com.lmax.api.orderbook
Interface OrderBookInfo


public interface OrderBookInfo

Holds information related to the behaviour of the order book.


Method Summary
 FixedPointNumber getPriceIncrement()
          Get the price increment in which orders can be placed, i.e.
 FixedPointNumber getQuantityIncrement()
          Get the quantity increment in which orders can be placed.
 FixedPointNumber getVolatilityBandPercentage()
          Get the retail volatility band for the order book, this limits how far from the spread an order can be placed.
 

Method Detail

getPriceIncrement

FixedPointNumber getPriceIncrement()
Get the price increment in which orders can be placed, i.e. the tick size.

Returns:
price increment.

getQuantityIncrement

FixedPointNumber getQuantityIncrement()
Get the quantity increment in which orders can be placed.

Returns:
quantity increment.

getVolatilityBandPercentage

FixedPointNumber getVolatilityBandPercentage()
Get the retail volatility band for the order book, this limits how far from the spread an order can be placed.

Returns:
volatility band.