com.apama.md.agg
Event Aggregator


The event object used to provide aggregation of market data.
Since:
CMF 2.1.0

Member summary
 integersessionId

The session ID of this aggregator instance; used to label all messages output from this object.
 sequence<com.apama.session.SessionInfo>componentSources

The list of component sources making up this aggregated data feed.
 contextmainContext

The context to address "external" events to (i.e. session control events, output aggregated data events, etc.).
 com.apama.md.agg.AggregatorHelperaggHelper

The helper event which does the aggregation.
 
Action summary
 voidcreate(context mainContext, string sessionName, sequence<com.apama.session.SessionInfo> underlyingSessions, action<dictionary<string, com.apama.session.SessionInfo>> onSuccess, action<sequence<string>> onFailure)

Creates an aggregator Session, including creating the underlying source.
 voidrequestSourceDisable(integer underlyingSessionId)

Called to request temporary removal of a source, across all symbols.
 voidrequestSourcePartialDisable(integer underlyingSessionId, sequence<string> symbols)

Called to request temporary removal of a source.
 voidrequestSourcePartialReinstate(integer underlyingSessionId, sequence<string> symbols)

Called to reinstate a previously disabled source, applied to selected symbols. If no connection was made to data on that symbol, no action will be taken.
 voidrequestSourceReinstate(integer source)

Called to reinstate a previously disabled source, applied to all symbols. If no connection was made to data on that symbol, no action will be taken.
 booleantemporaryBookAdjustment(integer underlyingSessionId, string underlyingSymbol, boolean isBid, float price, string uniqueId, integer quantity)

Temporarily override an individual input entry until the next update.
 booleantemporaryRemoveAllLiquidity(integer underlyingSessionId, string underlyingSymbol)

Temporarily remove all current aggregated entries for a source and symbol until the next update.
 
Member detail

aggHelper

            com.apama.md.agg.AggregatorHelper aggHelper
        
The helper event which does the aggregation.

componentSources

            sequence<com.apama.session.SessionInfocomponentSources
        
The list of component sources making up this aggregated data feed.

mainContext

            context mainContext
        
The context to address "external" events to (i.e. session control events, output aggregated data events, etc.).

sessionId

            integer sessionId
        
The session ID of this aggregator instance; used to label all messages output from this object.
Action detail

create

            void create(context mainContext, string sessionName, sequence<com.apama.session.SessionInfo> underlyingSessions, action<dictionary<string, com.apama.session.SessionInfo>> onSuccess, action<sequence<string>> onFailure)
        
Creates an aggregator Session, including creating the underlying source.
Parameters:
mainContext - The context in which the main system (reflectors in particular) is running.
sessionName - The name of the Session to create
underlyingSessions - The sources from which to aggregate data. These need to have been registered with the session manager, but need not be started.
onSuccess - A callback for successful initialisation.
onFailure - A callback to report unsuccessful initialisation.

requestSourceDisable

            void requestSourceDisable(integer underlyingSessionId)
        
Called to request temporary removal of a source, across all symbols.
Parameters:
underlyingSessionId - The integer ID of the source to be disabled.
See Also:
requestSourcePartialDisable - 

requestSourcePartialDisable

            void requestSourcePartialDisable(integer underlyingSessionId, sequence<string> symbols)
        
Called to request temporary removal of a source.
Parameters:
underlyingSessionId - The integer ID of the source to be disabled.
symbols - The symbol or symbols from which to remove data from this source.
See Also:
requestSourceDisable - 

requestSourcePartialReinstate

            void requestSourcePartialReinstate(integer underlyingSessionId, sequence<string> symbols)
        
Called to reinstate a previously disabled source, applied to selected symbols. If no connection was made to data on that symbol, no action will be taken.
Parameters:
underlyingSessionId - The integer ID of the source to be disabled.
symbols - The symbol or symbols from which to remove data from this source.
See Also:
requestSourceReinstate - 

requestSourceReinstate

            void requestSourceReinstate(integer source)
        
Called to reinstate a previously disabled source, applied to all symbols. If no connection was made to data on that symbol, no action will be taken.
Parameters:
source - The integer ID of the source to be disabled.
See Also:
requestSourcePartialReinstate - 

temporaryBookAdjustment

            boolean temporaryBookAdjustment(integer underlyingSessionId, string underlyingSymbol, boolean isBid, float price, string uniqueId, integer quantity)
        
Temporarily override an individual input entry until the next update.
Parameters:
underlyingSessionId - The integer ID of the source to be adjusted.
underlyingSymbol - The symbol from which to adjusted data from this source.
isBid - If the entry to be adjusted is a bid, an ask if false.
price - The adjusted price.
uniqueId - The unique identifier of the entry. For orders this is the orderId, for quotes, this is the quoteId and should be blank for depth.
quantity - The quantity. For quotes, this is used to find the entry to adjust the price. For orders and depth, this is the new adjusted quantity. If zero, the adjustment is treated as a delete.
Returns:
true if the adjustment was successful.

temporaryRemoveAllLiquidity

            boolean temporaryRemoveAllLiquidity(integer underlyingSessionId, string underlyingSymbol)
        
Temporarily remove all current aggregated entries for a source and symbol until the next update.
Parameters:
underlyingSessionId - The integer ID of the source to be removed.
underlyingSymbol - The symbol from which to remove data from this source.
Returns:
true if any liquidity was removed.