I am just wandering if there is any possibility to use Market Depth data in Automated Trading. In other words my question is about implementation of Market Depth in to Automated Strategy. Could anybody help me with this?

tick.getAskVolumes() and tick.getBidVolumes() return arrays with market depth values. Please note that in order to receive 10 values strategy must explicitly subscribe to the instrument.

Thanks a lot.

I'm curious how to make it work in plugin. The ticks i receive there have only 1-level depth of market. Is it possible to make it 10-level depth?

Here is the dummy plugin's code i tried (mostly copy/pasted from Strategy provided ealier)

package jforex;

import java.util.*;
import com.dukascopy.api.*;
import com.dukascopy.api.plugins.*;
import com.dukascopy.api.feed.ITickFeedListener;

public class MarketLogger extends Plugin implements ITickFeedListener {
    private IPluginContext context;
    private IConsole console;
    
    public void onStart(IPluginContext context) throws JFException {
        this.context = context;
        this.console = context.getConsole();
        Set<Instrument> instruments = new HashSet<Instrument>();
        instruments.add(Instrument.EURUSD);
        this.context.setSubscribedInstruments(instruments);
        this.context.subscribeToTicksFeed(Instrument.EURUSD, this);
    }

    public void onStop() throws JFException {
    }
    
    @Override
    public void onTick(final Instrument instrument, final ITick tick) {
        if(!Instrument.EURUSD.equals(instrument)) {
            return;
        }
                
        console.getOut().print("ask ");
        for(double volume : tick.getAskVolumes()) {
            console.getOut().print(volume+ ", ");
        }
        console.getOut().println();
        
        console.getOut().print("bid ");
        for(double volume : tick.getBidVolumes()) {
            console.getOut().print(volume+ ", ");
        }
        console.getOut().println();
    }    
}

That link is the strategy - "class FullMarketDepth implements IStrategy", not "class FullMarketDepth extends Plugin" ...

But anyway, as far as I see strategy has same access to UI elements as plugin and rewriting plugin as strategy is not a big deal. This is somewhat unnatural (using strategy to alter UI), but it works Therefore my question is closed.