Package velox.api.layer1.simplified
Interface DepthDataListener
- All Known Subinterfaces:
AllDataModule
,DepthDataAdapter
public interface DepthDataListener
Get incremental depth updates.
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Method Summary
Modifier and Type Method Description void
onDepth(boolean isBid, int price, int size)
Called on each incremental depth update
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Method Details
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onDepth
void onDepth(boolean isBid, int price, int size)Called on each incremental depth update- Parameters:
isBid
- true if update describes changes to bid side of the order bookprice
- price where the update happens (as level number)size
- new size on the level (0 if level is removed)
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