com.apama.md.client
Event OrderbookListInterface


Represents a bid or ask list for one symbol.
Member Summary
 action<float > returns sequence<com.apama.md.client.OrderInterface >getOrdersByPrice

Return a sequence of orders at the given price.
 action<integer > returns sequence<com.apama.md.client.OrderInterface >getOrdersByLevel

Return sequence of orders at the given level.
 action< > returns integergetMaxKnownOrders

Return the total number of orders stored in this list.
 action< > returns integergetMaxKnownOrderLevel

Return the total number of order levels stored in this list.
 action<integer > returns integergetNumOrdersAtLevel

Return the total number of orders stored at the given level.
 action<integer > returns com.apama.md.client.OrderInterfacegetAggregatedOrderByLevel

Return an aggregated order for the given level.
 action<string > returns com.apama.md.client.OrderInterfacegetOrderById

Return an order that matches the Id given.
 action<sequence<com.apama.md.client.OrderEntry > > returns sequence<com.apama.md.OI >getDelta

Given a sequence of older order entries, compares them to the current ones and returns delta.
 action< > returns sequence<com.apama.md.client.OrderEntry >getOrderList

Return the list of orders in the book.
 action< > returns sequence<float >getPrices

Return a sequence of order prices (in order of competitiveness).
 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.

getAggregatedOrderByLevel

action<integer > returns com.apama.md.client.OrderInterface getAggregatedOrderByLevel
Return an aggregated order for the given level.

getDelta

action<sequence<com.apama.md.client.OrderEntry > > returns sequence<com.apama.md.OI > getDelta
Given a sequence of older order entries, compares them to the current ones and returns delta.

getMaxKnownOrderLevel

action< > returns integer getMaxKnownOrderLevel
Return the total number of order levels stored in this list.

getMaxKnownOrders

action< > returns integer getMaxKnownOrders
Return the total number of orders stored in this list.

getNumOrdersAtLevel

action<integer > returns integer getNumOrdersAtLevel
Return the total number of orders stored at the given level.

getOrderById

action<string > returns com.apama.md.client.OrderInterface getOrderById
Return an order that matches the Id given.

getOrderList

action< > returns sequence<com.apama.md.client.OrderEntry > getOrderList
Return the list of orders in the book.

getOrdersByLevel

action<integer > returns sequence<com.apama.md.client.OrderInterface > getOrdersByLevel
Return sequence of orders at the given level.

getOrdersByPrice

action<float > returns sequence<com.apama.md.client.OrderInterface > getOrdersByPrice
Return a sequence of orders at the given price.

getPrices

action< > returns sequence<float > getPrices
Return a sequence of order prices (in order of competitiveness).