AbstractSorter<T extends TimeIdentity> |
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BarGenerator |
Standard component for generating a stream of BarMessage .
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BufferedSorter |
Provides message processing rule that sorts out-of-sequence messages below in given period of time.
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BufferedSorter.Entry |
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BumpUpSorter |
Provides message processing rule that bump-up out-of-sequence messages.
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EMA |
Exponential Moving Average
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EquitiesRunTimeDataBase<EquityStateType extends InstrumentState> |
A run-time database capable of holing information about equities.
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EquityState |
Convenience base class for deriving specific equity state classes.
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InstrumentIdentityMap<T> |
Similar to InstrumentToObjectMap but provides grouping by instrument type.
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InstrumentIndex |
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InstrumentIndex2 |
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InstrumentIndex3 |
Deprecated. |
InstrumentIndex4 |
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InstrumentKeyToIntegerHashMap |
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InstrumentSet |
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InstrumentState |
The trivial state of a traded financial instrument.
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InstrumentToObjectMap<T> |
Efficiently maps instrument identity (not necessarily immutable) to
arbitrary objects.
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InstrumentToObjectMap2<T> |
Efficiently maps instrument identity (not necessarily immutable) to
arbitrary objects.
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NBBOProcessor |
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ObjectConcurrentPool<T> |
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ObjectPool<T> |
Object pool.
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OptionRootState<UnderlierStateType extends InstrumentState> |
Information about option root.
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OptionsRunTimeDataBase<EquityStateType extends InstrumentState,RootStateType extends OptionRootState<? super EquityStateType>,OptionStateType extends OptionState<? super RootStateType>> |
A run-time database capable of holing information about equities,
option roots and option contracts.
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OptionState<RootStateType extends OptionRootState> |
Information about a specific option contract.
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PooledMarketMessageQueue |
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RawMessageQueue |
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SimpleMarketMessageQueue |
Non-blocking fixed-size circular queue of MarketMessages that stores a copy of MarketMessages.
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SkipSorter |
Provides message processing rule that skips out-of-sequence messages.
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SynchronizedMarketMessageQueue |
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TickRecorder |
In-memory tick data recorder.
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TimeEntry |
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TimeIdentitySet<T extends TimeIdentity> |
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