com.marketfactory.api

Class MFMarketMaker

java.lang.Object

com.marketfactory.api.MFClientBase

com.marketfactory.api.MFMarketMaker

public class MFMarketMaker
extends MFClientBase

A maker 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/interfaces inherited from class com.marketfactory.api.MFClientBase

MFClientBase.OrderArgs, MFClientBase.PingTime, MFClientBase.RiskLimit, MFClientBase.RiskMarketPosition, MFClientBase.RiskUsage, MFClientBase.TimeStats

Field Summary

Fields inherited from class com.marketfactory.api.MFClientBase

_riskLimits, _riskTimestamp, _riskUsages, _tradeLimitDataQueue, _userGroupChains, FEED_ALL, FEED_NULL, MARKET_ALL, SETTL_DATE_CASH, SETTL_DATE_SUM

Constructor Summary

Constructors

Constructor and Description
MFMarketMaker(java.lang.String _username, java.lang.String _password, java.lang.String _hostname1, int _port1) Create a new admin object.
MFMarketMaker(java.lang.String _username, java.lang.String _password, java.lang.String _hostname1, int _port1, java.lang.String _hostname2, int _port2) Create a new admin object (with failover).

Method Summary

Modifier and Type	Method and Description
APIResult	acceptOrder(NewOrder order) Note: if NewOrder.orderID/execID is not provided by the venue, you must generate one.
APIResult	acceptOrder(NewOrder order, MFFloat amount) This method is for sending partial fills.
APIResult	cancelQuote(QuoteRequest request, java.lang.String quoteID)
APIResult	cancelQuoteForSymbol(QuoteRequest request, java.lang.String symbol)
APIResult	cancelQuotes(QuoteRequest request)
protected MFMarketMakerHandler	getHandler()
protected void	onConnect(MFClientBase admin)
protected void	onDisconnect(MFClientBase admin)
protected void	onDropCopy(DropCopy msg, MFClientBase admin)
protected void	onEventReport(EventReport msg, MFClientBase admin)
protected void	onHeartbeat(Heartbeat msg, MFClientBase admin)
protected void	onMassQuoteAck(MassQuoteAck msg, MFClientBase admin)
protected void	onNewOrder(NewOrder msg, MFClientBase admin)
protected void	onOrderTimeout(OrderTimeout msg, MFClientBase admin)
protected void	onQuoteRequest(QuoteRequest msg, MFClientBase admin)
protected void	onReplayDone(ReplayDone msg, MFClientBase admin)
protected void	onStart(MFClientBase admin)
protected void	onStop(MFClientBase admin)
protected void	onSubscriptionEvent(SubscriptionEvent msg, MFClientBase admin)
protected void	onTradeCaptureAck(TradeCaptureAck msg, MFClientBase admin)
static MFMarketMaker	open(java.lang.String user, java.lang.String pass, java.lang.String host, int port) A convenience method which creates a new client object, attempts to connect to Whisperer, and cleans up and throws an exception if we could not connect.
static MFMarketMaker	open(java.lang.String user, java.lang.String pass, java.lang.String _hostname1, int _port1, java.lang.String _hostname2, int _port2) A convenience method which creates a new client object, attempts to connect to Whisperer, and cleans up and throws an exception if we could not connect.
APIResult	rejectOrder(NewOrder order, java.lang.String text) Note: if NewOrder.orderID/execID is not provided by the venue, you must generate one.
APIResult	rejectQuoteRequest(QuoteRequest request, QuoteRequestRejectReason reason, java.lang.String text)
APIResult	run(MFMarketMakerHandler handler) Run a loop that will continuously dispatch incoming messages to a _handler implementation.
APIResult	submitQuotes(QuoteRequest request, MFQuote[] quotes) Note: If QuoteRequest does not arrive with a valid amount, you must fill one in.
APIResult	subscribeOF(int feedID) Subscribe to trading for a specific feed.
APIResult	subscribeOF(int feedID, java.lang.String clSubID) Subscribe to trading for a specific feed.
APIResult	subscribePricing(int feedID, java.lang.String clSubID)
APIResult	subscribeTrading(int feedID, java.lang.String clSubID)
APIResult	unsubscribeAll() Unsubscribe all market data and trading subscriptions.
APIResult	unsubscribeOF(int feedID) Unsubscribe to trading for a specific feed.
APIResult	unsubscribeOF(int feedID, java.lang.String clSubID) Unsubscribe to trading for a specific feed.
APIResult	unsubscribePricing(int feedID, java.lang.String clSubID)
APIResult	unsubscribeTrading(int feedID, java.lang.String clSubID)

Methods inherited from class com.marketfactory.api.MFClientBase

allowClientsToConnect, cancelAll, cancelAll, cancelOrder, cancelOrder, cancelOrder, close, connect, connectOne, enableDebugMetrics, getFeedByID, getFeedByName, getFeeds, getHostname, getLastPingTimes, getMarketByID, getMarketByName, getPort, getRiskLimits, getRiskMarketPositions, getRiskTimestamp, getRiskUsage, getSequenceID, getSignature, getUserGroupChains, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, handle, init, isConnected, isRunning, isStopRequested, join, lockUser, log, log, modifyOrder, modifyOrder, onBatchComplete, onDateRollover, onJsonFromServer, onLockResponse, onMarketData, onOrderCanceled, onOrderCancelRejected, onOrderDone, onOrderReceived, onOrderRejected, onOrderSubmitted, onRiskResponse, onTradeCapture, processEvents, registerMarketComb, replay, requestSnapshot, resetAdminMembers, run, send, setDebug, setRisk, setRisk, setRisk, setRisk, setRisk, setStickySubscriptions, setStickySubscriptions, setUseHeartbeat, stop, submitOrder, submitOrder, submitOrder, submitOrder, submitOrder, subscribeAllMD, subscribeMD, subscribeMD, test, unregisterMarketComb, unsubscribeMD, unsubscribeMD

Methods inherited from class java.lang.Object

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

Constructor Detail

MFMarketMaker

public MFMarketMaker(java.lang.String _username,
                     java.lang.String _password,
                     java.lang.String _hostname1,
                     int _port1)

Create a new admin object. A new client still needs to be connected (see connect()).

Parameters:

_username - -- username

_password - -- password

_hostname1 - -- primary host

_port1 - -- primary port

MFMarketMaker

public MFMarketMaker(java.lang.String _username,
                     java.lang.String _password,
                     java.lang.String _hostname1,
                     int _port1,
                     java.lang.String _hostname2,
                     int _port2)

Create a new admin object (with failover). A new client still needs to be connected (see connect()).

Parameters:

_username - -- username

_password - -- password

_hostname1 - -- primary host

_port1 - -- primary port

_hostname2 - -- secondary host

_port2 - -- secondary port

Method Detail

run

public APIResult run(MFMarketMakerHandler handler)

Run a loop that will continuously dispatch incoming messages to a _handler implementation. This method returns some time after a request to stop is made using stop(), or if an error occurs (e.g. the connection is broken). A zero return value indicates a normal exit via a stop request. If the connection is broken and the client succesfully fails over to a secondary server, this dispatcher does not return; onDisconnect() and onConnect() are invoked to let the handler know that this occurred. If the reconnection attempt is not successful, the dispatcher will return an error code. Every call to run() must be preceded by a successful connect() -- this call is made for you, but only once, when a client is obtained via open(). Note: this should not be invoked by _handler.

Parameters:

handler - to be run

Returns:

the run result

open

public static MFMarketMaker open(java.lang.String user,
                                 java.lang.String pass,
                                 java.lang.String host,
                                 int port)
                          throws java.io.IOException

A convenience method which creates a new client object, attempts to connect to Whisperer, and cleans up and throws an exception if we could not connect.

Parameters:

user - -- username

pass - -- password

host - -- primary host

port - -- primary port

Returns:

the new client object

Throws:

java.io.IOException - if connection fails

open

public static MFMarketMaker open(java.lang.String user,
                                 java.lang.String pass,
                                 java.lang.String _hostname1,
                                 int _port1,
                                 java.lang.String _hostname2,
                                 int _port2)
                          throws java.io.IOException

A convenience method which creates a new client object, attempts to connect to Whisperer, and cleans up and throws an exception if we could not connect.

Parameters:

user - -- username

pass - -- password

_hostname1 - -- primary host

_port1 - -- primary port

_hostname2 - -- secondary host

_port2 - -- secondary port

Returns:

the new client object

Throws:

java.io.IOException - if connection fails

subscribeOF

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

Description copied from class: MFClientBase

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.

Overrides:

subscribeOF in class MFClientBase

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

public APIResult subscribeOF(int feedID)

Description copied from class: MFClientBase

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.

Overrides:

subscribeOF in class MFClientBase

Parameters:

feedID - -- feed id

Returns:

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

unsubscribeOF

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

Description copied from class: MFClientBase

Unsubscribe to trading for a specific feed.

Overrides:

unsubscribeOF in class MFClientBase

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

public APIResult unsubscribeOF(int feedID)

Description copied from class: MFClientBase

Unsubscribe to trading for a specific feed.

Overrides:

unsubscribeOF in class MFClientBase

Parameters:

feedID - -- the feed id

Returns:

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

unsubscribeAll

public APIResult unsubscribeAll()

Description copied from class: MFClientBase

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

Overrides:

unsubscribeAll in class MFClientBase

Returns:

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

subscribePricing

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

Overrides:

subscribePricing in class MFClientBase

subscribeTrading

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

Overrides:

subscribeTrading in class MFClientBase

unsubscribePricing

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

Overrides:

unsubscribePricing in class MFClientBase

unsubscribeTrading

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

Overrides:

unsubscribeTrading in class MFClientBase

rejectQuoteRequest

public APIResult rejectQuoteRequest(QuoteRequest request,
                                    QuoteRequestRejectReason reason,
                                    java.lang.String text)

cancelQuotes

public APIResult cancelQuotes(QuoteRequest request)

cancelQuote

public APIResult cancelQuote(QuoteRequest request,
                             java.lang.String quoteID)

cancelQuoteForSymbol

public APIResult cancelQuoteForSymbol(QuoteRequest request,
                                      java.lang.String symbol)

submitQuotes

public APIResult submitQuotes(QuoteRequest request,
                              MFQuote[] quotes)

Note: If QuoteRequest does not arrive with a valid amount, you must fill one in.

Parameters:

request - -- quote request

quotes - variable

Returns:

the result of sending the requests

rejectOrder

public APIResult rejectOrder(NewOrder order,
                             java.lang.String text)

Note: if NewOrder.orderID/execID is not provided by the venue, you must generate one.

Parameters:

order - to reject

text - why

Returns:

result of sending the reject

acceptOrder

public APIResult acceptOrder(NewOrder order)

Note: if NewOrder.orderID/execID is not provided by the venue, you must generate one.

Parameters:

order - to accept

Returns:

the result of sending the accept.

acceptOrder

public APIResult acceptOrder(NewOrder order,
                             MFFloat amount)

This method is for sending partial fills. Put the partial amount in the amount field. Note: if NewOrder.orderID/execID is not provided by the venue, you must generate one.

Parameters:

order - to accept

amount - to fill

Returns:

the result of sending the accept.

getHandler

protected MFMarketMakerHandler getHandler()

onStart

protected void onStart(MFClientBase admin)

Overrides:

onStart in class MFClientBase

onStop

protected void onStop(MFClientBase admin)

Overrides:

onStop in class MFClientBase

onDisconnect

protected void onDisconnect(MFClientBase admin)

Overrides:

onDisconnect in class MFClientBase

onConnect

protected void onConnect(MFClientBase admin)

Overrides:

onConnect in class MFClientBase

onHeartbeat

protected void onHeartbeat(Heartbeat msg,
                           MFClientBase admin)

Overrides:

onHeartbeat in class MFClientBase

onSubscriptionEvent

protected void onSubscriptionEvent(SubscriptionEvent msg,
                                   MFClientBase admin)

Overrides:

onSubscriptionEvent in class MFClientBase

onEventReport

protected void onEventReport(EventReport msg,
                             MFClientBase admin)

Overrides:

onEventReport in class MFClientBase

onQuoteRequest

protected void onQuoteRequest(QuoteRequest msg,
                              MFClientBase admin)

Overrides:

onQuoteRequest in class MFClientBase

onMassQuoteAck

protected void onMassQuoteAck(MassQuoteAck msg,
                              MFClientBase admin)

Overrides:

onMassQuoteAck in class MFClientBase

onNewOrder

protected void onNewOrder(NewOrder msg,
                          MFClientBase admin)

Overrides:

onNewOrder in class MFClientBase

onOrderTimeout

protected void onOrderTimeout(OrderTimeout msg,
                              MFClientBase admin)

Overrides:

onOrderTimeout in class MFClientBase

onTradeCaptureAck

protected void onTradeCaptureAck(TradeCaptureAck msg,
                                 MFClientBase admin)

Overrides:

onTradeCaptureAck in class MFClientBase

onDropCopy

protected void onDropCopy(DropCopy msg,
                          MFClientBase admin)

Overrides:

onDropCopy in class MFClientBase

onReplayDone

protected void onReplayDone(ReplayDone msg,
                            MFClientBase admin)

Overrides:

onReplayDone in class MFClientBase