderBook

Add an order book listener. Note: thought about using the event pattern ... decided against it for now. might change in the future.

Specified by:

attachOrderBookListener in interface IOrderBook<T extends Order>

detachOrderBookListener

public void detachOrderBookListener(IOrderBookListener listener)

Description copied from interface: IOrderBook

Remove an order book listener

Specified by:

detachOrderBookListener in interface IOrderBook<T extends Order>

orderBookEvent

protected void orderBookEvent(OrderBookChange obc)

marketStateChange

protected void marketStateChange(MarketState newState)

transaction

protected void transaction(TransactionEvent te)