OrderBase (dxFeed API 3.319)

java.lang.Object
- com.dxfeed.event.market.MarketEvent
- - com.dxfeed.event.market.OrderBase

All Implemented Interfaces:

EventType<String>, IndexedEvent<String>, Serializable

Direct Known Subclasses:

Order, SpreadOrder
```
public class OrderBase
extends MarketEvent
implements IndexedEvent<String>
```
Base class for common fields of Order, AnalyticOrder and SpreadOrder events. Order events represent a snapshot for a full available market depth for a symbol. The collection of order events of a symbol represents the most recent information that is available about orders on the market at any given moment of time.
Order event represents market depth for a specific symbol.
AnalyticOrder event represents market depth for a specific symbol extended with an analytic information, for example, whether particular order represent an iceberg or not.
SpreadOrder event represents market depth for all spreads on a given underlying symbol.
Order events arrive from multiple sources for the same market symbol and are distinguished by their index. Index is a unique per symbol identifier of the event. It is unique across all the sources of depth information for the symbol. The event with sizeAsDouble either 0 or NaN is a signal to remove previously received order for the corresponding index. The method hasSize is a convenient method to test for size presence.
Event flags, transactions and snapshots
Some order event sources provide a consistent view of the price-level or detailed order book. Their updates may incorporate multiple changes to price levels or to individual orders that have to be processed at the same time. The corresponding information is carried in eventFlags property. The logic behind this property is detailed in IndexedEvent class documentation.
The event source identifier for an order is a part of the unique event index. It occupies highest bits of the index (index is not-negative). The lowest bits of index contain source-specific event index which is always zero in an event that is marked with IndexedEvent.SNAPSHOT_END bit in eventFlags.
Note that for an order with IndexedEvent.REMOVE_EVENT bit in eventFlags it is always the case that sizeAsDouble is either 0 or NaN, so no additional logic to process this bit is required for orders. Transactions and snapshots may include orders with sizeAsDouble of 0. The filtering that distinguishes those events as removals of orders shall be performed after all transactions and snapshot processing.
Some aggregated feeds (like CME market depth) are mapped into two distinct source ids (one for buy orders and one for sell orders), but updates and transactions may span both. It is important to keep a separate track of transactional state for each source id, but, at the same time, when DXFeedEventListener.eventsReceived method is called for a list of events, the order book shall be considered complete and consistent only when all events from the given list are processed.
OrderBookModel class contains all the appropriate logic to deal with transactions and snapshots for Order events. The client-visible changes to the model are reported only when the snapshot for the specific source id is received completely and when there is no ongoing transaction for the specific source id. It relies on the code of AbstractIndexedEventModel to handle this logic. Use the source code of AbstractIndexedEventModel for clarification on transactions and snapshot logic.

See Also:

Serialized Form

Field Summary

Fields
Modifier and Type	Field and Description
`static int`	`LEVEL_AGGREGATE` Deprecated. use `Scope.AGGREGATE` instead.
`static int`	`LEVEL_COMPOSITE` Deprecated. use `Scope.COMPOSITE` instead.
`static int`	`LEVEL_ORDER` Deprecated. use `Scope.ORDER` instead.
`static int`	`LEVEL_REGIONAL` Deprecated. use `Scope.REGIONAL` instead.
`static int`	`MAX_SEQUENCE` Maximum allowed sequence value.
`static int`	`SIDE_BUY` Deprecated. use `Side.BUY` instead.
`static int`	`SIDE_SELL` Deprecated. use `Side.SELL` instead.

Fields inherited from interface com.dxfeed.event.IndexedEvent
REMOVE_EVENT, SNAPSHOT_BEGIN, SNAPSHOT_END, SNAPSHOT_MODE, SNAPSHOT_SNIP, TX_PENDING

Method Summary

All Methods Instance Methods Concrete Methods Deprecated Methods
Modifier and Type	Method and Description
`OrderAction`	`getAction()` Returns order action if available, otherwise - `OrderAction.UNDEFINED`.
`long`	`getActionTime()` Returns time of the last `action`.
`long`	`getAuxOrderId()` Returns auxiliary order ID if available: in `OrderAction.NEW` - ID of the order replaced by this new order in `OrderAction.DELETE` - ID of the order that replaces this deleted order in `OrderAction.PARTIAL` - ID of the aggressor order in `OrderAction.EXECUTE` - ID of the aggressor order
`long`	`getCount()` Returns number of individual orders in this aggregate order.
`int`	`getEventFlags()` Returns transactional event flags.
`char`	`getExchangeCode()` Returns exchange code of this order.
`double`	`getExecutedSize()` Returns executed size of this order.
`long`	`getIndex()` Returns unique per-symbol index of this order.
`int`	`getLevel()` Deprecated. use `getScope()` instead
`long`	`getOrderId()` Returns order ID if available.
`Side`	`getOrderSide()` Returns side of this order.
`double`	`getPrice()` Returns price of this order.
`Scope`	`getScope()` Returns scope of this order.
`int`	`getSequence()` Returns sequence number of this order to distinguish orders that have the same `time`.
`int`	`getSide()` Deprecated. use `getOrderSide()` instead
`long`	`getSize()` Returns size of this order as integer number (rounded toward zero).
`double`	`getSizeAsDouble()` Returns size of this order as floating number with fractions.
`OrderSource`	`getSource()` Returns source of this event.
`long`	`getTime()` Returns time of this order.
`int`	`getTimeNanoPart()` Returns microseconds and nanoseconds time part of this order.
`long`	`getTimeNanos()` Returns time of this order in nanoseconds.
`long`	`getTimeSequence()` Returns time and sequence of this order packaged into single long value.
`long`	`getTradeId()` Returns trade (order execution) ID for events containing trade-related action.
`double`	`getTradePrice()` Returns trade price for events containing trade-related action.
`double`	`getTradeSize()` Returns trade size for events containing trade-related action.
`boolean`	`hasSize()` Returns `true` if this order has some size (sizeAsDouble is neither `0` nor `NaN`).
`void`	`setAction(OrderAction action)` Changes action of this order.
`void`	`setActionTime(long actionTime)` Changes time of the last action
`void`	`setAuxOrderId(long auxOrderId)` Changes auxiliary order ID.
`void`	`setCount(long count)` Changes number of individual orders in this aggregate order.
`void`	`setEventFlags(int eventFlags)` Changes transactional event flags.
`void`	`setExchangeCode(char exchangeCode)` Changes exchange code of this order.
`void`	`setExecutedSize(double executedSize)` Changes executed size of this order.
`void`	`setIndex(long index)` Changes unique per-symbol index of this order.
`void`	`setLevel(int level)` Deprecated. use `setScope(com.dxfeed.event.market.Scope)` instead
`void`	`setOrderId(long orderId)` Changes order ID.
`void`	`setOrderSide(Side side)` Changes side of this order.
`void`	`setPrice(double price)` Changes price of this order.
`void`	`setScope(Scope scope)` Changes scope of this order.
`void`	`setSequence(int sequence)` Changes `getSequence()` sequence number} of this order.
`void`	`setSide(int side)` Deprecated. use `setOrderSide(com.dxfeed.event.market.Side)` instead
`void`	`setSize(long size)` Changes size of this order as integer number (rounded toward zero).
`void`	`setSizeAsDouble(double size)` Changes size of this order as floating number with fractions.
`void`	`setSource(OrderSource source)` Changes source of this event.
`void`	`setTime(long time)` Changes time of this order.
`void`	`setTimeNanoPart(int timeNanoPart)` Changes microseconds and nanoseconds time part of this order.
`void`	`setTimeNanos(long timeNanos)` Changes time of this order.
`void`	`setTimeSequence(long timeSequence)` Changes time and sequence of this order.
`void`	`setTradeId(long tradeId)` Changes trade ID.
`void`	`setTradePrice(double tradePrice)` Changes trade price.
`void`	`setTradeSize(double tradeSize)` Changes trade size.
`String`	`toString()` Returns string representation of this order.

Methods inherited from class com.dxfeed.event.market.MarketEvent
getEventSymbol, getEventTime, setEventSymbol, setEventTime

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.dxfeed.event.EventType
getEventSymbol, getEventTime, setEventSymbol, setEventTime

- Field Detail
  - SIDE_BUY
```
@Deprecated
public static final int SIDE_BUY
```
    Deprecated. use Side.BUY instead.
    
    Order to buy (bid).
    
    See Also:
    
    Constant Field Values
  - SIDE_SELL
```
@Deprecated
public static final int SIDE_SELL
```
    Deprecated. use Side.SELL instead.
    
    Order to sell (ask or offer).
    
    See Also:
    
    Constant Field Values
  - LEVEL_COMPOSITE
```
@Deprecated
public static final int LEVEL_COMPOSITE
```
    Deprecated. use Scope.COMPOSITE instead.
    
    Represents best bid and offer on the whole market.
    
    See Also:
    
    Constant Field Values
  - LEVEL_REGIONAL
```
@Deprecated
public static final int LEVEL_REGIONAL
```
    Deprecated. use Scope.REGIONAL instead.
    
    Represents best bid and offer for a given exchange code.
    
    See Also:
    
    Constant Field Values
  - LEVEL_AGGREGATE
```
@Deprecated
public static final int LEVEL_AGGREGATE
```
    Deprecated. use Scope.AGGREGATE instead.
    
    Represents aggregate information for each price level or best bid and offer for each market maker.
    
    See Also:
    
    Constant Field Values
  - LEVEL_ORDER
```
@Deprecated
public static final int LEVEL_ORDER
```
    Deprecated. use Scope.ORDER instead.
    
    Represents individual order at the market.
    
    See Also:
    
    Constant Field Values
  - MAX_SEQUENCE
```
public static final int MAX_SEQUENCE
```
    Maximum allowed sequence value.
    
    See Also:
    
    setSequence(int), Constant Field Values
- Method Detail
  - getSource
```
public OrderSource getSource()
```
    Returns source of this event. The source is stored in the highest bits of the index of this event.
    
    Specified by:
    
    getSource in interface IndexedEvent<String>
    
    Returns:
    
    source of this event.
  - setSource
```
public void setSource(OrderSource source)
```
    Changes source of this event. This method changes highest bits of the index of this event.
    
    Parameters:
    
    source - source of this event.
  - getEventFlags
```
public int getEventFlags()
```
    Returns transactional event flags. See "Event Flags" section.
    
    Specified by:
    
    getEventFlags in interface IndexedEvent<String>
    
    Returns:
    
    transactional event flags.
  - setEventFlags
```
public void setEventFlags(int eventFlags)
```
    Changes transactional event flags. See "Event Flags" section.
    
    Specified by:
    
    setEventFlags in interface IndexedEvent<String>
    
    Parameters:
    
    eventFlags - transactional event flags.
  - getIndex
```
public long getIndex()
```
    Returns unique per-symbol index of this order. Index is non-negative.
    
    Specified by:
    
    getIndex in interface IndexedEvent<String>
    
    Returns:
    
    unique per-symbol index of this order.
  - setIndex
```
public void setIndex(long index)
```
    Changes unique per-symbol index of this order. Note, that this method also changes source, whose id occupies highest bits of index. Use setSource after invocation of this method to set the desired value of source.
    
    Specified by:
    
    setIndex in interface IndexedEvent<String>
    
    Parameters:
    
    index - unique per-symbol index of this order.
    
    Throws:
    
    IllegalArgumentException - when index is negative.
  - getTimeSequence
```
public long getTimeSequence()
```
    Returns time and sequence of this order packaged into single long value. This method is intended for efficient order time priority comparison.
    
    Returns:
    
    time and sequence of this order.
  - setTimeSequence
```
public void setTimeSequence(long timeSequence)
```
    Changes time and sequence of this order. Do not use this method directly. Change time and/or sequence.
    
    Parameters:
    
    timeSequence - the time and sequence.
    
    See Also:
    
    getTimeSequence()
  - getTime
```
public long getTime()
```
    Returns time of this order. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
    
    Returns:
    
    time of this order.
  - setTime
```
public void setTime(long time)
```
    Changes time of this order. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
    
    Parameters:
    
    time - time of this order.
  - setTimeNanoPart
```
public void setTimeNanoPart(int timeNanoPart)
```
    Changes microseconds and nanoseconds time part of this order.
    
    Parameters:
    
    timeNanoPart - microseconds and nanoseconds time part of this order.
  - getTimeNanoPart
```
public int getTimeNanoPart()
```
    Returns microseconds and nanoseconds time part of this order.
    
    Returns:
    
    microseconds and nanoseconds time part of this order.
  - getSequence
```
public int getSequence()
```
    Returns sequence number of this order to distinguish orders that have the same time. This sequence number does not have to be unique and does not need to be sequential. Sequence can range from 0 to MAX_SEQUENCE.
    
    Returns:
    
    sequence of this order.
  - setSequence
```
public void setSequence(int sequence)
```
    Changes getSequence() sequence number} of this order.
    
    Parameters:
    
    sequence - the sequence.
    
    Throws:
    
    IllegalArgumentException - if sequence is below zero or above MAX_SEQUENCE.
    
    See Also:
    
    getSequence()
  - getTimeNanos
```
public long getTimeNanos()
```
    Returns time of this order in nanoseconds. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.
    
    Returns:
    
    time of this order in nanoseconds..
  - setTimeNanos
```
public void setTimeNanos(long timeNanos)
```
    Changes time of this order. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.
    
    Parameters:
    
    timeNanos - time of this order in nanoseconds.
  - getAction
```
public OrderAction getAction()
```
    Returns order action if available, otherwise - OrderAction.UNDEFINED.
    This field is a part of the FOB support.
    
    Returns:
    
    order action or OrderAction.UNDEFINED.
  - setAction
```
public void setAction(OrderAction action)
```
    Changes action of this order.
    
    Parameters:
    
    action - side of this order.
  - getActionTime
```
public long getActionTime()
```
    Returns time of the last action.
    This field is a part of the FOB support.
    
    Returns:
    
    time of the last order action.
  - setActionTime
```
public void setActionTime(long actionTime)
```
    Changes time of the last action
    
    Parameters:
    
    actionTime - last order action time.
  - getOrderId
```
public long getOrderId()
```
    Returns order ID if available. Some actions (OrderAction.TRADE, OrderAction.BUST) have no order ID since they are not related to any order in Order book.
    This field is a part of the FOB support.
    
    Returns:
    
    order ID or 0 if not available.
  - setOrderId
```
public void setOrderId(long orderId)
```
    Changes order ID.
    
    Parameters:
    
    orderId - order ID.
  - getAuxOrderId
```
public long getAuxOrderId()
```
    Returns auxiliary order ID if available:
    - in OrderAction.NEW - ID of the order replaced by this new order
    - in OrderAction.DELETE - ID of the order that replaces this deleted order
    - in OrderAction.PARTIAL - ID of the aggressor order
    - in OrderAction.EXECUTE - ID of the aggressor order
    This field is a part of the FOB support.
    Returns:
    
    auxiliary order ID or 0 if not available.
  - setAuxOrderId
```
public void setAuxOrderId(long auxOrderId)
```
    Changes auxiliary order ID.
    
    Parameters:
    
    auxOrderId - auxiliary order ID.
  - getPrice
```
public double getPrice()
```
    Returns price of this order.
    
    Returns:
    
    price of this order.
  - setPrice
```
public void setPrice(double price)
```
    Changes price of this order.
    
    Parameters:
    
    price - price of this order.
  - getSize
```
public long getSize()
```
    Returns size of this order as integer number (rounded toward zero).
    
    Returns:
    
    size of this order as integer number (rounded toward zero).
  - setSize
```
public void setSize(long size)
```
    Changes size of this order as integer number (rounded toward zero).
    
    Parameters:
    
    size - size of this order as integer number (rounded toward zero).
  - getSizeAsDouble
```
public double getSizeAsDouble()
```
    Returns size of this order as floating number with fractions.
    
    Returns:
    
    size of this order as floating number with fractions.
  - setSizeAsDouble
```
public void setSizeAsDouble(double size)
```
    Changes size of this order as floating number with fractions.
    
    Parameters:
    
    size - size of this order as floating number with fractions.
  - hasSize
```
public boolean hasSize()
```
    Returns true if this order has some size (sizeAsDouble is neither 0 nor NaN).
    
    Returns:
    
    true if this order has some size (sizeAsDouble is neither 0 nor NaN).
  - getExecutedSize
```
public double getExecutedSize()
```
    Returns executed size of this order.
    
    Returns:
    
    executed size of this order.
  - setExecutedSize
```
public void setExecutedSize(double executedSize)
```
    Changes executed size of this order.
    
    Parameters:
    
    executedSize - executed size of this order.
  - getCount
```
public long getCount()
```
    Returns number of individual orders in this aggregate order.
    
    Returns:
    
    number of individual orders in this aggregate order.
  - setCount
```
public void setCount(long count)
```
    Changes number of individual orders in this aggregate order.
    
    Parameters:
    
    count - number of individual orders in this aggregate order.
  - getTradeId
```
public long getTradeId()
```
    Returns trade (order execution) ID for events containing trade-related action.
    This field is a part of the FOB support.
    
    Returns:
    
    trade ID or 0 if not available.
  - setTradeId
```
public void setTradeId(long tradeId)
```
    Changes trade ID.
    
    Parameters:
    
    tradeId - trade ID.
  - getTradePrice
```
public double getTradePrice()
```
    Returns trade price for events containing trade-related action.
    This field is a part of the FOB support.
    
    Returns:
    
    trade price of this action.
  - setTradePrice
```
public void setTradePrice(double tradePrice)
```
    Changes trade price.
    
    Parameters:
    
    tradePrice - trade price.
  - getTradeSize
```
public double getTradeSize()
```
    Returns trade size for events containing trade-related action.
    This field is a part of the FOB support.
    
    Returns:
    
    trade size.
  - setTradeSize
```
public void setTradeSize(double tradeSize)
```
    Changes trade size.
    
    Parameters:
    
    tradeSize - trade size.
  - getExchangeCode
```
public char getExchangeCode()
```
    Returns exchange code of this order.
    
    Returns:
    
    exchange code of this order.
  - setExchangeCode
```
public void setExchangeCode(char exchangeCode)
```
    Changes exchange code of this order.
    
    Parameters:
    
    exchangeCode - exchange code of this order.
    
    Throws:
    
    IllegalArgumentException - if exchange code is greater than 127
  - getOrderSide
```
public Side getOrderSide()
```
    Returns side of this order.
    
    Returns:
    
    side of this order.
  - setOrderSide
```
public void setOrderSide(Side side)
```
    Changes side of this order.
    
    Parameters:
    
    side - side of this order.
  - getScope
```
public Scope getScope()
```
    Returns scope of this order.
    
    Returns:
    
    scope of this order.
  - setScope
```
public void setScope(Scope scope)
```
    Changes scope of this order.
    
    Parameters:
    
    scope - scope of this order.
  - getSide
```
@Deprecated
public int getSide()
```
    Deprecated. use getOrderSide() instead
    
    Returns side of this order.
    
    Returns:
    
    side of this order.
  - setSide
```
@Deprecated
public void setSide(int side)
```
    Deprecated. use setOrderSide(com.dxfeed.event.market.Side) instead
    
    Changes side of this order.
  - getLevel
```
@Deprecated
public int getLevel()
```
    Deprecated. use getScope() instead
    
    Returns detail level of this order.
    
    Returns:
    
    detail level of this order.
  - setLevel
```
@Deprecated
public void setLevel(int level)
```
    Deprecated. use setScope(com.dxfeed.event.market.Scope) instead
    
    Changes detail level of this order.
    
    Parameters:
    
    level - detail level of this order.
  - toString
```
public String toString()
```
    Returns string representation of this order.
    
    Overrides:
    
    toString in class Object
    
    Returns:
    
    string representation of this order.

Class OrderBase

Event flags, transactions and snapshots

Field Summary

Fields inherited from interface com.dxfeed.event.IndexedEvent

Method Summary

Methods inherited from class com.dxfeed.event.market.MarketEvent

Methods inherited from class java.lang.Object

Methods inherited from interface com.dxfeed.event.EventType

Field Detail

SIDE_BUY

SIDE_SELL

LEVEL_COMPOSITE

LEVEL_REGIONAL

LEVEL_AGGREGATE

LEVEL_ORDER

MAX_SEQUENCE

Method Detail

getSource

setSource

getEventFlags

setEventFlags

getIndex

setIndex

getTimeSequence

setTimeSequence

getTime

setTime

setTimeNanoPart

getTimeNanoPart

getSequence

setSequence

getTimeNanos

setTimeNanos

getAction

setAction

getActionTime

setActionTime

getOrderId

setOrderId

getAuxOrderId

setAuxOrderId

getPrice

setPrice

getSize

setSize

getSizeAsDouble

setSizeAsDouble

hasSize

getExecutedSize

setExecutedSize

getCount

setCount

getTradeId

setTradeId

getTradePrice

setTradePrice

getTradeSize

setTradeSize

getExchangeCode

setExchangeCode

getOrderSide

setOrderSide

getScope

setScope

getSide

setSide

getLevel

setLevel

toString