com.activequant.trading
Interface IOrderBook<T extends Order>

All Known Implementing Classes:

AbstractOrderBook, LimitOrderBook

public interface IOrderBook<T extends Order>

Method Summary

void	attachOrderBookListener(IOrderBookListener listener) Add an order book listener.
List<T>	buySide() Although the orders SHOULD be sorted, there is no guarantee.
void	detachOrderBookListener(IOrderBookListener listener) Remove an order book listener
MarketState	getMarketState() returns the current market state, for example open, preopen, etc.
String	getTradeableInstrumentId()
List<T>	sellSide() Although the orders SHOULD be sorted, there is no guarantee.

Method Detail

getTradeableInstrumentId

String getTradeableInstrumentId()

getMarketState

MarketState getMarketState()

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

Returns:

attachOrderBookListener

void attachOrderBookListener(IOrderBookListener listener)

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

Parameters:

listener -

detachOrderBookListener

void detachOrderBookListener(IOrderBookListener listener)

Remove an order book listener

Parameters:

listener -

buySide

List<T> buySide()

Although the orders SHOULD be sorted, there is no guarantee. See specific orderbook implementation details

Returns:

the entire buy side of orders.

sellSide

List<T> sellSide()

Although the orders SHOULD be sorted, there is no guarantee. See specific orderbook implementation details

Returns:

the entire sell side of orders.