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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Member summary | |
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wildcard boolean | wantPublishDepth
Flag to indicate whether user wants depth updates to be published. |
wildcard boolean | wantDataview
Flag to indicate whether user requests dataviews for orders in the book to be set up. |
sequence<string> | buyCache
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sequence<string> | sellCache
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dictionary<string, com.apama.oms.OrderReceiverStateContainer> | orderState
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com.apama.marketdata.DepthPublisher | depthPublisher
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com.apama.marketdata.TickPublisher | tradePublisher
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com.apama.oms.OrderBookDataView | OBDV
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string | prefix
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com.apama.oms.Constants | OMSConsts
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string | bookId
|
com.apama.oms.BookIterator | buyIterator
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com.apama.oms.BookIterator | sellIterator
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Action summary | |
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void |
addOrder(com.apama.oms.OrderReceiverStateContainer order, integer priority)
Used to add an order to the book. |
void |
cleanBook()
Used to clean the book. This operation will automatically cancel all the orders. The ondie action of monitors using this object event should call this method to avoid haemorrhaging orders. |
void |
createBook(string bookId, com.apama.marketdata.MarketDataKey omsOutputKey, com.apama.marketdata.MarketDataKey mdOutputKey, boolean wantPublishDepth, boolean wantDataview, context mainCtx)
Constructor used to create a book. |
com.apama.oms.OrderReceiverStateContainer |
getNextBuy()
Used to obtain the next order object via the bid side iterator. |
com.apama.oms.OrderReceiverStateContainer |
getNextSell()
Used to obtain the next order object via the ask side iterator. |
com.apama.oms.OrderReceiverStateContainer |
getOrder(string orderId)
Used to obtain the OrderReceiverStateContainer object for an order. |
com.apama.oms.OrderReceiverStateContainer |
getTopBuy()
Returns the best bid. Make sure to use the protective action to check whether best-bid exists first. |
com.apama.oms.OrderReceiverStateContainer |
getTopSell()
Returns the best ask. Make sure to use the protective action to check whether best-ask exists first. |
boolean |
hasNextBuy()
Used to check if there is a next bid value. |
boolean |
hasNextSell()
Used to check if there is a next ask value. |
boolean |
hasOrder(string orderId)
Used to check if a specific order exists. |
boolean |
hasTopBuy()
Returns flag for availability of best bid. |
boolean |
hasTopSell()
Returns flag for availability of best ask. |
void |
publishDepth()
Used for publishing aggregated book depth. |
void |
removeOrder(string orderId, boolean isInCache)
Used to remove an order from the orderbook. The action does not cancel the order, thus allowing the code using the book to reject cancel or fill at will. |
string |
renderBuyCache()
Used to obtain a stringified version of the id/price of all orders on the buy side. |
string |
renderDepth()
|
string |
renderSellCache()
Used to obtain a stringified version of the id/price of all orders on the ask side. |
void |
resetBuyIterator()
Used to reset book's bid side iterator. |
void |
resetSellIterator()
Used to reset book's ask side iterator. |
void |
serverAmendOrder(string orderId, com.apama.oms.AmendOrder amend, integer newPriority)
Used to amend an order in the book, where the amend is generated by the server. |
void |
userAmendOrder(string orderId, com.apama.oms.AmendOrder amend, integer newPriority)
Used to amend an order in the book. |
Member detail |
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string bookId
sequence<string> buyCache
com.apama.oms.BookIterator buyIterator
com.apama.marketdata.DepthPublisher depthPublisher
com.apama.oms.OrderBookDataView OBDV
com.apama.oms.Constants OMSConsts
dictionary<string, com.apama.oms.OrderReceiverStateContainer> orderState
string prefix
sequence<string> sellCache
com.apama.oms.BookIterator sellIterator
com.apama.marketdata.TickPublisher tradePublisher
wildcard boolean wantDataviewFlag to indicate whether user requests dataviews for orders in the book to be set up.
wildcard boolean wantPublishDepthFlag to indicate whether user wants depth updates to be published.
Action detail |
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void addOrder(com.apama.oms.OrderReceiverStateContainer order, integer priority)Used to add an order to the book.
void cleanBook()Used to clean the book. This operation will automatically cancel all the orders. The ondie action of monitors using this object event should call this method to avoid haemorrhaging orders.
void createBook(string bookId, com.apama.marketdata.MarketDataKey omsOutputKey, com.apama.marketdata.MarketDataKey mdOutputKey, boolean wantPublishDepth, boolean wantDataview, context mainCtx)Constructor used to create a book.
com.apama.oms.OrderReceiverStateContainer getNextBuy()Used to obtain the next order object via the bid side iterator.
com.apama.oms.OrderReceiverStateContainer getNextSell()Used to obtain the next order object via the ask side iterator.
com.apama.oms.OrderReceiverStateContainer getOrder(string orderId)Used to obtain the OrderReceiverStateContainer object for an order.
com.apama.oms.OrderReceiverStateContainer getTopBuy()Returns the best bid. Make sure to use the protective action to check whether best-bid exists first.
com.apama.oms.OrderReceiverStateContainer getTopSell()Returns the best ask. Make sure to use the protective action to check whether best-ask exists first.
boolean hasNextBuy()Used to check if there is a next bid value.
boolean hasNextSell()Used to check if there is a next ask value.
boolean hasOrder(string orderId)Used to check if a specific order exists.
boolean hasTopBuy()Returns flag for availability of best bid.
boolean hasTopSell()Returns flag for availability of best ask.
void publishDepth()Used for publishing aggregated book depth.
void removeOrder(string orderId, boolean isInCache)Used to remove an order from the orderbook. The action does not cancel the order, thus allowing the code using the book to reject cancel or fill at will.
string renderBuyCache()Used to obtain a stringified version of the id/price of all orders on the buy side.
string renderDepth()
string renderSellCache()Used to obtain a stringified version of the id/price of all orders on the ask side.
void resetBuyIterator()Used to reset book's bid side iterator.
void resetSellIterator()Used to reset book's ask side iterator.
void serverAmendOrder(string orderId, com.apama.oms.AmendOrder amend, integer newPriority)Used to amend an order in the book, where the amend is generated by the server.
void userAmendOrder(string orderId, com.apama.oms.AmendOrder amend, integer newPriority)Used to amend an order in the book.
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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |