com.apama.md.adapter
Event CrossRateServiceSession


Listens:
com.apama.md.crossrate.EnableThrottling - 

Constant summary
 constant stringXRATE_DATASOURCE_NAME := "SYNTHETIC_CROSS_RATE_SERVICE"
 constant stringXRATE_UNDERLYINGLEGPARAMS_NAME := "LegParams_"
 
Member summary
 com.apama.md.DatastreamConstantsdatastreamConsts
 com.apama.md.adapter.CrossRateServiceHelpercrossHelper
 action<dictionary<string, com.apama.session.SessionInfo>>onCrossRateServiceSuccess
 action<sequence<string>>onCrossRateServiceFailure
 com.apama.md.adapter.GenericSourceInterfacesourceHelper
 dictionary<com.apama.md.adapter.ConnectionKeycom.apama.md.adapter.CrossRateServiceConnectionData>conData
 dictionary<string, dictionary<string, com.apama.md.adapter.LegConnectionData>>legData

List of underlying legs and their connection state.
 com.apama.session.SessionConfigParamssessionParams
 stringsessionName
 integerregisteredSessionId
 booleansessionStarted
 action<com.apama.md.adapter.ConnectionKey, integer, string>onConnectFailure
 action<com.apama.md.adapter.ConnectionKey, integer, string>onStartSendingDataSuccess
 
Action summary
 voidconnect(com.apama.md.adapter.ConnectDatastream cds, string crossSymbolName, action<com.apama.md.adapter.ConnectionKey, integer, string> onConnectSuccess, action<com.apama.md.adapter.ConnectionKey, integer, string> onConnectFailure)
 integerconnectionExists(string crossSymbol, string streamType, com.apama.md.adapter.CrossRateServiceParams connectionParams)
 voidcreate(context mainContext, string sessionName, sequence<com.apama.session.SessionInfo> underlyingSessions, sequence<com.apama.session.SessionConfigParams> underlyingSessionConfigs, action<dictionary<string, com.apama.session.SessionInfo>> onCrossRateServiceSuccess, action<sequence<string>> onCrossRateServiceFailure)
 voiddisconnect(com.apama.md.adapter.DisconnectDatastream dds, string underlyingSymbolName, action<com.apama.md.adapter.ConnectionKey, integer> onDisconnectSuccess, action<com.apama.md.adapter.ConnectionKey, integer, string> onDisconnectFailure)
 dictionary<string, com.apama.md.adapter.OutputSession>getOutputSessions()
 voidhandleUnderlyingSessionInfoError(com.apama.session.SessionError error)
 voidhandleUnderlyingSuccessCommon(com.apama.md.adapter.ConnectionKey legConnKey, string datastreamType)
 voidonSourceSuccess(com.apama.md.adapter.GenericSourceInterface si)
 voidonUnderlyingConnectionFailure(com.apama.md.adapter.ConnectionKey legConnKey, com.apama.md.client.Error error)
 voidonUnderlyingConnectionSuccessAgg(com.apama.md.adapter.ConnectionKey legConnKey)
 voidonUnderlyingConnectionSuccessBBA(com.apama.md.adapter.ConnectionKey legConnKey)
 voidonUnderlyingConnectionSuccessDepth(com.apama.md.adapter.ConnectionKey legConnKey)
 voidonUnderlyingConnectionSuccessOrderbook(com.apama.md.adapter.ConnectionKey legConnKey)
 voidonUnderlyingDisconnectFailure(com.apama.md.adapter.ConnectionKey legConnKey, com.apama.md.client.Error error)
 voidonUnderlyingDisconnectSuccess(com.apama.md.adapter.ConnectionKey legConnKey)
 voidreconfigureSession(com.apama.session.SessionReconfigure reconfigure, action<integer> onSuccess, action<integer, string> onFailure)
 voidregisteredAggCallback(com.apama.md.client.CurrentAggregatedBookInterface aggInst)

Processes an aggregated book update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.
 voidregisteredBBACallback(com.apama.md.client.CurrentBBAInterface bbaInst)

Processes a BBA update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.
 voidregisteredDepthCallback(com.apama.md.client.CurrentDepthInterface depthInst)

Processes a Depth update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.
 voidregisteredOrderbookCallback(com.apama.md.client.CurrentOrderbookInterface orderbookInst)

Processes an orderbook update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.
 voidstartSendingData(com.apama.md.adapter.StartSendingData ssd, string underlyingSymbolName, action<com.apama.md.adapter.ConnectionKey, integer, string> success)
 voidstartSession(com.apama.session.SessionStart start, action<integer> onSuccess, action<integer, string> onFailure)
 voidstopSession(com.apama.session.SessionStop stop, action<integer> onSuccess, action<integer, string> onFailure)
 voidtearDown(com.apama.md.adapter.ConnectionKey connKey)
 voidtransformSendAgg(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentAggregatedBookInterface currAgg)
 voidtransformSendBBA(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentBBAInterface currBBA)
 voidtransformSendDepth(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentDepthInterface currDepth)
 voidtransformSendOrderbook(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentOrderbookInterface currOrderbook)
 
Constant detail

XRATE_DATASOURCE_NAME

constant string XRATE_DATASOURCE_NAME := "SYNTHETIC_CROSS_RATE_SERVICE"

XRATE_UNDERLYINGLEGPARAMS_NAME

constant string XRATE_UNDERLYINGLEGPARAMS_NAME := "LegParams_"

Member detail

conData

dictionary<com.apama.md.adapter.ConnectionKeycom.apama.md.adapter.CrossRateServiceConnectionDataconData

crossHelper

com.apama.md.adapter.CrossRateServiceHelper crossHelper

datastreamConsts

com.apama.md.DatastreamConstants datastreamConsts

legData

dictionary<string, dictionary<string, com.apama.md.adapter.LegConnectionData>> legData
List of underlying legs and their connection state.

onConnectFailure

action<com.apama.md.adapter.ConnectionKey, integer, string> onConnectFailure

onCrossRateServiceFailure

action<sequence<string>> onCrossRateServiceFailure

onCrossRateServiceSuccess

action<dictionary<string, com.apama.session.SessionInfo>> onCrossRateServiceSuccess

onStartSendingDataSuccess

action<com.apama.md.adapter.ConnectionKey, integer, string> onStartSendingDataSuccess

registeredSessionId

integer registeredSessionId

sessionName

string sessionName

sessionParams

com.apama.session.SessionConfigParams sessionParams

sessionStarted

boolean sessionStarted

sourceHelper

com.apama.md.adapter.GenericSourceInterface sourceHelper

Action detail

connect

void connect(com.apama.md.adapter.ConnectDatastream cds, string crossSymbolName, action<com.apama.md.adapter.ConnectionKey, integer, string> onConnectSuccess, action<com.apama.md.adapter.ConnectionKey, integer, string> onConnectFailure)
Parameters:
cds
crossSymbolName
onConnectSuccess
onConnectFailure

connectionExists

integer connectionExists(string crossSymbol, string streamType, com.apama.md.adapter.CrossRateServiceParams connectionParams)
Parameters:
crossSymbol
streamType
connectionParams

create

void create(context mainContext, string sessionName, sequence<com.apama.session.SessionInfo> underlyingSessions, sequence<com.apama.session.SessionConfigParams> underlyingSessionConfigs, action<dictionary<string, com.apama.session.SessionInfo>> onCrossRateServiceSuccess, action<sequence<string>> onCrossRateServiceFailure)
Parameters:
mainContext
sessionName
underlyingSessions
underlyingSessionConfigs
onCrossRateServiceSuccess
onCrossRateServiceFailure
Listens:
com.apama.md.crossrate.EnableThrottling - 

disconnect

void disconnect(com.apama.md.adapter.DisconnectDatastream dds, string underlyingSymbolName, action<com.apama.md.adapter.ConnectionKey, integer> onDisconnectSuccess, action<com.apama.md.adapter.ConnectionKey, integer, string> onDisconnectFailure)
Parameters:
dds
underlyingSymbolName
onDisconnectSuccess
onDisconnectFailure

getOutputSessions

dictionary<string, com.apama.md.adapter.OutputSessiongetOutputSessions()

handleUnderlyingSessionInfoError

void handleUnderlyingSessionInfoError(com.apama.session.SessionError error)
Parameters:
error

handleUnderlyingSuccessCommon

void handleUnderlyingSuccessCommon(com.apama.md.adapter.ConnectionKey legConnKey, string datastreamType)
Parameters:
legConnKey
datastreamType

onSourceSuccess

void onSourceSuccess(com.apama.md.adapter.GenericSourceInterface si)
Parameters:
si

onUnderlyingConnectionFailure

void onUnderlyingConnectionFailure(com.apama.md.adapter.ConnectionKey legConnKey, com.apama.md.client.Error error)
Parameters:
legConnKey
error

onUnderlyingConnectionSuccessAgg

void onUnderlyingConnectionSuccessAgg(com.apama.md.adapter.ConnectionKey legConnKey)
Parameters:
legConnKey

onUnderlyingConnectionSuccessBBA

void onUnderlyingConnectionSuccessBBA(com.apama.md.adapter.ConnectionKey legConnKey)
Parameters:
legConnKey

onUnderlyingConnectionSuccessDepth

void onUnderlyingConnectionSuccessDepth(com.apama.md.adapter.ConnectionKey legConnKey)
Parameters:
legConnKey

onUnderlyingConnectionSuccessOrderbook

void onUnderlyingConnectionSuccessOrderbook(com.apama.md.adapter.ConnectionKey legConnKey)
Parameters:
legConnKey

onUnderlyingDisconnectFailure

void onUnderlyingDisconnectFailure(com.apama.md.adapter.ConnectionKey legConnKey, com.apama.md.client.Error error)
Parameters:
legConnKey
error

onUnderlyingDisconnectSuccess

void onUnderlyingDisconnectSuccess(com.apama.md.adapter.ConnectionKey legConnKey)
Parameters:
legConnKey

reconfigureSession

void reconfigureSession(com.apama.session.SessionReconfigure reconfigure, action<integer> onSuccess, action<integer, string> onFailure)
Parameters:
reconfigure
onSuccess
onFailure

registeredAggCallback

void registeredAggCallback(com.apama.md.client.CurrentAggregatedBookInterface aggInst)
Processes an aggregated book update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.

Used as a callback from the AggregatedBook manager.
Parameters:
aggInst - The current AggregatedBook interface which will be used to update the price points for the legs of the synthetic cross
Since:
CMF 2.2.0

registeredBBACallback

void registeredBBACallback(com.apama.md.client.CurrentBBAInterface bbaInst)
Processes a BBA update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.

Used as a callback from the BBA manager.
Parameters:
bbaInst - The current BBA interface which will be used to update the price points for the legs of the synthetic cross
Since:
CMF 2.2.0

registeredDepthCallback

void registeredDepthCallback(com.apama.md.client.CurrentDepthInterface depthInst)
Processes a Depth update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.

Used as a callback from the Depth book manager.
Parameters:
depthInst - The current Depth interface which will be used to update the price points for the legs of the synthetic cross
Since:
CMF 2.2.0

registeredOrderbookCallback

void registeredOrderbookCallback(com.apama.md.client.CurrentOrderbookInterface orderbookInst)
Processes an orderbook update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.

Used as a callback from the Orderbook manager.
Parameters:
orderbookInst - The current Orderbook interface which will be used to update the price points for the legs of the synthetic cross
Since:
CMF 2.2.0

startSendingData

void startSendingData(com.apama.md.adapter.StartSendingData ssd, string underlyingSymbolName, action<com.apama.md.adapter.ConnectionKey, integer, string> success)
Parameters:
ssd
underlyingSymbolName
success

startSession

void startSession(com.apama.session.SessionStart start, action<integer> onSuccess, action<integer, string> onFailure)
Parameters:
start
onSuccess
onFailure

stopSession

void stopSession(com.apama.session.SessionStop stop, action<integer> onSuccess, action<integer, string> onFailure)
Parameters:
stop
onSuccess
onFailure

tearDown

void tearDown(com.apama.md.adapter.ConnectionKey connKey)
Parameters:
connKey

transformSendAgg

void transformSendAgg(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentAggregatedBookInterface currAgg)
Parameters:
crossConnKey
currAgg

transformSendBBA

void transformSendBBA(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentBBAInterface currBBA)
Parameters:
crossConnKey
currBBA

transformSendDepth

void transformSendDepth(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentDepthInterface currDepth)
Parameters:
crossConnKey
currDepth

transformSendOrderbook

void transformSendOrderbook(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentOrderbookInterface currOrderbook)
Parameters:
crossConnKey
currOrderbook