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.
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Since:
- CMF 1.1.2
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Version:
- 10.7
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Routes:
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com.apama.oms.AmendOrder -
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com.apama.oms.NewOrder -
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Listens:
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com.apama.marketdata.Depth -
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com.apama.oms.OrderReceiveFinished -
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com.apama.oms.OrderUpdate -
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com.apama.oms.SimulateOrderFlow -
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
convert
integer convert(float price)
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Parameters:
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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.
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Parameters:
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config - Orderflow generation parameters encapsulated in a SimulateOrderFlow object
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exchangeEngineInst - Instance of the exchange engine that should be used by the data generator to place orders on
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Listens:
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com.apama.oms.SimulateOrderFlow -
setupActivationListeners
void setupActivationListeners()
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Listens:
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com.apama.oms.SimulateOrderFlow -
updateVWAP
void updateVWAP(integer qtyFilled, float valueFilled)
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Parameters:
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qtyFilled
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valueFilled