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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Member Summary | |
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action<float > returns sequence<com.apama.md.client.AggEntryInterface > | getEntryByPrice
Return a sequence of entries at the given price. |
action<integer > returns com.apama.md.client.AggEntryInterface | getEntryByIndex
Return a specific book entry. |
action<integer > returns sequence<com.apama.md.client.AggEntryInterface > | getEntryByLevel
Return a specific book level. |
action< > returns integer | getMaxKnownEntryLevel
Return the total number of entries stored in this list. |
action<integer > returns integer | getNumEntriesAtLevel
Return the number of entries stored in this list at the specified level. |
action< > returns integer | getNumLevels
Return the total number of levels stored in this list. |
action<integer > returns com.apama.md.client.AggEntryInterface | getAggregatedEntryByLevel
Return an aggregated entry for the given level. |
action< > returns decimal | getVWAP
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<sequence<com.apama.md.client.AggEntry > > returns sequence<com.apama.md.XI > | getDelta
Given a sequence of older aggregated-book entries, compares them to the current ones and returns delta. |
action< > returns sequence<com.apama.md.client.AggEntry > | getEntryList
Return the list of entries in the book, sorted by competitiveness (price descending for bids, price ascending for asks). |
action< > returns sequence<float > | getPrices
Return a sequence of book entry prices (in order of competitiveness). |
action< > | doPrint
Print this list in a human readable form - for debugging purposes only. |
action< > returns dictionary<float, sequence<com.apama.md.client.AggEntry > > | getRaw
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Member Detail |
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action< > doPrintPrint this list in a human readable form - for debugging purposes only.
action<integer > returns com.apama.md.client.AggEntryInterface getAggregatedEntryByLevelReturn an aggregated entry for the given level.
action<sequence<com.apama.md.client.AggEntry > > returns sequence<com.apama.md.XI > getDeltaGiven a sequence of older aggregated-book entries, compares them to the current ones and returns delta.
action<integer > returns com.apama.md.client.AggEntryInterface getEntryByIndexReturn a specific book entry.
action<integer > returns sequence<com.apama.md.client.AggEntryInterface > getEntryByLevelReturn a specific book level.
action<float > returns sequence<com.apama.md.client.AggEntryInterface > getEntryByPriceReturn a sequence of entries at the given price.
action< > returns sequence<com.apama.md.client.AggEntry > getEntryListReturn the list of entries in the book, sorted by competitiveness (price descending for bids, price ascending for asks).
action< > returns integer getMaxKnownEntryLevelReturn the total number of entries stored in this list.
action<integer > returns integer getNumEntriesAtLevelReturn the number of entries stored in this list at the specified level.
action< > returns integer getNumLevelsReturn the total number of levels stored in this list.
action< > returns sequence<float > getPricesReturn a sequence of book entry prices (in order of competitiveness).
action< > returns dictionary<float, sequence<com.apama.md.client.AggEntry > > getRaw
action< > returns decimal getVWAPCalculate the Volume Weighted Average Price for the entire book.
action<sequence<integer > > returns dictionary<integer, decimal > getVWAPForQuantitiesGiven 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.
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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |