A B C D E F G H I L M N O P R S T U V W Z

A

AccountDetails - Class in com.lmax.api.account
Contains the account details for the logged-in account.
AccountDetails(long, String, String, String, String, boolean) - Constructor for class com.lmax.api.account.AccountDetails
Constructor for the AccountDetails value object.
AccountStateEvent - Interface in com.lmax.api.account
A event that contains all of the top level information about an account's current state.
AccountStateEventListener - Interface in com.lmax.api.account
Asynchronous listener for AccountStateEvents.
AccountStateRequest - Class in com.lmax.api.account
A request for an AccountStateEvent.
AccountStateRequest() - Constructor for class com.lmax.api.account.AccountStateRequest
 
AccountSubscriptionRequest - Class in com.lmax.api.account
Subscription request for all account information.
AccountSubscriptionRequest() - Constructor for class com.lmax.api.account.AccountSubscriptionRequest
 
AggregateHistoricMarketDataRequest - Class in com.lmax.api.marketdata
Request aggregate historic prices and quantities.
AggregateHistoricMarketDataRequest(String, long, Date, Date, HistoricMarketDataRequest.Format, HistoricMarketDataRequest.Resolution, AggregateHistoricMarketDataRequest.Option...) - Constructor for class com.lmax.api.marketdata.AggregateHistoricMarketDataRequest
Request historic prices and quantities for the given order book.
AggregateHistoricMarketDataRequest.Option - Enum in com.lmax.api.marketdata
Defines the different types of data that can be returned.
amendStops(AmendStopsRequest, OrderCallback) - Method in interface com.lmax.api.Session
Amend the stop loss and/or profit on an existing order.
AmendStopsRequest - Class in com.lmax.api.order
Request to amend stop loss/profit on an existing order.
AmendStopsRequest(long, String, String, FixedPointNumber, FixedPointNumber) - Constructor for class com.lmax.api.order.AmendStopsRequest
Construct an AmendStopLossProfitRequest using the instrument id and the instruction id of the original order.
AmendStopsRequest(long, String, FixedPointNumber, FixedPointNumber) - Constructor for class com.lmax.api.order.AmendStopsRequest
Construct an AmendStopLossProfitRequest using the instrument id and the instruction id of the original order.
asCamelCase() - Method in enum com.lmax.api.TimeInForce
Life span of the order.

B

bigDecimalValue(FixedPointNumber) - Static method in class com.lmax.api.FixedPointNumbers
Convert a FixedPointNumber to a big decimal.

C

CalendarInfo - Interface in com.lmax.api.orderbook
Contains all of the information relating to dates and times during which the instrument is tradeable.
Callback - Interface in com.lmax.api
Notifies the success or failure of the Request.
cancelOrder(CancelOrderRequest, OrderCallback) - Method in interface com.lmax.api.Session
Cancel a limit order.
CancelOrderRequest - Class in com.lmax.api.order
Cancel Order Request.
CancelOrderRequest(long, String) - Constructor for class com.lmax.api.order.CancelOrderRequest
Construct the cancel order request.
CancelOrderRequest(long, String, String) - Constructor for class com.lmax.api.order.CancelOrderRequest
Construct the cancel order request.
close() - Method in class com.lmax.api.io.RollingFileWriter
Closes the stream, flushing it first.
ClosingOrderSpecification - Class in com.lmax.api.order
Closing Order Specification.
ClosingOrderSpecification(String, long, FixedPointNumber) - Constructor for class com.lmax.api.order.ClosingOrderSpecification
Construct a ClosingOrderSpecification.
ClosingOrderSpecification(String, long, String, FixedPointNumber) - Constructor for class com.lmax.api.order.ClosingOrderSpecification
Construct a ClosingOrderSpecification.
com.lmax.api - package com.lmax.api
 
com.lmax.api.account - package com.lmax.api.account
 
com.lmax.api.heartbeat - package com.lmax.api.heartbeat
 
com.lmax.api.io - package com.lmax.api.io
 
com.lmax.api.marketdata - package com.lmax.api.marketdata
 
com.lmax.api.order - package com.lmax.api.order
 
com.lmax.api.orderbook - package com.lmax.api.orderbook
 
com.lmax.api.position - package com.lmax.api.position
 
com.lmax.api.profile - package com.lmax.api.profile
 
com.lmax.api.reject - package com.lmax.api.reject
 
CommercialInfo - Interface in com.lmax.api.orderbook
Hold information pertaining to the commercial detail of this instrument.
ContractInfo - Interface in com.lmax.api.orderbook
Holds the information about the contract for this instrument.
create(OrderEventListener, String, TimingListener) - Static method in class com.lmax.api.profile.Timer
Construct a timer for order events.
create(InstructionRejectedEventListener, String, TimingListener) - Static method in class com.lmax.api.profile.Timer
Construct a timer for instruction rejected events.
create(OrderBookEventListener, String, TimingListener) - Static method in class com.lmax.api.profile.Timer
Construct a timer for order book events.
create(ExecutionEventListener, String, TimingListener) - Static method in class com.lmax.api.profile.Timer
Construct a timer for execution events.

D

DayOfWeek - Enum in com.lmax.api.orderbook
Enumeration of days of the week.
doubleValue(FixedPointNumber) - Static method in class com.lmax.api.FixedPointNumbers
Get a double value from a FixedPointNumber.

E

equals(Object) - Method in class com.lmax.api.FixedPointNumber
Equality is based solely on the long value for this number.
Execution - Interface in com.lmax.api.order
The results of a pass of the order through the exchange.
ExecutionEventListener - Interface in com.lmax.api.order
Asynchronous listener for ALL executions.
ExecutionSubscriptionRequest - Class in com.lmax.api.order
Request to subscribe to Execution events.
ExecutionSubscriptionRequest() - Constructor for class com.lmax.api.order.ExecutionSubscriptionRequest
 

F

FailureResponse - Class in com.lmax.api
Generic failure response for outbound requests.
FailureResponse(String, String) - Constructor for class com.lmax.api.FailureResponse
Constructs a failure response.
FailureResponse(boolean, String) - Constructor for class com.lmax.api.FailureResponse
Constructs a failure response.
FailureResponse(Exception) - Constructor for class com.lmax.api.FailureResponse
Constructs a failure response as a result of an exception being caught.
FixedPointNumber - Class in com.lmax.api
FixedPointNumber class for use with the LMAX API.
FixedPointNumbers - Class in com.lmax.api
A utility class containing conversion methods to/from FixedPointNumber for a variety of formats.
FixedPointNumbers() - Constructor for class com.lmax.api.FixedPointNumbers
 
flush() - Method in class com.lmax.api.io.RollingFileWriter
Doesn't flush the underlying stream, but will check if the file sufficiently large that it needs to be rolled over to the next file.
forExecutionEvents(ExecutionEventListener) - Static method in class com.lmax.api.profile.Timer
Construct an MBean based timer for execution events.
forInstructionRejectedEvents(InstructionRejectedEventListener) - Static method in class com.lmax.api.profile.Timer
Construct an MBean based timer for instruction rejected events.
format(StringBuilder, int) - Method in class com.lmax.api.FixedPointNumber
Populate the supplied StringBuilder with the value of this FixedPointNumber, appending trailing zeros up to the specified scale.
forOrderBookEvents(OrderBookEventListener) - Static method in class com.lmax.api.profile.Timer
Construct an MBean based timer for order book events.
forOrderEvents(OrderEventListener) - Static method in class com.lmax.api.profile.Timer
Construct an MBean based timer for order events.

G

getAccountDetails() - Method in interface com.lmax.api.Session
Get the account details for the user logged in this session.
getAccountId() - Method in class com.lmax.api.account.AccountDetails
Returns the account id for the registered user.
getAccountId() - Method in interface com.lmax.api.account.AccountStateEvent
Get the account id that this event pertains to.
getAccountId() - Method in interface com.lmax.api.order.Order
The if of the account which placed the order.
getAccountId() - Method in interface com.lmax.api.position.PositionEvent
Returns the account ID that the position belongs to.
getAccountId() - Method in class com.lmax.api.reject.InstructionRejectedEvent
The accountId of the user that submitted the request.
getAggressiveCommissionPerContract() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the aggressive commission per contract, may be null if commission is charged using a rate.
getAggressiveCommissionRate() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the aggressive commission rate, may be null if commission is charged per contract.
getAskPrices() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The ask price points for this instrument.
getAssetClass() - Method in interface com.lmax.api.orderbook.UnderlyingInfo
Get the asset class of the underlying.
getAvailableFunds() - Method in interface com.lmax.api.account.AccountStateEvent
Get the account's available funds.
getAvailableToWithdraw() - Method in interface com.lmax.api.account.AccountStateEvent
Get the amount that this account is available to withdraw.
getBalance() - Method in interface com.lmax.api.account.AccountStateEvent
Get the accounts current balance.
getBidPrices() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The bid price points for this instrument.
getCalendar() - Method in interface com.lmax.api.orderbook.Instrument
Get all date and time related information for the instrument.
getCancelledQuantity() - Method in interface com.lmax.api.order.Execution
The quantity of the order which was cancelled in this execution.
getCancelledQuantity() - Method in interface com.lmax.api.order.Order
The amount of the order which has been cancelled.
getClose() - Method in interface com.lmax.api.orderbook.CalendarInfo
Get the time of day that the market will close (in time zone specified) by this object.
getCommercial() - Method in interface com.lmax.api.orderbook.Instrument
Get information relating to the commercial agreements for this instrument.
getCommission() - Method in interface com.lmax.api.order.Order
The total commission charged on the order.
getContract() - Method in interface com.lmax.api.orderbook.Instrument
Get information relating to the contract for this instrument.
getContractSize() - Method in interface com.lmax.api.orderbook.ContractInfo
Get the contract size.
getCumulativeCost() - Method in interface com.lmax.api.position.PositionEvent
Returns the cumulative cost of the position.
getCurrency() - Method in class com.lmax.api.account.AccountDetails
Returns the base currency for the registered user.
getCurrency() - Method in interface com.lmax.api.orderbook.ContractInfo
Get the currency this instrument is traded in.
getDailyHighestTradedPrice() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The highest traded price in the latest trading session.
getDailyInterestRateBasis() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the number of days per year used to calculate the daily interest charged for funding.
getDailyLowestTradedPrice() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The lowest traded price in the latest trading session.
getDescription() - Method in class com.lmax.api.FailureResponse
More detailed description of the failure response, may not be set depending on the nature of the failure.
getDisplayLocale() - Method in class com.lmax.api.account.AccountDetails
Returns the locale the user has registered in.
getException() - Method in class com.lmax.api.FailureResponse
Returns an exception that may have occurred.
getExecutionId() - Method in interface com.lmax.api.order.Execution
The execution id is unique within the scope of a single order book.
getExpiryTime() - Method in interface com.lmax.api.orderbook.CalendarInfo
Get the Date the instrument will expire, mostly relevant for instruments like futures that only exist for a limited time.
getFilledQuantity() - Method in interface com.lmax.api.order.Order
The amount of the order which has been filled (matched).
getFundingBaseRate() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the base rate used for funding this instrument.
getFundingPremiumPercentage() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the percentage premium added to the funding base rate for overnight funding of long positions on non-FX instruments.
getFundingRate() - Method in interface com.lmax.api.orderbook.CommercialInfo
Deprecated. this method always returns null as the funding rate applied varies in ways that a single rate figure cannot encapsulate.
getFundingReductionPercentage() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the percentage reduction applied to the funding base rate for overnight funding of short positions on non-FX instruments.
getId() - Method in interface com.lmax.api.orderbook.Instrument
Get the id of the instrument, also used a key for the order book on order requests, etc.
getInstructionId() - Method in interface com.lmax.api.order.Order
The id of the client correlation ID of the last modification to this order.
getInstructionId() - Method in interface com.lmax.api.orderbook.HistoricMarketDataEvent
The instruction ID supplied with the request for historic market data.
getInstructionId() - Method in class com.lmax.api.reject.InstructionRejectedEvent
The instructionId that this rejection was caused by.
getInstrumentId() - Method in interface com.lmax.api.order.Order
The id of the instrument on which this order was placed.
getInstrumentId() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The instrument id this event applies to.
getInstrumentId() - Method in class com.lmax.api.orderbook.OrderBookStatusEvent
The instrument id this event applies to.
getInstrumentId() - Method in class com.lmax.api.orderbook.OrderBookStatusSubscriptionRequest
Get the instrument id.
getInstrumentId() - Method in class com.lmax.api.orderbook.OrderBookSubscriptionRequest
Get the instrumentId.
getInstrumentId() - Method in interface com.lmax.api.position.PositionEvent
Returns the instrument ID that the position pertains to.
getInstrumentId() - Method in class com.lmax.api.reject.InstructionRejectedEvent
The instrumentId that the instruction was placed on.
getIsin() - Method in interface com.lmax.api.orderbook.UnderlyingInfo
Get the ISIN of the underlying instrument.
getLastTradedPrice() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The last traded price.
getLimitPrice() - Method in interface com.lmax.api.order.Order
Return the limit price of the order.
getLongSwapPoints() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the swap points used to calculate overnight interest swap charges for long positions on FX instruments.
getLongUnfilledCost() - Method in interface com.lmax.api.position.PositionEvent
Returns the long unfilled cost.
getMargin() - Method in interface com.lmax.api.account.AccountStateEvent
Get the account's total margin.
getMarginRate() - Method in interface com.lmax.api.orderbook.RiskInfo
Get the margin rate as a percentage for this instrument.
getMarketClosePrice() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The price at the time of the last market close.
getMarketClosePriceTimeStamp() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The timestamp of the last market close price.
getMaximumPosition() - Method in interface com.lmax.api.orderbook.RiskInfo
Get the maximum position that can be held by a retail user on this instrument.
getMessage() - Method in class com.lmax.api.FailureResponse
Get the failure message.
getMinimumCommission() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the minimum commission applied for a trade on this instrument.
getName() - Method in interface com.lmax.api.orderbook.Instrument
Get the name of the instrument, this is same value that is displayed on the Lmax Trader UI.
getOpen() - Method in interface com.lmax.api.orderbook.CalendarInfo
Get the time of day that the market will open (in time zone specified) by this object.
getOpenCost() - Method in interface com.lmax.api.position.PositionEvent
Returns the open cost of the position.
getOpenQuantity() - Method in interface com.lmax.api.position.PositionEvent
Returns the open quantity of the position.
getOrder() - Method in interface com.lmax.api.order.Execution
The order which the execution effected.
getOrderBook() - Method in interface com.lmax.api.orderbook.Instrument
Get information relating the behaviour of the order book.
getOrderId() - Method in interface com.lmax.api.order.Order
The id of the order.
getOrderType() - Method in interface com.lmax.api.order.Order
Denotes the type of the of the order.
getOriginalInstructionId() - Method in interface com.lmax.api.order.Order
The id of the instruction which placed the order.
getPassiveCommissionPerContract() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the passive commission per contract, may be null if commission is charged using a rate.
getPassiveCommissionRate() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the passive commission rate, may be null if commission is charged per contract.
getPrice() - Method in interface com.lmax.api.order.Execution
The price at which the execution took place.
getPrice() - Method in class com.lmax.api.order.LimitOrderSpecification
 
getPrice() - Method in class com.lmax.api.order.MarketOrderSpecification
 
getPrice() - Method in interface com.lmax.api.orderbook.PricePoint
The price.
getPriceIncrement() - Method in interface com.lmax.api.orderbook.OrderBookInfo
Get the price increment in which orders can be placed, i.e.
getQuantity() - Method in interface com.lmax.api.order.Execution
The size of execution.
getQuantity() - Method in interface com.lmax.api.order.Order
The total quantity of the order.
getQuantity() - Method in interface com.lmax.api.orderbook.PricePoint
The quantity available at the given price.
getQuantityIncrement() - Method in interface com.lmax.api.orderbook.OrderBookInfo
Get the quantity increment in which orders can be placed.
getReason() - Method in class com.lmax.api.reject.InstructionRejectedEvent
The reason for the reject.
getRegistrationLegalEntity() - Method in class com.lmax.api.account.AccountDetails
Returns the legal entity the user has registered in.
getRisk() - Method in interface com.lmax.api.orderbook.Instrument
Get all of the information relating to risk for this instrument.
getShortSwapPoints() - Method in interface com.lmax.api.orderbook.CommercialInfo
Get the swap points used to calculate overnight interest swap charges for short positions on FX instruments.
getShortUnfilledCost() - Method in interface com.lmax.api.position.PositionEvent
Returns the short unfilled cost.
getStartTime() - Method in interface com.lmax.api.orderbook.CalendarInfo
Get the start time of the instrument, this is the time that the instrument will first be available to trade.
getStatus() - Method in class com.lmax.api.orderbook.OrderBookStatusEvent
The current status.
getStopLossOffset() - Method in interface com.lmax.api.order.Order
The distance from the stop reference price at which the stop Loss Order will be placed.
getStopProfitOffset() - Method in interface com.lmax.api.order.Order
The distance from the stop reference price at which the stop Profit Order will rest on the book.
getStopReferencePrice() - Method in interface com.lmax.api.order.Order
The price at which the stop loss and stop profit offsets are considered relative too.
getSymbol() - Method in interface com.lmax.api.orderbook.UnderlyingInfo
Get the text symbol used for the instrument.
getTimeInForce() - Method in interface com.lmax.api.order.Order
Denotes the lifespan of the the order.
getTimeStamp() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The time the prices were published.
getTimeZone() - Method in interface com.lmax.api.orderbook.CalendarInfo
Get the timezone in which this calendar operates.
getTradingDays() - Method in interface com.lmax.api.orderbook.CalendarInfo
Get the days of week that the market is open.
getUnderlying() - Method in interface com.lmax.api.orderbook.Instrument
Get information about the underlying instrument.
getUnitOfMeasure() - Method in interface com.lmax.api.orderbook.ContractInfo
Get the name of the units being traded, e.g.
getUnitPrice() - Method in interface com.lmax.api.orderbook.ContractInfo
Get the price for a single contract unit.
getUnrealisedProfitAndLoss() - Method in interface com.lmax.api.account.AccountStateEvent
Get a signed amount that is the account's unrealised profit (or loss).
getUri() - Method in class com.lmax.api.account.AccountStateRequest
The URI to send the account state request to.
getUri() - Method in class com.lmax.api.account.LoginRequest
Returns the path to the login request.
getUri() - Method in class com.lmax.api.heartbeat.HeartbeatRequest
The URI to send the heartbeat request to.
getUri() - Method in class com.lmax.api.marketdata.AggregateHistoricMarketDataRequest
Get the URI for the request.
getUri() - Method in class com.lmax.api.marketdata.TopOfBookHistoricMarketDataRequest
Get the URI for the request.
getUri() - Method in class com.lmax.api.order.AmendStopsRequest
The amend stops uri.
getUri() - Method in class com.lmax.api.order.CancelOrderRequest
The cancel order uri.
getUri() - Method in class com.lmax.api.order.ClosingOrderSpecification
The close position uri.
getUri() - Method in class com.lmax.api.orderbook.SearchInstrumentRequest
The URI to send the instrument search request to.
getUri() - Method in class com.lmax.api.SubscriptionRequest
The uri for this request.
getUrls() - Method in interface com.lmax.api.orderbook.HistoricMarketDataEvent
The URLs to the historic market data.
getUsername() - Method in class com.lmax.api.account.AccountDetails
Returns the username for the registered user.
getValuation() - Method in interface com.lmax.api.position.PositionEvent
Returns the valuation of the position.
getValuationAskPrice() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The valuation ask price.
getValuationBidPrice() - Method in interface com.lmax.api.orderbook.OrderBookEvent
The valuation bid price.
getVolatilityBandPercentage() - Method in interface com.lmax.api.orderbook.OrderBookInfo
Get the retail volatility band for the order book, this limits how far from the spread an order can be placed.
getWallets() - Method in interface com.lmax.api.account.AccountStateEvent
Get the account's balances by currency.

H

hashCode() - Method in class com.lmax.api.FixedPointNumber
Hashcode is based solely on the long value for this number.
HeartbeatCallback - Interface in com.lmax.api.heartbeat
Called back when a request for heartbeat succeeds or fails.
HeartbeatEventListener - Interface in com.lmax.api.heartbeat
Interface called whenever a heartbeat event is received via the stream interface.
HeartbeatRequest - Class in com.lmax.api.heartbeat
A request for a heartbeat from the Lmax Trader.
HeartbeatRequest(String) - Constructor for class com.lmax.api.heartbeat.HeartbeatRequest
Create a heartbeat request with a user-specified token.
HeartbeatSubscriptionRequest - Class in com.lmax.api.heartbeat
Subscription request to subscribe to heartbeats.
HeartbeatSubscriptionRequest() - Constructor for class com.lmax.api.heartbeat.HeartbeatSubscriptionRequest
 
HistoricMarketDataEvent - Interface in com.lmax.api.orderbook
A event that contains requested historic market data for an instrument.
HistoricMarketDataEventListener - Interface in com.lmax.api.orderbook
Interface called whenever a historic market data event is received via the stream interface.
HistoricMarketDataRequest - Interface in com.lmax.api.marketdata
Marker interface for the different types of requests for historic market data.
HistoricMarketDataRequest.Format - Enum in com.lmax.api.marketdata
The format the historic market data is returned in.
HistoricMarketDataRequest.Resolution - Enum in com.lmax.api.marketdata
The time period the data will be aggregated over.
HistoricMarketDataSubscriptionRequest - Class in com.lmax.api.marketdata
Subscription request for historic market data events.
HistoricMarketDataSubscriptionRequest() - Constructor for class com.lmax.api.marketdata.HistoricMarketDataSubscriptionRequest
 

I

InstructionRejectedEvent - Class in com.lmax.api.reject
Event received when a instruction is rejected asynchronously.
InstructionRejectedEvent(String, long, long, String) - Constructor for class com.lmax.api.reject.InstructionRejectedEvent
Contruct the event.
InstructionRejectedEventListener - Interface in com.lmax.api.reject
Event interface for instruction rejections.
Instrument - Interface in com.lmax.api.orderbook
Contains the meta-data for an instrument (Security Definition).
isFundingAllowed() - Method in class com.lmax.api.account.AccountDetails
Returns true if funding is allowed.
isRunning() - Method in interface com.lmax.api.Session
Determine if the session is currently listening to events from the exchange.
isSystemFailure() - Method in class com.lmax.api.FailureResponse
Indicates that the failure was system related.

L

LimitOrderSpecification - Class in com.lmax.api.order
Limit Order Request.
LimitOrderSpecification(long, String, FixedPointNumber, FixedPointNumber, TimeInForce, FixedPointNumber, FixedPointNumber) - Constructor for class com.lmax.api.order.LimitOrderSpecification
Construct a limit order request.
LimitOrderSpecification(long, FixedPointNumber, FixedPointNumber, TimeInForce, FixedPointNumber, FixedPointNumber) - Constructor for class com.lmax.api.order.LimitOrderSpecification
Construct a limit order request.
LimitOrderSpecification(long, FixedPointNumber, FixedPointNumber, TimeInForce) - Constructor for class com.lmax.api.order.LimitOrderSpecification
Construct a limit order request with no stops.
LimitOrderSpecification(long, String, FixedPointNumber, FixedPointNumber, TimeInForce) - Constructor for class com.lmax.api.order.LimitOrderSpecification
Construct a limit order request with no stops.
LmaxApi - Class in com.lmax.api
The root object for accessing the LMAX API.
LmaxApi() - Constructor for class com.lmax.api.LmaxApi
Constructs an LMAX Api entry point with default options.
LmaxApi(String) - Constructor for class com.lmax.api.LmaxApi
Constructs an LMAX Api entry point to connect to the specified url.
LmaxApi(String, String) - Constructor for class com.lmax.api.LmaxApi
Constructs an LMAX Api entry point to connect to the specified url.
LmaxApi(ConnectionFactory, SessionFactory, HttpInvoker, XmlParser) - Constructor for class com.lmax.api.LmaxApi
 
LmaxApiException - Exception in com.lmax.api
Thrown whenever there is a problem in the API.
LmaxApiException(String) - Constructor for exception com.lmax.api.LmaxApiException
Constructs a new LMAX Api exception with the specified detail message.
LmaxApiException(String, Throwable) - Constructor for exception com.lmax.api.LmaxApiException
Constructs a new LMAX Api exception with the specified detail message and cause.
login(LoginRequest, LoginCallback) - Method in class com.lmax.api.LmaxApi
Logs into the LMAX trading system using the specified login details.
LoginCallback - Interface in com.lmax.api.account
Asynchronous listener for login responses.
LoginRequest - Class in com.lmax.api.account
Encapsulates a request to login to LMAX.
LoginRequest(String, String, LoginRequest.ProductType, boolean) - Constructor for class com.lmax.api.account.LoginRequest
Constructs a request to login to LMAX.
LoginRequest(String, String, LoginRequest.ProductType) - Constructor for class com.lmax.api.account.LoginRequest
Constructs a request to login to LMAX.
LoginRequest(String, String) - Constructor for class com.lmax.api.account.LoginRequest
Constructs a request to login to LMAX, will default the product type to CFD_LIVE.
LoginRequest.ProductType - Enum in com.lmax.api.account
The product type to use to connect to lmax.
logout(Callback) - Method in interface com.lmax.api.Session
logout from the exchange.
longValue() - Method in class com.lmax.api.FixedPointNumber
Convert this FixedPointNumber to a long value that represents a decimal number with 6 decimal places.

M

MarketOrderSpecification - Class in com.lmax.api.order
Market Order Request.
MarketOrderSpecification(long, String, FixedPointNumber, TimeInForce, FixedPointNumber, FixedPointNumber) - Constructor for class com.lmax.api.order.MarketOrderSpecification
Construct a market order request.
MarketOrderSpecification(long, FixedPointNumber, TimeInForce, FixedPointNumber, FixedPointNumber) - Constructor for class com.lmax.api.order.MarketOrderSpecification
Construct a market order request.
MarketOrderSpecification(long, FixedPointNumber, TimeInForce) - Constructor for class com.lmax.api.order.MarketOrderSpecification
Construct a market order request with no stops.
MarketOrderSpecification(long, String, FixedPointNumber, TimeInForce) - Constructor for class com.lmax.api.order.MarketOrderSpecification
Construct a market order request with no stops.

N

negate() - Method in class com.lmax.api.FixedPointNumber
Negate this FixedPointNumber.
NO_TIMESTAMP - Static variable in interface com.lmax.api.orderbook.OrderBookEvent
Value returned to signify no timestamp.
notify(AccountStateEvent) - Method in interface com.lmax.api.account.AccountStateEventListener
Called when the system notifies us of an account state change.
notify(long, String) - Method in interface com.lmax.api.heartbeat.HeartbeatEventListener
Called whenever a heartbeat event occurs.
notify(Execution) - Method in interface com.lmax.api.order.ExecutionEventListener
Called when an execution is received.
notify(Order) - Method in interface com.lmax.api.order.OrderEventListener
Called when an execution is received.
notify(HistoricMarketDataEvent) - Method in interface com.lmax.api.orderbook.HistoricMarketDataEventListener
Called whenever a historic market data event occurs.
notify(OrderBookEvent) - Method in interface com.lmax.api.orderbook.OrderBookEventListener
Called when the system notifies us of an orderBook change.
notify(OrderBookStatusEvent) - Method in interface com.lmax.api.orderbook.OrderBookStatusEventListener
Called when the system notifies us of an order book status change.
notify(PositionEvent) - Method in interface com.lmax.api.position.PositionEventListener
Called when the system notifies us of a position change.
notify(String, long) - Method in interface com.lmax.api.profile.TimingListener
Callback when a timing event occurs.
notify(InstructionRejectedEvent) - Method in interface com.lmax.api.reject.InstructionRejectedEventListener
Call when an instruction rejection is received.
notifySessionDisconnected() - Method in interface com.lmax.api.SessionDisconnectedListener
Called if the session has been disconnected.
notifyStreamFailure(Exception) - Method in interface com.lmax.api.StreamFailureListener
Called each time there is an exception on the event stream.

O

ONE - Static variable in class com.lmax.api.FixedPointNumber
 
onFailure(FailureResponse) - Method in interface com.lmax.api.Callback
Called when a logout failed for any reason.
onFailure(FailureResponse) - Method in interface com.lmax.api.heartbeat.HeartbeatCallback
Called when failure occurs.
onFailure(FailureResponse) - Method in interface com.lmax.api.order.OrderCallback
Callback method when the system rejects the market order request, the message will contain information about why the request was rejected.
onFailure(FailureResponse) - Method in interface com.lmax.api.orderbook.SearchInstrumentCallback
Called when failure occurs.
onFailure(FailureResponse) - Method in interface com.lmax.api.UrlCallback
Called when failure occurs.
onLoginFailure(FailureResponse) - Method in interface com.lmax.api.account.LoginCallback
Called when a login failed for any reason.
onLoginSuccess(Session) - Method in interface com.lmax.api.account.LoginCallback
Called when the connection was successfully authenticated.
onSuccess() - Method in interface com.lmax.api.Callback
Called when the session was successfully logged out.
onSuccess(String) - Method in interface com.lmax.api.heartbeat.HeartbeatCallback
Return the user specified token, when successful.
onSuccess(String) - Method in interface com.lmax.api.order.OrderCallback
Callback method when the system acknowledges that it has received the order.
onSuccess(List<Instrument>, boolean) - Method in interface com.lmax.api.orderbook.SearchInstrumentCallback
Indicates the instrument search was successfully requested.
onSuccess(URL, InputStream) - Method in interface com.lmax.api.UrlCallback
Return the url and InputStream, when successful.
openUrl(URL, UrlCallback) - Method in interface com.lmax.api.Session
Open a data url from the Lmax Trader platform.
Order - Interface in com.lmax.api.order
The order.
OrderBookEvent - Interface in com.lmax.api.orderbook
Represents the current market depth of the Order Book.
OrderBookEventListener - Interface in com.lmax.api.orderbook
Asynchronous listener for OrderBook responses.
OrderBookInfo - Interface in com.lmax.api.orderbook
Holds information related to the behaviour of the order book.
OrderBookStatus - Enum in com.lmax.api.orderbook
Enumeration of order book statii.
OrderBookStatusEvent - Class in com.lmax.api.orderbook
Represents the current status of the Order Book.
OrderBookStatusEvent(long, OrderBookStatus) - Constructor for class com.lmax.api.orderbook.OrderBookStatusEvent
For internal use only.
OrderBookStatusEventListener - Interface in com.lmax.api.orderbook
Asynchronous listener for OrderBookStatus responses.
OrderBookStatusSubscriptionRequest - Class in com.lmax.api.orderbook
Request to subscribe to order book status events for an order book (i.e.
OrderBookStatusSubscriptionRequest(long) - Constructor for class com.lmax.api.orderbook.OrderBookStatusSubscriptionRequest
Construct a new OrderBookStatusSubscriptionRequest.
OrderBookSubscriptionRequest - Class in com.lmax.api.orderbook
Request to subscribe to order book events for an instrument.
OrderBookSubscriptionRequest(long) - Constructor for class com.lmax.api.orderbook.OrderBookSubscriptionRequest
Construct a new OrderBookSubscriptionRequest.
OrderCallback - Interface in com.lmax.api.order
The callback used when the response is received for a market order request.
OrderEventListener - Interface in com.lmax.api.order
Asynchronous listener for ALL amendments to the state of your orders.
OrderSpecification - Interface in com.lmax.api.order
Order Request.
OrderSubscriptionRequest - Class in com.lmax.api.order
Request to subscribe to Order events.
OrderSubscriptionRequest() - Constructor for class com.lmax.api.order.OrderSubscriptionRequest
 
OrderType - Enum in com.lmax.api.order
Enumerate the supported LMAX order types.

P

placeClosingOrder(ClosingOrderSpecification, OrderCallback) - Method in interface com.lmax.api.Session
Close the specified quantity on an instrument position.
placeLimitOrder(LimitOrderSpecification, OrderCallback) - Method in interface com.lmax.api.Session
Place a limit order onto the exchange.
placeMarketOrder(MarketOrderSpecification, OrderCallback) - Method in interface com.lmax.api.Session
Place a market order onto the exchange.
PositionEvent - Interface in com.lmax.api.position
Represents a change to a position held by the account.
PositionEventListener - Interface in com.lmax.api.position
Asynchronous listener for Position updates.
PositionSubscriptionRequest - Class in com.lmax.api.position
Request to subscribe to position events.
PositionSubscriptionRequest() - Constructor for class com.lmax.api.position.PositionSubscriptionRequest
 
PricePoint - Interface in com.lmax.api.orderbook
Represents the quantity at a price.
PROTOCOL_VERSION - Static variable in class com.lmax.api.LmaxApi
 

R

registerAccountStateEventListener(AccountStateEventListener) - Method in interface com.lmax.api.Session
Register for account state events.
registerExecutionEventListener(ExecutionEventListener) - Method in interface com.lmax.api.Session
Register for notification of the execution of your orders.
registerHeartbeatListener(HeartbeatEventListener) - Method in interface com.lmax.api.Session
Register a listener for heartbeats on the event stream.
registerHistoricMarketDataEventListener(HistoricMarketDataEventListener) - Method in interface com.lmax.api.Session
Register for historic market data events.
registerInstructionRejectedEventListener(InstructionRejectedEventListener) - Method in interface com.lmax.api.Session
Register a listener rejected instructions.
registerOrderBookEventListener(OrderBookEventListener) - Method in interface com.lmax.api.Session
Register for order book events.
registerOrderBookStatusEventListener(OrderBookStatusEventListener) - Method in interface com.lmax.api.Session
Register for order book status events.
registerOrderEventListener(OrderEventListener) - Method in interface com.lmax.api.Session
Register for notification of amendments to the state of your order.
registerPositionEventListener(PositionEventListener) - Method in interface com.lmax.api.Session
Register for position events.
registerSessionDisconnectedListener(SessionDisconnectedListener) - Method in interface com.lmax.api.Session
Register a listener for session disconnected events (when the session has been logged out).
registerStreamFailureListener(StreamFailureListener) - Method in interface com.lmax.api.Session
Register a listener for failures on the event stream.
requestAccountState(AccountStateRequest, Callback) - Method in interface com.lmax.api.Session
Request an AccountStateEvent from the Lmax Trader platform.
requestHeartbeat(HeartbeatRequest, HeartbeatCallback) - Method in interface com.lmax.api.Session
Request a heartbeat from the Lmax Trader platform.
requestHistoricMarketData(HistoricMarketDataRequest, Callback) - Method in interface com.lmax.api.Session
Request historic market data from the Lmax Trader platform.
RiskInfo - Interface in com.lmax.api.orderbook
Holds the Risk elements for the instrument.
RollingFileWriter - Class in com.lmax.api.io
Writer that will roll files as they exceed a certain size.
RollingFileWriter(File, String, int) - Constructor for class com.lmax.api.io.RollingFileWriter
Create a Rolling file writer with a specified directory, filename pattern and max size.

S

SearchInstrumentCallback - Interface in com.lmax.api.orderbook
Called back when a search instrument request succeeds or fails.
SearchInstrumentRequest - Class in com.lmax.api.orderbook
An instrument search request.
SearchInstrumentRequest(String) - Constructor for class com.lmax.api.orderbook.SearchInstrumentRequest
Construct a request for a security definition.
SearchInstrumentRequest(String, long) - Constructor for class com.lmax.api.orderbook.SearchInstrumentRequest
Construct a request for a security definition.
searchInstruments(SearchInstrumentRequest, SearchInstrumentCallback) - Method in interface com.lmax.api.Session
Request the instruments.
Session - Interface in com.lmax.api
The main interface for interacting with an LMAX session.
SessionDisconnectedListener - Interface in com.lmax.api
Listener interface for notification that your session has been disconnected.
setEventStreamDebug(Writer) - Method in interface com.lmax.api.Session
Set the write to push all of XML received by the event stream.
setInstructionId(String) - Method in class com.lmax.api.order.ClosingOrderSpecification
Set the user correlation ID for this closing order.
setInstructionId(String) - Method in interface com.lmax.api.order.OrderSpecification
Set the user correlation ID for this order.
setInstrumentId(long) - Method in class com.lmax.api.order.ClosingOrderSpecification
Set the instrument for the position to place the closing order against.
setInstrumentId(long) - Method in interface com.lmax.api.order.OrderSpecification
Set the instrument for the order.
setOriginalInstructionId(String) - Method in class com.lmax.api.order.ClosingOrderSpecification
Setting an originalInstructionId on the specification means this closing order will close some or all of an existing open order with the given originalInstructionId.
setPrice(FixedPointNumber) - Method in class com.lmax.api.order.LimitOrderSpecification
Set the price of the limit order specification to the specified value.
setQuantity(FixedPointNumber) - Method in class com.lmax.api.order.ClosingOrderSpecification
Set the quantity of the close specification to the specified value.
setQuantity(FixedPointNumber) - Method in interface com.lmax.api.order.OrderSpecification
Set the quantity of the order specification to the specified value.
setStopLossPriceOffset(FixedPointNumber) - Method in interface com.lmax.api.order.OrderSpecification
Set the stop loss price offset for the order.
setStopProfitPriceOffset(FixedPointNumber) - Method in interface com.lmax.api.order.OrderSpecification
Set the stop profit price offset for the order.
setTimeInForce(TimeInForce) - Method in class com.lmax.api.order.MarketOrderSpecification
The time in force policy for the market order.
setTimeInForce(TimeInForce) - Method in interface com.lmax.api.order.OrderSpecification
Set the time in force policy for the order.
setToken(String) - Method in class com.lmax.api.heartbeat.HeartbeatRequest
Set the user specified token for the heartbeat.
signum() - Method in class com.lmax.api.FixedPointNumber
Returns the signum function of this FixedPointNumber.
start() - Method in interface com.lmax.api.Session
Start listening to events from the exchange.
stop() - Method in interface com.lmax.api.Session
Stop listening to events from the exchange.
StreamFailureListener - Interface in com.lmax.api
Listener interface for failures on the event stream.
subscribe(SubscriptionRequest, Callback) - Method in interface com.lmax.api.Session
Place a request to subscribe to events.
SubscriptionRequest - Class in com.lmax.api
Tag interface to identify Subscription Requests.
SubscriptionRequest() - Constructor for class com.lmax.api.SubscriptionRequest
 

T

TEN - Static variable in class com.lmax.api.FixedPointNumber
 
TimeInForce - Enum in com.lmax.api
The time in force policy applicable to orders.
Timer - Class in com.lmax.api.profile
Factory class to construct timers for callback methods.
Timer() - Constructor for class com.lmax.api.profile.Timer
 
TimingListener - Interface in com.lmax.api.profile
Listener for timing events.
toFixedPointNumber(long, FixedPointNumber) - Static method in class com.lmax.api.FixedPointNumbers
Constructs a FixedPointNumber from a long, where a long represents a number with 6 decimal places.
toFixedPointNumber(double, FixedPointNumber) - Static method in class com.lmax.api.FixedPointNumbers
Constructs a FixedPointNumber from a double.
toFixedPointNumber(BigDecimal, FixedPointNumber) - Static method in class com.lmax.api.FixedPointNumbers
Constructs a FixedPointNumber from a BigDecimal.
TopOfBookHistoricMarketDataRequest - Class in com.lmax.api.marketdata
Request historic order book prices and quantities.
TopOfBookHistoricMarketDataRequest(String, long, Date, Date, HistoricMarketDataRequest.Format) - Constructor for class com.lmax.api.marketdata.TopOfBookHistoricMarketDataRequest
Request historic prices and quantities for the given order book.
toString() - Method in class com.lmax.api.account.AccountDetails
String representation of AccountDetails.
toString() - Method in class com.lmax.api.FailureResponse
Get the FailureResponse as a string.
toString() - Method in class com.lmax.api.FixedPointNumber
Convert this FixedPointNumber to a String removing trailing zeros.
toString() - Method in class com.lmax.api.order.ClosingOrderSpecification
A readable String representation of the ClosingOrderSpecification.
toString() - Method in class com.lmax.api.order.LimitOrderSpecification
A readable String representation of the LimitOrderSpecification.
toString() - Method in class com.lmax.api.order.MarketOrderSpecification
A readable String representation of the MarketOrderSpecification.
toString() - Method in class com.lmax.api.reject.InstructionRejectedEvent
Convert this event to a string.
toStringBuilder(StringBuilder) - Method in class com.lmax.api.FixedPointNumber
Populate the supplied CharSequence with the value of this FixedPointNumber.

U

UnderlyingInfo - Interface in com.lmax.api.orderbook
The underlying asset of the traded instrument, contain information such as symbol, asset class etc.
UrlCallback - Interface in com.lmax.api
Called back when a request for open url succeeds or fails.

V

valueOf(String) - Static method in enum com.lmax.api.account.LoginRequest.ProductType
Returns the enum constant of this type with the specified name.
valueOf(long) - Static method in class com.lmax.api.FixedPointNumber
Create a new FixedPointNumber based on a long value.
valueOf(CharSequence) - Static method in class com.lmax.api.FixedPointNumber
Create a new FixedPointNumber based on a string representation of a number, e.g.
valueOf(char[], int, int) - Static method in class com.lmax.api.FixedPointNumber
Create a new FixedPointNumber based on a string representation of a number within a char[], e.g.
valueOf(String) - Static method in enum com.lmax.api.marketdata.AggregateHistoricMarketDataRequest.Option
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.lmax.api.marketdata.HistoricMarketDataRequest.Format
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.lmax.api.marketdata.HistoricMarketDataRequest.Resolution
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.lmax.api.order.OrderType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.lmax.api.orderbook.DayOfWeek
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.lmax.api.orderbook.OrderBookStatus
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.lmax.api.TimeInForce
Returns the enum constant of this type with the specified name.
values() - Static method in enum com.lmax.api.account.LoginRequest.ProductType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.lmax.api.marketdata.AggregateHistoricMarketDataRequest.Option
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.lmax.api.marketdata.HistoricMarketDataRequest.Format
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.lmax.api.marketdata.HistoricMarketDataRequest.Resolution
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.lmax.api.order.OrderType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.lmax.api.orderbook.DayOfWeek
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.lmax.api.orderbook.OrderBookStatus
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.lmax.api.TimeInForce
Returns an array containing the constants of this enum type, in the order they are declared.

W

write(char[], int, int) - Method in class com.lmax.api.io.RollingFileWriter
Writes a portion of an array of characters.
writeTo(StructuredWriter) - Method in class com.lmax.api.account.AccountStateRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.account.AccountSubscriptionRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.account.LoginRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.heartbeat.HeartbeatRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.marketdata.AggregateHistoricMarketDataRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.marketdata.HistoricMarketDataSubscriptionRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.marketdata.TopOfBookHistoricMarketDataRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.order.AmendStopsRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.order.CancelOrderRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.order.ClosingOrderSpecification
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.order.OrderSubscriptionRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.orderbook.OrderBookStatusSubscriptionRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.orderbook.OrderBookSubscriptionRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.orderbook.SearchInstrumentRequest
Internal: Output this request.
writeTo(StructuredWriter) - Method in class com.lmax.api.position.PositionSubscriptionRequest
Internal: Output this request.

Z

ZERO - Static variable in class com.lmax.api.FixedPointNumber
 

A B C D E F G H I L M N O P R S T U V W Z