com.marketfactory.zerogc.api

Class MFMarketMaker

java.lang.Object

com.marketfactory.zerogc.api.MFMarketMaker

public class MFMarketMaker
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
MFMarketMaker(MFString _username, MFString _password, MFString _hostname1, int _port1) A new client still needs to be connected (see connect()).
MFMarketMaker(MFString _username, MFString _password, MFString _hostname1, int _port1, MFString _hostname2, int _port2) A new client still needs to be connected (see connect()).

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, MFString quoteID)
APIResult	cancelQuoteForSymbol(QuoteRequest request)
APIResult	cancelQuotes(QuoteRequest quoteRequest)
APIResult	close() Close the connection.
APIResult	connect() Connect to the first available server with user credentials.
APIFeed	getFeedByID(int id) After a successful connection is established, you may access the server's list of _feeds, markets.
APIFeed	getFeedByName(java.lang.CharSequence name) After a successful connection is established, you may access the server's list of _feeds, markets.
APIFeed[]	getFeeds() After a successful connection is established, you may access the server's list of _feeds, markets.
MFString	getHostname()
java.util.List<PingTime>	getLastPingTimes() Gets the list of most recently stored PingTime objects from oldest to most recent - if any.
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.CharSequence name) After a successful connection is established, you may access the server's list of _feeds, markets.
int	getPort()
int	getSequenceID(int feedID) Get the last received sequenceID.
MFString	getSignature()
boolean	isConnected()
boolean	isRunning()
boolean	isStopRequested()
APIResult	join() Block until the client has exited the dispatch loop.
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	processEvents(MFMarketMakerHandler _handler) Process all pending events in the reactor, and return as soon as reads/writes have been flushed.
APIResult	rejectOrder(NewOrder order, MFString text) Note: if NewOrder.orderID/execID is not provided by the venue, you must generate one.
APIResult	rejectQuoteRequest(QuoteRequest clientQuoteRequest, QuoteRequestRejectReason reason, MFString text)
APIResult	replay(int feedID, int fromSequenceID, int toSequenceID) Request replay of order flow events in the range [fromSequenceID, toSequenceID=-1].
APIResult	run(MFMarketMakerHandler handler) Run a loop that will continuously dispatch incoming messages to a _handler implementation.
void	setDebug(boolean debug) Deprecated. MF devs only - set the mode using a JVM arg - Options.MF_DEV_LOG_DEBUG_MESSAGES_JVM_ARG
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.
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.
protected APIResult	subscribeOF(int feedID, MFString clSubID) Subscribe to trading for a specific feed.
APIResult	subscribePricing(int feedID, MFString clSubID)
APIResult	subscribeTrading(int feedID, MFString 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, MFString clSubID) Unsubscribe to trading for a specific feed.
APIResult	unsubscribePricing(int feedID, MFString clSubID)
APIResult	unsubscribeTrading(int feedID, MFString clSubID)

Methods inherited from class java.lang.Object

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

Constructor Detail

MFMarketMaker

public MFMarketMaker(MFString _username,
                     MFString _password,
                     MFString _hostname1,
                     int _port1)

A new client still needs to be connected (see connect()).

Parameters:

_username - -- username

_password - -- password

_hostname1 - -- primary host

_port1 - -- primary port

MFMarketMaker

public MFMarketMaker(MFString _username,
                     MFString _password,
                     MFString _hostname1,
                     int _port1,
                     MFString _hostname2,
                     int _port2)

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 result of running the handler

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. Otherwise the new client object is returned;

Parameters:

user - -- username

pass - -- password

host - -- primary host

port - -- primary port

Returns:

the connected market maker

Throws:

java.io.IOException - when 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. Otherwise the new client object is returned;

Parameters:

user - -- username

pass - -- password

_hostname1 - -- primary host

_port1 - -- primary port

_hostname2 - -- secondary host

_port2 - -- secondary port

Returns:

the connected market maker

Throws:

java.io.IOException - when connection fails

subscribeOF

protected APIResult subscribeOF(int feedID,
                                MFString 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.

unsubscribeOF

public APIResult unsubscribeOF(int feedID,
                               MFString 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.

subscribeOF

public 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 - the feed id

Returns:

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

unsubscribeOF

public 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.

subscribeTrading

public APIResult subscribeTrading(int feedID,
                                  MFString clSubID)

unsubscribeTrading

public APIResult unsubscribeTrading(int feedID,
                                    MFString clSubID)

subscribePricing

public APIResult subscribePricing(int feedID,
                                  MFString clSubID)

unsubscribePricing

public APIResult unsubscribePricing(int feedID,
                                    MFString clSubID)

unsubscribeAll

public 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.

rejectQuoteRequest

public APIResult rejectQuoteRequest(QuoteRequest clientQuoteRequest,
                                    QuoteRequestRejectReason reason,
                                    MFString text)

cancelQuotes

public APIResult cancelQuotes(QuoteRequest quoteRequest)

cancelQuote

public APIResult cancelQuote(QuoteRequest request,
                             MFString quoteID)

cancelQuoteForSymbol

public APIResult cancelQuoteForSymbol(QuoteRequest request)

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 - -- the quote request

quotes - -- 0 or more quotes to be submitted

Returns:

the result of sending this message

rejectOrder

public APIResult rejectOrder(NewOrder order,
                             MFString text)

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

Parameters:

order - -- the order being rejected

text - -- why

Returns:

the 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 - -- the accepted order

Returns:

the result of sending the order

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 - -- order that is accepted

amount - -- the amount

Returns:

the result of sending the accepted order msg.

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.

getLastPingTimes

public java.util.List<PingTime> getLastPingTimes()

Gets the list of most recently stored PingTime objects from oldest to most recent - if any.
Note:You must have heartbeats turned on to have pings calculated.

Refer to PingHandler.getLastPingTimes()

Returns:

received PingTime objects in order of oldest to most recent

setStickySubscriptions

public void setStickySubscriptions(boolean sticky)

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

Parameters:

sticky - - sticky subscription. or ot

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.

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 closing the connection.

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 call result

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 call result

processEvents

public APIResult processEvents(MFMarketMakerHandler _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 run

Returns:

the result of running the handler

getSignature

public MFString getSignature()

Returns:

Get protocol api signature.

getSequenceID

public int getSequenceID(int feedID)

Get the last received sequenceID.

Parameters:

feedID - the feed id

Returns:

-2 if not connected; -1 if there are no OF messages for the client on the feed.

getFeeds

public APIFeed[] getFeeds()

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.

Returns:

the feeds

getFeedByName

public APIFeed getFeedByName(java.lang.CharSequence 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.CharSequence 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 - -- feed id

marketID - -- 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 MFString 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.

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 - -- starting sequence id

toSequenceID - -- end sequence id

Returns:

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