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.OIgetDelta
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.OrderEntrygetOrderList
Return the list of orders in the book.

getOrdersByLevel

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

getOrdersByPrice

action<float> returns sequence<com.apama.md.client.OrderInterfacegetOrdersByPrice
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).