com.apama.algos.vwap
Event SubslicerUnitParams
A collection of the subslicer unit's parameters. These parameters accord to the ones that should be used in a block that uses the subslicer unit (i.e. subslicing block).
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Since:
- CMF 1.1.4
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Version:
- 10.3
childOrderBoundary
integer childOrderBoundary
maxChildOrderQty
integer maxChildOrderQty
maxChildOrderQtyCoef
float maxChildOrderQtyCoef
minChildOrderQty
integer minChildOrderQty
orderSubmissionInterval
integer orderSubmissionInterval
orderSubmissionIntervalRnd
integer orderSubmissionIntervalRnd
roundLotSize
integer roundLotSize