com.marketfactory.api

Class MFClientBase

java.lang.Object

com.marketfactory.api.MFClientBase

Direct Known Subclasses:

MFAdmin, MFClient, MFMarketMaker

public abstract class MFClientBase
extends java.lang.Object

An API client, which processes a single network connection. There may be more than one client instance, one for each network connection. A client dispatches callbacks on a _handler interface which the client implements. @see MFHandler.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	MFClientBase.OrderArgs
class	MFClientBase.PingTime
static class	MFClientBase.RiskLimit Admin interface: group limit, optionally for a specific feed and market.
static class	MFClientBase.RiskMarketPosition Admin interface: Use this if interested in market position rather than RiskUsage's net open position.
static class	MFClientBase.RiskUsage Admin interface: user state.
class	MFClientBase.TimeStats

Field Summary

Fields

Modifier and Type	Field and Description
protected MFClientBase.RiskLimit[]	_riskLimits
protected long	_riskTimestamp
protected MFClientBase.RiskUsage[]	_riskUsages
protected java.util.List<com.marketfactory.api.TradeLimitDataMessage>	_tradeLimitDataQueue
protected java.util.Map<java.lang.String,java.lang.String[]>	_userGroupChains
static int	FEED_ALL
static int	FEED_NULL Pair with marketID to reference individual currencies.
static int	MARKET_ALL
static long	SETTL_DATE_CASH
static long	SETTL_DATE_SUM

Method Summary

Modifier and Type	Method and Description
protected APIResult	allowClientsToConnect() Admin interface: Call this method to allow monitored API clients to connect.
protected APIResult	cancelAll(int feedID, java.lang.String cxlID) Cancel all the orders on a feed.
protected APIResult	cancelAll(java.lang.String cxlID) Cancel all the orders, on all feeds.
protected APIResult	cancelOrder(java.lang.String cxlID, long orderID) Cancel a previously placed order by internal 'orderID'.
protected APIResult	cancelOrder(java.lang.String cxlID, long orderID, java.lang.String clOrdID) Cancel a previously placed order by providing both internal 'orderID' and clOrdID.
protected APIResult	cancelOrder(java.lang.String cxlID, java.lang.String clOrdID) Cancel a previously placed order by client order id ('clOrdID').
APIResult	close() Close the connection.
APIResult	connect() Connect to the first available server with user credentials.
protected APIResult	connectOne(java.lang.String host, int port)
void	enableDebugMetrics(boolean flag)
APIFeed	getFeedByID(int id) After a successful connection is established, you may access the server's list of _feeds, markets.
APIFeed	getFeedByName(java.lang.String name) After a successful connection is established, you may access the server's list of _feeds, markets.
APIFeed[]	getFeeds()
java.lang.String	getHostname()
java.util.Queue<MFClientBase.PingTime>	getLastPingTimes()
APIMarket	getMarketByID(APIFeed feed, int marketID) After a successful connection is established, you may access the server's list of _feeds, markets.
APIMarket	getMarketByName(APIFeed feed, java.lang.String name) After a successful connection is established, you may access the server's list of _feeds, markets.
int	getPort()
protected MFClientBase.RiskLimit[]	getRiskLimits() Admin interface: limits registered by server process.
protected MFClientBase.RiskMarketPosition[]	getRiskMarketPositions() Admin interface:
protected long	getRiskTimestamp()
protected MFClientBase.RiskUsage[]	getRiskUsage()
int	getSequenceID(int feedID) Get the last received sequenceID after successful subscription.
java.lang.String	getSignature()
protected java.util.Map<java.lang.String,java.lang.String[]>	getUserGroupChains()
protected void	handle(com.marketfactory.api.AcceptOrderMessage msg)
protected void	handle(com.marketfactory.api.BatchesCompletedMessage msg)
protected void	handle(com.marketfactory.api.BatchRegisterMessage msg)
protected void	handle(com.marketfactory.api.BatchUnregisterMessage msg)
protected void	handle(com.marketfactory.api.CancelAllOrderMessage msg)
protected void	handle(com.marketfactory.api.CancelOrderMessage msg)
protected void	handle(com.marketfactory.api.CancelQuoteMessage msg)
protected void	handle(com.marketfactory.api.ClientConnectMessage msg)
protected void	handle(com.marketfactory.api.ClientDisconnectMessage msg)
protected void	handle(com.marketfactory.api.ConfigMessage msg)
protected void	handle(com.marketfactory.api.ConnectResponseMessage msg)
protected void	handle(com.marketfactory.api.DateRolloverMessage msg)
protected void	handle(com.marketfactory.api.DropCopyMessage msg)
protected void	handle(com.marketfactory.api.EventReportMessage msg)
protected void	handle(com.marketfactory.api.HeartbeatMessage msg)
protected void	handle(com.marketfactory.api.ImHereMessage msg)
protected void	handle(com.marketfactory.api.InsertLogMessage msg)
protected void	handle(com.marketfactory.api.JsonFromClient msg)
protected void	handle(com.marketfactory.api.JsonFromServer msg)
protected void	handle(com.marketfactory.api.LastSequenceIDMessage msg)
protected void	handle(com.marketfactory.api.LockResponseMessage msg)
protected void	handle(com.marketfactory.api.LockUserMessage msg)
protected void	handle(com.marketfactory.api.MassQuoteAckMessage msg)
protected void	handle(com.marketfactory.api.MassQuoteMessage msg)
protected void	handle(com.marketfactory.api.MktDataMessage msg)
protected void	handle(com.marketfactory.api.ModifyOrderMessage msg)
protected void	handle(com.marketfactory.api.NewOrderMessage msg)
protected void	handle(com.marketfactory.api.OrderCanceledMessage msg)
protected void	handle(com.marketfactory.api.OrderCancelRejectedMessage msg)
protected void	handle(com.marketfactory.api.OrderDoneMessage msg)
protected void	handle(com.marketfactory.api.OrderReceivedMessage msg)
protected void	handle(com.marketfactory.api.OrderRejectedMessage msg)
protected void	handle(com.marketfactory.api.OrderSubmittedMessage msg)
protected void	handle(com.marketfactory.api.OrderTimeoutMessage msg)
protected void	handle(com.marketfactory.api.QuoteRequestMessage msg)
protected void	handle(com.marketfactory.api.RejectOrderMessage msg)
protected void	handle(com.marketfactory.api.RejectQuoteRequestMessage msg)
protected void	handle(com.marketfactory.api.ReplayDoneMessage msg)
protected void	handle(com.marketfactory.api.ReplayMessage msg)
protected void	handle(com.marketfactory.api.RequestSnapshotMessage msg)
protected void	handle(com.marketfactory.api.RiskResponseMessage msg)
protected void	handle(com.marketfactory.api.RuThereMessage msg)
protected void	handle(com.marketfactory.api.SubmitOrderMessage msg)
protected void	handle(com.marketfactory.api.SubscribeMessage msg)
protected void	handle(com.marketfactory.api.SubscriptionEventMessage msg)
protected void	handle(com.marketfactory.api.TestMessage msg)
protected void	handle(com.marketfactory.api.TradeCaptureAckMessage msg)
protected void	handle(com.marketfactory.api.TradeCaptureMessage msg)
protected void	handle(com.marketfactory.api.TradeLimitDataMessage msg)
protected void	handle(com.marketfactory.api.UnsubscribeAllMessage msg)
protected void	handle(com.marketfactory.api.UnsubscribeMessage msg)
protected void	handle(com.marketfactory.api.VersionMessage msg)
protected void	init(java.lang.String _username, java.lang.String _password, java.lang.String _hostname1, int _port1, java.lang.String _hostname2, int _port2)
boolean	isConnected()
boolean	isRunning()
boolean	isStopRequested()
APIResult	join() Block until the client has exited the dispatch loop.
protected APIResult	lockUser(java.lang.String clRequestID, java.lang.String username, boolean locked) Admin interface: Lock / unlock user accounts.
void	log(java.lang.String message) Logs a debug message into the Whisperer server _log file.
void	log(java.lang.String message, LogLevel level)
Pair<APIResult,java.lang.Long>	modifyOrder(java.lang.String clOrdID, java.lang.String clNewID, MFFloat amount, MFFloat price) Submit modification without minAmount (kept for backward compatibility).
protected Pair<APIResult,java.lang.Long>	modifyOrder(java.lang.String clOrdID, java.lang.String clNewID, MFFloat amount, MFFloat minAmount, MFFloat price) Submit modification to an existing order.
protected void	onBatchComplete(int batchDefID, MFClientBase client)
protected void	onConnect(MFClientBase client)
protected void	onDateRollover(DateRollover dateRollover, MFClientBase client)
protected void	onDisconnect(MFClientBase client)
protected void	onDropCopy(DropCopy dropCopy, MFClientBase client)
protected void	onEventReport(EventReport eventReport, MFClientBase client)
protected void	onHeartbeat(Heartbeat heartbeat, MFClientBase client)
protected void	onJsonFromServer(com.marketfactory.api.JsonFromServer msg, MFClientBase client)
protected void	onLockResponse(LockResponse lockResponse, MFClientBase client)
protected void	onMarketData(MarketView marketData, MFClientBase client)
protected void	onMassQuoteAck(MassQuoteAck msg, MFClientBase client)
protected void	onNewOrder(NewOrder msg, MFClientBase client)
protected void	onOrderCanceled(OrderCanceled orderCanceled, MFClientBase client)
protected void	onOrderCancelRejected(OrderCancelRejected orderCancelRejected, MFClientBase client)
protected void	onOrderDone(OrderDone orderDone, MFClientBase client)
protected void	onOrderReceived(OrderReceived orderReceived, MFClientBase client)
protected void	onOrderRejected(OrderRejected orderRejected, MFClientBase client)
protected void	onOrderSubmitted(OrderSubmitted orderSubmitted, MFClientBase client)
protected void	onOrderTimeout(OrderTimeout msg, MFClientBase client)
protected void	onQuoteRequest(QuoteRequest msg, MFClientBase client)
protected void	onReplayDone(ReplayDone replayDone, MFClientBase client)
protected void	onRiskResponse(RiskResponse riskResponse, MFClientBase client)
protected void	onStart(MFClientBase client)
protected void	onStop(MFClientBase client)
protected void	onSubscriptionEvent(SubscriptionEvent subscriptionEvent, MFClientBase client)
protected void	onTradeCapture(TradeCapture tradeCapture, MFClientBase client)
protected void	onTradeCaptureAck(TradeCaptureAck msg, MFClientBase client)
APIResult	processEvents(MFHandler _handler) Process all pending events in the reactor, and return as soon as reads/writes have been flushed.
protected Pair<APIResult,java.lang.Integer>	registerMarketComb(int feedID, int[] marketIds) Register for a given list of markets on a given feed.
APIResult	replay(int feedID, int fromSequenceID, int toSequenceID) Request replay of order flow events in the range [fromSequenceID, toSequenceID=-1].
protected APIResult	requestSnapshot(int feedID, int marketID) Request a market data snapshot for the feed and market ID.
protected void	resetAdminMembers()
protected APIResult	run(java.lang.Object _handler, boolean loop)
protected APIResult	send(IMessage msg)
void	setDebug(boolean debug) Deprecated. MF devs only - set the mode using a JVM arg - Options.MF_DEV_LOG_DEBUG_MESSAGES_JVM_ARG
protected APIResult	setRisk(java.lang.String clRequestID, boolean doReplace, MFClientBase.RiskUsage... usages)
protected APIResult	setRisk(java.lang.String clRequestID, MFClientBase.RiskLimit... limits) Admin interface: publish incremental set of limits.
protected APIResult	setRisk(java.lang.String clRequestID, MFClientBase.RiskLimit[] limits, MFClientBase.RiskUsage[] usages, boolean isSnapshot) Admin interface: publish incremental/snapshot set of limits and usage.
protected APIResult	setRisk(java.lang.String clRequestID, MFClientBase.RiskLimit[] limits, MFClientBase.RiskUsage[] usages, boolean isSnapshot, boolean doReplace)
protected APIResult	setRisk(java.lang.String clRequestID, MFClientBase.RiskUsage... usages) Admin interface: publish incremental set of risk usage.
void	setStickySubscriptions(boolean sticky) Enable/Disable sticky subscriptions.
void	setStickySubscriptions(boolean sticky, boolean clearSubscriptionsOnStop)
void	setUseHeartbeat(boolean use)
APIResult	stop() Request to stop the event dispatch loop.
protected Pair<APIResult,java.lang.Long>	submitOrder(java.lang.String clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, MFFloat stopPrice, MFFloat maxShowAmt, MFFloat minAmount, OrderType ordType, TimeInForce tif) Submit an order.
Pair<APIResult,java.lang.Long>	submitOrder(java.lang.String clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, MFFloat stopPrice, MFFloat maxShowAmt, MFFloat minAmount, OrderType ordType, TimeInForce tif, java.lang.String modelID, java.util.ArrayList<KeyValue> parameters) Submit an order.
protected Pair<APIResult,java.lang.Long>	submitOrder(java.lang.String clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, MFFloat stopPrice, MFFloat maxShowAmt, OrderType ordType, TimeInForce tif) Submit an order without minAmount (kept for backward compatibility).
protected Pair<APIResult,java.lang.Long>	submitOrder(java.lang.String clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, OrderType ordType, TimeInForce tif) Submit an order.
protected Pair<APIResult,java.lang.Long>	submitOrder(java.lang.String clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, OrderType ordType, TimeInForce tif, MFClientBase.OrderArgs args) Submit an order.
protected APIResult	subscribeAllMD() Subscribe to all the market data feeds.
protected APIResult	subscribeMD(int feedID, int marketID) Subscribe to market data updates for a specific feed.
protected APIResult	subscribeMD(int feedID, int marketID, java.lang.String clSubID) Subscribe to market data updates for a specific feed.
protected APIResult	subscribeOF(int feedID) Subscribe to trading for a specific feed.
protected APIResult	subscribeOF(int feedID, java.lang.String clSubID) Subscribe to trading for a specific feed.
protected APIResult	subscribePricing(int feedID, java.lang.String clSubID)
protected APIResult	subscribeTrading(int feedID, java.lang.String clSubID)
void	test(APITest test) Internal testing function.
protected APIResult	unregisterMarketComb(int batchDefID) Unregister for a given list of markets on a given feed using the id provided in onBatchEvent callback.
protected APIResult	unsubscribeAll() Unsubscribe all market data and trading subscriptions.
protected APIResult	unsubscribeMD(int feedID, int marketID) Unsubscribe to market data updates for a specific feed.
protected APIResult	unsubscribeMD(int feedID, int marketID, java.lang.String clSubID) Unsubscribe to market data updates for a specific feed.
protected APIResult	unsubscribeOF(int feedID) Unsubscribe to trading for a specific feed.
protected APIResult	unsubscribeOF(int feedID, java.lang.String clSubID) Unsubscribe to trading for a specific feed.
protected APIResult	unsubscribePricing(int feedID, java.lang.String clSubID)
protected APIResult	unsubscribeTrading(int feedID, java.lang.String clSubID)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

_userGroupChains

protected java.util.Map<java.lang.String,java.lang.String[]> _userGroupChains

_riskLimits

protected MFClientBase.RiskLimit[] _riskLimits

_riskUsages

protected MFClientBase.RiskUsage[] _riskUsages

_riskTimestamp

protected long _riskTimestamp

_tradeLimitDataQueue

protected java.util.List<com.marketfactory.api.TradeLimitDataMessage> _tradeLimitDataQueue

FEED_NULL

public static final int FEED_NULL

Pair with marketID to reference individual currencies.

See Also:

Constant Field Values

FEED_ALL

public static final int FEED_ALL

See Also:

Constant Field Values

MARKET_ALL

public static final int MARKET_ALL

See Also:

Constant Field Values

SETTL_DATE_SUM

public static final long SETTL_DATE_SUM

See Also:

Constant Field Values

SETTL_DATE_CASH

public static final long SETTL_DATE_CASH

See Also:

Constant Field Values

Method Detail

init

protected void init(java.lang.String _username,
                    java.lang.String _password,
                    java.lang.String _hostname1,
                    int _port1,
                    java.lang.String _hostname2,
                    int _port2)

setUseHeartbeat

public void setUseHeartbeat(boolean use)

setDebug

public void setDebug(boolean debug)

Deprecated. MF devs only - set the mode using a JVM arg - Options.MF_DEV_LOG_DEBUG_MESSAGES_JVM_ARG

Sets debug mode. Intended for Internal MF Devs only.

Parameters:

debug - debug mode true or false.

enableDebugMetrics

public void enableDebugMetrics(boolean flag)

setStickySubscriptions

public void setStickySubscriptions(boolean sticky)

Enable/Disable sticky subscriptions. Set clearSubscriptionsOnStop=false if subscriptions should persist on disconnect/stop/start.

Parameters:

sticky - -- the toggle switch

setStickySubscriptions

public void setStickySubscriptions(boolean sticky,
                                   boolean clearSubscriptionsOnStop)

isConnected

public boolean isConnected()

Returns:

true if the _channel is _connected.

connect

public APIResult connect()

Connect to the first available server with user credentials.

Returns:

APIResult.OK if the connection attempt succeeded. Note: this should not be invoked by _handler.

connectOne

protected APIResult connectOne(java.lang.String host,
                               int port)

close

public APIResult close()

Close the connection. (This can only be called this when you're not dispatching.) Note: this should not be invoked by _handler.

Returns:

the result of the close call.

isRunning

public boolean isRunning()

Returns:

true if the client is currently dispatching events (i.e., you called run()).

stop

public APIResult stop()

Request to stop the event dispatch loop. Does not disconnect the client from the server.

Returns:

the result of the stop attempt.

isStopRequested

public boolean isStopRequested()

join

public APIResult join()

Block until the client has exited the dispatch loop. Note: this should not be invoked by _handler.

Returns:

the result of the join attempt.

processEvents

public APIResult processEvents(MFHandler _handler)

Process all pending events in the reactor, and return as soon as reads/writes have been flushed. This can be used to integrate our API within a GUI toolkit's event processing loop without having to create a secondary thread.

Parameters:

_handler - -- the handler to be processed

Returns:

the result of running the handler

run

protected APIResult run(java.lang.Object _handler,
                        boolean loop)

send

protected APIResult send(IMessage msg)

getSignature

public java.lang.String getSignature()

Returns:

Get protocol api signature.

getSequenceID

public int getSequenceID(int feedID)

Get the last received sequenceID after successful subscription.

Parameters:

feedID - -- feed id

Returns:

-2 if not subscribed.

getFeeds

public APIFeed[] getFeeds()

Returns:

After a successful connection is established, you may access the server's list of _feeds, markets. If you have not yet _connected to the server this will return empty.

getFeedByName

public APIFeed getFeedByName(java.lang.String name)

After a successful connection is established, you may access the server's list of _feeds, markets. This method will return a pointer to the feed of a given name if it exists and NULL if it does not. (this class maintains ownership to the object so do not delete it).

Parameters:

name - -- the feed name

Returns:

a pointer to the Feed of the given name or NULL if it does not exist.

getFeedByID

public APIFeed getFeedByID(int id)

After a successful connection is established, you may access the server's list of _feeds, markets. This method will return a pointer to the feed of a given id if it exists and NULL if it does not. (this class maintains ownership to the object so do not delete it).

Parameters:

id - -- the feed id

Returns:

a pointer to the Feed of the given id or NULL if it does not exist.

getMarketByName

public APIMarket getMarketByName(APIFeed feed,
                                 java.lang.String name)

After a successful connection is established, you may access the server's list of _feeds, markets. This method will return a pointer to the market with a given name within the specified feed if such market exists or NULL if there is no market with the same name.

Parameters:

feed - -- the feed

name - -- the market name

Returns:

a pointer to the Market with the given name within the given feed or NULL if it does not exist.

getMarketByID

public APIMarket getMarketByID(APIFeed feed,
                               int marketID)

After a successful connection is established, you may access the server's list of _feeds, markets. This method will return a pointer to the market with a given id within the specified feed if such market exists or NULL if there is no market with the same id.

Parameters:

feed - -- the feed

marketID - -- the market id

Returns:

a pointer to the Market with the given market id within the given feed or NULL if it does not exist.

getHostname

public java.lang.String getHostname()

Returns:

the primary/secondary server hostname (whichever one is being used). Does not indicate whether a connection is in progress or successfully established.

getPort

public int getPort()

Returns:

the primary/secondary server port (whichever one is being used). Does not indicate whether a connection is in progress or successfully established.

handle

protected void handle(com.marketfactory.api.ConfigMessage msg)

handle

protected void handle(com.marketfactory.api.ConnectResponseMessage msg)

handle

protected void handle(com.marketfactory.api.ClientDisconnectMessage msg)

handle

protected void handle(com.marketfactory.api.TestMessage msg)

handle

protected void handle(com.marketfactory.api.ImHereMessage msg)

handle

protected void handle(com.marketfactory.api.HeartbeatMessage msg)

getLastPingTimes

public java.util.Queue<MFClientBase.PingTime> getLastPingTimes()

replay

public APIResult replay(int feedID,
                        int fromSequenceID,
                        int toSequenceID)

Request replay of order flow events in the range [fromSequenceID, toSequenceID=-1]. Only open-ended requests are accepted by the server.

Parameters:

feedID - -- the feed id

fromSequenceID - -- the begin sequence number

toSequenceID - -- the end sequence number

Returns:

APIResult.OK if the replay request has been sent, APIResult.SOCKERR_WRITING on error.

subscribeMD

protected APIResult subscribeMD(int feedID,
                                int marketID,
                                java.lang.String clSubID)

Subscribe to market data updates for a specific feed. onSubscriptionEvent() will be called to notify that the flow of updates is ready. If the subscription is valid, onMarketData() will be called later on. The client subscription ID allows one-to-one message matching.

Parameters:

feedID - -- feed id

marketID - -- market id

clSubID - -- client subscription id

Returns:

APIResult.OK if the subscription request has been sent, APIResult.SOCKERR_WRITING on error.

subscribeMD

protected APIResult subscribeMD(int feedID,
                                int marketID)

Subscribe to market data updates for a specific feed. onSubscriptionEvent() will be called to notify that the flow of updates is ready. If the subscription is valid, onMarketData() will be called later on.

Parameters:

feedID - -- feed id

marketID - -- market id

Returns:

APIResult.OK if the subscription request has been sent, APIResult.SOCKERR_WRITING on error.

subscribeOF

protected APIResult subscribeOF(int feedID,
                                java.lang.String clSubID)

Subscribe to trading for a specific feed. onSubscriptionEvent() will be called to notify that the order gateway is ready. If the subscription is valid, it will be possible to submit and cancel orders and receive trading events.

Parameters:

feedID - -- the feed id

clSubID - -- the client subscription id

Returns:

APIResult.OK if the subscription request has been sent, APIResult.SOCKERR_WRITING on error.

subscribeOF

protected APIResult subscribeOF(int feedID)

Subscribe to trading for a specific feed. onSubscriptionEvent() will be called to notify that the order gateway is ready. If the subscription is valid, it will be possible to submit and cancel orders and receive trading events.

Parameters:

feedID - -- feed id

Returns:

APIResult.OK if the subscription request has been sent, APIResult.SOCKERR_WRITING on error.

subscribeAllMD

protected APIResult subscribeAllMD()

Subscribe to all the market data feeds. This is intended as a test utility; ideally you control which feeds and markets you connect to.

Returns:

APIResult.OK if the subscription request has been sent, APIResult.SOCKERR_WRITING on error.

unsubscribeMD

protected APIResult unsubscribeMD(int feedID,
                                  int marketID,
                                  java.lang.String clSubID)

Unsubscribe to market data updates for a specific feed.

Parameters:

feedID - -- feed id

marketID - -- market id

clSubID - -- client subscription id

Returns:

APIResult.OK if the unsubscription request has been sent, APIResult.SOCKERR_WRITING on error.

unsubscribeMD

protected APIResult unsubscribeMD(int feedID,
                                  int marketID)

Unsubscribe to market data updates for a specific feed.

Parameters:

feedID - -- the feed id

marketID - -- the market id

Returns:

APIResult.OK if the unsubscription request has been sent, APIResult.SOCKERR_WRITING on error.

unsubscribeOF

protected APIResult unsubscribeOF(int feedID,
                                  java.lang.String clSubID)

Unsubscribe to trading for a specific feed.

Parameters:

feedID - -- the feed id

clSubID - -- the client subscription id

Returns:

APIResult.OK if the unsubscription request has been sent, APIResult.SOCKERR_WRITING on error.

unsubscribeOF

protected APIResult unsubscribeOF(int feedID)

Unsubscribe to trading for a specific feed.

Parameters:

feedID - -- the feed id

Returns:

APIResult.OK if the unsubscription request has been sent, APIResult.SOCKERR_WRITING on error.

unsubscribeAll

protected APIResult unsubscribeAll()

Unsubscribe all market data and trading subscriptions. Call this if you want to stop receiving callbacks but don't want to disconnect.

Returns:

APIResult.OK if the unsubscription request has been sent, APIResult.SOCKERR_WRITING on error.

handle

protected void handle(com.marketfactory.api.SubscriptionEventMessage msg)

registerMarketComb

protected Pair<APIResult,java.lang.Integer> registerMarketComb(int feedID,
                                                               int[] marketIds)

Register for a given list of markets on a given feed.

Parameters:

feedID - -- the feed id

marketIds - -- the list of market ids

Returns:

Pair The first member is APIResult.OK if the comb has been registered. The second member is a unique id to identify the market combination.

unregisterMarketComb

protected APIResult unregisterMarketComb(int batchDefID)

Unregister for a given list of markets on a given feed using the id provided in onBatchEvent callback.

Parameters:

batchDefID - -- the batch id

Returns:

APIResult.OK if the unregistration request has been sent.

handle

protected void handle(com.marketfactory.api.MktDataMessage msg)

requestSnapshot

protected APIResult requestSnapshot(int feedID,
                                    int marketID)

Request a market data snapshot for the feed and market ID. (Note that after connecting you should get a snapshot automatically, so this should be used rarely.)

Parameters:

feedID - -- the feed id

marketID - -- the market id

Returns:

APIResult.OK if the snapshot request has been sent, APIResult.SOCKERR_WRITING on error.

handle

protected void handle(com.marketfactory.api.RequestSnapshotMessage msg)

handle

protected void handle(com.marketfactory.api.BatchesCompletedMessage msg)

handle

protected void handle(com.marketfactory.api.LastSequenceIDMessage msg)

submitOrder

protected Pair<APIResult,java.lang.Long> submitOrder(java.lang.String clOrdID,
                                                     int feedID,
                                                     int marketID,
                                                     Side side,
                                                     MFFloat amount,
                                                     MFFloat price,
                                                     OrderType ordType,
                                                     TimeInForce tif)

Submit an order.

Parameters:

clOrdID - -- client order id

feedID - -- feed id

marketID - -- marketID

side - -- buy or sell

amount - -- order size

price - -- px

ordType - -- order type

tif - -- time in force

Returns:

Pair The first member is APIResult.OK if the order has been sent. The second member is the orderID.

submitOrder

protected Pair<APIResult,java.lang.Long> submitOrder(java.lang.String clOrdID,
                                                     int feedID,
                                                     int marketID,
                                                     Side side,
                                                     MFFloat amount,
                                                     MFFloat price,
                                                     MFFloat stopPrice,
                                                     MFFloat maxShowAmt,
                                                     OrderType ordType,
                                                     TimeInForce tif)

Submit an order without minAmount (kept for backward compatibility).

Parameters:

clOrdID - -- client order id

feedID - -- feed id

marketID - -- marketID

side - -- buy or sell

amount - -- order size

price - -- px

stopPrice - -- stop px

maxShowAmt - -- max show amount

ordType - -- order type

tif - -- time in force

Returns:

Pair The first member is APIResult.OK if the order has been sent. The second member is the orderID.

submitOrder

protected Pair<APIResult,java.lang.Long> submitOrder(java.lang.String clOrdID,
                                                     int feedID,
                                                     int marketID,
                                                     Side side,
                                                     MFFloat amount,
                                                     MFFloat price,
                                                     MFFloat stopPrice,
                                                     MFFloat maxShowAmt,
                                                     MFFloat minAmount,
                                                     OrderType ordType,
                                                     TimeInForce tif)

Submit an order.

Parameters:

clOrdID - -- client order id

feedID - -- feed id

marketID - -- marketID

side - -- buy or sell

amount - -- order size

price - -- px

stopPrice - -- stop px

maxShowAmt - -- max show amount

minAmount - -- minimum amount

ordType - -- order type

tif - -- time in force

Returns:

Pair The first member is APIResult.OK if the order has been sent. The second member is the orderID.

submitOrder

protected Pair<APIResult,java.lang.Long> submitOrder(java.lang.String clOrdID,
                                                     int feedID,
                                                     int marketID,
                                                     Side side,
                                                     MFFloat amount,
                                                     MFFloat price,
                                                     OrderType ordType,
                                                     TimeInForce tif,
                                                     MFClientBase.OrderArgs args)

Submit an order.

Parameters:

clOrdID - -- client order id

feedID - -- feed id

marketID - -- marketID

side - -- buy or sell

amount - -- order size

price - -- px

ordType - -- order type

tif - -- time in force

args - -- additional order parameters

Returns:

Pair The first member is APIResult.OK if the order has been sent. The second member is the orderID.

submitOrder

public Pair<APIResult,java.lang.Long> submitOrder(java.lang.String clOrdID,
                                                  int feedID,
                                                  int marketID,
                                                  Side side,
                                                  MFFloat amount,
                                                  MFFloat price,
                                                  MFFloat stopPrice,
                                                  MFFloat maxShowAmt,
                                                  MFFloat minAmount,
                                                  OrderType ordType,
                                                  TimeInForce tif,
                                                  java.lang.String modelID,
                                                  java.util.ArrayList<KeyValue> parameters)

Submit an order. Pass in result field to get the result of the operation. This is used so each submitting thread can have its own result without generating garbage

Parameters:

clOrdID - -- client order id

feedID - -- feed id

marketID - -- marketID

side - -- buy or sell

amount - -- order size

price - -- px

stopPrice - -- stop px

maxShowAmt - -- max show amount

minAmount - -- min amount

ordType - -- order type

tif - -- time in force

modelID - -- model

parameters - -- additional parameters

Returns:

Pair The first member is APIResult.OK if the order has been sent. The second member is the orderID.

modifyOrder

public Pair<APIResult,java.lang.Long> modifyOrder(java.lang.String clOrdID,
                                                  java.lang.String clNewID,
                                                  MFFloat amount,
                                                  MFFloat price)

Submit modification without minAmount (kept for backward compatibility).

Parameters:

clOrdID - -- client order id to be modified

clNewID - -- the new client order id

amount - -- new amount

price - -- new price

Returns:

Pair The first member is APIResult.OK if the order has been sent. The second member is the orderID.

modifyOrder

protected Pair<APIResult,java.lang.Long> modifyOrder(java.lang.String clOrdID,
                                                     java.lang.String clNewID,
                                                     MFFloat amount,
                                                     MFFloat minAmount,
                                                     MFFloat price)

Submit modification to an existing order.

Parameters:

clOrdID - -- the client order id to be modified

clNewID - -- the new client order id

amount - -- the amount

minAmount - -- the minimum amount

price - -- px

Returns:

Pair The first member is APIResult.OK if the order has been sent. The second member is the orderID.

cancelOrder

protected APIResult cancelOrder(java.lang.String cxlID,
                                java.lang.String clOrdID)

Cancel a previously placed order by client order id ('clOrdID').

Parameters:

cxlID - -- the cancel id

clOrdID - -- the client order id to be cancelled

Returns:

APIResult.INVALID_ORDERID if the order cannot be found locally, i.e., if the 'clOrdID' does not correspond to any previously placed order on this client interface.

cancelOrder

protected APIResult cancelOrder(java.lang.String cxlID,
                                long orderID)

Cancel a previously placed order by internal 'orderID'.

Parameters:

cxlID - -- the cancel id

orderID - -- the order id

Returns:

APIResult.INVALID_ORDERID if the internal 'orderID' could not be provided.

cancelOrder

protected APIResult cancelOrder(java.lang.String cxlID,
                                long orderID,
                                java.lang.String clOrdID)

Cancel a previously placed order by providing both internal 'orderID' and clOrdID. APIResult.INVALID_ORDERID if the internal 'orderID' could not be provided.

cancelAll

protected APIResult cancelAll(int feedID,
                              java.lang.String cxlID)

Cancel all the orders on a feed.

Parameters:

feedID - -- the feed id

cxlID - -- the cancel id

Returns:

-- the result of sending the message

cancelAll

protected APIResult cancelAll(java.lang.String cxlID)

Cancel all the orders, on all feeds.

Parameters:

cxlID - -- the cancel id

Returns:

-- the result of sending the message

onStart

protected void onStart(MFClientBase client)

onStop

protected void onStop(MFClientBase client)

onDisconnect

protected void onDisconnect(MFClientBase client)

onConnect

protected void onConnect(MFClientBase client)

onHeartbeat

protected void onHeartbeat(Heartbeat heartbeat,
                           MFClientBase client)

onSubscriptionEvent

protected void onSubscriptionEvent(SubscriptionEvent subscriptionEvent,
                                   MFClientBase client)

onMarketData

protected void onMarketData(MarketView marketData,
                            MFClientBase client)

onEventReport

protected void onEventReport(EventReport eventReport,
                             MFClientBase client)

onDateRollover

protected void onDateRollover(DateRollover dateRollover,
                              MFClientBase client)

onBatchComplete

protected void onBatchComplete(int batchDefID,
                               MFClientBase client)

onOrderReceived

protected void onOrderReceived(OrderReceived orderReceived,
                               MFClientBase client)

onOrderRejected

protected void onOrderRejected(OrderRejected orderRejected,
                               MFClientBase client)

onOrderSubmitted

protected void onOrderSubmitted(OrderSubmitted orderSubmitted,
                                MFClientBase client)

onOrderCanceled

protected void onOrderCanceled(OrderCanceled orderCanceled,
                               MFClientBase client)

onOrderCancelRejected

protected void onOrderCancelRejected(OrderCancelRejected orderCancelRejected,
                                     MFClientBase client)

onDropCopy

protected void onDropCopy(DropCopy dropCopy,
                          MFClientBase client)

onTradeCapture

protected void onTradeCapture(TradeCapture tradeCapture,
                              MFClientBase client)

onOrderDone

protected void onOrderDone(OrderDone orderDone,
                           MFClientBase client)

onReplayDone

protected void onReplayDone(ReplayDone replayDone,
                            MFClientBase client)

onLockResponse

protected void onLockResponse(LockResponse lockResponse,
                              MFClientBase client)

onRiskResponse

protected void onRiskResponse(RiskResponse riskResponse,
                              MFClientBase client)

onQuoteRequest

protected void onQuoteRequest(QuoteRequest msg,
                              MFClientBase client)

onMassQuoteAck

protected void onMassQuoteAck(MassQuoteAck msg,
                              MFClientBase client)

onNewOrder

protected void onNewOrder(NewOrder msg,
                          MFClientBase client)

onOrderTimeout

protected void onOrderTimeout(OrderTimeout msg,
                              MFClientBase client)

onTradeCaptureAck

protected void onTradeCaptureAck(TradeCaptureAck msg,
                                 MFClientBase client)

onJsonFromServer

protected void onJsonFromServer(com.marketfactory.api.JsonFromServer msg,
                                MFClientBase client)

handle

protected void handle(com.marketfactory.api.RiskResponseMessage msg)

handle

protected void handle(com.marketfactory.api.LockResponseMessage msg)

handle

protected void handle(com.marketfactory.api.OrderReceivedMessage msg)

handle

protected void handle(com.marketfactory.api.OrderSubmittedMessage msg)

handle

protected void handle(com.marketfactory.api.OrderRejectedMessage msg)

handle

protected void handle(com.marketfactory.api.OrderCanceledMessage msg)

handle

protected void handle(com.marketfactory.api.OrderCancelRejectedMessage msg)

handle

protected void handle(com.marketfactory.api.DropCopyMessage msg)

handle

protected void handle(com.marketfactory.api.TradeCaptureMessage msg)

handle

protected void handle(com.marketfactory.api.OrderDoneMessage msg)

handle

protected void handle(com.marketfactory.api.QuoteRequestMessage msg)

handle

protected void handle(com.marketfactory.api.MassQuoteAckMessage msg)

handle

protected void handle(com.marketfactory.api.NewOrderMessage msg)

handle

protected void handle(com.marketfactory.api.OrderTimeoutMessage msg)

handle

protected void handle(com.marketfactory.api.TradeCaptureAckMessage msg)

handle

protected void handle(com.marketfactory.api.EventReportMessage msg)

handle

protected void handle(com.marketfactory.api.ReplayDoneMessage msg)

handle

protected void handle(com.marketfactory.api.DateRolloverMessage msg)

handle

protected void handle(com.marketfactory.api.JsonFromServer msg)

log

public void log(java.lang.String message)

Logs a debug message into the Whisperer server _log file. (We use this for inserting markers for automated testing and debugging.)

Parameters:

message - -- what to log

log

public void log(java.lang.String message,
                LogLevel level)

test

public void test(APITest test)

Internal testing function. Do not use this.

Parameters:

test - -- the test to send

handle

protected void handle(com.marketfactory.api.RuThereMessage msg)

handle

protected void handle(com.marketfactory.api.VersionMessage msg)

handle

protected void handle(com.marketfactory.api.InsertLogMessage msg)

handle

protected void handle(com.marketfactory.api.ClientConnectMessage msg)

handle

protected void handle(com.marketfactory.api.ReplayMessage msg)

handle

protected void handle(com.marketfactory.api.BatchRegisterMessage msg)

handle

protected void handle(com.marketfactory.api.BatchUnregisterMessage msg)

handle

protected void handle(com.marketfactory.api.SubscribeMessage msg)

handle

protected void handle(com.marketfactory.api.UnsubscribeMessage msg)

handle

protected void handle(com.marketfactory.api.UnsubscribeAllMessage msg)

handle

protected void handle(com.marketfactory.api.SubmitOrderMessage msg)

handle

protected void handle(com.marketfactory.api.CancelOrderMessage msg)

handle

protected void handle(com.marketfactory.api.CancelAllOrderMessage msg)

handle

protected void handle(com.marketfactory.api.ModifyOrderMessage msg)

handle

protected void handle(com.marketfactory.api.LockUserMessage msg)

handle

protected void handle(com.marketfactory.api.RejectQuoteRequestMessage msg)

handle

protected void handle(com.marketfactory.api.CancelQuoteMessage msg)

handle

protected void handle(com.marketfactory.api.MassQuoteMessage msg)

handle

protected void handle(com.marketfactory.api.RejectOrderMessage msg)

handle

protected void handle(com.marketfactory.api.AcceptOrderMessage msg)

handle

protected void handle(com.marketfactory.api.JsonFromClient msg)

resetAdminMembers

protected void resetAdminMembers()

handle

protected void handle(com.marketfactory.api.TradeLimitDataMessage msg)

allowClientsToConnect

protected APIResult allowClientsToConnect()

Admin interface: Call this method to allow monitored API clients to connect. An MFAdmin must remain connected and have called this method for monitored clients to function.

Returns:

the result of sending

lockUser

protected APIResult lockUser(java.lang.String clRequestID,
                             java.lang.String username,
                             boolean locked)

Admin interface: Lock / unlock user accounts. This is a more granular, subordinate, version of allowClientsToConnect().

Parameters:

clRequestID - -- the client request id

username - -- the user to be locked

locked - -- to lock?

Returns:

the api result

setRisk

protected APIResult setRisk(java.lang.String clRequestID,
                            MFClientBase.RiskLimit[] limits,
                            MFClientBase.RiskUsage[] usages,
                            boolean isSnapshot)

Admin interface: publish incremental/snapshot set of limits and usage. A full snapshot must be sent prior to allowClientsToConnect() so NOP calculations are not stale.

Parameters:

clRequestID - -- client request id

limits - -- variable collection of limits

usages - -- variable collection of usages

isSnapshot - -- snapshot flag

Returns:

the result of the setRisk call.

setRisk

protected APIResult setRisk(java.lang.String clRequestID,
                            MFClientBase.RiskLimit[] limits,
                            MFClientBase.RiskUsage[] usages,
                            boolean isSnapshot,
                            boolean doReplace)

setRisk

protected APIResult setRisk(java.lang.String clRequestID,
                            MFClientBase.RiskLimit... limits)

Admin interface: publish incremental set of limits. Group limits may be selectively updated, deferring to previous values/defaults if desired. If a group is subject to multiple limits, the most restrictive limit will always be preferred.

Parameters:

clRequestID - -- client request id

limits - -- variable collection of limits

Returns:

the result of the setRisk call.

setRisk

protected APIResult setRisk(java.lang.String clRequestID,
                            MFClientBase.RiskUsage... usages)

Admin interface: publish incremental set of risk usage. User state may be selectively updated based on current activity. Users only have a single state, to which the server will incorporate unacknowledged/pending orders.

Parameters:

clRequestID - -- client request id

usages - -- variable collection of usages

Returns:

the result of the setRisk call.

setRisk

protected APIResult setRisk(java.lang.String clRequestID,
                            boolean doReplace,
                            MFClientBase.RiskUsage... usages)

getRiskLimits

protected MFClientBase.RiskLimit[] getRiskLimits()

Admin interface: limits registered by server process.

Returns:

May include server defaults and other limits not explicitly initialized from an admin instance.

getRiskUsage

protected MFClientBase.RiskUsage[] getRiskUsage()

Returns:

Admin interface: full risk usage view held by server process. Will reflect the last set of usages received by the server, incorporating unacknowledged/pending orders. Will only include groups that have been modified by admin or trade activity.

getRiskMarketPositions

protected MFClientBase.RiskMarketPosition[] getRiskMarketPositions()

Admin interface:

Returns:

array of derived RiskMarketPositions rather than RiskUsage. The results are abridged to show current position without being broken down by date.

getRiskTimestamp

protected long getRiskTimestamp()

Returns:

Admin interface: timestamp of last constraint update from server process.

getUserGroupChains

protected java.util.Map<java.lang.String,java.lang.String[]> getUserGroupChains()

Returns:

Admin interface: linear list of groups to which each user belongs. (each entry is a direct child of the next group in the list.) Ex: ApiUser1: [ApiUser1, Client1, Root] GuiUser1: [GuiUser1, Client1, Root]

subscribePricing

protected APIResult subscribePricing(int feedID,
                                     java.lang.String clSubID)

subscribeTrading

protected APIResult subscribeTrading(int feedID,
                                     java.lang.String clSubID)

unsubscribePricing

protected APIResult unsubscribePricing(int feedID,
                                       java.lang.String clSubID)

unsubscribeTrading

protected APIResult unsubscribeTrading(int feedID,
                                       java.lang.String clSubID)