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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Import Summary | |
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TimeFormatPlugin | timeMgr
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Constant Summary | |
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constant string | NULL := ""
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Action Summary | |
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boolean |
calculateCrossRatesfromBBA(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentBBAInterface currBBA, string channel)
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boolean |
convertBBAToCrossRatePricePoint(com.apama.md.client.CurrentBBAInterface currBBA, com.apama.md.adapter.CrossRatePricePoint outputXR)
The convertBBAToCrossRatePricePoint() action uses the latest BBA interface object to generate a new CrossRatePricePoint for the required synthetic cross. |
boolean |
convertToCrossRate(com.apama.md.adapter.CrossRatePricePoint leg1, com.apama.md.adapter.CrossRatePricePoint leg2, boolean leg1Parity, boolean leg2Parity, com.apama.md.adapter.CrossRatePricePoint outputXR, com.apama.md.adapter.QuantitiesRemaining outputQtys, com.apama.md.adapter.MinimumTradeQuantity minTrade)
The convertToCrossRate() action calculates a synthetic cross rate based on the two input legs. |
com.apama.md.adapter.CrossRateServiceParams |
extractParams(string symbol, com.apama.session.CtrlParams ctrlParams)
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boolean |
generateAggWrappedEvent(com.apama.md.adapter.ConnectionKey crossConnKey, dictionary<string, com.apama.md.adapter.ConnectionKey > legConnections, string channel)
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boolean |
generateBBAWrappedEvent(com.apama.md.adapter.ConnectionKey crossConnKey, dictionary<string, com.apama.md.adapter.ConnectionKey > legConnections, string channel)
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boolean |
generateWrappedEvent(com.apama.md.adapter.ConnectionKey crossConnKey, string datastreamType, dictionary<string, com.apama.md.adapter.ConnectionKey > legConnections, string channel)
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boolean |
getLegCallbacks(string symbol, com.apama.md.adapter.GenericLegInterface getLegIface)
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void |
mergeEPSchemas(dictionary<com.apama.md.XEPKey, dictionary<string, com.apama.md.ESI > > source, dictionary<com.apama.md.XEPKey, dictionary<string, com.apama.md.ESI > > dest)
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void |
mergeEPValues(dictionary<com.apama.md.XEPKey, dictionary<string, string > > source, dictionary<com.apama.md.XEPKey, dictionary<string, string > > dest)
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integer |
min(integer m, integer n)
Helper function to return the minimum value based on comparing two integers. |
float |
minFloat(float m, float n)
Helper function to return the minimum value based on comparing two floats. |
void |
populateAskXLeg(com.apama.md.XLeg xLeg, com.apama.md.adapter.BookLevelCallbacks callbacks)
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void |
populateBidXLeg(com.apama.md.XLeg xLeg, com.apama.md.adapter.BookLevelCallbacks callbacks)
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void |
publish(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.X xrOut, string channel)
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boolean |
readParamsMinTradeQuantity(boolean leg1HasMinQuantity, boolean leg2HasMinQuantity, com.apama.md.adapter.MinimumTradeQuantity minTrade, integer leg1SessionId, integer leg1BidQty, integer leg1AskQty, integer leg2SessionId, integer leg2BidQty, integer leg2AskQty)
Helper function to populate MinimumTradeQuantity event from Minimum Trade Quantity parameters. |
void |
sendES(com.apama.md.adapter.ConnectionKey crossConnKey, dictionary<integer, float > __timestamps, dictionary<string, com.apama.md.ESI > currES, string streamType, string channel)
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void |
sendWrappedX(com.apama.md.X x, com.apama.md.adapter.ConnectionKey crossConnKey, string channel)
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void |
sendWrappedXES(com.apama.md.XES xes, com.apama.md.adapter.ConnectionKey crossConnKey, string channel)
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void |
setParams(com.apama.md.adapter.CrossRateServiceParams params)
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void |
setupSymbolConversionTable(string sessionName, string transportName, action< > userSetupSymbolConversionTable)
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void |
symbolConversionTableCreated(string sessionName, string transportName)
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void |
symbolConversionTableFailed(string sessionName, string transportName, string errMsg)
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void |
tearDown(com.apama.md.adapter.ConnectionKey ck)
The tearDown() action clears up all the dictionaries storing cached data. |
boolean |
transformAggBook(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentAggregatedBookInterface currAgg, string channel)
The transformAggBook() action uses the latest AggregatedBook interface object to publish a new com.apama.md.XR event based on the updated information. |
boolean |
transformBBA(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentBBAInterface currBBA, string channel)
The transformBBA() action creates a CrossRatePricePoint event for the calculation of the BBA synthetic cross rate. |
boolean |
transformDepthBook(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentDepthInterface currDepth, string channel)
The transformDepthBook() action uses the latest Depth interface object to publish a new com.apama.md.XR event based on the updated information. |
boolean |
transformOrderbook(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentOrderbookInterface currOrderbook, string channel)
The transformOrderbook() action uses the latest Orderbook interface object to publish a new com.apama.md.XR event based on the updated information. |
integer |
updateStaticData(com.apama.md.X xrOut, com.apama.md.XLegStaticData xStaticData)
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boolean |
validateParams(string crossSymbol, com.apama.md.adapter.CrossRateServiceParams givenParams)
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boolean |
walkTheBook(com.apama.md.adapter.ConnectionKey crossConnKey, string leg1Symbol, string leg2Symbol, boolean lastUpdatedLeg1, string channel)
This action is a generic function to walk different types of book data. To do this it uses the BookLevelCallbacks as an interface to call the correct callbacks to get data for the specific book type that we are walking. |
boolean |
walkTheBookCalculation(com.apama.md.adapter.ConnectionKey crossConnKey, string leg1Symbol, string leg2Symbol, boolean lastUpdatedLeg1, string channel)
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Import Detail |
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TimeFormatPlugin timeMgr
Constant Detail |
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constant string NULL := ""
Member Detail |
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dictionary<com.apama.md.adapter.ConnectionKey, com.apama.md.client.CurrentAggregatedBookInterface > aggData
dictionary<com.apama.md.adapter.ConnectionKey, com.apama.md.client.CurrentBBAInterface > bbaData
com.apama.md.constants.Constants constants
com.apama.md.DatastreamConstants datastreamConsts
dictionary<com.apama.md.adapter.ConnectionKey, com.apama.md.client.CurrentDepthInterface > depthData
boolean hasSymbolConversionTable
com.apama.md.ES lastOutputES
boolean lastUpdatedLeg1
integer minQuantityInitialised with Integer.MAX value. Used only in case when user want complete leg quantity as minimum quantity.
dictionary<com.apama.md.adapter.ConnectionKey, boolean > needWrapped
dictionary<com.apama.md.adapter.ConnectionKey, boolean > needWrappedES
dictionary<com.apama.md.adapter.ConnectionKey, com.apama.md.client.CurrentOrderbookInterface > orderbookData
com.apama.md.adapter.CrossRateServiceParams params
dictionary<com.apama.md.adapter.ConnectionKey, boolean > routeData
com.apama.md.symbol.SymbolConversionTableInterface symbolConversionIface
boolean tokenPendingInitialised to false. Used to avoid having multiple listeners in case when throttling is switched ON.
boolean tokenPendingEnableThrottle
action< > userSetupSymbolConversionTable
Action Detail |
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boolean calculateCrossRatesfromBBA(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentBBAInterface currBBA, string channel)
boolean convertBBAToCrossRatePricePoint(com.apama.md.client.CurrentBBAInterface currBBA, com.apama.md.adapter.CrossRatePricePoint outputXR)The convertBBAToCrossRatePricePoint() action uses the latest BBA interface object to generate a new CrossRatePricePoint for the required synthetic cross.
boolean convertToCrossRate(com.apama.md.adapter.CrossRatePricePoint leg1, com.apama.md.adapter.CrossRatePricePoint leg2, boolean leg1Parity, boolean leg2Parity, com.apama.md.adapter.CrossRatePricePoint outputXR, com.apama.md.adapter.QuantitiesRemaining outputQtys, com.apama.md.adapter.MinimumTradeQuantity minTrade)The convertToCrossRate() action calculates a synthetic cross rate based on the two input legs.
com.apama.md.adapter.CrossRateServiceParams extractParams(string symbol, com.apama.session.CtrlParams ctrlParams)
boolean generateAggWrappedEvent(com.apama.md.adapter.ConnectionKey crossConnKey, dictionary<string, com.apama.md.adapter.ConnectionKey > legConnections, string channel)
boolean generateBBAWrappedEvent(com.apama.md.adapter.ConnectionKey crossConnKey, dictionary<string, com.apama.md.adapter.ConnectionKey > legConnections, string channel)
boolean generateWrappedEvent(com.apama.md.adapter.ConnectionKey crossConnKey, string datastreamType, dictionary<string, com.apama.md.adapter.ConnectionKey > legConnections, string channel)
boolean getLegCallbacks(string symbol, com.apama.md.adapter.GenericLegInterface getLegIface)
void mergeEPSchemas(dictionary<com.apama.md.XEPKey, dictionary<string, com.apama.md.ESI > > source, dictionary<com.apama.md.XEPKey, dictionary<string, com.apama.md.ESI > > dest)
void mergeEPValues(dictionary<com.apama.md.XEPKey, dictionary<string, string > > source, dictionary<com.apama.md.XEPKey, dictionary<string, string > > dest)
integer min(integer m, integer n)Helper function to return the minimum value based on comparing two integers.
float minFloat(float m, float n)Helper function to return the minimum value based on comparing two floats.
void populateAskXLeg(com.apama.md.XLeg xLeg, com.apama.md.adapter.BookLevelCallbacks callbacks)
void populateBidXLeg(com.apama.md.XLeg xLeg, com.apama.md.adapter.BookLevelCallbacks callbacks)
void publish(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.X xrOut, string channel)
boolean readParamsMinTradeQuantity(boolean leg1HasMinQuantity, boolean leg2HasMinQuantity, com.apama.md.adapter.MinimumTradeQuantity minTrade, integer leg1SessionId, integer leg1BidQty, integer leg1AskQty, integer leg2SessionId, integer leg2BidQty, integer leg2AskQty)Helper function to populate MinimumTradeQuantity event from Minimum Trade Quantity parameters.
void sendES(com.apama.md.adapter.ConnectionKey crossConnKey, dictionary<integer, float > __timestamps, dictionary<string, com.apama.md.ESI > currES, string streamType, string channel)
void sendWrappedX(com.apama.md.X x, com.apama.md.adapter.ConnectionKey crossConnKey, string channel)
void sendWrappedXES(com.apama.md.XES xes, com.apama.md.adapter.ConnectionKey crossConnKey, string channel)
void setParams(com.apama.md.adapter.CrossRateServiceParams params)
void setupSymbolConversionTable(string sessionName, string transportName, action< > userSetupSymbolConversionTable)
void symbolConversionTableCreated(string sessionName, string transportName)
void symbolConversionTableFailed(string sessionName, string transportName, string errMsg)
void tearDown(com.apama.md.adapter.ConnectionKey ck)The tearDown() action clears up all the dictionaries storing cached data.
boolean transformAggBook(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentAggregatedBookInterface currAgg, string channel)The transformAggBook() action uses the latest AggregatedBook interface object to publish a new com.apama.md.XR event based on the updated information.
boolean transformBBA(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentBBAInterface currBBA, string channel)The transformBBA() action creates a CrossRatePricePoint event for the calculation of the BBA synthetic cross rate.
boolean transformDepthBook(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentDepthInterface currDepth, string channel)The transformDepthBook() action uses the latest Depth interface object to publish a new com.apama.md.XR event based on the updated information.
boolean transformOrderbook(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentOrderbookInterface currOrderbook, string channel)The transformOrderbook() action uses the latest Orderbook interface object to publish a new com.apama.md.XR event based on the updated information.
integer updateStaticData(com.apama.md.X xrOut, com.apama.md.XLegStaticData xStaticData)
boolean validateParams(string crossSymbol, com.apama.md.adapter.CrossRateServiceParams givenParams)
boolean walkTheBook(com.apama.md.adapter.ConnectionKey crossConnKey, string leg1Symbol, string leg2Symbol, boolean lastUpdatedLeg1, string channel)This action is a generic function to walk different types of book data. To do this it uses the BookLevelCallbacks as an interface to call the correct callbacks to get data for the specific book type that we are walking.
boolean walkTheBookCalculation(com.apama.md.adapter.ConnectionKey crossConnKey, string leg1Symbol, string leg2Symbol, boolean lastUpdatedLeg1, string channel)
FRAMES NO FRAMES | |||||||
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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |