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string | id
Id that uniquely identifies this set of parameters. |
string | skewDirection
Skew direction. Can be one of "BID", "ASK" or "OFF". |
float | spreadPercentage
Percentage spread to be applied to the prices. Must be between 0.0 and 100.0. |
float | spreadPercentNormalVolatility
Percentage spread to be applied to the prices at "NORMAL" volatility level. |
float | spreadPercentModerateVolatility
Percentage spread to be applied to the prices at "MODERATE" volatility level. |
float | spreadPercentHighVolatility
Percentage spread to be applied to the prices at "HIGH" volatility level. |
integer | spreadMinQtyLimit
Minimum quantity of liquidity required for bid and ask for production of a valid price. If the minimum liquidity is not achieved a zero value BBA is produced. Cannot be negative or greater than spreadingMaxQtyLimit. |
integer | spreadMaxQtyLimit
Maximum quantity of liquidity to be used for a valid price. Cannot be negative. |
float | skewPercentage
Percentage skew to be applied to prices. Must be between 0.0 and 100.0. |
float | skewPercentNormalVolatility
Percentage skew to be applied to prices at "NORMAL" volatility level. |
float | skewPercentModerateVolatility
Percentage skew to be applied to prices at "MODERATE" volatility level. |
float | skewPercentHighVolatility
Percentage skew to be applied to prices at "HIGH" volatility level. |
string | pubMode
The produced spreads are either based on the best prices (TOP_OF_BOOK) or the vwap for a give volume (VWAP). |
integer | vwapVol
Volume to be used in calculating the voluje weight price (VWAP) if that mode is selected. Must not be negative. Must be greater than zero when pricing in VWAP mode. |
integer | spreadAdjuster
Spread adjuster, used to modify spread percentage. |
integer | skewAdjuster
Skew adjuster, used to modify skew percentage. |
float | minBBASpread
Minimum spread that can be applied to the prices. |
integer | decimalPlaces
Decimal places used for rounding prices. |
boolean | publishPrices
Flag to determine publishing of prices. |
boolean | acceptOrders
Flag for acceptance of client orders for the instrument. |
Member detail |
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boolean acceptOrdersFlag for acceptance of client orders for the instrument.
integer decimalPlacesDecimal places used for rounding prices.
string idId that uniquely identifies this set of parameters.
float minBBASpreadMinimum spread that can be applied to the prices.
boolean publishPricesFlag to determine publishing of prices.
string pubModeThe produced spreads are either based on the best prices (TOP_OF_BOOK) or the vwap for a give volume (VWAP).
integer skewAdjusterSkew adjuster, used to modify skew percentage.
string skewDirectionSkew direction. Can be one of "BID", "ASK" or "OFF".
float skewPercentagePercentage skew to be applied to prices. Must be between 0.0 and 100.0.
float skewPercentHighVolatilityPercentage skew to be applied to prices at "HIGH" volatility level.
float skewPercentModerateVolatilityPercentage skew to be applied to prices at "MODERATE" volatility level.
float skewPercentNormalVolatilityPercentage skew to be applied to prices at "NORMAL" volatility level.
integer spreadAdjusterSpread adjuster, used to modify spread percentage.
integer spreadMaxQtyLimitMaximum quantity of liquidity to be used for a valid price. Cannot be negative.
integer spreadMinQtyLimitMinimum quantity of liquidity required for bid and ask for production of a valid price. If the minimum liquidity is not achieved a zero value BBA is produced. Cannot be negative or greater than spreadingMaxQtyLimit.
float spreadPercentagePercentage spread to be applied to the prices. Must be between 0.0 and 100.0.
float spreadPercentHighVolatilityPercentage spread to be applied to the prices at "HIGH" volatility level.
float spreadPercentModerateVolatilityPercentage spread to be applied to the prices at "MODERATE" volatility level.
float spreadPercentNormalVolatilityPercentage spread to be applied to the prices at "NORMAL" volatility level.
integer vwapVolVolume to be used in calculating the voluje weight price (VWAP) if that mode is selected. Must not be negative. Must be greater than zero when pricing in VWAP mode.
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