Interface DOM

public interface DOM
This data structure contains the Depth of Market for an instrument. It contains the aggregated bid and ask sizes at each price.

  • Method Summary

    Modifier and Type
    Method
    Description
    List<DOMRow>
    getAskRows()
    Gets the aggregate ask sizes at each price point.
    List<DOMRow>
    getBidRows()
    Gets the aggregate bid sizes at each price point.
    Instrument
    getInstrument()
    Gets the instrument that this Depth of Market belongs to.

  • Method Details

    • getInstrument

      Instrument getInstrument()
      Gets the instrument that this Depth of Market belongs to.
      Returns:
      instrument that is associated with this Depth of Market

    • getAskRows

      List<DOMRow> getAskRows()
      Gets the aggregate ask sizes at each price point.
      Returns:
      ask rows

    • getBidRows

      List<DOMRow> getBidRows()
      Gets the aggregate bid sizes at each price point.
      Returns:
      bid rows