com.apama.md.adapter
Event SpreadSkewHelper



Action Summary
 booleanconParamsValid(com.apama.md.adapter.SpreaderParams conParams)

Validates the values of a SpreaderParams event.
 com.apama.md.adapter.SpreaderParamsextractParams(com.apama.session.CtrlParams ctrlParams)

Converts a set of CtrlParams into a new SpreaderParams event.
 com.apama.md.BBArevertBBA(com.apama.md.BBA dataInst)

Used to revert spread and/or skewed BBA prices back to the original (unspread/skewed) BBA prices using the parameters specified in the SpreaderParams object.
 voidsetParams(com.apama.md.adapter.SpreaderParams givenParams)

Sets the parameters used for spreading and skewing.
 com.apama.md.BBAtransformAgg(com.apama.md.client.CurrentAggregatedBookInterface aggInst, integer oSessionId, integer oConId)

Generates a spread/skewed BBA based on the raw BBA data in an Aggregated Book.
 com.apama.md.BBAtransformDepth(com.apama.md.client.CurrentDepthInterface depthInst, integer oSessionId, integer oConId)

Generates a spread/skewed BBA based on the raw BBA data in a Depth.
 com.apama.md.BBAtransformRawBBA(com.apama.md.BBA dataInst, string symbol, integer oSessionId, integer oConId)

Used to spread and/or skew BBA prices using the parameters specified in the SpreaderParams object.
 voidupdateParams(com.apama.session.CtrlParams ctrlParams, com.apama.md.adapter.SpreaderParams algoParams)

Updates a SpreaderParams event based on the CtrlParams.
 
Action Detail

conParamsValid

boolean conParamsValid(com.apama.md.adapter.SpreaderParams conParams)
Validates the values of a SpreaderParams event.
Parameters:
conParams - SpreaderParams event to be validated.
Returns:
False if an invalid parameter is found, true otherwise.

extractParams

com.apama.md.adapter.SpreaderParams extractParams(com.apama.session.CtrlParams ctrlParams)
Converts a set of CtrlParams into a new SpreaderParams event.
Parameters:
ctrlParams - CtrlParams event from which the new SpreaderParams event values are to be extracted.
Returns:
New SpreadParams event containing the extracted parameter values.

revertBBA

com.apama.md.BBA revertBBA(com.apama.md.BBA dataInst)
Used to revert spread and/or skewed BBA prices back to the original (unspread/skewed) BBA prices using the parameters specified in the SpreaderParams object.
Parameters:
dataInst - BBA instance including the prices that need to be reverted.
Returns:
BBA event including the reverted prices for the given quantity.

setParams

void setParams(com.apama.md.adapter.SpreaderParams givenParams)
Sets the parameters used for spreading and skewing.
Parameters:
givenParams - SpreaderParams event containing the new pricing parameters.

transformAgg

com.apama.md.BBA transformAgg(com.apama.md.client.CurrentAggregatedBookInterface aggInst, integer oSessionId, integer oConId)
Generates a spread/skewed BBA based on the raw BBA data in an Aggregated Book.
Parameters:
aggInst - Aggregated Book instance containing the raw data to be priced.
oSessionId - The session id to use in the returned BBA.
oConId - The connection id to use in the returned BBA.
Returns:
The priced BBA.

transformDepth

com.apama.md.BBA transformDepth(com.apama.md.client.CurrentDepthInterface depthInst, integer oSessionId, integer oConId)
Generates a spread/skewed BBA based on the raw BBA data in a Depth.
Parameters:
depthInst - Depth instance containing the raw data to be priced.
oSessionId - The session id to use in the returned BBA.
oConId - The connection id to use in the returned BBA.
Returns:
The priced BBA.

transformRawBBA

com.apama.md.BBA transformRawBBA(com.apama.md.BBA dataInst, string symbol, integer oSessionId, integer oConId)
Used to spread and/or skew BBA prices using the parameters specified in the SpreaderParams object.
Parameters:
dataInst - BBA instance including the prices that need to be modified.
symbol - The symbol name to use in the newly modified BBA.
oSessionId - The SessionID to use in the newly modified BBA.
oConId - The ConnectionID to use in the newly modified BBA.
Returns:
BBA event including the modified prices for the given quantity.

updateParams

void updateParams(com.apama.session.CtrlParams ctrlParams, com.apama.md.adapter.SpreaderParams algoParams)
Updates a SpreaderParams event based on the CtrlParams.
Parameters:
ctrlParams - CtrlParams event from which the spreader parameter updates are to be extracted.
algoParams - The spreader parameters to be updated.