com.apama.oms
Event OrderFlowSimulator


This event is used as an orderflow simulator object. When given a configuration event that contains the required parameters, it produces the relevant orderflow.
Since:
CMF 1.1.2
Version:
10.11
Routes:
com.apama.oms.AmendOrder - 
com.apama.oms.NewOrder - 
Listens:
com.apama.marketdata.Depth - 
com.apama.oms.OrderReceiveFinished - 
com.apama.oms.OrderUpdate - 
com.apama.oms.SimulateOrderFlow - 

Member summary
 com.apama.oms.ConstantsOMSConsts
 com.apama.oms.ExchangeEngineexchangeEngine

An instance of the engine available to the order simulator to avoid routing.
 com.apama.oms.SimulateOrderFlowconfig

Data generation parameters encapsulated in the configuration object.
 integertrailingShares
 floattrailingShareValue
 floatmidPrice
 floatbuySellBias
 booleanactive
 com.apama.marketdata.DepthlatestDepth
 com.apama.dataview.DataViewManagerdvManager
 com.apama.dataview.DataViewResultdvResult
 integeritemId
 com.apama.oms.NewOrdernorder
 com.apama.marketdata.ConstantsmarketDataConsts
 com.apama.oms.ConstantsOMSConst
 
Action summary
 integerconvert(float price)
 voidsetup(com.apama.oms.SimulateOrderFlow config, com.apama.oms.ExchangeEngine exchangeEngineInst)

Constructor used to request the orderflow simulator to start This is the only action needed to start the data generation In order to change order generation parameters, config events should be routed.
 voidsetupActivationListeners()
 voidupdateVWAP(integer qtyFilled, float valueFilled)
 
Member detail

active

            boolean active
        

buySellBias

            float buySellBias
        

config

            com.apama.oms.SimulateOrderFlow config
        
Data generation parameters encapsulated in the configuration object.

dvManager

            com.apama.dataview.DataViewManager dvManager
        

dvResult

            com.apama.dataview.DataViewResult dvResult
        

exchangeEngine

            com.apama.oms.ExchangeEngine exchangeEngine
        
An instance of the engine available to the order simulator to avoid routing.

itemId

            integer itemId
        

latestDepth

            com.apama.marketdata.Depth latestDepth
        

marketDataConsts

            com.apama.marketdata.Constants marketDataConsts
        

midPrice

            float midPrice
        

norder

            com.apama.oms.NewOrder norder
        

OMSConst

            com.apama.oms.Constants OMSConst
        

OMSConsts

            com.apama.oms.Constants OMSConsts
        

trailingShares

            integer trailingShares
        

trailingShareValue

            float trailingShareValue
        

Action detail

convert

            integer convert(float price)
        
Parameters:
price

setup

            void setup(com.apama.oms.SimulateOrderFlow config, com.apama.oms.ExchangeEngine exchangeEngineInst)
        
Constructor used to request the orderflow simulator to start This is the only action needed to start the data generation In order to change order generation parameters, config events should be routed.
Parameters:
config - Orderflow generation parameters encapsulated in a SimulateOrderFlow object
exchangeEngineInst - Instance of the exchange engine that should be used by the data generator to place orders on
Listens:
com.apama.oms.SimulateOrderFlow - 

setupActivationListeners

            void setupActivationListeners()
        
Listens:
com.apama.oms.SimulateOrderFlow - 

updateVWAP

            void updateVWAP(integer qtyFilled, float valueFilled)
        
Parameters:
qtyFilled
valueFilled