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Order ID (12digits numbert)
Posted: Fri Oct 09, 2020 2:46 pm
by jupiter13
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
Re: Order ID (12digits numbert)
Posted: Tue Oct 13, 2020 3:45 pm
by Andry API support
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);
}
}