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Event Summary | |
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APIConstants | Defines a set of constant values for the AdapterAPI. |
ChannelInfo | |
ClientConfig | |
ConnectionKey | |
ConnectionReflectorHelper | |
CrossRateLegPair | The CrossRateLegPair event object is used to determine the validity of the synthetic cross based on the two input legs. It is also used to determine the parity of the two input legs. |
CrossRatePricePoint | This event object is used to store information about both the two input legs and also the resulting synthetic cross rates too. |
CrossRateServiceConnectionData | |
CrossRateServiceHelper | |
CrossRateServiceParams | |
CrossRateServiceSession | |
CrossRateServiceStopListener | |
DeRegisterConnection | |
ForwardSpotConvertHelper | For feeds providing FX Futures, such as CME, ForwardSpotConvertHelper is used to convert prices and quantities into their Spot equivalent. |
FSConvertorParams | Parameters to govern the behaviour of the FTSC. |
FTSConvertorConsts | Constants for FTSC sessions. |
FTSCSession | The Forward to Spot Converter converts the Forward prices and quantities to Spot prices and quantities and vice versa. |
GenericLegInterface | |
GenericSourceFactory | Starting point for creating the generic data source framework Note that all control operations (i.e. session start/stop/reconfigure, connect & disconnect) need to send appropriate success/failed events to the main context. |
GenericSourceInterface | Interface for creating new data sources (internal to correlator). |
LegConnectionData | Used for tracking underlying symbols that get connected. |
MathUtil | |
MinimumTradeQuantity | MinimumTradeQuantity event object is used to store the minimum tradable bid/ask quantities configured for the two legs. publishBids and publishAsks booleans decides if or not cross rates calculations need to be published. |
OutputSession | |
QuantitiesRemaining | This event object is used to store the quantities remaining on the two legs after the cross rate calculation has taken place. |
RegisterConnection | |
SpreaderHelperConsts | Constants for various Spread and Skew parameters. |
SpreaderParams | Parameters to govern the behaviour of the Spreader/Skewer. |
SpreaderSession | Spreader Session. |
SpreaderSessionConsts | Constants for Spreader/Skewer sessions. |
SpreadSkewHelper | |
UnderlyingSession |
Monitor Summary | |
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DatastreamReflectorService | Reflector Service for the connection and datastream reflectors to run in the main context. |
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