public class BlockTradeSubmitEvent extends Object
An event received when the client initiates a block trade
Constructor and Description |
---|
BlockTradeSubmitEvent(PricingSide pricingSide)
Constructs a submit event with the PricingSide
|
Modifier and Type | Method and Description |
---|---|
PricingSide |
getPricingSide()
Returns the requested pricing side of the trade.
|
public BlockTradeSubmitEvent(PricingSide pricingSide)
Typically this is PricingSide.TWO_WAY
. Some users may not be
permissioned for this, others may only request a specific side, for these
cases PricingSide will be either PricingSide.BUY
to denote
that the Ask price be sent, or PricingSide.SELL
to denote that only
the Bid price should be sent.
pricingSide
- The pricing side denoting whether this event is for BUY or SELLpublic PricingSide getPricingSide()
Returns the requested pricing side of the trade.
PricingSide is derived from the value of the BuySell field. The following lists the possible values of BuySell and what pricing side they are mapped to:
PricingSide.TWO_WAY
, this denotes that both Bid and Ask price should be sent PricingSide.BUY
, this denotes that only ASK price be sentPricingSide.SELL
, this denotes that only BID price be sent
If BuySell field is empty or is not sent, then pricing side defaults to PricingSide.TWO_WAY
.
If the SubmitEvent is for a SWAP, and the pricing side is not PricingSide.TWO_WAY
, then the pricing side
refers to the near leg of the SWAP, and the pricing side of the far leg is the opposite side.
Copyright © 2018 Caplin Systems.