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Constant Summary | |
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constant string | CACHED_DEPTH := "MarketData.CachedDepth"
This extra parameter is to indicate a depth event is a repeated snapshot. |
constant string | EXCHANGE_EXTRA_PARAM := "Exchange"
The standard extra parameter used in Tick and Depth events to convey the exchange Id. |
constant string | MARKET_EXTRA_PARAM := "Market"
The standard extra parameter used in Tick and Depth events to convey the market Id. |
constant string | SERVICE_EXTRA_PARAM := "SERVICE_NAME"
The standard extra parameter used in Tick and Depth events to convey the service Id. |
constant string | SERVICE_NAME_EXTERNAL := "__SimpleMarketDataFirewallGatewayExternal"
The service id that should be used when writing applications that will be used with the firewall. The real adapter service id will be specified in the TARGET_SERVICE_EXTRA_PARAM extra parameter. |
constant string | SERVICE_NAME_INTERNAL := "__SimpleMarketDataFirewallGatewayInternal"
The service id that should be used when setting up listeners for firewall analytics. The real adapter service id will be specified in the TARGET_SERVICE_EXTRA_PARAM extra parameter. |
constant string | TARGET_SERVICE_EXTRA_PARAM := "Firewall.TargetService"
The standard extra parameter used in market data events to indicate the adapter service id that sent, or is to receive the events. The main service id being set to the internal or external firewall service id. |
Action Summary | |
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boolean |
extraParamsMatch(dictionary<string, string > key, dictionary<string, string > instance)
This action is used by the market data key to ensure that the extra parameters e.g. from a depth event contain the same extra parameters that were in the initial subscription i.e. the key extra params. |
string |
getExchangeFromParams(dictionary<string, string > extraParams)
This action is used to extract the exchange id from the extra params of e.g. a Tick or Depth events. |
string |
getMarketFromParams(dictionary<string, string > extraParams)
This action is used to extract the market id from the extra params of e.g. a Tick or Depth events. |
string |
getServiceFromParams(dictionary<string, string > extraParams)
This action is used to extract the service id from the extra params of e.g. a Tick or Depth events. |
string |
getTargetServiceFromParams(dictionary<string, string > extraParams)
This action is used to extract the target service id from the extra params of e.g. a Tick or Depth events. |
Constant Detail |
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constant string CACHED_DEPTH := "MarketData.CachedDepth"This extra parameter is to indicate a depth event is a repeated snapshot.
constant string EXCHANGE_EXTRA_PARAM := "Exchange"The standard extra parameter used in Tick and Depth events to convey the exchange Id.
constant string MARKET_EXTRA_PARAM := "Market"The standard extra parameter used in Tick and Depth events to convey the market Id.
constant string SERVICE_EXTRA_PARAM := "SERVICE_NAME"The standard extra parameter used in Tick and Depth events to convey the service Id.
constant string SERVICE_NAME_EXTERNAL := "__SimpleMarketDataFirewallGatewayExternal"The service id that should be used when writing applications that will be used with the firewall. The real adapter service id will be specified in the TARGET_SERVICE_EXTRA_PARAM extra parameter.
constant string SERVICE_NAME_INTERNAL := "__SimpleMarketDataFirewallGatewayInternal"The service id that should be used when setting up listeners for firewall analytics. The real adapter service id will be specified in the TARGET_SERVICE_EXTRA_PARAM extra parameter.
constant string TARGET_SERVICE_EXTRA_PARAM := "Firewall.TargetService"The standard extra parameter used in market data events to indicate the adapter service id that sent, or is to receive the events. The main service id being set to the internal or external firewall service id.
Action Detail |
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boolean extraParamsMatch(dictionary<string, string > key, dictionary<string, string > instance)This action is used by the market data key to ensure that the extra parameters e.g. from a depth event contain the same extra parameters that were in the initial subscription i.e. the key extra params.
string getExchangeFromParams(dictionary<string, string > extraParams)This action is used to extract the exchange id from the extra params of e.g. a Tick or Depth events.
string getMarketFromParams(dictionary<string, string > extraParams)This action is used to extract the market id from the extra params of e.g. a Tick or Depth events.
string getServiceFromParams(dictionary<string, string > extraParams)This action is used to extract the service id from the extra params of e.g. a Tick or Depth events.
string getTargetServiceFromParams(dictionary<string, string > extraParams)This action is used to extract the target service id from the extra params of e.g. a Tick or Depth events.
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