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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Import summary | |
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TimeFormatPlugin | timeFormat
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Constant summary | |
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constant float | WAIT_CHILDREN_OUT_TIMEOUT := 60.0
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Member summary | |
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wildcard string | id
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wildcard string | name
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wildcard string | ownerId
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wildcard string | strategy
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wildcard float | totalPrice
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wildcard boolean | fillsFromLastShares
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dictionary<string, string> | decorateExecutionReport
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com.apama.sor.utils.Auditor | auditor
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com.apama.sor.utils.LatencyLogger | orderLatencyLogger
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com.apama.sor.utils.LatencyLogger | marketDataOrderLatencyLogger
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com.apama.sor.oms.ChildOrderNormaliserInterface | childNormaliserIface
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wildcard integer | childOrderNum
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wildcard float | orderStartTimestamp
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wildcard boolean | monitorMarketDataOrderLatency
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dictionary<string, com.apama.sor.oms.ChildOrderContainer> | childOrders
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dictionary<string, sequence<string>> | destinationToChildOrderIds
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dictionary<string, integer> | bustedChildOrders
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com.apama.sor.oms.OrderState | state
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com.apama.oms.NewOrder | order
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com.apama.oms.OrderUpdate | update
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com.apama.sor.oms.OrderDataView | dvOrder
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wildcard boolean | terminate
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com.apama.sor.Constants | constants
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wildcard context | mainContext
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wildcard context | orderContext
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Action summary | |
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void |
accept(string message)
Called when required to send an order acknowledgment in response to the com.apama.oms.NewOrder event that instigated creation of the parent order container. |
void |
amendAccept(float price, integer quantity, string message)
Called when required to send an order amend acknowledgment in response to a com.apama.oms.AmendOrder event received as a request to amend the parent order container details. |
boolean |
amendChildOrder(string orderId, float price, string type, integer quantity)
Amend a child order. If successful a ChildOrderChangeAccepted event will be routed; if unsuccessful a ChildOrderChangeRejected event will be routed. |
void |
amendReject(string message)
Called when required to send an order amend reject in response to a com.apama.oms.AmendOrder event received as a request to amend the parent order container details. |
void |
cancelAccept(string message)
Called when required to send an order cancel acknowledgment in response to a com.apama.oms.CancelOrder event received as a request to cancel the parent order container. |
void |
cancelAllChildOrders()
Cancel all child orders. |
void |
cancelAllChildOrdersFromDestination(string destination)
Cancel all child orders made to a given destination. |
boolean |
cancelChildOrder(string orderId)
Cancel a child order. If unsuccessful a ChildOrderChangeRejected event will be routed; if successful a ChildOrderUpdate event will be routed with a state of CANCELLED. |
void |
cancelChildOrders(sequence<string> orderIds)
Cancel a set of child orders. |
void |
cancelReject(string message)
Called when required to send an order cancel reject in response to a com.apama.oms.CancelOrder event received as a request to cancel the parent order container. |
void |
create(string strategy, string id, context mainContext, context orderContext, com.apama.oms.NewOrder order, com.apama.sor.utils.Auditor auditor, com.apama.sor.utils.LatencyLogger orderLatencyLogger, float orderStartTimestamp)
Set event parameters ready for execution. |
float |
getAveragePrice()
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dictionary<string, string> |
getExtraParams()
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string |
getId()
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string |
getMarket()
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com.apama.oms.NewOrder |
getOrder()
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string |
getOwnerId()
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float |
getPrice()
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integer |
getQty()
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integer |
getQtyExecuted()
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integer |
getQtyNotWorking()
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integer |
getQtyRemaining()
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integer |
getQtyWorking()
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integer |
getQuantityInTheMarket(sequence<string> orderIds, boolean includeAll)
Utility action to return the quantity of child orders that are sitting in the market. |
string |
getService()
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string |
getSide()
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com.apama.sor.oms.OrderState |
getState()
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string |
getSymbol()
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float |
getTickSize(sequence<string> upperbound, sequence<string> tickSize, float price)
Returns the tick size for a given price. |
string |
getType()
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void |
initialise(com.apama.sor.oms.ChildOrderNormaliserInterface orderNormaliserIface, action<com.apama.sor.oms.ParentOrderContainer> success)
Initialise the parent order container to perform the static and market data lookups. |
boolean |
isBuy()
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boolean |
isSell()
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void |
kill()
Called to stop the parent order container as a hard kill. |
void |
logAmendOrder(string header, com.apama.oms.AmendOrder amendOrder)
Utility to pretty print an AmendOrder event to log file. |
void |
logCancelOrder(string header, com.apama.oms.CancelOrder cancelOrder)
Utility to pretty print a CancelOrder event to log file. |
void |
logDestinations(string header, dictionary<string, string> destinationToId)
Log the destination to base symbol lookup. |
void |
logNewOrder(string header, com.apama.oms.NewOrder newOrder)
Utility to pretty print a NewOrder event to log file. |
void |
logOrderStats(string header)
Utility to log the parent order container statistics. |
void |
logOrderUpdate(string header, com.apama.oms.OrderUpdate update)
Utility to log an order execution report. |
string |
makeChildOrder(string type, float price, integer quantity, string parentSymbol, string destination, boolean updateParent, boolean thisSide, float marketDataOrderStartTimestamp)
Make a child order. The action constructs a new ChildOrderContainer, submits the order and sets up child order update listeners to track the state of the child order. The destination supplied is mapped into marketId and serviceId via the static data. |
sequence<string> |
postResidual(integer quantityToPost, dictionary<string, float> post)
Utility action to post a residual quantity into the market as a set of limit orders. |
void |
reject(string message)
Called when required to send an order reject in response to the com.apama.oms.NewOrder event that instigated creation of the parent order container. |
void |
reload()
Reload the parent order container after setting the state, update and child orders via the public actions. This setups up the child order update listeners, and dashboard event listeners. |
float |
routePrice(float value, float tickSize, string side)
Round price to the supplied tickSize. |
void |
setChild(com.apama.sor.oms.ChildOrderContainer order)
Set a new child order to the list of child orders owned by the parent order container - used for reloading state details. |
void |
setState(com.apama.sor.oms.OrderState state)
Set the state of the parent order container - used for reloading the state details. |
void |
setUpdate(com.apama.oms.OrderUpdate update)
Set the last update of the parent order container - used for reloading the state details. |
void |
start()
Called to start the parent order container - sets up listeners internal to the event to listen for dashboard events. |
void |
stop(string message)
Called to stop the parent order container. |
void |
updateParentOrder(integer lastShares, float lastPrice, string childOrderId, dictionary<string, string> extraParams)
Update the parent order for a fill - called when a child order is submitted where updateParent is set to false. |
Import detail |
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TimeFormatPlugin timeFormat
Constant detail |
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constant float WAIT_CHILDREN_OUT_TIMEOUT := 60.0
Member detail |
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com.apama.sor.utils.Auditor auditor
dictionary<string, integer> bustedChildOrders
com.apama.sor.oms.ChildOrderNormaliserInterface childNormaliserIface
wildcard integer childOrderNum
dictionary<string, com.apama.sor.oms.ChildOrderContainer> childOrders
com.apama.sor.Constants constants
dictionary<string, string> decorateExecutionReport
dictionary<string, sequence<string>> destinationToChildOrderIds
com.apama.sor.oms.OrderDataView dvOrder
wildcard boolean fillsFromLastShares
wildcard string id
wildcard context mainContext
com.apama.sor.utils.LatencyLogger marketDataOrderLatencyLogger
wildcard boolean monitorMarketDataOrderLatency
wildcard string name
com.apama.oms.NewOrder order
wildcard context orderContext
com.apama.sor.utils.LatencyLogger orderLatencyLogger
wildcard float orderStartTimestamp
wildcard string ownerId
com.apama.sor.oms.OrderState state
wildcard string strategy
wildcard boolean terminate
wildcard float totalPrice
com.apama.oms.OrderUpdate update
Action detail |
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void accept(string message)Called when required to send an order acknowledgment in response to the com.apama.oms.NewOrder event that instigated creation of the parent order container.
void amendAccept(float price, integer quantity, string message)Called when required to send an order amend acknowledgment in response to a com.apama.oms.AmendOrder event received as a request to amend the parent order container details.
boolean amendChildOrder(string orderId, float price, string type, integer quantity)Amend a child order. If successful a ChildOrderChangeAccepted event will be routed; if unsuccessful a ChildOrderChangeRejected event will be routed.
void amendReject(string message)Called when required to send an order amend reject in response to a com.apama.oms.AmendOrder event received as a request to amend the parent order container details.
void cancelAccept(string message)Called when required to send an order cancel acknowledgment in response to a com.apama.oms.CancelOrder event received as a request to cancel the parent order container.
void cancelAllChildOrders()Cancel all child orders.
void cancelAllChildOrdersFromDestination(string destination)Cancel all child orders made to a given destination.
boolean cancelChildOrder(string orderId)Cancel a child order. If unsuccessful a ChildOrderChangeRejected event will be routed; if successful a ChildOrderUpdate event will be routed with a state of CANCELLED.
void cancelChildOrders(sequence<string> orderIds)Cancel a set of child orders.
void cancelReject(string message)Called when required to send an order cancel reject in response to a com.apama.oms.CancelOrder event received as a request to cancel the parent order container.
void create(string strategy, string id, context mainContext, context orderContext, com.apama.oms.NewOrder order, com.apama.sor.utils.Auditor auditor, com.apama.sor.utils.LatencyLogger orderLatencyLogger, float orderStartTimestamp)Set event parameters ready for execution.
float getAveragePrice()
dictionary<string, string> getExtraParams()
string getId()
string getMarket()
com.apama.oms.NewOrder getOrder()
string getOwnerId()
float getPrice()
integer getQty()
integer getQtyExecuted()
integer getQtyNotWorking()
integer getQtyRemaining()
integer getQtyWorking()
integer getQuantityInTheMarket(sequence<string> orderIds, boolean includeAll)Utility action to return the quantity of child orders that are sitting in the market.
string getService()
string getSide()
com.apama.sor.oms.OrderState getState()
string getSymbol()
float getTickSize(sequence<string> upperbound, sequence<string> tickSize, float price)Returns the tick size for a given price.
string getType()
void initialise(com.apama.sor.oms.ChildOrderNormaliserInterface orderNormaliserIface, action<com.apama.sor.oms.ParentOrderContainer> success)Initialise the parent order container to perform the static and market data lookups.
boolean isBuy()
boolean isSell()
void kill()Called to stop the parent order container as a hard kill.
void logAmendOrder(string header, com.apama.oms.AmendOrder amendOrder)Utility to pretty print an AmendOrder event to log file.
void logCancelOrder(string header, com.apama.oms.CancelOrder cancelOrder)Utility to pretty print a CancelOrder event to log file.
void logDestinations(string header, dictionary<string, string> destinationToId)Log the destination to base symbol lookup.
void logNewOrder(string header, com.apama.oms.NewOrder newOrder)Utility to pretty print a NewOrder event to log file.
void logOrderStats(string header)Utility to log the parent order container statistics.
void logOrderUpdate(string header, com.apama.oms.OrderUpdate update)Utility to log an order execution report.
string makeChildOrder(string type, float price, integer quantity, string parentSymbol, string destination, boolean updateParent, boolean thisSide, float marketDataOrderStartTimestamp)Make a child order. The action constructs a new ChildOrderContainer, submits the order and sets up child order update listeners to track the state of the child order. The destination supplied is mapped into marketId and serviceId via the static data.
sequence<string> postResidual(integer quantityToPost, dictionary<string, float> post)Utility action to post a residual quantity into the market as a set of limit orders.
void reject(string message)Called when required to send an order reject in response to the com.apama.oms.NewOrder event that instigated creation of the parent order container.
void reload()Reload the parent order container after setting the state, update and child orders via the public actions. This setups up the child order update listeners, and dashboard event listeners.
float routePrice(float value, float tickSize, string side)Round price to the supplied tickSize.
void setChild(com.apama.sor.oms.ChildOrderContainer order)Set a new child order to the list of child orders owned by the parent order container - used for reloading state details.
void setState(com.apama.sor.oms.OrderState state)Set the state of the parent order container - used for reloading the state details.
void setUpdate(com.apama.oms.OrderUpdate update)Set the last update of the parent order container - used for reloading the state details.
void start()Called to start the parent order container - sets up listeners internal to the event to listen for dashboard events.
void stop(string message)Called to stop the parent order container.
void updateParentOrder(integer lastShares, float lastPrice, string childOrderId, dictionary<string, string> extraParams)Update the parent order for a fill - called when a child order is submitted where updateParent is set to false.
FRAMES NO FRAMES | |||||||
| |||||||
SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |