com.apama.md.adapter
Event CrossRateServiceSession
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Listens:
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com.apama.md.crossrate.EnableThrottling -
Action Summary |
void |
connect(com.apama.md.adapter.ConnectDatastream cds, string crossSymbolName, action<com.apama.md.adapter.ConnectionKey, integer, string > onConnectSuccess, action<com.apama.md.adapter.ConnectionKey, integer, string > onConnectFailure)
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integer |
connectionExists(string crossSymbol, string streamType, com.apama.md.adapter.CrossRateServiceParams connectionParams)
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void |
create(context mainContext, string sessionName, sequence<com.apama.session.SessionInfo > underlyingSessions, sequence<com.apama.session.SessionConfigParams > underlyingSessionConfigs, action<dictionary<string, com.apama.session.SessionInfo > > onCrossRateServiceSuccess, action<sequence<string > > onCrossRateServiceFailure)
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void |
disconnect(com.apama.md.adapter.DisconnectDatastream dds, string underlyingSymbolName, action<com.apama.md.adapter.ConnectionKey, integer > onDisconnectSuccess, action<com.apama.md.adapter.ConnectionKey, integer, string > onDisconnectFailure)
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dictionary<string, com.apama.md.adapter.OutputSession > |
getOutputSessions()
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void |
handleUnderlyingSessionInfoError(com.apama.session.SessionError error)
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void |
handleUnderlyingSuccessCommon(com.apama.md.adapter.ConnectionKey legConnKey, string datastreamType)
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void |
onSourceSuccess(com.apama.md.adapter.GenericSourceInterface si)
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void |
onUnderlyingConnectionFailure(com.apama.md.adapter.ConnectionKey legConnKey, com.apama.md.client.Error error)
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void |
onUnderlyingConnectionSuccessAgg(com.apama.md.adapter.ConnectionKey legConnKey)
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void |
onUnderlyingConnectionSuccessBBA(com.apama.md.adapter.ConnectionKey legConnKey)
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void |
onUnderlyingConnectionSuccessDepth(com.apama.md.adapter.ConnectionKey legConnKey)
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void |
onUnderlyingConnectionSuccessOrderbook(com.apama.md.adapter.ConnectionKey legConnKey)
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void |
onUnderlyingDisconnectFailure(com.apama.md.adapter.ConnectionKey legConnKey, com.apama.md.client.Error error)
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void |
onUnderlyingDisconnectSuccess(com.apama.md.adapter.ConnectionKey legConnKey)
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void |
reconfigureSession(com.apama.session.SessionReconfigure reconfigure, action<integer > onSuccess, action<integer, string > onFailure)
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void |
registeredAggCallback(com.apama.md.client.CurrentAggregatedBookInterface aggInst)
Processes an aggregated book update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information. |
void |
registeredBBACallback(com.apama.md.client.CurrentBBAInterface bbaInst)
Processes a BBA update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information. |
void |
registeredDepthCallback(com.apama.md.client.CurrentDepthInterface depthInst)
Processes a Depth update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information. |
void |
registeredOrderbookCallback(com.apama.md.client.CurrentOrderbookInterface orderbookInst)
Processes an orderbook update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information. |
void |
startSendingData(com.apama.md.adapter.StartSendingData ssd, string underlyingSymbolName, action<com.apama.md.adapter.ConnectionKey, integer, string > success)
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void |
startSession(com.apama.session.SessionStart start, action<integer > onSuccess, action<integer, string > onFailure)
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void |
stopSession(com.apama.session.SessionStop stop, action<integer > onSuccess, action<integer, string > onFailure)
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void |
tearDown(com.apama.md.adapter.ConnectionKey connKey)
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void |
transformSendAgg(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentAggregatedBookInterface currAgg)
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void |
transformSendBBA(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentBBAInterface currBBA)
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void |
transformSendDepth(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentDepthInterface currDepth)
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void |
transformSendOrderbook(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentOrderbookInterface currOrderbook)
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XRATE_DATASOURCE_NAME
constant string XRATE_DATASOURCE_NAME := "SYNTHETIC_CROSS_RATE_SERVICE"
XRATE_UNDERLYINGLEGPARAMS_NAME
constant string XRATE_UNDERLYINGLEGPARAMS_NAME := "LegParams_"
conData
dictionary<com.apama.md.adapter.ConnectionKey, com.apama.md.adapter.CrossRateServiceConnectionData > conData
crossHelper
com.apama.md.adapter.CrossRateServiceHelper crossHelper
datastreamConsts
com.apama.md.DatastreamConstants datastreamConsts
legData
dictionary<string, dictionary<string, com.apama.md.adapter.LegConnectionData > > legData
List of underlying legs and their connection state.
onConnectFailure
action<com.apama.md.adapter.ConnectionKey, integer, string > onConnectFailure
onCrossRateServiceFailure
action<sequence<string > > onCrossRateServiceFailure
onCrossRateServiceSuccess
action<dictionary<string, com.apama.session.SessionInfo > > onCrossRateServiceSuccess
onStartSendingDataSuccess
action<com.apama.md.adapter.ConnectionKey, integer, string > onStartSendingDataSuccess
registeredSessionId
integer registeredSessionId
sessionName
string sessionName
sessionParams
com.apama.session.SessionConfigParams sessionParams
sessionStarted
boolean sessionStarted
sourceHelper
com.apama.md.adapter.GenericSourceInterface sourceHelper
connect
void connect(com.apama.md.adapter.ConnectDatastream cds, string crossSymbolName, action<com.apama.md.adapter.ConnectionKey, integer, string > onConnectSuccess, action<com.apama.md.adapter.ConnectionKey, integer, string > onConnectFailure)
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Parameters:
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cds
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crossSymbolName
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onConnectSuccess
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onConnectFailure
connectionExists
integer connectionExists(string crossSymbol, string streamType, com.apama.md.adapter.CrossRateServiceParams connectionParams)
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Parameters:
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crossSymbol
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streamType
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connectionParams
create
void create(context mainContext, string sessionName, sequence<com.apama.session.SessionInfo > underlyingSessions, sequence<com.apama.session.SessionConfigParams > underlyingSessionConfigs, action<dictionary<string, com.apama.session.SessionInfo > > onCrossRateServiceSuccess, action<sequence<string > > onCrossRateServiceFailure)
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Parameters:
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mainContext
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sessionName
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underlyingSessions
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underlyingSessionConfigs
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onCrossRateServiceSuccess
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onCrossRateServiceFailure
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Listens:
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com.apama.md.crossrate.EnableThrottling -
disconnect
void disconnect(com.apama.md.adapter.DisconnectDatastream dds, string underlyingSymbolName, action<com.apama.md.adapter.ConnectionKey, integer > onDisconnectSuccess, action<com.apama.md.adapter.ConnectionKey, integer, string > onDisconnectFailure)
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Parameters:
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dds
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underlyingSymbolName
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onDisconnectSuccess
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onDisconnectFailure
getOutputSessions
dictionary<string, com.apama.md.adapter.OutputSession > getOutputSessions()
handleUnderlyingSessionInfoError
void handleUnderlyingSessionInfoError(com.apama.session.SessionError error)
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Parameters:
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error
handleUnderlyingSuccessCommon
void handleUnderlyingSuccessCommon(com.apama.md.adapter.ConnectionKey legConnKey, string datastreamType)
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Parameters:
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legConnKey
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datastreamType
onSourceSuccess
void onSourceSuccess(com.apama.md.adapter.GenericSourceInterface si)
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Parameters:
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si
onUnderlyingConnectionFailure
void onUnderlyingConnectionFailure(com.apama.md.adapter.ConnectionKey legConnKey, com.apama.md.client.Error error)
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Parameters:
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legConnKey
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error
onUnderlyingConnectionSuccessAgg
void onUnderlyingConnectionSuccessAgg(com.apama.md.adapter.ConnectionKey legConnKey)
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Parameters:
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legConnKey
onUnderlyingConnectionSuccessBBA
void onUnderlyingConnectionSuccessBBA(com.apama.md.adapter.ConnectionKey legConnKey)
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Parameters:
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legConnKey
onUnderlyingConnectionSuccessDepth
void onUnderlyingConnectionSuccessDepth(com.apama.md.adapter.ConnectionKey legConnKey)
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Parameters:
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legConnKey
onUnderlyingConnectionSuccessOrderbook
void onUnderlyingConnectionSuccessOrderbook(com.apama.md.adapter.ConnectionKey legConnKey)
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Parameters:
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legConnKey
onUnderlyingDisconnectFailure
void onUnderlyingDisconnectFailure(com.apama.md.adapter.ConnectionKey legConnKey, com.apama.md.client.Error error)
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Parameters:
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legConnKey
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error
onUnderlyingDisconnectSuccess
void onUnderlyingDisconnectSuccess(com.apama.md.adapter.ConnectionKey legConnKey)
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Parameters:
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legConnKey
reconfigureSession
void reconfigureSession(com.apama.session.SessionReconfigure reconfigure, action<integer > onSuccess, action<integer, string > onFailure)
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Parameters:
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reconfigure
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onSuccess
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onFailure
registeredAggCallback
void registeredAggCallback(com.apama.md.client.CurrentAggregatedBookInterface aggInst)
Processes an aggregated book update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.
Used as a callback from the AggregatedBook manager.
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Parameters:
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aggInst - The current AggregatedBook interface which will be used to update the price points for the legs of the synthetic cross
registeredBBACallback
void registeredBBACallback(com.apama.md.client.CurrentBBAInterface bbaInst)
Processes a BBA update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.
Used as a callback from the BBA manager.
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Parameters:
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bbaInst - The current BBA interface which will be used to update the price points for the legs of the synthetic cross
registeredDepthCallback
void registeredDepthCallback(com.apama.md.client.CurrentDepthInterface depthInst)
Processes a Depth update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.
Used as a callback from the Depth book manager.
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Parameters:
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depthInst - The current Depth interface which will be used to update the price points for the legs of the synthetic cross
registeredOrderbookCallback
void registeredOrderbookCallback(com.apama.md.client.CurrentOrderbookInterface orderbookInst)
Processes an orderbook update. Looks up the most recent data on the other leg, creates a price point from each leg of the synthetic cross, and determines the price point on the cross from that information.
Used as a callback from the Orderbook manager.
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Parameters:
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orderbookInst - The current Orderbook interface which will be used to update the price points for the legs of the synthetic cross
startSendingData
void startSendingData(com.apama.md.adapter.StartSendingData ssd, string underlyingSymbolName, action<com.apama.md.adapter.ConnectionKey, integer, string > success)
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Parameters:
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ssd
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underlyingSymbolName
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success
startSession
void startSession(com.apama.session.SessionStart start, action<integer > onSuccess, action<integer, string > onFailure)
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Parameters:
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start
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onSuccess
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onFailure
stopSession
void stopSession(com.apama.session.SessionStop stop, action<integer > onSuccess, action<integer, string > onFailure)
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Parameters:
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stop
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onSuccess
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onFailure
tearDown
void tearDown(com.apama.md.adapter.ConnectionKey connKey)
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Parameters:
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connKey
transformSendAgg
void transformSendAgg(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentAggregatedBookInterface currAgg)
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Parameters:
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crossConnKey
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currAgg
transformSendBBA
void transformSendBBA(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentBBAInterface currBBA)
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Parameters:
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crossConnKey
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currBBA
transformSendDepth
void transformSendDepth(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentDepthInterface currDepth)
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Parameters:
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crossConnKey
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currDepth
transformSendOrderbook
void transformSendOrderbook(com.apama.md.adapter.ConnectionKey crossConnKey, com.apama.md.client.CurrentOrderbookInterface currOrderbook)
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Parameters:
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crossConnKey
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currOrderbook