NickelSpreader.py File Reference

Namespaces
	pyRT.apps.warp.Simple.NickelSpreader
	Simple example to widen quote spread by 0.05 (a nickel): Hook BID, ASK real-time fields Deduct a _NICKEL from BID Add a _NICKEL to ASK.

Functions
def	pyRT.apps.warp.Simple.NickelSpreader.ASK
	Called when the ASK field updates. More...
def	pyRT.apps.warp.Simple.NickelSpreader.BID
	Called when the BID field updates. More...
def	pyRT.apps.warp.Simple.NickelSpreader.OnEngineLoad
	Called when engine is loaded (server start). More...
def	pyRT.apps.warp.Simple.NickelSpreader.OnPubImage
	Called to determine if we can publish Image from tape. More...
def	pyRT.apps.warp.Simple.NickelSpreader.OnPubUpdate
	Called to determine if we can publish Update from tape; We return True. More...

Variables
float	pyRT.apps.warp.Simple.NickelSpreader._NICKEL = 0.05