OrderBookModel (dxFeed API 3.319)

java.lang.Object
- com.dxfeed.model.market.OrderBookModel

All Implemented Interfaces:

AutoCloseable
```
public final class OrderBookModel
extends Object
implements AutoCloseable
```
Model for convenient Order Book management. This class handles all snapshot and transaction logic of Order event class and arranges incoming orders into a lists of buyOrders and sellOrders that are, in turn, arranged by price, so that the first element of the list (at index 0) is at the top of the corresponding side of the book.
Users of order book model only see the order book in a consistent state. This model delays incoming events which are part of incomplete snapshot or ongoing transaction until snapshot is complete or transaction has ended. These pending events cannot be seen neither via get methods of buy/sell order lists nor via listener calls, and so eventFlags of orders in the model are set to zero. The eventFlags are only used and must be taken into account when processing orders directly via low-level DXFeedSubscription class.
Sample usage
The following code prints orders for "AAPL" to console whenever the book is updated:
```
 DXFeed feed = ...;
 OrderBookModel model = new OrderBookModel();
 model.setFilter(OrderBookModelFilter.ALL);
 model.setSymbol("AAPL");
 model.addListener(new OrderBookModelListener() {
     public void modelChanged(OrderBookModelListener.Change change) {
         System.out.println("Buy orders:");
         for (Order order : model.getBuyOrders())
             System.out.println(order);
         System.out.println("Sell orders:");
         for (Order order : model.getSellOrders())
             System.out.println(order);
         System.out.println();
     }
 });
 model.attach(feed);
 
```
dxFeed API comes with a set of samples. DXFeedMarketDepth sample is a very simple UI application that shows how to use this model, concentrating your effort on data representation logic, while delegating all the data-handling logic to this model.
Resource management and closed models
Attached model is a potential memory leak. If the pointer to attached model is lost, then there is no way to detach this model from the feed and the model will not be reclaimed by the garbage collector as long as the corresponding feed is still used. Detached model can be reclaimed by the garbage collector, but detaching model requires knowing the pointer to the feed at the place of the call, which is not always convenient.
The convenient way to detach model from the feed is to call its close method. Closed model becomes permanently detached from all feeds, removes all its listeners and is guaranteed to be reclaimable by the garbage collector as soon as all external references to it are cleared.
Threads and locks
This class is not tread-safe and requires external synchronization. The only thread-safe methods are attach, detach and close. See AbstractIndexedEventModel class documentation for details and constrains on the usage of this class.
Installed ObservableListModelListener instances are invoked from a separate thread via the executor. Default executor for all models is configured with DXEndpoint.executor method. Each model can individually override its executor with setExecutor method. The corresponding modelChanged notification is guaranteed to never be concurrent, even though it may happen from different threads if executor is multi-threaded.
Custom executor can be used by backend applications that do not need to immediately update this model on arrival of new events, but want to update the model at a later time, for example, from inside of a servlet request. This approach is explained with code samples in Threads and locks section of DXFeedSubscription class documentation.

Constructor Summary

Constructors
Constructor and Description

OrderBookModel()
Creates new model.

Constructors
Constructor and Description
`OrderBookModel()` Creates new model.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`void`	`addListener(OrderBookModelListener listener)` Adds a listener to this order book model.
`void`	`attach(DXFeed feed)` Attaches model to the specified feed.
`void`	`clear()` Clears subscription symbol and, subsequently, all events in this model.
`void`	`close()` Closes this model and makes it permanently detached.
`void`	`detach(DXFeed feed)` Detaches model from the specified feed.
`ObservableListModel<Order>`	`getBuyOrders()` Returns the view of bid side (buy orders) of the order book.
`Executor`	`getExecutor()` Returns executor for processing event notifications on this model.
`OrderBookModelFilter`	`getFilter()` Returns filter for the model.
`int`	`getLotSize()` Returns lot size.
`ObservableListModel<Order>`	`getSellOrders()` Returns the view of offer side (sell orders) of the order book.
`String`	`getSymbol()` Returns order book symbol, or `null` for empty subscription.
`void`	`removeListener(OrderBookModelListener listener)` Removes a listener from this order book model.
`void`	`setExecutor(Executor executor)` Changes executor for processing event notifications on this model.
`void`	`setFilter(OrderBookModelFilter filter)` Sets the specified filter to the model.
`void`	`setLotSize(int lotSize)` Sets the lot size.
`void`	`setSymbol(String symbol)` Sets symbol for the order book to subscribe for.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - OrderBookModel
```
public OrderBookModel()
```
    Creates new model. This model is not attached to any feed, not subscribed to any symbol, and has filter set by default to OrderBookModelFilter.ALL. Use setSymbol(java.lang.String) to specify subscription symbol and attach(com.dxfeed.api.DXFeed) method to specify feed to start receiving events.
- Method Detail
  - attach
```
public void attach(DXFeed feed)
```
    Attaches model to the specified feed.
    
    Parameters:
    
    feed - feed to attach to.
  - detach
```
public void detach(DXFeed feed)
```
    Detaches model from the specified feed.
    
    Parameters:
    
    feed - feed to detach from.
  - close
```
public void close()
```
    Closes this model and makes it permanently detached.
    This method ensures that model can be safely garbage-collected when all outside references to it are lost.
    
    Specified by:
    
    close in interface AutoCloseable
  - getExecutor
```
public Executor getExecutor()
```
    Returns executor for processing event notifications on this model. See Threads and locks section of this class documentation.
    
    Returns:
    
    executor for processing event notifications on this model, or null if default executor of the attached DXFeed is used.
  - setExecutor
```
public void setExecutor(Executor executor)
```
    Changes executor for processing event notifications on this model. See Threads and locks section of this class documentation.
    
    Parameters:
    
    executor - executor for processing event notifications on this model, or null if default executor of the attached DXFeed is used.
  - clear
```
public void clear()
```
    Clears subscription symbol and, subsequently, all events in this model. This is a shortcut for setSymbol(null).
  - getFilter
```
public OrderBookModelFilter getFilter()
```
    Returns filter for the model. This filter specifies which order events are shown in the book.
    
    Returns:
    
    model filter.
    
    See Also:
    
    OrderBookModelFilter
  - setFilter
```
public void setFilter(OrderBookModelFilter filter)
```
    Sets the specified filter to the model.
    
    Parameters:
    
    filter - model filter
  - getSymbol
```
public String getSymbol()
```
    Returns order book symbol, or null for empty subscription.
    
    Returns:
    
    order book symbol.
  - setSymbol
```
public void setSymbol(String symbol)
```
    Sets symbol for the order book to subscribe for.
    
    Parameters:
    
    symbol - order book symbol, use null to unsubscribe.
  - getLotSize
```
public int getLotSize()
```
    Returns lot size. Lot size is a multiplier applied to Scope.COMPOSITE, Scope.REGIONAL, and Scope.AGGREGATE orders.
    
    Returns:
    
    lot size
  - setLotSize
```
public void setLotSize(int lotSize)
```
    Sets the lot size.
    
    Parameters:
    
    lotSize - lot size multiplier
    
    See Also:
    
    getLotSize()
  - getBuyOrders
```
public ObservableListModel<Order> getBuyOrders()
```
    Returns the view of bid side (buy orders) of the order book. This method returns the reference to the same object on each invocation. The resulting list is immutable. It reflects the current list of orders and is updated on arrival of new orders. See Threads and locks section for details on concurrency of these updates.
    
    Returns:
    
    the view of bid side (buy orders) of the order book.
  - getSellOrders
```
public ObservableListModel<Order> getSellOrders()
```
    Returns the view of offer side (sell orders) of the order book. This method returns the reference to the same object on each invocation. The resulting list is immutable. It reflects the current list of orders and is updated on arrival of new orders. See Threads and locks section for details on concurrency of these updates.
    
    Returns:
    
    the view of offer side (sell orders) of the order book.
  - addListener
```
public void addListener(OrderBookModelListener listener)
```
    Adds a listener to this order book model.
    Note, that the listener currently provides only information about the source of the change (what model has changed) and does not actually provide information about what orders in the model has changed. The model has to be queried using lists of buy and sell orders to get the new set of active orders in the book.
    
    Parameters:
    
    listener - the listener for listening to the list changes.
  - removeListener
```
public void removeListener(OrderBookModelListener listener)
```
    Removes a listener from this order book model. If the listener is not attached to this model, nothing happens.
    
    Parameters:
    
    listener - the listener to remove.

Class OrderBookModel

Sample usage

Resource management and closed models

Threads and locks

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

OrderBookModel

Method Detail

attach

detach

close

getExecutor

setExecutor

clear

getFilter

setFilter

getSymbol

setSymbol

getLotSize

setLotSize

getBuyOrders

getSellOrders

addListener

removeListener