Re: Large Trade Alert
Posted: Wed Mar 20, 2024 1:34 pm
Sure, here it is
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.data.TradeInfo;
import velox.api.layer1.simplified.*;
@Layer1SimpleAttachable
@Layer1StrategyName("Trade Info To Log")
@Layer1ApiVersion(Layer1ApiVersionValue.VERSION2)
public class TradeInfoToLog implements
CustomModule, TradeDataListener
{
@Override
public void initialize(String alias, InstrumentInfo info, Api api, InitialState initialState) {
}
@Override
public void stop() {
}
@Override
public void onTrade(double price, int size, TradeInfo tradeInfo) {
Log.info(
String.format(
".aggressorOrderId %s \t\t.passiveOrderId %s \t\t.isExecutionStart %b \t\t.isExecutionEnd %b",
tradeInfo.aggressorOrderId,
tradeInfo.passiveOrderId,
tradeInfo.isExecutionStart,
tradeInfo.isExecutionEnd
)
);
}
}