java.lang.Object
- deltix.qsrv.hf.blocks.booksim.Level2Config

public final class Level2Config
extends java.lang.Object

Field Summary

Fields
Modifier and Type	Field	Description
`static double`	`CHECK_BITWISE_EQUALITY`	A special constant for verifying prices and sizes, which tells the processor to assert bitwise equality of numbers.
`static int`	`INAN`
`static long`	`LNAN`

Constructor Summary

Constructors
Constructor Description

Level2Config()

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`static long`	`d2n(double d)`
`static long`	`decexp2n(long significand, int exp)`	Converts an floating-point decimal number to fixed-point representation used by the L2 processor.
`boolean`	`getCheckDeleteAugmentation()`	Returns whether the simulator should verify that the DELETE command supplies the correct price and size.
`CheckMode`	`getCheckSnapshotFrequency()`	Returns whether the simulator should verify that snapshots are present at the specified frequency, or insert snapshots to comply.
`boolean`	`getCheckSnapshotOrder()`	Returns whether the simulator should verify that the OFFER snapshot immediately follows the BID snapshot.
`boolean`	`getConvertToL1()`	Returns whether level 2 data should be converted to level 1.
`double`	`getDACPriceTolerance()`	Returns the price tolerance used for delete augmentation checking.
`double`	`getDACSizeTolerance()`	Returns the size tolerance used for delete augmentation checking.
`boolean`	`getFixDepth()`	Returns whether the depth/action data should be ignored in the incoming messages.
`int`	`getMaxNumLevels()`	Returns the maximum number of levels in input L2 data.
`int`	`getMaxOutputNumLevels()`	Returns the maximum number of levels in input L2 data.
`double`	`getMinBidOfferDistance()`	Returns the Bid-Offer Distance tolerance.
`long`	`getPeriodicSnapshotInterval()`	Returns the snapshot augmentation interval, in milliseconds.
`double`	`getPriceOrderingTolerance()`	Returns the Price Ordering Tolerance.
`SelfValidationLevel`	`getSelfValidationLevel()`	Returns the self-validation level.
`static double`	`n2d(long n)`
`void`	`setCheckDeleteAugmentation(double priceTolerance, double sizeTolerance)`	Turns on the DELETE augmentation check, which is that the DELETE command supplies the correct price and size.
`void`	`setCheckSnapshotFrequency(CheckMode mode)`	Configures whether the simulator should verify that snapshots are present at the specified frequency, or insert snapshots to comply.
`void`	`setCheckSnapshotOrder(boolean mode)`	Configures whether the simulator should verify that the OFFER snapshot immediately follows the BID snapshot.
`void`	`setConvertToL1(boolean convertToL1)`	Configures whether level 2 data should be converted to level 1.
`void`	`setFixDepth(boolean f)`	Configures whether the depth/action data should be ignored in the incoming messages.
`void`	`setMaxNumLevels(int n)`	Configures the maximum number of levels in input L2 data.
`void`	`setMaxOutputNumLevels(int n)`	Configures the maximum number of levels in input L2 data.
`void`	`setMinBidOfferDistance(double minBidOfferDistance)`	Configures the Bid-Offer Distance tolerance.
`void`	`setNoCheckDeleteAugmentation()`	Turns off the DELETE augmentation check.
`void`	`setOutputChannel(deltix.data.stream.MessageChannel<deltix.qsrv.hf.pub.InstrumentMessage> outputChannel)`	Configures the channel that will receive output events.
`void`	`setPeriodicSnapshotInterval(long periodicSnapshotInterval)`	Configures the snapshot augmentation interval, in milliseconds.
`void`	`setPriceOrderingTolerance(double priceTolerance)`	Configures the Price Ordering Tolerance.
`void`	`setSelfValidationLevel(SelfValidationLevel level)`	Sets the self-validation level, allowing the processor to double-check its own output.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - CHECK_BITWISE_EQUALITY
```
public static final double CHECK_BITWISE_EQUALITY
```
    A special constant for verifying prices and sizes, which tells the processor to assert bitwise equality of numbers.
    
    See Also:
    
    Constant Field Values
  - LNAN
```
public static final long LNAN
```
    See Also:
    
    Constant Field Values
  - INAN
```
public static final int INAN
```
    See Also:
    
    Constant Field Values
- Constructor Detail
  - Level2Config
```
public Level2Config()
```
- Method Detail
  - n2d
```
public static double n2d(long n)
```
  - d2n
```
public static long d2n(double d)
```
  - decexp2n
```
public static long decexp2n(long significand,
                            int exp)
```
    Converts an floating-point decimal number to fixed-point representation used by the L2 processor.
    
    Parameters:
    
    significand - The significand value as long.
    
    exp - The positive number of fractional digits (-exponent). For instance, significand = 1234 and exp = 2 represent the number 12.34.
  - setMaxNumLevels
```
public void setMaxNumLevels(int n)
```
    Configures the maximum number of levels in input L2 data.
  - getMaxNumLevels
```
public int getMaxNumLevels()
```
    Returns the maximum number of levels in input L2 data.
  - setMaxOutputNumLevels
```
public void setMaxOutputNumLevels(int n)
```
    Configures the maximum number of levels in input L2 data.
  - getMaxOutputNumLevels
```
public int getMaxOutputNumLevels()
```
    Returns the maximum number of levels in input L2 data.
  - getConvertToL1
```
public boolean getConvertToL1()
```
    Returns whether level 2 data should be converted to level 1.
  - setConvertToL1
```
public void setConvertToL1(boolean convertToL1)
```
    Configures whether level 2 data should be converted to level 1.
  - getFixDepth
```
public boolean getFixDepth()
```
    Returns whether the depth/action data should be ignored in the incoming messages. When this mode is on, the processor will:
    
    For all messages, ignore the supplied depth value, and instead find it by searching the (ordered) price array.
    
    For INSERT and UPDATE messages, the specified action is ignored. If a price is found, the action is automatically reset to UPDATE. Otherwise, the action is reset to INSERT.
  - setFixDepth
```
public void setFixDepth(boolean f)
```
    Configures whether the depth/action data should be ignored in the incoming messages. When this mode is on, the processor will:
    
    For all messages, ignore the supplied depth value, and instead find it by searching the (ordered) price array.
    
    For INSERT and UPDATE messages, the specified action is ignored. If a price is found, the action is automatically reset to UPDATE. Otherwise, the action is reset to INSERT.
  - getMinBidOfferDistance
```
public double getMinBidOfferDistance()
```
    Returns the Bid-Offer Distance tolerance. The rule is: when initialized and consistent, TOP-BID + TOLERANCE <= TOP-OFFER.
    
    Returns:
    
    A negative value allows top bid and ask to be equal (or even marginally cross within the tolerance value). A positive value requires that top bid and ask be within the minimum specified distance. Double.NaN turns off the check.
  - setMinBidOfferDistance
```
public void setMinBidOfferDistance(double minBidOfferDistance)
```
    Configures the Bid-Offer Distance tolerance. The rule is: when initialized and consistent, TOP-BID + TOLERANCE <= TOP-OFFER.
    
    Parameters:
    
    minBidOfferDistance - A negative value allows top bid and ask to be equal (or even marginally cross within the tolerance value). A positive value requires that top bid and ask be within the minimum specified distance. Double.NaN turns off the check.
  - getPriceOrderingTolerance
```
public double getPriceOrderingTolerance()
```
    Returns the Price Ordering Tolerance. The rule is: when initialized and consistent, PRICE[n] + TOLERANCE <= PRICE [n+1]
    
    Returns:
    
    A negative value allows adjacent prices to be equal (or even marginally cross each other within the tolerance value). A positive value requires that adjacent prices be within the minimum specified distance. Double.NaN turns off the check.
  - setPriceOrderingTolerance
```
public void setPriceOrderingTolerance(double priceTolerance)
```
    Configures the Price Ordering Tolerance. The rule is: when initialized and consistent, PRICE[n] + TOLERANCE <= PRICE [n+1]
    
    Parameters:
    
    priceTolerance - A negative value allows adjacent prices to be equal (or even marginally cross each other within the tolerance value). A positive value requires that adjacent prices be within the minimum specified distance. Double.NaN turns off the check.
  - setOutputChannel
```
public void setOutputChannel(deltix.data.stream.MessageChannel<deltix.qsrv.hf.pub.InstrumentMessage> outputChannel)
```
    Configures the channel that will receive output events.
  - getPeriodicSnapshotInterval
```
public long getPeriodicSnapshotInterval()
```
    Returns the snapshot augmentation interval, in milliseconds. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period IF no data is coming in.
  - setPeriodicSnapshotInterval
```
public void setPeriodicSnapshotInterval(long periodicSnapshotInterval)
```
    Configures the snapshot augmentation interval, in milliseconds. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period IF no data is coming in.
  - getCheckDeleteAugmentation
```
public boolean getCheckDeleteAugmentation()
```
    Returns whether the simulator should verify that the DELETE command supplies the correct price and size.
  - getDACPriceTolerance
```
public double getDACPriceTolerance()
```
    Returns the price tolerance used for delete augmentation checking. Rule: |SUPPLIED-PRICE - ACTUAL-PRICE| <= priceTolerance
  - getDACSizeTolerance
```
public double getDACSizeTolerance()
```
    Returns the size tolerance used for delete augmentation checking. Rule: |SUPPLIED-SIZE - ACTUAL-SIZE| <= sizeTolerance
  - setCheckDeleteAugmentation
```
public void setCheckDeleteAugmentation(double priceTolerance,
                                       double sizeTolerance)
```
    Turns on the DELETE augmentation check, which is that the DELETE command supplies the correct price and size. This is a QuantOffice requirement, the aim of which is to support L2 trading simulation without book maintenance. This mode is useful when validating recorded data for compliance. This mode is off by default.
    
    Parameters:
    
    priceTolerance - Rule: |SUPPLIED-PRICE - ACTUAL-PRICE| <= priceTolerance
    
    sizeTolerance - Rule: |SUPPLIED-SIZE - ACTUAL-SIZE| <= sizeTolerance
  - setNoCheckDeleteAugmentation
```
public void setNoCheckDeleteAugmentation()
```
    Turns off the DELETE augmentation check. This default mode allows the use of the book simulator in data connectors to perform DELETE augmentation.
  - getCheckSnapshotOrder
```
public boolean getCheckSnapshotOrder()
```
    Returns whether the simulator should verify that the OFFER snapshot immediately follows the BID snapshot.
  - setCheckSnapshotOrder
```
public void setCheckSnapshotOrder(boolean mode)
```
    Configures whether the simulator should verify that the OFFER snapshot immediately follows the BID snapshot. By default this mode is off, which makes the simulator useful in data connector application. Set this mode to true to use the simulator for validating recorded data.
  - getCheckSnapshotFrequency
```
public CheckMode getCheckSnapshotFrequency()
```
    Returns whether the simulator should verify that snapshots are present at the specified frequency, or insert snapshots to comply.
    
    See Also:
    
    setCheckSnapshotOrder(boolean), getPeriodicSnapshotInterval()
  - setCheckSnapshotFrequency
```
public void setCheckSnapshotFrequency(CheckMode mode)
```
    Configures whether the simulator should verify that snapshots are present at the specified frequency, or insert snapshots to comply.
    
    See Also:
    
    getCheckSnapshotFrequency(), setPeriodicSnapshotInterval(long)
  - getSelfValidationLevel
```
public SelfValidationLevel getSelfValidationLevel()
```
    Returns the self-validation level.
    
    See Also:
    
    setSelfValidationLevel(deltix.qsrv.hf.blocks.booksim.SelfValidationLevel), SelfValidationLevel
  - setSelfValidationLevel
```
public void setSelfValidationLevel(SelfValidationLevel level)
```
    Sets the self-validation level, allowing the processor to double-check its own output.
    
    See Also:
    
    getSelfValidationLevel(), SelfValidationLevel

Class Level2Config

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

CHECK_BITWISE_EQUALITY

LNAN

INAN

Constructor Detail

Level2Config

Method Detail

n2d

d2n

decexp2n

setMaxNumLevels

getMaxNumLevels

setMaxOutputNumLevels

getMaxOutputNumLevels

getConvertToL1

setConvertToL1

getFixDepth

setFixDepth

getMinBidOfferDistance

setMinBidOfferDistance

getPriceOrderingTolerance

setPriceOrderingTolerance

setOutputChannel

getPeriodicSnapshotInterval

setPeriodicSnapshotInterval

getCheckDeleteAugmentation

getDACPriceTolerance

getDACSizeTolerance

setCheckDeleteAugmentation

setNoCheckDeleteAugmentation

getCheckSnapshotOrder

setCheckSnapshotOrder

getCheckSnapshotFrequency

setCheckSnapshotFrequency

getSelfValidationLevel

setSelfValidationLevel