com.apama.algos.pov
Event POVSlicerUnit


Slicer unit represents all the functionality required for slicing a given quantity based on the POV specs. The slicer unit draws on the slicerUnit Parameters and can be used within a block for algo scenarios.
Since:
CMF 1.1.5
Version:
10.0
Routes:
com.apama.algos.pov.ADVRequest - 
com.apama.algos.pov.GotADV - 
Sends:
com.apama.algos.pov.ADVRequest - 
Listens:
com.apama.algos.pov.ADVResponse - 

Member Summary
 com.apama.algos.pov.POVSlicerUnitParamsinputParams
 contextdataManagerContext
 booleanparallelised
 integercurrentCumulativeEligibleVolume
 integercurrentFilledQty
 integercurrentOpenQty
 integercurrentNumOfOrdersInMarket
 integercurrentSliceIndex
 com.apama.algos.pov.POVSlicecurrentSlice
 integerdurationRemaining
 integerqtyRemaining
 integerADV
 integermaxLiveOrderThreshold
 
Action Summary
 floatgetLeadLagPercentage()
 voidinit(context dataManagerContext, integer totalDur, integer totalQty)
 voidsetADVandMaxLiveOrderThres(integer inputADV)
 voidsetMaxLiveOrderThres()
 integersetNextSlice(integer duration)
 voidsetQuantity(integer totalQty)
 
Member Detail

ADV

integer ADV

currentCumulativeEligibleVolume

integer currentCumulativeEligibleVolume

currentFilledQty

integer currentFilledQty

currentNumOfOrdersInMarket

integer currentNumOfOrdersInMarket

currentOpenQty

integer currentOpenQty

currentSlice

com.apama.algos.pov.POVSlice currentSlice

currentSliceIndex

integer currentSliceIndex

dataManagerContext

context dataManagerContext

durationRemaining

integer durationRemaining

inputParams

com.apama.algos.pov.POVSlicerUnitParams inputParams

maxLiveOrderThreshold

integer maxLiveOrderThreshold

parallelised

boolean parallelised

qtyRemaining

integer qtyRemaining

Action Detail

getLeadLagPercentage

float getLeadLagPercentage()

init

void init(context dataManagerContext, integer totalDur, integer totalQty)
Parameters:
dataManagerContext
totalDur
totalQty

setADVandMaxLiveOrderThres

void setADVandMaxLiveOrderThres(integer inputADV)
Parameters:
inputADV
Routes:
com.apama.algos.pov.ADVRequest - 
com.apama.algos.pov.GotADV - 
Sends:
com.apama.algos.pov.ADVRequest - 
Listens:
com.apama.algos.pov.ADVResponse - 

setMaxLiveOrderThres

void setMaxLiveOrderThres()

setNextSlice

integer setNextSlice(integer duration)
Parameters:
duration

setQuantity

void setQuantity(integer totalQty)
Parameters:
totalQty