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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Member Summary | |
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action<integer > returns sequence<com.apama.md.client.QuoteEntryInterface > | getQuotesByQuantity
Return a sequence of quotes at the given quantity. |
action<decimal > returns sequence<com.apama.md.client.QuoteEntryInterface > | getQuotesByPrice
Return sequence of quotes at the given price. |
action<string > returns sequence<com.apama.md.client.QuoteEntryInterface > | getQuotesById
Return a sequence of quotes that match the Id given. |
action<string, integer > returns com.apama.md.client.QuoteEntryInterface | getQuoteByIdAndQuantity
Return the quote that match the Id and quantity given. |
action<integer > returns sequence<com.apama.md.client.QuoteEntryInterface > | getQuotesByPriceLevel
Return sequence of quotes at the given price level. |
action<integer > returns sequence<com.apama.md.client.QuoteEntryInterface > | getQuotesByQuantityLevel
Return sequence of quotes at the given quantity level. |
action< > returns integer | getMaxKnownQuotes
Return the total number of quotes stored in this list. |
action< > returns integer | getMaxKnownQuotePriceLevel
Return the total number of quote price levels stored in this list. |
action< > returns integer | getMaxKnownQuoteQuantityLevel
Return the total number of quote quantity levels stored in this list. |
action<integer > returns integer | getNumQuotesAtPriceLevel
Return the total number of quotes stored at the given price level. |
action<integer > returns integer | getNumQuotesAtQuantityLevel
Return the total number of quotes stored at the given quantity level. |
action<decimal > returns integer | getMaxQuantityForPrice
Given a price, return the maximum quantity you can trade at. |
action<integer > returns decimal | getBestPriceForQuantity
Given an exact quantity in the book, return the best price you can trade at. |
action<integer > returns decimal | getPriceForQuantity
Given any quantity, return the price for the first quote which will fill the whole quantity. |
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< > returns sequence<com.apama.md.client.QuoteEntry > | getQuoteListByPrice
Return the list of quotes in the book ordered by price. |
action< > returns sequence<com.apama.md.client.QuoteEntry > | getQuoteListByQuantity
Return the list of quotes in the book ordered by quantity. |
action< > | doPrint
Print this list in a human readable form - for debugging purposes only. |
Member Detail |
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action< > doPrintPrint this list in a human readable form - for debugging purposes only.
action<integer > returns decimal getBestPriceForQuantityGiven an exact quantity in the book, return the best price you can trade at.
action< > returns integer getMaxKnownQuotePriceLevelReturn the total number of quote price levels stored in this list.
action< > returns integer getMaxKnownQuoteQuantityLevelReturn the total number of quote quantity levels stored in this list.
action< > returns integer getMaxKnownQuotesReturn the total number of quotes stored in this list.
action<decimal > returns integer getMaxQuantityForPriceGiven a price, return the maximum quantity you can trade at.
action<integer > returns integer getNumQuotesAtPriceLevelReturn the total number of quotes stored at the given price level.
action<integer > returns integer getNumQuotesAtQuantityLevelReturn the total number of quotes stored at the given quantity level.
action<integer > returns decimal getPriceForQuantityGiven any quantity, return the price for the first quote which will fill the whole quantity.
action<string, integer > returns com.apama.md.client.QuoteEntryInterface getQuoteByIdAndQuantityReturn the quote that match the Id and quantity given.
action< > returns sequence<com.apama.md.client.QuoteEntry > getQuoteListByPriceReturn the list of quotes in the book ordered by price.
action< > returns sequence<com.apama.md.client.QuoteEntry > getQuoteListByQuantityReturn the list of quotes in the book ordered by quantity.
action<string > returns sequence<com.apama.md.client.QuoteEntryInterface > getQuotesByIdReturn a sequence of quotes that match the Id given.
action<decimal > returns sequence<com.apama.md.client.QuoteEntryInterface > getQuotesByPriceReturn sequence of quotes at the given price.
action<integer > returns sequence<com.apama.md.client.QuoteEntryInterface > getQuotesByPriceLevelReturn sequence of quotes at the given price level.
action<integer > returns sequence<com.apama.md.client.QuoteEntryInterface > getQuotesByQuantityReturn a sequence of quotes at the given quantity.
action<integer > returns sequence<com.apama.md.client.QuoteEntryInterface > getQuotesByQuantityLevelReturn sequence of quotes at the given quantity level.
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.
FRAMES NO FRAMES | |||||||
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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |