com.apama.md.client
Event DepthListInterface


The DepthListInterface object represents a bid or ask list for one symbol.
Member summary
 action<float> returns com.apama.md.client.DepthItemInterfacegetDepthByPrice

Returns a sequence of depths at the given price.
 action<integer> returns com.apama.md.client.DepthItemInterfacegetDepthByLevel

Return a specific depth levelIndex.
 action<> returns integergetMaxKnownDepthLevel

Return the maximum number of depths stored in this list.
 action<sequence<com.apama.md.client.DepthEntry>> returns sequence<com.apama.md.DI>getDelta

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

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

Return a sequence of depth prices (in order of competitiveness).
 action<>doPrint

Print the depth list in a human readable form - for debugging purposes only.
 
Member detail

doPrint

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

getDelta

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

getDepthByLevel

action<integer> returns com.apama.md.client.DepthItemInterface getDepthByLevel
Return a specific depth levelIndex.

getDepthByPrice

action<float> returns com.apama.md.client.DepthItemInterface getDepthByPrice
Returns a sequence of depths at the given price.

getDepthList

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

getMaxKnownDepthLevel

action<> returns integer getMaxKnownDepthLevel
Return the maximum number of depths stored in this list.

getPrices

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