com.apama.algos.pov
Event POVSlicerUnit
Slicer unit represents all the functionality required for slicing a given quantity based on the POV specs. The slicer unit draws on the slicerUnit Parameters and can be used within a block for algo scenarios.
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Since:
- CMF 1.1.5
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Version:
- 10.2
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Routes:
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com.apama.algos.pov.ADVRequest -
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com.apama.algos.pov.GotADV -
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Sends:
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com.apama.algos.pov.ADVRequest -
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Listens:
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com.apama.algos.pov.ADVResponse -
ADV
integer ADV
currentCumulativeEligibleVolume
integer currentCumulativeEligibleVolume
currentFilledQty
integer currentFilledQty
currentNumOfOrdersInMarket
integer currentNumOfOrdersInMarket
currentOpenQty
integer currentOpenQty
currentSlice
com.apama.algos.pov.POVSlice currentSlice
currentSliceIndex
integer currentSliceIndex
dataManagerContext
context dataManagerContext
durationRemaining
integer durationRemaining
inputParams
com.apama.algos.pov.POVSlicerUnitParams inputParams
maxLiveOrderThreshold
integer maxLiveOrderThreshold
parallelised
boolean parallelised
qtyRemaining
integer qtyRemaining
getLeadLagPercentage
float getLeadLagPercentage()
init
void init(context dataManagerContext, integer totalDur, integer totalQty)
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Parameters:
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dataManagerContext
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totalDur
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totalQty
setADVandMaxLiveOrderThres
void setADVandMaxLiveOrderThres(integer inputADV)
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Parameters:
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inputADV
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Routes:
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com.apama.algos.pov.ADVRequest -
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com.apama.algos.pov.GotADV -
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Sends:
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com.apama.algos.pov.ADVRequest -
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Listens:
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com.apama.algos.pov.ADVResponse -
setMaxLiveOrderThres
void setMaxLiveOrderThres()
setNextSlice
integer setNextSlice(integer duration)
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Parameters:
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duration
setQuantity
void setQuantity(integer totalQty)
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Parameters:
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totalQty