<Default Package>
Event LatencyHelper


Emits:
string representation of an event - 

Import Summary
 TimeFormatPlugintimeformat
 
Constant Summary
 constant stringDEPTH_PRODUCED := "6000"
 constant stringINTERNAL_MARKET_AMEND_REQUESTED := "4000"
 constant stringINTERNAL_MARKET_CALCULATED_PEGGED_PRICE := "4001"
 constant stringINTERNAL_MARKET_ENTRY := "3000"
 constant stringINTERNAL_MARKET_ORDER_ACKNOWLEDGED := "3010"
 constant stringINTERNAL_MARKET_ORDER_AMENDED := "4005"
 constant stringINTERNAL_MARKET_ORDER_CANCELLED := "4050"
 constant stringINTERNAL_MARKET_ORDER_FILLED := "5000"
 constant stringINTERNAL_MARKET_ORDER_IN_BOOK := "3005"
 constant stringINTERNAL_MARKET_ORDER_REJECTED := "3050"
 constant stringORDER_DISTRIBUTOR_ENTRY := "1000"
 constant stringTIMESTAMPS := "__timestamps"
 
Action Summary
 voidaddTimestamp(dictionary<string, string > dict, string point)
 voidemitTimestamp(dictionary<string, string > eps)
 stringgetTimestamp(string point)
 stringstringify(string point)
 
Import Detail

timeformat

TimeFormatPlugin timeformat

Constant Detail

DEPTH_PRODUCED

constant string DEPTH_PRODUCED := "6000"

INTERNAL_MARKET_AMEND_REQUESTED

constant string INTERNAL_MARKET_AMEND_REQUESTED := "4000"

INTERNAL_MARKET_CALCULATED_PEGGED_PRICE

constant string INTERNAL_MARKET_CALCULATED_PEGGED_PRICE := "4001"

INTERNAL_MARKET_ENTRY

constant string INTERNAL_MARKET_ENTRY := "3000"

INTERNAL_MARKET_ORDER_ACKNOWLEDGED

constant string INTERNAL_MARKET_ORDER_ACKNOWLEDGED := "3010"

INTERNAL_MARKET_ORDER_AMENDED

constant string INTERNAL_MARKET_ORDER_AMENDED := "4005"

INTERNAL_MARKET_ORDER_CANCELLED

constant string INTERNAL_MARKET_ORDER_CANCELLED := "4050"

INTERNAL_MARKET_ORDER_FILLED

constant string INTERNAL_MARKET_ORDER_FILLED := "5000"

INTERNAL_MARKET_ORDER_IN_BOOK

constant string INTERNAL_MARKET_ORDER_IN_BOOK := "3005"

INTERNAL_MARKET_ORDER_REJECTED

constant string INTERNAL_MARKET_ORDER_REJECTED := "3050"

ORDER_DISTRIBUTOR_ENTRY

constant string ORDER_DISTRIBUTOR_ENTRY := "1000"

TIMESTAMPS

constant string TIMESTAMPS := "__timestamps"

Action Detail

addTimestamp

void addTimestamp(dictionary<string, string > dict, string point)
Parameters:
dict
point

emitTimestamp

void emitTimestamp(dictionary<string, string > eps)
Parameters:
eps
Emits:
string representation of an event - 

getTimestamp

string getTimestamp(string point)
Parameters:
point

stringify

string stringify(string point)
Parameters:
point