com.apama.md.adapter
Event SpreaderParams


Parameters to govern the behaviour of the Spreader/Skewer.
Member summary
 stringid

Id that uniquely identifies this set of parameters.
 stringskewDirection

Skew direction. Can be one of "BID", "ASK" or "OFF".
 floatspreadPercentage

Percentage spread to be applied to the prices. Must be between 0.0 and 100.0.
 floatspreadPercentNormalVolatility

Percentage spread to be applied to the prices at "NORMAL" volatility level.
 floatspreadPercentModerateVolatility

Percentage spread to be applied to the prices at "MODERATE" volatility level.
 floatspreadPercentHighVolatility

Percentage spread to be applied to the prices at "HIGH" volatility level.
 integerspreadMinQtyLimit

Minimum quantity of liquidity required for bid and ask for production of a valid price. If the minimum liquidity is not achieved a zero value BBA is produced. Cannot be negative or greater than spreadingMaxQtyLimit.
 integerspreadMaxQtyLimit

Maximum quantity of liquidity to be used for a valid price. Cannot be negative.
 floatskewPercentage

Percentage skew to be applied to prices. Must be between 0.0 and 100.0.
 floatskewPercentNormalVolatility

Percentage skew to be applied to prices at "NORMAL" volatility level.
 floatskewPercentModerateVolatility

Percentage skew to be applied to prices at "MODERATE" volatility level.
 floatskewPercentHighVolatility

Percentage skew to be applied to prices at "HIGH" volatility level.
 stringpubMode

The produced spreads are either based on the best prices (TOP_OF_BOOK) or the vwap for a give volume (VWAP).
 integervwapVol

Volume to be used in calculating the voluje weight price (VWAP) if that mode is selected. Must not be negative. Must be greater than zero when pricing in VWAP mode.
 integerspreadAdjuster

Spread adjuster, used to modify spread percentage.
 integerskewAdjuster

Skew adjuster, used to modify skew percentage.
 floatminBBASpread

Minimum spread that can be applied to the prices.
 integerdecimalPlaces

Decimal places used for rounding prices.
 booleanpublishPrices

Flag to determine publishing of prices.
 booleanacceptOrders

Flag for acceptance of client orders for the instrument.
 
Member detail

acceptOrders

            boolean acceptOrders
        
Flag for acceptance of client orders for the instrument.

decimalPlaces

            integer decimalPlaces
        
Decimal places used for rounding prices.

id

            string id
        
Id that uniquely identifies this set of parameters.

minBBASpread

            float minBBASpread
        
Minimum spread that can be applied to the prices.

publishPrices

            boolean publishPrices
        
Flag to determine publishing of prices.

pubMode

            string pubMode
        
The produced spreads are either based on the best prices (TOP_OF_BOOK) or the vwap for a give volume (VWAP).

skewAdjuster

            integer skewAdjuster
        
Skew adjuster, used to modify skew percentage.

skewDirection

            string skewDirection
        
Skew direction. Can be one of "BID", "ASK" or "OFF".

skewPercentage

            float skewPercentage
        
Percentage skew to be applied to prices. Must be between 0.0 and 100.0.

skewPercentHighVolatility

            float skewPercentHighVolatility
        
Percentage skew to be applied to prices at "HIGH" volatility level.

skewPercentModerateVolatility

            float skewPercentModerateVolatility
        
Percentage skew to be applied to prices at "MODERATE" volatility level.

skewPercentNormalVolatility

            float skewPercentNormalVolatility
        
Percentage skew to be applied to prices at "NORMAL" volatility level.

spreadAdjuster

            integer spreadAdjuster
        
Spread adjuster, used to modify spread percentage.

spreadMaxQtyLimit

            integer spreadMaxQtyLimit
        
Maximum quantity of liquidity to be used for a valid price. Cannot be negative.

spreadMinQtyLimit

            integer spreadMinQtyLimit
        
Minimum quantity of liquidity required for bid and ask for production of a valid price. If the minimum liquidity is not achieved a zero value BBA is produced. Cannot be negative or greater than spreadingMaxQtyLimit.

spreadPercentage

            float spreadPercentage
        
Percentage spread to be applied to the prices. Must be between 0.0 and 100.0.

spreadPercentHighVolatility

            float spreadPercentHighVolatility
        
Percentage spread to be applied to the prices at "HIGH" volatility level.

spreadPercentModerateVolatility

            float spreadPercentModerateVolatility
        
Percentage spread to be applied to the prices at "MODERATE" volatility level.

spreadPercentNormalVolatility

            float spreadPercentNormalVolatility
        
Percentage spread to be applied to the prices at "NORMAL" volatility level.

vwapVol

            integer vwapVol
        
Volume to be used in calculating the voluje weight price (VWAP) if that mode is selected. Must not be negative. Must be greater than zero when pricing in VWAP mode.