Class Depth


  • public class Depth
    extends Object
    A single price level in the order book depth.
    • Constructor Detail

      • Depth

        public Depth()
    • Method Detail

      • getPosition

        public int getPosition()
        Returns the position (1-based) in the order book.
        Returns:
        the position
      • getPrice

        public BigDecimal getPrice()
        Returns the price at this level.
        Returns:
        the price
      • getVolume

        public long getVolume()
        Returns the volume at this price level.
        Returns:
        the volume
      • getOrderNum

        public long getOrderNum()
        Returns the number of orders at this price level.
        Returns:
        the number of orders