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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Member summary | |
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integer | routeCount
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boolean | routeIt
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boolean | isMultiContext
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dictionary<context, integer> | outputContexts
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Action summary | |
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void |
changeDepthOnAmendOrder(float oldPrice, float newPrice, integer oldQty, integer newQty, string side)
This action can be used to change the market data incrementally when an order is amended. |
void |
changeDepthOnCancelOrder(float price, integer qtyRemaining, string side)
This action can be used to change the market data incrementally when an order is cancelled. |
void |
changeDepthOnFillOrders(float price, integer qty, string side)
This action can be used to change the market data incrementally when an order is filled. |
void |
changeDepthOnNewOrder(float price, integer qty, string side)
This action can be used to change the market data incrementally, adding a new order to the book. |
void |
createPublisher(com.apama.marketdata.DepthKey key, boolean validData)
This constructor action will create a depth publisher for the source described by the depth key. |
void |
createPublisherFromSubscription(com.apama.marketdata.SubscribeDepth subscription, boolean validData)
This constructor action will create a depth publisher with a market data key set from a subscription event. |
void |
destroyPublisher()
This action can be used to destroy the publisher created by either constructor. |
com.apama.marketdata.DepthKey |
getKey()
This action gives access to the depth key containing the source details of the publisher. |
integer |
getSubscribers()
This action gives access to the number of current subscribers to the depth data. |
void |
handleSubscription(com.apama.marketdata.SubscribeDepth sub)
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void |
handleUnsubscription(com.apama.marketdata.UnsubscribeDepth unsub)
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boolean |
isDataValid()
This action returns whether the data is currently valid. |
void |
setData(sequence<float> bidPrices, sequence<integer> bidQuantities, sequence<float> askPrices, sequence<integer> askQuantities)
This action can be used to set the data to be published. |
void |
setDataValid(boolean validData)
This action can be used to set whether the data is currently valid. |
void |
setDataWithExtraParams(sequence<float> bidPrices, sequence<integer> bidQuantities, sequence<float> askPrices, sequence<integer> askQuantities, dictionary<string, string> extraParams)
This action can be used to set the data to be published. It specifies both the main data and the extra parameters. |
void |
setExtraParams(dictionary<string, string> extraParams)
This action can be used to set data to be published. It specifies the extra parameters. |
void |
setPublisherStatus(boolean killPublisher, string status)
This action sets the publisher status. This is communicated using the DepthSubscriptionError event. |
Member detail |
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boolean isMultiContext
dictionary<context, integer> outputContexts
integer routeCount
boolean routeIt
Action detail |
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void changeDepthOnAmendOrder(float oldPrice, float newPrice, integer oldQty, integer newQty, string side)This action can be used to change the market data incrementally when an order is amended.
void changeDepthOnCancelOrder(float price, integer qtyRemaining, string side)This action can be used to change the market data incrementally when an order is cancelled.
void changeDepthOnFillOrders(float price, integer qty, string side)This action can be used to change the market data incrementally when an order is filled.
void changeDepthOnNewOrder(float price, integer qty, string side)This action can be used to change the market data incrementally, adding a new order to the book.
void createPublisher(com.apama.marketdata.DepthKey key, boolean validData)This constructor action will create a depth publisher for the source described by the depth key.
void createPublisherFromSubscription(com.apama.marketdata.SubscribeDepth subscription, boolean validData)This constructor action will create a depth publisher with a market data key set from a subscription event.
void destroyPublisher()This action can be used to destroy the publisher created by either constructor.
com.apama.marketdata.DepthKey getKey()This action gives access to the depth key containing the source details of the publisher.
integer getSubscribers()This action gives access to the number of current subscribers to the depth data.
void handleSubscription(com.apama.marketdata.SubscribeDepth sub)
void handleUnsubscription(com.apama.marketdata.UnsubscribeDepth unsub)
boolean isDataValid()This action returns whether the data is currently valid.
void setData(sequence<float> bidPrices, sequence<integer> bidQuantities, sequence<float> askPrices, sequence<integer> askQuantities)This action can be used to set the data to be published.
void setDataValid(boolean validData)This action can be used to set whether the data is currently valid.
void setDataWithExtraParams(sequence<float> bidPrices, sequence<integer> bidQuantities, sequence<float> askPrices, sequence<integer> askQuantities, dictionary<string, string> extraParams)This action can be used to set the data to be published. It specifies both the main data and the extra parameters.
void setExtraParams(dictionary<string, string> extraParams)This action can be used to set data to be published. It specifies the extra parameters.
void setPublisherStatus(boolean killPublisher, string status)This action sets the publisher status. This is communicated using the DepthSubscriptionError event.
FRAMES NO FRAMES | |||||||
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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |