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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Member summary | |
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action<float> returns sequence<com.apama.md.client.AggEntryInterface> | getEntryByPrice
Return a sequence of entries at the given price. |
action<integer> returns com.apama.md.client.AggEntryInterface | getEntryByIndex
Return a specific book entry. |
action<integer> returns sequence<com.apama.md.client.AggEntryInterface> | getEntryByLevel
Return a specific book level. |
action<> returns integer | getMaxKnownEntryLevel
Return the total number of entries stored in this list. |
action<integer> returns integer | getNumEntriesAtLevel
Return the number of entries stored in this list at the specified level. |
action<> returns integer | getNumLevels
Return the total number of levels stored in this list. |
action<integer> returns com.apama.md.client.AggEntryInterface | getAggregatedEntryByLevel
Return an aggregated entry for the given level. |
action<> returns decimal | getVWAP
Calculate the Volume Weighted Average Price for the entire book. |
action<sequence<integer>> returns dictionary<integer, decimal> | getVWAPForQuantities
Given a sequence of quantities, calculate the VWAP from the current book to fill them. If there is not enough liquidity in the book, the maximum quantity is calculated. |
action<sequence<com.apama.md.client.AggEntry>> returns sequence<com.apama.md.XI> | getDelta
Given a sequence of older aggregated-book entries, compares them to the current ones and returns delta. |
action<> returns sequence<com.apama.md.client.AggEntry> | getEntryList
Return the list of entries in the book, sorted by competitiveness (price descending for bids, price ascending for asks). |
action<> returns sequence<float> | getPrices
Return a sequence of book entry prices (in order of competitiveness). |
action<> | doPrint
Print this list in a human readable form - for debugging purposes only. |
action<> returns dictionary<float, sequence<com.apama.md.client.AggEntry>> | getRaw
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Member detail |
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action<> doPrintPrint this list in a human readable form - for debugging purposes only.
action<integer> returns com.apama.md.client.AggEntryInterface getAggregatedEntryByLevelReturn an aggregated entry for the given level.
action<sequence<com.apama.md.client.AggEntry>> returns sequence<com.apama.md.XI> getDeltaGiven a sequence of older aggregated-book entries, compares them to the current ones and returns delta.
action<integer> returns com.apama.md.client.AggEntryInterface getEntryByIndexReturn a specific book entry.
action<integer> returns sequence<com.apama.md.client.AggEntryInterface> getEntryByLevelReturn a specific book level.
action<float> returns sequence<com.apama.md.client.AggEntryInterface> getEntryByPriceReturn a sequence of entries at the given price.
action<> returns sequence<com.apama.md.client.AggEntry> getEntryListReturn the list of entries in the book, sorted by competitiveness (price descending for bids, price ascending for asks).
action<> returns integer getMaxKnownEntryLevelReturn the total number of entries stored in this list.
action<integer> returns integer getNumEntriesAtLevelReturn the number of entries stored in this list at the specified level.
action<> returns integer getNumLevelsReturn the total number of levels stored in this list.
action<> returns sequence<float> getPricesReturn a sequence of book entry prices (in order of competitiveness).
action<> returns dictionary<float, sequence<com.apama.md.client.AggEntry>> getRaw
action<> returns decimal getVWAPCalculate the Volume Weighted Average Price for the entire book.
action<sequence<integer>> returns dictionary<integer, decimal> getVWAPForQuantitiesGiven a sequence of quantities, calculate the VWAP from the current book to fill them. If there is not enough liquidity in the book, the maximum quantity is calculated.
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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |