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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 |