Getting order ID, the action and affected order ID
Posted: Mon Oct 19, 2020 1:14 pm
Hi.
I'm making an indicator for my customer. For it, I need to get the info, provided in the table below (it is the table 2 from a public research paper ( https://arxiv.org/pdf/1909.09495.pdf ) ). I found a way to get relevant information using MarketByOrderDepthDataListener. But I'm not sure if I can get the Action and the Affected order ID (see the table below).
Here's what MarketByOrderDepthDataListener provides:
Is there a way to get the missing information (provided my market does indeed support MarketByOrderDepthDataListener)?
Thank you
I'm making an indicator for my customer. For it, I need to get the info, provided in the table below (it is the table 2 from a public research paper ( https://arxiv.org/pdf/1909.09495.pdf ) ). I found a way to get relevant information using MarketByOrderDepthDataListener. But I'm not sure if I can get the Action and the Affected order ID (see the table below).
Here's what MarketByOrderDepthDataListener provides:
Code: Select all
@Override
public void send(String orderId, boolean isBid, int price, int size) {
}
@Override
public void replace(String orderId, int price, int size) {
}
@Override
public void cancel(String orderId) {
}
Is there a way to get the missing information (provided my market does indeed support MarketByOrderDepthDataListener)?
Thank you