Large Trade Alert

Custom indicators, trading strategies, data export and recording and more...
Andry API support
Posts: 548
Joined: Mon Jul 09, 2018 11:18 am
Has thanked: 25 times
Been thanked: 85 times

Re: Large Trade Alert

Post by Andry API support » Wed Mar 20, 2024 1:34 pm

Sure, here it is

Code: Select all

package velox.api.layer1.simplified.demo;

import velox.api.layer1.annotations.Layer1ApiVersion;
import velox.api.layer1.annotations.Layer1ApiVersionValue;
import velox.api.layer1.annotations.Layer1SimpleAttachable;
import velox.api.layer1.annotations.Layer1StrategyName;
import velox.api.layer1.common.Log;
import velox.api.layer1.data.InstrumentInfo;
import velox.api.layer1.data.TradeInfo;
import velox.api.layer1.simplified.*;

@Layer1SimpleAttachable
@Layer1StrategyName("Trade Info To Log")
@Layer1ApiVersion(Layer1ApiVersionValue.VERSION2)
public class TradeInfoToLog implements
    CustomModule, TradeDataListener
{

    @Override
    public void initialize(String alias, InstrumentInfo info, Api api, InitialState initialState) {
    }
    
    @Override
    public void stop() {
    }

    @Override
    public void onTrade(double price, int size, TradeInfo tradeInfo) {
        Log.info(
                String.format(
                        ".aggressorOrderId %s \t\t.passiveOrderId %s \t\t.isExecutionStart %b \t\t.isExecutionEnd %b",
                        tradeInfo.aggressorOrderId,
                        tradeInfo.passiveOrderId,
                        tradeInfo.isExecutionStart,
                        tradeInfo.isExecutionEnd
                )
        );
    }
}


Post Reply