Order ID (12digits numbert)

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jupiter13
Posts: 1
Joined: Thu Jan 17, 2019 1:44 pm

Order ID (12digits numbert)

Post by jupiter13 » Fri Oct 09, 2020 2:46 pm

Hi,

Is it possible to get an Order ID for each Ask and Bid that come into the Order Book? Can you show me an example? 

Thank you in advance

AndreyR
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Re: Order ID (12digits numbert)

Post by AndreyR » Tue Oct 13, 2020 3:45 pm

Hi jupiter13,
an example of printing all ids accepted by an exchange to log:

Code: Select all

 
package velox.api.layer1.simplified.demo;

import velox.api.layer1.annotations.Layer1ApiVersion;
import velox.api.layer1.annotations.Layer1ApiVersionValue;
import velox.api.layer1.annotations.Layer1SimpleAttachable;
import velox.api.layer1.annotations.Layer1StrategyName;
import velox.api.layer1.common.Log;
import velox.api.layer1.data.InstrumentInfo;
import velox.api.layer1.simplified.Api;
import velox.api.layer1.simplified.CustomModule;
import velox.api.layer1.simplified.InitialState;
import velox.api.layer1.simplified.MarketByOrderDepthDataAdapter;

@Layer1SimpleAttachable
@Layer1StrategyName("MboIds")
@Layer1ApiVersion(Layer1ApiVersionValue.VERSION2)
public class MboIds extends MarketByOrderDepthDataAdapter implements CustomModule 
{

    @Override
    public void initialize(String alias, InstrumentInfo info, Api api, InitialState initialState) {
    }
    
    @Override
    public void stop() {
    }

    @Override
    public void send(String orderId, boolean isBid, int price, int size) {
        Log.info(isBid + " " + orderId);
    }

}

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