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aBFXConfig() - Static method in class ch.algotrader.config.BFXConfigBuilder
 
AbstractAlgoOrderExecService<T extends AlgoOrder,S extends AlgoOrderStateVO> - Class in ch.algotrader.service.algo
Default AlgoOrder execution service.
AbstractAlgoOrderExecService(OrderExecutionService, SimpleOrderService, OrderLookupService, EventDispatcher, MarketDataCacheService, Engine) - Constructor for class ch.algotrader.service.algo.AbstractAlgoOrderExecService
 
AbstractCsvReader<T extends MarketDataEventVO> - Class in ch.algotrader.util.io
 
AbstractCsvReader() - Constructor for class ch.algotrader.util.io.AbstractCsvReader
 
AbstractCsvReader.ParseDate - Class in ch.algotrader.util.io
 
AbstractCsvWriter<T extends MarketDataEventVO> - Class in ch.algotrader.util.io
 
AbstractCsvWriter(File) - Constructor for class ch.algotrader.util.io.AbstractCsvWriter
 
AbstractCsvWriter(File, boolean) - Constructor for class ch.algotrader.util.io.AbstractCsvWriter
 
AbstractCsvWriter(File, boolean, CsvPreference) - Constructor for class ch.algotrader.util.io.AbstractCsvWriter
 
AbstractCsvWriter(Writer) - Constructor for class ch.algotrader.util.io.AbstractCsvWriter
 
AbstractCsvWriter.DateConverter - Class in ch.algotrader.util.io
 
AbstractDao<E extends BaseEntityI> - Class in ch.algotrader.dao
Abstract generic DAO class that serves as a base for specific entity DAOs.
AbstractDao(Class<? extends E>, SessionFactory) - Constructor for class ch.algotrader.dao.AbstractDao
 
AbstractEngine - Class in ch.algotrader.esper
Abstract implementation of an Engine
AbstractEngine(String) - Constructor for class ch.algotrader.esper.AbstractEngine
 
AbstractFix42MarketDataMessageHandler - Class in ch.algotrader.adapter.fix.fix42
Base Fix/4.2 market data message handler.
AbstractFix42MarketDataMessageHandler(AdapterType, Engine) - Constructor for class ch.algotrader.adapter.fix.fix42.AbstractFix42MarketDataMessageHandler
 
AbstractFix42MessageHandler - Class in ch.algotrader.adapter.fix.fix42
Base Fix/4.2 message handler that handles quickfix.fix42.Reject and quickfix.fix42.BusinessMessageReject rejection messages.
AbstractFix42MessageHandler() - Constructor for class ch.algotrader.adapter.fix.fix42.AbstractFix42MessageHandler
 
AbstractFix42OrderMessageHandler - Class in ch.algotrader.adapter.fix.fix42
Abstract FIX/4.2 order message handler implementing generic functionality common to all broker specific interfaces..
AbstractFix42OrderMessageHandler(OrderExecutionService, OrderLookupService, AdapterType) - Constructor for class ch.algotrader.adapter.fix.fix42.AbstractFix42OrderMessageHandler
 
AbstractFix44MarketDataMessageHandler - Class in ch.algotrader.adapter.fix.fix44
Base Fix4.4 market data message handler.
AbstractFix44MarketDataMessageHandler(AdapterType, Engine) - Constructor for class ch.algotrader.adapter.fix.fix44.AbstractFix44MarketDataMessageHandler
 
AbstractFix44MessageHandler - Class in ch.algotrader.adapter.fix.fix44
Base Fix4.4 message handler that handles Reject and BusinessMessageReject rejection messages.
AbstractFix44MessageHandler() - Constructor for class ch.algotrader.adapter.fix.fix44.AbstractFix44MessageHandler
 
AbstractFix44OrderMessageHandler - Class in ch.algotrader.adapter.fix.fix44
Abstract FIX44 order message handler implementing generic functionality common to all broker specific interfaces..
AbstractFix44OrderMessageHandler(AdapterType, OrderExecutionService, OrderLookupService) - Constructor for class ch.algotrader.adapter.fix.fix44.AbstractFix44OrderMessageHandler
 
AbstractFixApplication - Class in ch.algotrader.adapter.fix
Implementation of quickfix.Application
AbstractFixApplication(SessionID, Object, Object) - Constructor for class ch.algotrader.adapter.fix.AbstractFixApplication
 
AbstractFixApplication(SessionID, Object) - Constructor for class ch.algotrader.adapter.fix.AbstractFixApplication
 
AbstractHistoricalDataService - Class in ch.algotrader.service
 
AbstractHistoricalDataService(BarDao, TickDao, BidDao, AskDao, BidAskDao, TradeDao, SecurityDao, SubscriptionDao, CoreConfig) - Constructor for class ch.algotrader.service.AbstractHistoricalDataService
 
AbstractIBMessageHandler - Class in ch.algotrader.adapter.ib
Default MessageHandler that implements the EWrapper interface.
AbstractIBMessageHandler() - Constructor for class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
AbstractInfluxDBDao<V extends MarketDataEventVO> - Class in ch.algotrader.influxdb.dao
 
AbstractInfluxDBDao(InfluxDBAdapter) - Constructor for class ch.algotrader.influxdb.dao.AbstractInfluxDBDao
 
AbstractRestAdapter - Class in ch.algotrader.adapter.http
 
AbstractRestAdapter(RestRequestFactory, RestConnector, AdapterType) - Constructor for class ch.algotrader.adapter.http.AbstractRestAdapter
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.Account
 
accept(EntityVisitor<R, ? super P>, P) - Method in interface ch.algotrader.entity.BaseEntityI
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.broker.Quote
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.broker.QuoteRequest
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.exchange.Exchange
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.exchange.Holiday
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.exchange.TradingHours
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.Position
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.property.PropertyHolder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Bond
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Combination
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Commodity
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Component
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Forex
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Fund
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Future
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.GenericFuture
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Index
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.IntrestRate
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Option
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.PerpetualSwap
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Security
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.SecurityFamily
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.SecurityReference
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.security.Stock
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.strategy.CashBalance
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.strategy.Measurement
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.strategy.PortfolioValue
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.strategy.Strategy
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.Subscription
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.LimitOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.MarketOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.Order
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.OrderPreference
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.OrderStatus
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.PreviouslyIndicatedOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.SimpleOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.StopLimitOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.trade.StopOrder
 
accept(EntityVisitor<R, ? super P>, P) - Method in class ch.algotrader.entity.Transaction
 
Account - Class in ch.algotrader.entity
Represents an actual Account / AccountGroup / AllocationProfile with an external Broker / Bank
Account() - Constructor for class ch.algotrader.entity.Account
 
Account() - Constructor for class ch.algotrader.vo.cng.CNGAccountsVO.Account
 
Account.Converter - Class in ch.algotrader.entity
Converts instances of of Account to corresponding value objects.
Account.Factory - Class in ch.algotrader.entity
Constructs new instances of Account.
AccountDao - Interface in ch.algotrader.dao
DAO for Account objects.
accountDao - Variable in class ch.algotrader.service.RestReferenceDataServiceImpl
 
AccountDaoImpl - Class in ch.algotrader.dao
 
AccountDaoImpl(SessionFactory, CriteriaQueryRepository) - Constructor for class ch.algotrader.dao.AccountDaoImpl
 
accountDownloadEnd(String) - Method in class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
accountDownloadEnd(String) - Method in class ch.algotrader.adapter.ib.DefaultIBMessageHandler
 
AccountEventListener - Interface in ch.algotrader.event.listener
 
AccountEventVO - Class in ch.algotrader.vo
The event coming as result of AccountService.subscribeAccountEvent(..)
AccountEventVO(List<NamedCurrencyAmountVO>) - Constructor for class ch.algotrader.vo.AccountEventVO
 
AccountEventVO(long, List<NamedCurrencyAmountVO>) - Constructor for class ch.algotrader.vo.AccountEventVO
 
AccountI - Interface in ch.algotrader.entity
Represents an actual Account / AccountGroup / AllocationProfile with an external Broker / Bank
AccountImpl - Class in ch.algotrader.entity
 
AccountImpl() - Constructor for class ch.algotrader.entity.AccountImpl
 
AccountImpl.Factory - Class in ch.algotrader.entity
 
AccountMandatoryFieldsConstraint - Class in ch.algotrader.service.validation
 
AccountMandatoryFieldsConstraint() - Constructor for class ch.algotrader.service.validation.AccountMandatoryFieldsConstraint
 
AccountNameUniqueConstraint - Class in ch.algotrader.service.validation
 
AccountNameUniqueConstraint() - Constructor for class ch.algotrader.service.validation.AccountNameUniqueConstraint
 
AccountRestController - Class in ch.algotrader.rest
 
AccountRestController(AccountService, CoreConfig) - Constructor for class ch.algotrader.rest.AccountRestController
 
AccountService - Interface in ch.algotrader.service
 
AccountServiceImpl - Class in ch.algotrader.service
 
AccountServiceImpl(AccountDao, Map<String, ExternalAccountService>) - Constructor for class ch.algotrader.service.AccountServiceImpl
 
AccountServiceStub - Class in ch.algotrader.python.servicestubs
 
AccountServiceStub() - Constructor for class ch.algotrader.python.servicestubs.AccountServiceStub
 
AccountServiceType - Enum in ch.algotrader.enumeration
The Type of an Account Service.
accountSummary(int, String, String, String, String) - Method in class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
accountSummaryEnd(int) - Method in class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
AccountUpdate - Class in ch.algotrader.adapter.ib
 
AccountUpdate(String, String, String, String) - Constructor for class ch.algotrader.adapter.ib.AccountUpdate
 
accountUpdateMulti(int, String, String, String, String, String) - Method in class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
accountUpdateMultiEnd(int) - Method in class ch.algotrader.adapter.ib.AbstractIBMessageHandler
 
AccountVO - Class in ch.algotrader.entity
Represents an actual Account / AccountGroup / AllocationProfile with an external Broker / Bank
AccountVO(long, String, boolean, String, boolean) - Constructor for class ch.algotrader.entity.AccountVO
 
AccountVO(long, String, boolean, String, String, String, String, String, String, String, Long, boolean, long) - Constructor for class ch.algotrader.entity.AccountVO
 
AccountVO.VOConverter - Class in ch.algotrader.entity
Converts instances of value object type AccountVO to corresponding entity type Account.
AccountVOBuilder - Class in ch.algotrader.entity
Represents an actual Account / AccountGroup / AllocationProfile with an external Broker / Bank
AccountVOBuilder() - Constructor for class ch.algotrader.entity.AccountVOBuilder
 
aCNPHelloMsgVO() - Static method in class ch.algotrader.vo.cnp.ws.CNPHelloMsgVOBuilder
 
adapterOrderBook - Variable in class ch.algotrader.adapter.fix.fix42.AbstractFix42MarketDataMessageHandler
 
adapterOrderBook - Variable in class ch.algotrader.adapter.fix.fix44.AbstractFix44MarketDataMessageHandler
 
AdapterOrderBook - Class in ch.algotrader.adapter.orderbook
order books of different securities.
AdapterOrderBook() - Constructor for class ch.algotrader.adapter.orderbook.AdapterOrderBook
 
AdapterOrderBookHandler - Interface in ch.algotrader.adapter.orderbook
Interface implemented by market data handler classes of market data adapters that collect order book data.
AdapterServiceWiring - Class in ch.algotrader.wiring.adapterservice
Cache configuration.
AdapterServiceWiring() - Constructor for class ch.algotrader.wiring.adapterservice.AdapterServiceWiring
 
AdapterTickerTranslator - Class in ch.algotrader.adapter.http
 
AdapterTickerTranslator(CurrencyCodeMappings, String) - Constructor for class ch.algotrader.adapter.http.AdapterTickerTranslator
 
adapterType - Variable in class ch.algotrader.adapter.fix.fix42.AbstractFix42MarketDataMessageHandler
 
adapterType - Variable in class ch.algotrader.adapter.fix.fix44.AbstractFix44MarketDataMessageHandler
 
AdapterType - Enum in ch.algotrader.enumeration
The Type of DataFeed.
adapterType - Variable in class ch.algotrader.service.ExternalOrderReconciliationServiceImpl
 
AdapterWiring - Class in ch.algotrader.wiring.adapter
Cache configuration.
AdapterWiring() - Constructor for class ch.algotrader.wiring.adapter.AdapterWiring
 
AdaptiveOrder - Class in ch.algotrader.entity.trade.algo
 
AdaptiveOrder() - Constructor for class ch.algotrader.entity.trade.algo.AdaptiveOrder
 
AdaptiveOrderService<T extends AdaptiveOrder,S extends AdaptiveOrderStateVO> - Class in ch.algotrader.service.algo
 
AdaptiveOrderStateVO - Class in ch.algotrader.service.algo
 
AdaptiveOrderStateVO(String, Double, AlgoOrderChangeObserver) - Constructor for class ch.algotrader.service.algo.AdaptiveOrderStateVO
 
AdaptiveOrderVO - Class in ch.algotrader.entity.trade.algo
Base Class for all Order Types
AdaptiveOrderVO(long, String, String, String, ZonedDateTime, Side, BigDecimal, TIF, ZonedDateTime, boolean, long, long, long, long, Collection<RoutingTargetVO>, ZonedDateTime, ZonedDateTime, Integer, BigDecimal, Double, Integer, Double, Double, Double, Double, Double, Double, Double) - Constructor for class ch.algotrader.entity.trade.algo.AdaptiveOrderVO
 
add(T) - Method in class ch.algotrader.adapter.ib.IBPendingRequest
 
add(T) - Method in class ch.algotrader.adapter.tt.TTPendingRequest
 
add(BarVO) - Method in class ch.algotrader.aggregation.BarToBarAggregation
Adds a new, smaller bar to the aggregation.
add(Order) - Method in class ch.algotrader.ordermgmt.DefaultOrderTracker
 
add(Order) - Method in interface ch.algotrader.ordermgmt.OrderTracker
 
add(CalendarServiceImpl.TimeInterval) - Method in class ch.algotrader.service.CalendarServiceImpl.TimeIntervals
 
add(Constraint<T>) - Method in class ch.algotrader.service.validation.ConstraintChain
 
addAccount(Account) - Method in class ch.algotrader.service.RestReferenceDataServiceImpl
 
addAll(Map<NUMBER, OrderBookLevel<NUMBER>>, Map<NUMBER, OrderBookLevel<NUMBER>>) - Method in class ch.algotrader.adapter.orderbook.OrderBook
 
addChildOrders(Order) - Method in class ch.algotrader.entity.trade.Order
 
addClosePositionCallback(long, Consumer<PositionMutationVO>) - Method in class ch.algotrader.esper.AbstractEngine
 
addClosePositionCallback(long, Consumer<PositionMutationVO>) - Method in interface ch.algotrader.esper.Engine
Adds a Consumer to the given Engine that will be invoked as soon as a Position on the given Security has been closed.
addClosePositionCallback(long, Consumer<PositionMutationVO>) - Method in class ch.algotrader.esper.EngineImpl
 
addComponentQuantity(long, long, BigDecimal) - Method in class ch.algotrader.python.services.PythonCombinationService
Adds the specified quantity to the Component defined by securityId of the Combination defined by {code combinationId}.
addComponentQuantity(long, long, BigDecimal) - Method in interface ch.algotrader.service.CombinationService
Adds the specified quantity to the Component defined by securityId of the Combination defined by {code combinationId}.
addComponentQuantity(long, long, long) - Method in interface ch.algotrader.service.CombinationService
Deprecated.
addComponentQuantity(long, long, BigDecimal) - Method in class ch.algotrader.service.CombinationServiceImpl
Adds the specified quantity to the Component defined by securityId of the Combination defined by {code combinationId}.
addComponentQuantity(long, long, long) - Method in class ch.algotrader.service.CombinationServiceImpl
Adds the specified quantity to the Component defined by securityId of the Combination defined by {code combinationId}.
addComponents(Component) - Method in class ch.algotrader.entity.security.Combination
 
addConsumer(ConsumerId) - Method in class ch.algotrader.broker.marketdata.ConsumerEventThrottler
 
addConsumer(ConnectionContext, ConsumerInfo) - Method in class ch.algotrader.broker.marketdata.TickThrottlingPlugin
 
addContractDetailRequest(int, CompletableFuture<List<ContractDetails>>) - Method in class ch.algotrader.adapter.ib.IBPendingRequests
 
addDependency(Dependency) - Method in class ch.algotrader.config.spring.profilevalidation.entity.ConfigurationItem
 
addEventType(String, String) - Method in class ch.algotrader.esper.AbstractEngine
 
addEventType(String, String) - Method in interface ch.algotrader.esper.Engine
Adds the given Event Type to the specified Engine.
addEventType(String, String) - Method in class ch.algotrader.esper.EngineImpl
 
addExchange(Exchange) - Method in class ch.algotrader.service.RestReferenceDataServiceImpl
 
addFields(Point.Builder, AskVO) - Method in class ch.algotrader.influxdb.dao.AskDaoImpl
 
addFields(Point.Builder, BidAskQuoteVO) - Method in class ch.algotrader.influxdb.dao.BidAskQuoteDaoImpl
 
addFields(Point.Builder, BidVO) - Method in class ch.algotrader.influxdb.dao.BidDaoImpl
 
addFirstTickCallback(Collection<Long>, BiConsumer<String, List<TickVO>>) - Method in class ch.algotrader.esper.AbstractEngine
 
addFirstTickCallback(Collection<Long>, BiConsumer<String, List<TickVO>>) - Method in interface ch.algotrader.esper.Engine
Adds a BiConsumer to the given Engine that will be invoked as soon as at least one Tick has arrived for each of the specified securities
addFirstTickCallback(Collection<Long>, BiConsumer<String, List<TickVO>>) - Method in class ch.algotrader.esper.EngineImpl
 
addForex(Forex) - Method in class ch.algotrader.service.RestReferenceDataServiceImpl
 
addFullExecutionCallback(Collection<String>) - Method in class ch.algotrader.esper.AbstractEngine
 
addFullExecutionCallback(Collection<String>) - Method in interface ch.algotrader.esper.Engine
Adds a callback to the given Engine that will throw an exception unless all orders have been fully executed.
addFullExecutionCallback(Collection<String>) - Method in class ch.algotrader.esper.EngineImpl
 
addFuture(Future) - Method in class ch.algotrader.service.RestReferenceDataServiceImpl
 
addGroup(Group) - Method in class ch.algotrader.config.spring.profilevalidation.entity.Configuration
 
addHistoricDataRequest(int, CompletableFuture<List<BarVO>>) - Method in class ch.algotrader.adapter.ib.IBPendingRequests
 
addHolidays(Holiday) - Method in class ch.algotrader.entity.exchange.Exchange
 
addIndex(Index) - Method in class ch.algotrader.service.RestReferenceDataServiceImpl
 
additionalOnSessionOpenedLogic(Session, EndpointConfig) - Method in class ch.algotrader.adapter.cnb.CNBWebSocketAdapter
 
additionalOnSessionOpenedLogic(Session, EndpointConfig) - Method in class ch.algotrader.adapter.http.WebSocketAdapter
 
additionalProps - Variable in class ch.algotrader.esper.view.stat.GeometricalAverageViewFactory
 
addNew(String) - Method in class ch.algotrader.adapter.ib.IBExecutions
 
addOpenPositionCallback(long, Consumer<PositionMutationVO>) - Method in class ch.algotrader.esper.AbstractEngine
 
addOpenPositionCallback(long, Consumer<PositionMutationVO>) - Method in interface ch.algotrader.esper.Engine
Adds a Consumer to the given Engine that will be invoked as soon as a new Position on the given Security has been opened or modified.
addOpenPositionCallback(long, Consumer<PositionMutationVO>) - Method in class ch.algotrader.esper.EngineImpl
 
addOption(Option) - Method in class ch.algotrader.service.RestReferenceDataServiceImpl
 
addOrderProperty(String, String, OrderPropertyType) - Method in class ch.algotrader.entity.trade.Order
 
addOrderProperty(String, String, OrderPropertyType) - Method in class ch.algotrader.entity.trade.OrderImpl
 
addPair(Pair<LimitOrder, TickVO>) - Method in class ch.algotrader.service.algo.SlicingOrderStateVO
 
addPerpetualSwap(PerpetualSwap) - Method in class ch.algotrader.service.RestReferenceDataServiceImpl
 
addPoint(double) - Method in class ch.algotrader.esper.view.stat.GeometricalAverageBean
Add a data point for the X data set only.
addPoint(double, double) - Method in class ch.algotrader.esper.view.stat.GeometricalAverageBean
Add a data point.
addProfile(Profile) - Method in class ch.algotrader.config.spring.profilevalidation.entity.Configuration
 
addProfile(GroupProfile) - Method in class ch.algotrader.config.spring.profilevalidation.entity.Group
 
addProperty(String, Serializable) - Method in class ch.algotrader.entity.property.PropertyHolder
Adds a new property with the given name.
addProperty(String, Serializable) - Method in class ch.algotrader.entity.property.PropertyHolderImpl
 
addProperty(Class<? extends PropertyHolder>, long, String, Serializable) - Method in interface ch.algotrader.service.PropertyService
Sets the specified properties on specified PropertyHolder defined by propertyHolderClass and propertyHolderId
addProperty(Class<? extends PropertyHolder>, long, String, Serializable) - Method in class ch.algotrader.service.PropertyServiceImpl
Sets the specified properties on specified PropertyHolder defined by propertyHolderClass and propertyHolderId
addSecurityDefinitionRequest(String, CompletableFuture<List<TTSecurityDefVO>>) - Method in class ch.algotrader.adapter.tt.TTPendingRequests
 
addSecurityFamilies(SecurityFamily) - Method in class ch.algotrader.entity.exchange.Exchange
 
addSecurityFamily(SecurityFamily) - Method in class ch.algotrader.service.RestReferenceDataServiceImpl
 
addStarter(Starter) - Method in class ch.algotrader.config.spring.profilevalidation.entity.Configuration
 
addTimerCallback(ZonedDateTime, String, Consumer<ZonedDateTime>) - Method in class ch.algotrader.esper.AbstractEngine
 
addTimerCallback(ZonedDateTime, String, Consumer<ZonedDateTime>) - Method in interface ch.algotrader.esper.Engine
Adds a Consumer to the given Engine that will be invoked at the give time.
addTimerCallback(ZonedDateTime, String, Consumer<ZonedDateTime>) - Method in class ch.algotrader.esper.EngineImpl
 
addTradeCallback(Collection<String>, BiConsumer<String, List<OrderStatusVO>>) - Method in class ch.algotrader.esper.AbstractEngine
 
addTradeCallback(Collection<String>, BiConsumer<String, List<OrderStatusVO>>) - Method in interface ch.algotrader.esper.Engine
Adds a BiConsumer to the given Engine that will be invoked as soon as all orders have been fully executed, rejected or cancelled.
addTradeCallback(Collection<String>, BiConsumer<String, List<OrderStatusVO>>) - Method in class ch.algotrader.esper.EngineImpl
 
addTradePersistedCallback(Collection<String>, Consumer<List<OrderCompletionVO>>) - Method in class ch.algotrader.esper.AbstractEngine
 
addTradePersistedCallback(Collection<String>, Consumer<List<OrderCompletionVO>>) - Method in interface ch.algotrader.esper.Engine
Adds a Consumer to the given Engine that will be invoked as soon as all orders have been fully executed or cancelled and fully persisted.
addTradePersistedCallback(Collection<String>, Consumer<List<OrderCompletionVO>>) - Method in class ch.algotrader.esper.EngineImpl
 
addTradingHours(TradingHours) - Method in class ch.algotrader.entity.exchange.Exchange
 
adjustLimit(TrailingLimitOrder, BigDecimal) - Method in class ch.algotrader.service.algo.TrailingLimitOrderService
 
adjustPrice(BigDecimal, int) - Method in class ch.algotrader.entity.security.Security
Adjusts the specified price by the number of ticks
adjustPrice(double, int) - Method in class ch.algotrader.entity.security.Security
Adjusts the specified price by the number of ticks
adjustPrice(BigDecimal, int) - Method in class ch.algotrader.entity.security.SecurityImpl
 
adjustPrice(double, int) - Method in class ch.algotrader.entity.security.SecurityImpl
 
adminMessage(Session, boolean, String, String, String) - Method in class ch.algotrader.adapter.qh.QHSessionStateHolder
 
afterPropertiesSet() - Method in class ch.algotrader.adapter.bfl.BFLStatusUpdater
 
afterPropertiesSet() - Method in class ch.algotrader.adapter.cng.CNGStatusUpdater
 
afterPropertiesSet() - Method in class ch.algotrader.adapter.fix.ManagedFixAdapter
 
afterPropertiesSet() - Method in class ch.algotrader.service.FixSessionServiceImpl
 
afterPropertiesSet() - Method in class ch.algotrader.service.ib.IBOrderIdSynchronizer
 
afterPropertiesSet() - Method in class ch.algotrader.simulation.SimulationExecutorImpl
 
agentInstanceContext - Variable in class ch.algotrader.esper.view.stat.GeometricalAverageView
 
AggregatedOrderBook - Class in ch.algotrader.adapter.orderbook
 
AggregatedOrderBook(Optional<MarketDataSubscriptionRegistry>, TickerIdCache, List<AdapterOrderBookHandler>) - Constructor for class ch.algotrader.adapter.orderbook.AggregatedOrderBook
 
AlgoOrder - Class in ch.algotrader.entity.trade.algo
 
AlgoOrder() - Constructor for class ch.algotrader.entity.trade.algo.AlgoOrder
 
AlgoOrderChangeObserver - Class in ch.algotrader.service.algo
That observer is created whenever new instance of AlgoOrder is created and it binds the AlgoOrder and change propagator
AlgoOrderChangeObserver(String, AlgoOrderChangePropagator) - Constructor for class ch.algotrader.service.algo.AlgoOrderChangeObserver
 
AlgoOrderChangePropagator - Interface in ch.algotrader.service.algo
Implementations dispatch (propagate) state of an AlgoOrder.
AlgoOrderExecService<T extends AlgoOrder> - Interface in ch.algotrader.service.algo
AlgoOrder execution service.
AlgoOrderMetaData - Annotation Type in ch.algotrader.entity.trade.algo
 
AlgoOrderService - Interface in ch.algotrader.service
Internal Algo order service intended to initiate algo order operations such as submission of a new order, modification or cancellation of an existing order, order validation, as well as handle child order status updates and fills.
AlgoOrderServiceImpl - Class in ch.algotrader.service
Internal Algo order service intended to initiate algo order operations such as submission of a new order, modification or cancellation of an existing order, order validation, as well as handle child order status updates and fills.
AlgoOrderServiceImpl(CommonConfig, OrderTracker, Engine, EventDispatcher, OrderPersistenceService, OrderDao, Map<Class<? extends AlgoOrder>, AlgoOrderExecService>) - Constructor for class ch.algotrader.service.AlgoOrderServiceImpl
 
AlgoOrderStateVO - Class in ch.algotrader.service.algo
Contains the current state of an AlgoOrder
AlgoOrderStateVO(String, AlgoOrderChangeObserver) - Constructor for class ch.algotrader.service.algo.AlgoOrderStateVO
 
AlgoOrderVO - Class in ch.algotrader.entity.trade.algo
Base Class for all OrderTypes
AlgoOrderVO(long, String, String, String, ZonedDateTime, Side, BigDecimal, TIF, ZonedDateTime, Boolean, long, long, long, long) - Constructor for class ch.algotrader.entity.trade.algo.AlgoOrderVO
 
AlgoOrderVO(long, String, String, String, ZonedDateTime, Side, BigDecimal, TIF, ZonedDateTime, boolean, long, long, long, long, Collection<RoutingTargetVO>) - Constructor for class ch.algotrader.entity.trade.algo.AlgoOrderVO
 
AlgotraderNamespaceHandler - Class in ch.algotrader.config.spring
Configuration resource loader.
AlgotraderNamespaceHandler() - Constructor for class ch.algotrader.config.spring.AlgotraderNamespaceHandler
 
AlgoTraderToPythonInterface - Interface in ch.algotrader.python
Used from PythonStrategyService to call strategy implementation running in Python and connected to AlgoTrader via Py4j.
ALL - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
ALL_LISTENERS - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
ALL_LOCAL - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
ALL_LOCAL_LISTENERS - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
ALL_LOCAL_STRATEGIES - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
ALL_STRATEGIES - Static variable in enum ch.algotrader.event.dispatch.EventRecipient
 
allocate(String, String) - Method in interface ch.algotrader.adapter.fix.DropCopyAllocator
 
allocate(String, String) - Method in class ch.algotrader.service.lmax.LMAXDropCopyAllocationServiceImpl
 
allocate(String, String) - Method in class ch.algotrader.service.tt.TTDropCopyAllocationServiceImpl
 
AllocationGroup - Class in ch.algotrader.adapter.ib.msg
 
AllocationGroup() - Constructor for class ch.algotrader.adapter.ib.msg.AllocationGroup
 
AllocationGroup(String) - Constructor for class ch.algotrader.adapter.ib.msg.AllocationGroup
 
AllocationMethod - Class in ch.algotrader.adapter.ib.msg
 
AllocationMethod() - Constructor for class ch.algotrader.adapter.ib.msg.AllocationMethod
 
AllocationMethod(String) - Constructor for class ch.algotrader.adapter.ib.msg.AllocationMethod
 
AllocationProfile - Class in ch.algotrader.adapter.ib.msg
 
AllocationProfile() - Constructor for class ch.algotrader.adapter.ib.msg.AllocationProfile
 
AllocationProfile(String) - Constructor for class ch.algotrader.adapter.ib.msg.AllocationProfile
 
anINTRConfig() - Static method in class ch.algotrader.config.INTRConfigBuilder
 
anySchema() - Method in class ch.algotrader.json.EnhancedJsonSchemaFactory
 
apiKey(String) - Method in class ch.algotrader.config.BFXConfigBuilder
 
apiSecret(String) - Method in class ch.algotrader.config.BFXConfigBuilder
 
append(LogEvent) - Method in class ch.algotrader.util.log4j.EngineTimeRewritingAppender
 
append(LogEvent) - Method in class ch.algotrader.util.log4j.LogEventAppender
 
applicationContext - Variable in class ch.algotrader.service.algo.AdaptiveOrderService
 
areBDsEqual(BigDecimal, BigDecimal) - Static method in class ch.algotrader.util.MathUtil
null safe BigDecimals comparison
arraySchema() - Method in class ch.algotrader.json.EnhancedJsonSchemaFactory
 
Ask() - Constructor for class ch.algotrader.vo.cng.CNGDataVO.Ask
 
AskDao - Interface in ch.algotrader.influxdb.dao
 
AskDaoImpl - Class in ch.algotrader.influxdb.dao
 
AskDaoImpl(InfluxDBAdapter) - Constructor for class ch.algotrader.influxdb.dao.AskDaoImpl
 
AskVO - Class in ch.algotrader.entity.marketData
An Ask quote
AskVO(ZonedDateTime, String, long, BigDecimal, BigDecimal) - Constructor for class ch.algotrader.entity.marketData.AskVO
 
AskVO - Class in ch.algotrader.vo.marketData
Represents the ask price provided by a data feed.
AskVO(String, String, ZonedDateTime, double, double) - Constructor for class ch.algotrader.vo.marketData.AskVO
 
assemble(Serializable, Object) - Method in class ch.algotrader.hibernate.HibernateEnumType
 
AssetClass - Enum in ch.algotrader.enumeration
Type of an Index
ATDaemonFactory - Class in ch.algotrader.concurrent
Basic thread factory that can create daemon threads with a name.
ATDaemonFactory(String) - Constructor for class ch.algotrader.concurrent.ATDaemonFactory
 
ATDefaultObjectMapper - Class in ch.algotrader.json
This class can provide a Json-Object-Mapper configured to fit the needs of AlgoTrader.
ATDefaultObjectMapper() - Constructor for class ch.algotrader.json.ATDefaultObjectMapper
 
ATMVolVO - Class in ch.algotrader.option
Contains the Put and Call at-the-money Volatility at a specific expiration defined by the parameter years.
ATMVolVO() - Constructor for class ch.algotrader.option.ATMVolVO
Default Constructor
ATMVolVO(double, double, double) - Constructor for class ch.algotrader.option.ATMVolVO
Constructor with all properties
ATMVolVO(ATMVolVO) - Constructor for class ch.algotrader.option.ATMVolVO
Copies constructor from other ATMVolVO
attach(EventType, StatementContext, ViewFactory, List<ViewFactory>) - Method in class ch.algotrader.esper.view.stat.GeometricalAverageViewFactory
 
attemptReconnect() - Method in class ch.algotrader.adapter.bfx.BFXWebSocketAdapter
 
attemptReconnect() - Method in class ch.algotrader.adapter.http.WebSocketAdapter
 
ATTRIBUTE_NAME - Static variable in class ch.algotrader.broker.eviction.TopicEvictionRouter
 
AUTH_CHANNEL_INIT_EVENT - Static variable in class ch.algotrader.adapter.bfx.BFXConstants
 
AUTH_MESSAGE - Static variable in class ch.algotrader.adapter.bfx.BFXConstants
 
authUpdateFromJson(JsonNode) - Static method in class ch.algotrader.vo.bfx.ws.BFXWssResponse
 
AutoIncrementIdGenerator - Class in ch.algotrader.adapter
Simple autoincrement Id Generator.
AutoIncrementIdGenerator() - Constructor for class ch.algotrader.adapter.AutoIncrementIdGenerator
 
AVAILABLE_EQUITY - Static variable in class ch.algotrader.adapter.ib.msg.AllocationMethod
 
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