com.apama.md.adapter
Event SpreaderHelperConsts


Constants for various Spread and Skew parameters.
Constant summary
 constant stringASK := "ASK"

"ASK".
 constant stringBID := "BID"

"BID".
 constant stringDECREASE := "DECREASE"

"DECREASE".
 constant stringHIGH := "HIGH"

"HIGH".
 constant stringINCREASE := "INCREASE"

"INCREASE".
 constant stringMODERATE := "MODERATE"

"MODERATE".
 constant stringNORMAL := "NORMAL"

"NORMAL".
 constant stringOFF := "OFF"

"OFF".
 constant floatSMALLS_VALUE := 5.0

5.0: 5 fractional pips.
 constant stringTOPBOOK := "TOP_OF_BOOK"

"TOP_OF_BOOK".
 constant stringVWAP := "VWAP"

"VWAP".
 
Constant detail

ASK

            constant string ASK := "ASK"
        
"ASK".

BID

            constant string BID := "BID"
        
"BID".

DECREASE

            constant string DECREASE := "DECREASE"
        
"DECREASE".

HIGH

            constant string HIGH := "HIGH"
        
"HIGH".

INCREASE

            constant string INCREASE := "INCREASE"
        
"INCREASE".

MODERATE

            constant string MODERATE := "MODERATE"
        
"MODERATE".

NORMAL

            constant string NORMAL := "NORMAL"
        
"NORMAL".

OFF

            constant string OFF := "OFF"
        
"OFF".

SMALLS_VALUE

            constant float SMALLS_VALUE := 5.0
        
5.0: 5 fractional pips.

TOPBOOK

            constant string TOPBOOK := "TOP_OF_BOOK"
        
"TOP_OF_BOOK".

VWAP

            constant string VWAP := "VWAP"
        
"VWAP".