Package com.activequant.trading.orderbook

Examples of com.activequant.trading.orderbook.OrderBookUpdated


      }
    }
    resortBuySide();
    resortSellSide();
    // signal that there was an update.
    super.orderBookEvent(new OrderBookUpdated());
  }
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        // set the working timestamp.
        order.setWorkingTimeStamp(vex.currentExchangeTime());
    }
   
    // signal that there was an update.
    super.orderBookEvent(new OrderBookUpdated());

  }
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    } else if (order.getOrderSide().equals(OrderSide.SELL)) {
      sellSide.remove(order);
      resortSellSide();
    }
    // signal that there was an update.
    super.orderBookEvent(new OrderBookUpdated());

  }
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        sellSide.set(index, newOrder);
        resortSellSide();
      }
    }
    // signal that there was an update.
    super.orderBookEvent(new OrderBookUpdated());

  }
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