com.apama.oms
Event SimulateOrderFlow


A configuration event that drives the orderflow simulator.
Since:
CMF 1.1.2
Version:
10.11

Member summary
 stringsymbol

Symbol for order flow being generated.
 stringserviceId

Service ID for order flow being generated.
 stringmarketId

Market ID for order flow being generated.
 stringexchange

Exchange ID for order flow being generated.
 dictionary<string, string>params

Dictionary containing the accepted data configuration parameters For field names for these parameters refer to OrderFlowParams event definition.
 booleanactive

Flag indicating whether orderflow generation should be underway or not (i.e. paused).
 
Action summary
 sequence<string>getAllParameterFieldNames()
 sequence<string>getAllParamTypes()
 sequence<string>getAllParamValues()
 floatgetBiasSwap()
 floatgetCancelProb()
 stringgetExchange()
 booleangetGenAmends()
 integergetInitGenOrders()
 stringgetMarketId()
 floatgetMaxVolAmendPortion()
 integergetNumOfParams()
 floatgetOrderAmendTime()
 floatgetOrderCancelTime()
 floatgetOrderPriceShift()
 integergetOrderSizeHigh()
 integergetOrderSizeLow()
 floatgetOrderTimeHigh()
 floatgetOrderTimeLow()
 stringgetParameterFieldName(integer pos)
 floatgetPriceIncrement()
 floatgetPriceInit()
 floatgetPriceRangeSize()
 booleangetRouteOrders()
 stringgetServiceId()
 stringgetSymbol()
 stringgetUniqueKey()
 floatgetVolAmendProb()
 floatgetVWAPUpdateTime()
 booleanisActive()
 voidsetParamFields(dictionary<string, string> newValues)
 
Member detail

active

            boolean active
        
Flag indicating whether orderflow generation should be underway or not (i.e. paused).

exchange

            string exchange
        
Exchange ID for order flow being generated.

marketId

            string marketId
        
Market ID for order flow being generated.

params

            dictionary<string, string> params
        
Dictionary containing the accepted data configuration parameters For field names for these parameters refer to OrderFlowParams event definition.

serviceId

            string serviceId
        
Service ID for order flow being generated.

symbol

            string symbol
        
Symbol for order flow being generated.
Action detail

getAllParameterFieldNames

            sequence<string> getAllParameterFieldNames()
        

getAllParamTypes

            sequence<string> getAllParamTypes()
        

getAllParamValues

            sequence<string> getAllParamValues()
        

getBiasSwap

            float getBiasSwap()
        

getCancelProb

            float getCancelProb()
        

getExchange

            string getExchange()
        

getGenAmends

            boolean getGenAmends()
        

getInitGenOrders

            integer getInitGenOrders()
        

getMarketId

            string getMarketId()
        

getMaxVolAmendPortion

            float getMaxVolAmendPortion()
        

getNumOfParams

            integer getNumOfParams()
        

getOrderAmendTime

            float getOrderAmendTime()
        

getOrderCancelTime

            float getOrderCancelTime()
        

getOrderPriceShift

            float getOrderPriceShift()
        

getOrderSizeHigh

            integer getOrderSizeHigh()
        

getOrderSizeLow

            integer getOrderSizeLow()
        

getOrderTimeHigh

            float getOrderTimeHigh()
        

getOrderTimeLow

            float getOrderTimeLow()
        

getParameterFieldName

            string getParameterFieldName(integer pos)
        
Parameters:
pos

getPriceIncrement

            float getPriceIncrement()
        

getPriceInit

            float getPriceInit()
        

getPriceRangeSize

            float getPriceRangeSize()
        

getRouteOrders

            boolean getRouteOrders()
        

getServiceId

            string getServiceId()
        

getSymbol

            string getSymbol()
        

getUniqueKey

            string getUniqueKey()
        

getVolAmendProb

            float getVolAmendProb()
        

getVWAPUpdateTime

            float getVWAPUpdateTime()
        

isActive

            boolean isActive()
        

setParamFields

            void setParamFields(dictionary<string, string> newValues)
        
Parameters:
newValues