Interface HftOrderBook.TradeSink

Enclosing class:
HftOrderBook
Functional Interface:
This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.
@FunctionalInterface public static interface HftOrderBook.TradeSink
Primitive fill callback: maker is the resting order, taker the incoming one.

  • Method Summary

    Modifier and Type
    Method
    Description
    void
    onTrade(long makerOrderId, long takerOrderId, int priceTick, long quantity, long timestampNanos)
     

  • Method Details

    • onTrade

      void onTrade(long makerOrderId, long takerOrderId, int priceTick, long quantity, long timestampNanos)