com.apama.oms
Event OrderFlowSimulator


This event is used as an orderflow simulator object. When given a configuration event that contains the required parameters, it produces the relevant orderflow.
Since:
CMF 1.1.2
Version:
10.5
Routes:
com.apama.oms.AmendOrder - 
com.apama.oms.NewOrder - 
Listens:
com.apama.marketdata.Depth - 
com.apama.oms.OrderReceiveFinished - 
com.apama.oms.OrderUpdate - 
com.apama.oms.SimulateOrderFlow - 

Member summary
 com.apama.oms.ConstantsOMSConsts
 com.apama.oms.ExchangeEngineexchangeEngine

An instance of the engine available to the order simulator to avoid routing.
 com.apama.oms.SimulateOrderFlowconfig

Data generation parameters encapsulated in the configuration object.
 integertrailingShares
 floattrailingShareValue
 floatmidPrice
 floatbuySellBias
 booleanactive
 com.apama.marketdata.DepthlatestDepth
 com.apama.dataview.DataViewManagerdvManager
 com.apama.dataview.DataViewResultdvResult
 integeritemId
 com.apama.oms.NewOrdernorder
 com.apama.marketdata.ConstantsmarketDataConsts
 com.apama.oms.ConstantsOMSConst
 
Action summary
 integerconvert(float price)
 voidsetup(com.apama.oms.SimulateOrderFlow config, com.apama.oms.ExchangeEngine exchangeEngineInst)

Constructor used to request the orderflow simulator to start This is the only action needed to start the data generation In order to change order generation parameters, config events should be routed.
 voidsetupActivationListeners()
 voidupdateVWAP(integer qtyFilled, float valueFilled)
 
Member detail

active

boolean active

buySellBias

float buySellBias

config

com.apama.oms.SimulateOrderFlow config
Data generation parameters encapsulated in the configuration object.

dvManager

com.apama.dataview.DataViewManager dvManager

dvResult

com.apama.dataview.DataViewResult dvResult

exchangeEngine

com.apama.oms.ExchangeEngine exchangeEngine
An instance of the engine available to the order simulator to avoid routing.

itemId

integer itemId

latestDepth

com.apama.marketdata.Depth latestDepth

marketDataConsts

com.apama.marketdata.Constants marketDataConsts

midPrice

float midPrice

norder

com.apama.oms.NewOrder norder

OMSConst

com.apama.oms.Constants OMSConst

OMSConsts

com.apama.oms.Constants OMSConsts

trailingShares

integer trailingShares

trailingShareValue

float trailingShareValue

Action detail

convert

integer convert(float price)
Parameters:
price

setup

void setup(com.apama.oms.SimulateOrderFlow config, com.apama.oms.ExchangeEngine exchangeEngineInst)
Constructor used to request the orderflow simulator to start This is the only action needed to start the data generation In order to change order generation parameters, config events should be routed.
Parameters:
config - Orderflow generation parameters encapsulated in a SimulateOrderFlow object
exchangeEngineInst - Instance of the exchange engine that should be used by the data generator to place orders on
Listens:
com.apama.oms.SimulateOrderFlow - 

setupActivationListeners

void setupActivationListeners()
Listens:
com.apama.oms.SimulateOrderFlow - 

updateVWAP

void updateVWAP(integer qtyFilled, float valueFilled)
Parameters:
qtyFilled
valueFilled