FRAMES NO FRAMES | ||||||
| ||||||
SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Constant Summary | |
---|---|
constant string | ORDER_GROUP_EXTRA_PARAM := "OrderGroup"
Order group. |
Member Summary | |
---|---|
com.apama.oms.CreateExchangeEngine | create
The creation object contains the relevant market-data keys and parameters set by the for setting up the simulation platform. The omsInputKey is for the inference section and the exchangeEngine listens on the omsOutputKey. |
dictionary<com.apama.oms.GroupKey, dictionary<string, boolean > > | orderGroups
A set of order groups, used for cancel-by-group. This allows construction of order groups, be they groups on the same symbol (e.g. VWAP orders) or groups across different symbols (e.g. basket orders). |
dictionary<string, dictionary<string, string > > | ordersByUser
A record of orders submitted by each user, to support per-user operations (e.g. cancel all user's orders). |
com.apama.oms.Constants | OMSConsts
Helper object containing various string constants. |
com.apama.oms.OrderPriorities | priorities
A helper object to store priority data by ID. This allocates priorities in ascending order, such that they can always be used as a sorting mechanism for order execution. |
com.apama.oms.ExchangeEngineExtensionInterface | exchangeExtensions
Exchange extensions. |
com.apama.oms.MatchResultConstants | mrc
|
Action Summary | |
---|---|
void |
handleUserOrderCompletion(string ownerId, string serviceId, string orderId)
This listens for orders being finished, removes them from the list for that user, and reports that the group is no longer active if/when all orders are completed. |
void |
initCreate(com.apama.oms.CreateExchangeEngine create, com.apama.oms.ExchangeEngineExtensionInterface exchangeExtensions, string instanceId, context mainCtx, action<com.apama.oms.OrderState > updateCallBack)
Constructor used to create an exchange engine. |
void |
ondie()
Used to end engine's functions by cleaning the book and stopping listeners. |
Constant Detail |
---|
constant string ORDER_GROUP_EXTRA_PARAM := "OrderGroup"Order group.
Member Detail |
---|
com.apama.oms.CreateExchangeEngine createThe creation object contains the relevant market-data keys and parameters set by the for setting up the simulation platform. The omsInputKey is for the inference section and the exchangeEngine listens on the omsOutputKey.
com.apama.oms.ExchangeEngineExtensionInterface exchangeExtensionsExchange extensions.
com.apama.oms.MatchResultConstants mrc
com.apama.oms.Constants OMSConstsHelper object containing various string constants.
dictionary<com.apama.oms.GroupKey, dictionary<string, boolean > > orderGroupsA set of order groups, used for cancel-by-group. This allows construction of order groups, be they groups on the same symbol (e.g. VWAP orders) or groups across different symbols (e.g. basket orders).
dictionary<string, dictionary<string, string > > ordersByUserA record of orders submitted by each user, to support per-user operations (e.g. cancel all user's orders).
com.apama.oms.OrderPriorities prioritiesA helper object to store priority data by ID. This allocates priorities in ascending order, such that they can always be used as a sorting mechanism for order execution.
Action Detail |
---|
void handleUserOrderCompletion(string ownerId, string serviceId, string orderId)This listens for orders being finished, removes them from the list for that user, and reports that the group is no longer active if/when all orders are completed.
void initCreate(com.apama.oms.CreateExchangeEngine create, com.apama.oms.ExchangeEngineExtensionInterface exchangeExtensions, string instanceId, context mainCtx, action<com.apama.oms.OrderState > updateCallBack)Constructor used to create an exchange engine.
void ondie()Used to end engine's functions by cleaning the book and stopping listeners.
FRAMES NO FRAMES | ||||||
| ||||||
SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |