TradeFilter.py File Reference

Classes
class	pyRT.apps.DMA.TradeFilter.PriceLevel
	{ rid1 : sec1, rid2 : sec2, ... More...
class	pyRT.apps.DMA.TradeFilter.Spread

Namespaces
	pyRT.apps.DMA.TradeFilter

Functions
def	pyRT.apps.DMA.TradeFilter.GetRecord
def	pyRT.apps.DMA.TradeFilter.OnEngineLoad
	WarpEngine Callbacks. More...
def	pyRT.apps.DMA.TradeFilter.OnInitialize
	DMA.registerTickers( cxt, [ 'NGF0-NGG0', 'NGG0-NGH0', 'NGF0-NGH0' ] ) More...
def	pyRT.apps.DMA.TradeFilter.OnTrade

Variables
float	pyRT.apps.DMA.TradeFilter._NANO = 1.0
dictionary	pyRT.apps.DMA.TradeFilter._RDB = {}