Overview
Package
Class
Tree
Deprecated
Index
Help
PREV NEXT
FRAMES
NO FRAMES
All Classes
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
Overview
Package
Class
Tree
Deprecated
Index
Help
PREV NEXT
FRAMES
NO FRAMES
All Classes