com.apama.md.client
Event QuotebookListInterface


Provides interfaces to read the list of Quote.
Member Summary
 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.QuoteEntryInterfacegetQuoteByIdAndQuantity

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 integergetMaxKnownQuotes

Return the total number of quotes stored in this list.
 action< > returns integergetMaxKnownQuotePriceLevel

Return the total number of quote price levels stored in this list.
 action< > returns integergetMaxKnownQuoteQuantityLevel

Return the total number of quote quantity levels stored in this list.
 action<integer > returns integergetNumQuotesAtPriceLevel

Return the total number of quotes stored at the given price level.
 action<integer > returns integergetNumQuotesAtQuantityLevel

Return the total number of quotes stored at the given quantity level.
 action<decimal > returns integergetMaxQuantityForPrice

Given a price, return the maximum quantity you can trade at.
 action<integer > returns decimalgetBestPriceForQuantity

Given an exact quantity in the book, return the best price you can trade at.
 action<integer > returns decimalgetPriceForQuantity

Given any quantity, return the price for the first quote which will fill the whole quantity.
 action< > returns decimalgetVWAP

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

doPrint

action< > doPrint
Print this list in a human readable form - for debugging purposes only.

getBestPriceForQuantity

action<integer > returns decimal getBestPriceForQuantity
Given an exact quantity in the book, return the best price you can trade at.

getMaxKnownQuotePriceLevel

action< > returns integer getMaxKnownQuotePriceLevel
Return the total number of quote price levels stored in this list.

getMaxKnownQuoteQuantityLevel

action< > returns integer getMaxKnownQuoteQuantityLevel
Return the total number of quote quantity levels stored in this list.

getMaxKnownQuotes

action< > returns integer getMaxKnownQuotes
Return the total number of quotes stored in this list.

getMaxQuantityForPrice

action<decimal > returns integer getMaxQuantityForPrice
Given a price, return the maximum quantity you can trade at.

getNumQuotesAtPriceLevel

action<integer > returns integer getNumQuotesAtPriceLevel
Return the total number of quotes stored at the given price level.

getNumQuotesAtQuantityLevel

action<integer > returns integer getNumQuotesAtQuantityLevel
Return the total number of quotes stored at the given quantity level.

getPriceForQuantity

action<integer > returns decimal getPriceForQuantity
Given any quantity, return the price for the first quote which will fill the whole quantity.

getQuoteByIdAndQuantity

action<string, integer > returns com.apama.md.client.QuoteEntryInterface getQuoteByIdAndQuantity
Return the quote that match the Id and quantity given.

getQuoteListByPrice

action< > returns sequence<com.apama.md.client.QuoteEntry > getQuoteListByPrice
Return the list of quotes in the book ordered by price.

getQuoteListByQuantity

action< > returns sequence<com.apama.md.client.QuoteEntry > getQuoteListByQuantity
Return the list of quotes in the book ordered by quantity.

getQuotesById

action<string > returns sequence<com.apama.md.client.QuoteEntryInterface > getQuotesById
Return a sequence of quotes that match the Id given.

getQuotesByPrice

action<decimal > returns sequence<com.apama.md.client.QuoteEntryInterface > getQuotesByPrice
Return sequence of quotes at the given price.

getQuotesByPriceLevel

action<integer > returns sequence<com.apama.md.client.QuoteEntryInterface > getQuotesByPriceLevel
Return sequence of quotes at the given price level.

getQuotesByQuantity

action<integer > returns sequence<com.apama.md.client.QuoteEntryInterface > getQuotesByQuantity
Return a sequence of quotes at the given quantity.

getQuotesByQuantityLevel

action<integer > returns sequence<com.apama.md.client.QuoteEntryInterface > getQuotesByQuantityLevel
Return sequence of quotes at the given quantity level.

getVWAP

action< > returns decimal getVWAP
Calculate the Volume Weighted Average Price for the entire book.

getVWAPForQuantities

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.