public interface PriceLevelService
Modifier and Type | Field and Description |
---|---|
static String |
GRANULARITY_ATTRIBUTE_KEY
Custom
CandleSymbol attribute specifying granularity of price level updates in response |
Modifier and Type | Method and Description |
---|---|
AuthOrderSource |
getAuthOrderSource()
Returns available to the client order sources and symbols for each
OrderSource . |
List<PriceLevelCandle> |
getCandles(com.dxfeed.event.candle.CandleSymbol candleSymbol,
int sourceId,
int ymd,
String caller)
Deprecated.
|
List<PriceLevelCandle> |
getCandles(com.dxfeed.event.candle.CandleSymbol candleSymbol,
int sourceId,
long from,
long to,
String caller)
Deprecated.
|
List<com.dxfeed.event.market.Order> |
getOrders(com.dxfeed.event.candle.CandleSymbol candleSymbol,
int sourceId,
long from,
long to,
String caller)
Returns list of price levels for the specified
CandleSymbol within passed from and to times. |
List<com.dxfeed.event.market.Quote> |
getQuotes(com.dxfeed.event.candle.CandleSymbol candleSymbol,
long from,
long to,
String caller)
Returns list of quotes for the specified
CandleSymbol within passed from and to times. |
static final String GRANULARITY_ATTRIBUTE_KEY
CandleSymbol
attribute specifying granularity of price level updates in responseList<com.dxfeed.event.market.Order> getOrders(com.dxfeed.event.candle.CandleSymbol candleSymbol, int sourceId, long from, long to, String caller)
CandleSymbol
within passed from
and to times.
The events are ordered by time
in the collection.
Passed candle symbol shall contain supported CandlePeriod
and custom attribute
called granularity with the key GRANULARITY_ATTRIBUTE_KEY
. Granularity value shall be represented by
integer value in seconds. Minimal value for granularity is 1 second.
If passed CandlePeriod
or granularity value are not supported by the service
the empty list will be returned.
candleSymbol
- CandleSymbol
to requestsourceId
- sourceId to request, IndexedEventSource.id()
from
- from time in UTCto
- to time in UTCcaller
- caller identifierOrder
events sorted in ascending order by timeAuthOrderSource getAuthOrderSource()
OrderSource
. Order source and symbols
are filtered according to the client permissions. Symbols and order sources view is built as of now, e.g.
the response contains only existing data (for example, no symbols that were delisted)AuthOrderSource
List<com.dxfeed.event.market.Quote> getQuotes(com.dxfeed.event.candle.CandleSymbol candleSymbol, long from, long to, String caller)
CandleSymbol
within passed from
and to times.
The quotes are ordered by time
in the collection.candleSymbol
- the candle symbol to request (see CandleSymbol
)from
- from time in UTCto
- to time in UTCcaller
- caller identifierQuote
for particular period of time@Deprecated List<PriceLevelCandle> getCandles(com.dxfeed.event.candle.CandleSymbol candleSymbol, int sourceId, int ymd, String caller)
getOrders(CandleSymbol, int, long, long, String)
CandleSymbol
and date.
The candles are ordered by time
in the collection.candleSymbol
- the candle symbol to request (see CandleSymbol
)sourceId
- sourceId, for example IndexedEventSource.id()
ymd
- date in yyyymmdd formatcaller
- caller identifierPriceLevelCandle
for particular symbol and day@Deprecated List<PriceLevelCandle> getCandles(com.dxfeed.event.candle.CandleSymbol candleSymbol, int sourceId, long from, long to, String caller)
getOrders(CandleSymbol, int, long, long, String)
CandleSymbol
within passed from
and to times.
The candles are ordered by time
in the collection.candleSymbol
- the candle symbol to request (see CandleSymbol
)sourceId
- sourceId, for example IndexedEventSource.id()
from
- from time in UTCto
- to time in UTCcaller
- caller identifierPriceLevelCandle
for particular period of timeCopyright © 2024 Devexperts. All rights reserved.