MFAdmin Class Reference

An API admin which contains a MFClient for function forwarding. More...

Inheritance diagram for MFAdmin:

Classes
class	RiskLimit
	Admin interface: group limit, optionally for a specific feed and market. More...
class	RiskMarketPosition
	Admin interface: Use this if interested in market position rather than RiskUsage's net open position. More...
class	RiskUsage
	Admin interface: user state. More...

Public Member Functions
	MFAdmin (string _username, string _password, string _hostname1, int _port1)
	Create a new admin object. More...
	MFAdmin (string _username, string _password, string _hostname1, int _port1, string _hostname2, int _port2)
	Create a new admin object (with failover). More...
APIResult	allowClientsToConnect ()
	Admin interface: Call this method to allow non-admin API clients to connect. More...
APIResult	close ()
	Close the connection. More...
APIResult	connect ()
	Connect to the first available server with user credentials. More...
APIFeed	getFeedByID (int id)
	After a successful connection is established, you may access the server's list of _feeds, markets. More...
APIFeed	getFeedByName (string name)
	After a successful connection is established, you may access the server's list of _feeds, markets. More...
APIFeed []	getFeeds ()
	After a successful connection is established, you may access the server's list of _feeds, markets. More...
string	getHostname ()
	Returns the primary/secondary server hostname (whichever one is being used). More...
Queue< PingTime >	getLastPingTimes ()
APIMarket	getMarketByID (APIFeed feed, int marketID)
	After a successful connection is established, you may access the server's list of _feeds, markets. More...
APIMarket	getMarketByName (APIFeed feed, string name)
	After a successful connection is established, you may access the server's list of _feeds, markets. More...
int	getPort ()
	Returns the primary/secondary server port (whichever one is being used). More...
RiskLimit []	getRiskLimits ()
	Admin interface: limits registered by server process. More...
RiskMarketPosition []	getRiskMarketPositions ()
	Admin interface: Returns array of derived RiskMarketPositions rather than RiskUsage. More...
long	getRiskTimestamp ()
	Admin interface: timestamp of last constraint update from server process. More...
RiskUsage []	getRiskUsage ()
	Admin interface: full risk usage view held by server process. More...
int	getSequenceID (int feedID)
	Get the last received sequenceID after successful subscription. More...
string	getSignature ()
	Get protocol api signature. More...
Dictionary< string, string[]>	getUserGroupChains ()
	Admin interface: linear list of groups to which each user belongs. More...
bool	isConnected ()
	Return true if the _channel is _connected. More...
bool	isRunning ()
	Returns true if the client is currently dispatching events (i.e., you called run()). More...
bool	isStopRequested ()
APIResult	join ()
	Block until the client has exited the dispatch loop. More...
APIResult	lockUser (string clRequestID, string username, bool locked)
	Admin interface: Lock / unlock user accounts. More...
void	log (string message)
	Logs a debug message into the Whisperer server _log file. More...
void	log (string message, LogLevel level)
APIResult	replay (int feedID, int fromSequenceID, int toSequenceID)
	Request replay of order flow events in the range [fromSequenceID, toSequenceID=-1]. More...
APIResult	run (MFAdminHandler handler)
	Run a loop that will continuously dispatch incoming messages to a _handler implementation. More...
void	setDebug (bool debug)
APIResult	setRisk (string clRequestID, RiskLimit[] limits, RiskUsage[] usages, bool isSnapshot)
	Admin interface: publish incremental/snapshot set of limits and usage. More...
APIResult	setRisk (string clRequestID, RiskLimit[] limits, RiskUsage[] usages, bool isSnapshot, bool doReplace)
APIResult	setRisk (string clRequestID, params RiskLimit[] limits)
	Admin interface: publish incremental set of limits. More...
APIResult	setRisk (string clRequestID, params RiskUsage[] usages)
	Admin interface: publish incremental set of risk usage. More...
APIResult	setRisk (string clRequestID, bool doReplace, params RiskUsage[] usages)
void	setStickySubscriptions (bool sticky)
	Enable/Disable sticky subscriptions. More...
void	setStickySubscriptions (bool sticky, bool clearSubscriptionsOnStop)
void	setUseHeartbeat (bool use)
APIResult	stop ()
	Request to stop the event dispatch loop, does not disconnect the client from the server. More...
new APIResult	subscribeAllMD ()
new APIResult	subscribeMD (int feedID, int marketID, string clSubID)
new APIResult	subscribeMD (int feedID, int marketID)
new APIResult	subscribeOF (int feedID, String clSubID)
new APIResult	subscribeOF (int feedID)
void	test (APITest test)
	Internal testing function. More...
APIResult	unsubscribeAll ()
	Unsubscribe all market data and trading subscriptions. More...
new APIResult	unsubscribeMD (int feedID, int marketID, String clSubID)
new APIResult	unsubscribeMD (int feedID, int marketID)
new APIResult	unsubscribeOF (int feedID, String clSubID)
new APIResult	unsubscribeOF (int feedID)

Static Public Member Functions
static MFAdmin	open (string user, string pass, 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. More...
static MFAdmin	open (string user, string pass, string _hostname1, int _port1, 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. More...

Static Public Attributes
static readonly int	FEED_ALL = -1
static readonly int	FEED_NULL = 0
	Pair with marketID to reference individual currencies. More...
static readonly int	MARKET_ALL = -1
static readonly long	SETTL_DATE_CASH = (long)(-2 * (1e9 * 86400))
static readonly long	SETTL_DATE_SUM = (long)(-1 * (1e9 * 86400))

Protected Member Functions
APIResult	cancelAll (int feedID, string cxlID)
	Cancel all the orders on a feed. More...
APIResult	cancelAll (string cxlID)
	Cancel all the orders, on all feeds. More...
APIResult	cancelOrder (string cxlID, string clOrdID)
	Cancel a previously placed order by client order id ('clOrdID'). Return false if the order cannot be found locally, i.e., if the 'clOrdID' does not correspond to any previously placed order on this client interface. More...
APIResult	cancelOrder (string cxlID, long orderID)
	Cancel a previously placed order by internal 'orderID'. Return false if the internal 'orderID' could not be provided. More...
APIResult	cancelOrder (string cxlID, long orderID, 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. More...
override APIResult	connectOne (String host, int port)
KeyValuePair< APIResult, long >	modifyOrder (string clOrdID, string clNewID, MFFloat amount, MFFloat price, OrderParameters parameters=null)
	Submit modification to an existing order. More...
override void	onBatchComplete (int batchDefID)
override void	onConnect ()
override void	onDateRollover (DateRollover dateRollover)
override void	onDisconnect ()
override void	onDropCopy (DropCopy dropCopy)
override void	onEventReport (EventReport eventReport)
override void	onHeartbeat (Heartbeat heartbeat)
virtual void	onJsonFromServer (JsonFromServer msg)
override void	onLockResponse (LockResponse lockResponse)
override void	onMarketData (MarketView marketData)
virtual void	onMassQuoteAck (MassQuoteAck msg)
virtual void	onNewOrder (NewOrder msg)
override void	onOrderCanceled (OrderCanceled orderCanceled)
override void	onOrderCancelRejected (OrderCancelRejected orderCancelRejected)
override void	onOrderDone (OrderDone orderDone)
override void	onOrderReceived (OrderReceived orderReceived)
override void	onOrderRejected (OrderRejected orderRejected)
override void	onOrderSubmitted (OrderSubmitted orderSubmitted)
virtual void	onOrderTimeout (OrderTimeout msg)
virtual void	onQuoteRequest (QuoteRequest msg)
override void	onReplayDone (ReplayDone replayDone)
override void	onRiskResponse (RiskResponse riskResponse)
override void	onStart ()
override void	onStop ()
override void	onSubscriptionEvent (SubscriptionEvent subscriptionEvent)
override void	onTradeCapture (TradeCapture tradeCapture)
virtual void	onTradeCaptureAck (TradeCaptureAck msg)
KeyValuePair< APIResult, int >	registerMarketComb (int feedID, int[] marketIds)
APIResult	requestSnapshot (int feedID, int marketID)
APIResult	run (MFBaseHandler _handler, bool loop)
APIResult	send (IMessage msg)
KeyValuePair< APIResult, long >	submitOrder (string clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, OrderType ordType, TimeInForce tif)
	Submit an order. More...
KeyValuePair< APIResult, long >	submitOrder (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). More...
KeyValuePair< APIResult, long >	submitOrder (string clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, MFFloat stopPrice, MFFloat maxShowAmt, MFFloat minFillAmt, OrderType ordType, TimeInForce tif, List< KeyValuePair< string, string >> parameters)
KeyValuePair< APIResult, long >	submitOrder (string clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, MFFloat stopPrice, MFFloat maxShowAmt, MFFloat minFillAmt, OrderType ordType, TimeInForce tif, OrderParameters parameters=null)
	Submits the order. Use an OrderParametersBuilder to construct a reusable OrderParameters object. Offers better performance if the you want to reuse the same order parameters for multiple submitOrder calls. More...
APIResult	subscribe (APIType apiType, int feedID, int marketID, String clSubID)
APIResult	subscribeMD (int feedID, int marketID, 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. More...
APIResult	unregisterMarketComb (int batchDefID)
APIResult	unsubscribe (APIType apiType, int feedID, int marketID, String clSubID)

Protected Attributes
string	_hostname1
string	_hostname2
Logger	_log = Logger.getLogger("com.marketfactory.api")
string	_password
int	_port1
int	_port2
RiskLimit []	_riskLimits = new RiskLimit[0]
long	_riskTimestamp
RiskUsage []	_riskUsages = new RiskUsage[0]
List< TradeLimitDataMessage >	_tradeLimitDataQueue
Dictionary< String, String[]>	_userGroupChains = new Dictionary<String, String[]>()
string	_username

Detailed Description

An API admin which contains a MFClient for function forwarding.

Constructor & Destructor Documentation

MFAdmin() [1/2]

MFAdmin	(	string	_username,
		string	_password,
		string	_hostname1,
		int	_port1
	)

Create a new admin object.

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

MFAdmin() [2/2]

MFAdmin	(	string	_username,
		string	_password,
		string	_hostname1,
		int	_port1,
		string	_hostname2,
		int	_port2
	)

Create a new admin object (with failover).

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

Member Function Documentation

connectOne()

override APIResult connectOne ( String  host, int  port  )

protectedvirtual

Reimplemented from MFBaseClient.

run() [1/2]

APIResult run

(

MFAdminHandler

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.

open() [1/2]

static MFAdmin open ( string  user, string  pass, string  host, int  port  )

static

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;

open() [2/2]

static MFAdmin open ( string  user, string  pass, string  _hostname1, int  _port1, string  _hostname2, int  _port2  )

static

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;

subscribeMD() [1/3]

new APIResult subscribeMD	(	int	feedID,
		int	marketID,
		string	clSubID
	)

subscribeMD() [2/3]

new APIResult subscribeMD	(	int	feedID,
		int	marketID
	)

subscribeOF() [1/2]

new APIResult subscribeOF	(	int	feedID,
		String	clSubID
	)

subscribeOF() [2/2]

new APIResult subscribeOF

(

int

feedID

)

subscribeAllMD()

new APIResult subscribeAllMD

(

)

unsubscribeMD() [1/2]

new APIResult unsubscribeMD	(	int	feedID,
		int	marketID,
		String	clSubID
	)

unsubscribeMD() [2/2]

new APIResult unsubscribeMD	(	int	feedID,
		int	marketID
	)

unsubscribeOF() [1/2]

new APIResult unsubscribeOF	(	int	feedID,
		String	clSubID
	)

unsubscribeOF() [2/2]

new APIResult unsubscribeOF

(

int

feedID

)

allowClientsToConnect()

APIResult allowClientsToConnect

(

)

Admin interface: Call this method to allow non-admin API clients to connect.

An MFAdmin must remain connected and have called this method for monitored clients to function.

lockUser()

APIResult lockUser	(	string	clRequestID,
		string	username,
		bool	locked
	)

Admin interface: Lock / unlock user accounts.

This is a more granular, subordinate, version of allowClientsToConnect().

setRisk() [1/5]

APIResult setRisk	(	string	clRequestID,
		RiskLimit []	limits,
		RiskUsage []	usages,
		bool	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.

setRisk() [2/5]

APIResult setRisk	(	string	clRequestID,
		RiskLimit []	limits,
		RiskUsage []	usages,
		bool	isSnapshot,
		bool	doReplace
	)

setRisk() [3/5]

APIResult setRisk	(	string	clRequestID,
		params 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.

setRisk() [4/5]

APIResult setRisk	(	string	clRequestID,
		params 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.

setRisk() [5/5]

APIResult setRisk	(	string	clRequestID,
		bool	doReplace,
		params RiskUsage []	usages
	)

getRiskLimits()

RiskLimit [] getRiskLimits

(

)

Admin interface: limits registered by server process.

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

getRiskUsage()

RiskUsage [] getRiskUsage

(

)

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()

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()

long getRiskTimestamp

(

)

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

getUserGroupChains()

Dictionary<string, string[]> getUserGroupChains

(

)

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]>

onStart()

override void onStart ( )

protectedvirtual

Reimplemented from MFBaseClient.

onStop()

override void onStop ( )

protectedvirtual

Reimplemented from MFBaseClient.

onDisconnect()

override void onDisconnect ( )

protectedvirtual

Reimplemented from MFBaseClient.

onConnect()

override void onConnect ( )

protectedvirtual

Reimplemented from MFBaseClient.

onHeartbeat()

override void onHeartbeat ( Heartbeat  heartbeat )

protectedvirtual

Reimplemented from MFBaseClient.

onSubscriptionEvent()

override void onSubscriptionEvent ( SubscriptionEvent  subscriptionEvent )

protectedvirtual

Reimplemented from MFBaseClient.

onMarketData()

override void onMarketData ( MarketView  marketData )

protectedvirtual

Reimplemented from MFBaseClient.

onEventReport()

override void onEventReport ( EventReport  eventReport )

protectedvirtual

Reimplemented from MFBaseClient.

onDateRollover()

override void onDateRollover ( DateRollover  dateRollover )

protectedvirtual

Reimplemented from MFBaseClient.

onBatchComplete()

override void onBatchComplete ( int  batchDefID )

protectedvirtual

Reimplemented from MFBaseClient.

onOrderReceived()

override void onOrderReceived ( OrderReceived  orderReceived )

protectedvirtual

Reimplemented from MFBaseClient.

onOrderRejected()

override void onOrderRejected ( OrderRejected  orderRejected )

protectedvirtual

Reimplemented from MFBaseClient.

onOrderSubmitted()

override void onOrderSubmitted ( OrderSubmitted  orderSubmitted )

protectedvirtual

Reimplemented from MFBaseClient.

onOrderCanceled()

override void onOrderCanceled ( OrderCanceled  orderCanceled )

protectedvirtual

Reimplemented from MFBaseClient.

onOrderCancelRejected()

override void onOrderCancelRejected ( OrderCancelRejected  orderCancelRejected )

protectedvirtual

Reimplemented from MFBaseClient.

onTradeCapture()

override void onTradeCapture ( TradeCapture  tradeCapture )

protectedvirtual

Reimplemented from MFBaseClient.

onOrderDone()

override void onOrderDone ( OrderDone  orderDone )

protectedvirtual

Reimplemented from MFBaseClient.

onDropCopy()

override void onDropCopy ( DropCopy  dropCopy )

protectedvirtual

Reimplemented from MFBaseClient.

onReplayDone()

override void onReplayDone ( ReplayDone  replayDone )

protectedvirtual

Reimplemented from MFBaseClient.

onLockResponse()

override void onLockResponse ( LockResponse  lockResponse )

protectedvirtual

Reimplemented from MFBaseClient.

onRiskResponse()

override void onRiskResponse ( RiskResponse  riskResponse )

protectedvirtual

Reimplemented from MFBaseClient.

setUseHeartbeat()

void setUseHeartbeat ( bool  use )

inherited

setDebug()

void setDebug ( bool  debug )

inherited

setStickySubscriptions() [1/2]

void setStickySubscriptions ( bool  sticky )

inherited

Enable/Disable sticky subscriptions.

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

setStickySubscriptions() [2/2]

void setStickySubscriptions ( bool  sticky, bool  clearSubscriptionsOnStop  )

inherited

isConnected()

bool isConnected ( )

inherited

Return true if the _channel is _connected.

connect()

APIResult connect ( )

inherited

Connect to the first available server with user credentials.

Returns 0 if the connection attempt succeeded; returns a negative number if on failure.

Note: this should not be invoked by _handler.

close()

APIResult close ( )

inherited

Close the connection.

(This can only be called this when you're not dispatching.)

Note: this should not be invoked by _handler.

isRunning()

bool isRunning ( )

inherited

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

stop()

APIResult stop ( )

inherited

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

isStopRequested()

bool isStopRequested ( )

inherited

join()

APIResult join ( )

inherited

Block until the client has exited the dispatch loop.

Note: this should not be invoked by _handler.

run() [2/2]

APIResult run ( MFBaseHandler  _handler, bool  loop  )

protectedinherited

_log.info("Attempting reconnect...");

send()

APIResult send ( IMessage  msg )

protectedinherited

getSignature()

string getSignature ( )

inherited

Get protocol api signature.

getSequenceID()

int getSequenceID ( int  feedID )

inherited

Get the last received sequenceID after successful subscription.

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

getFeeds()

APIFeed [] getFeeds ( )

inherited

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()

APIFeed getFeedByName ( string  name )

inherited

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).

Returns

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

getFeedByID()

APIFeed getFeedByID ( int  id )

inherited

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).

Returns

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

getMarketByName()

APIMarket getMarketByName ( APIFeed  feed, string  name  )

inherited

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.

Returns

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

getMarketByID()

APIMarket getMarketByID ( APIFeed  feed, int  marketID  )

inherited

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.

Returns

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

getHostname()

string getHostname ( )

inherited

Returns the primary/secondary server hostname (whichever one is being used).

Does not indicate whether a connection is in progress or successfully established.

getPort()

int getPort ( )

inherited

Returns the primary/secondary server port (whichever one is being used).

Does not indicate whether a connection is in progress or successfully established.

getLastPingTimes()

Queue<PingTime> getLastPingTimes ( )

inherited

replay()

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

inherited

Request replay of order flow events in the range [fromSequenceID, toSequenceID=-1].

Only open-ended requests are accepted by the server.

Returns

0 if the replay request has been sent, -1 on error.

subscribeMD() [3/3]

APIResult subscribeMD ( int  feedID, int  marketID, String  clSubID  )

protectedinherited

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.

Returns

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

summary> 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.

Returns

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

subscribe()

APIResult subscribe ( APIType  apiType, int  feedID, int  marketID, String  clSubID  )

protectedinherited

unsubscribe()

APIResult unsubscribe ( APIType  apiType, int  feedID, int  marketID, String  clSubID  )

protectedinherited

unsubscribeAll()

APIResult unsubscribeAll ( )

inherited

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.

registerMarketComb()

KeyValuePair<APIResult, int> registerMarketComb ( int  feedID, int []  marketIds  )

protectedinherited

unregisterMarketComb()

APIResult unregisterMarketComb ( int  batchDefID )

protectedinherited

requestSnapshot()

APIResult requestSnapshot ( int  feedID, int  marketID  )

protectedinherited

submitOrder() [1/4]

KeyValuePair<APIResult, long> submitOrder ( string  clOrdID, int  feedID, int  marketID, Side  side, MFFloat  amount, MFFloat  price, OrderType  ordType, TimeInForce  tif  )

protectedinherited

Submit an order.

Returns

-1 if the order could not be placed because it is redundant.

submitOrder() [2/4]

KeyValuePair<APIResult, long> submitOrder ( string  clOrdID, int  feedID, int  marketID, Side  side, MFFloat  amount, MFFloat  price, MFFloat  stopPrice, MFFloat  maxShowAmt, OrderType  ordType, TimeInForce  tif  )

protectedinherited

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

Returns

-1 if the order could not be placed because it is redundant.

submitOrder() [3/4]

KeyValuePair<APIResult, long> submitOrder ( string  clOrdID, int  feedID, int  marketID, Side  side, MFFloat  amount, MFFloat  price, MFFloat  stopPrice, MFFloat  maxShowAmt, MFFloat  minFillAmt, OrderType  ordType, TimeInForce  tif, List< KeyValuePair< string, string >>  parameters  )

protectedinherited

submitOrder() [4/4]

KeyValuePair<APIResult, long> submitOrder ( string  clOrdID, int  feedID, int  marketID, Side  side, MFFloat  amount, MFFloat  price, MFFloat  stopPrice, MFFloat  maxShowAmt, MFFloat  minFillAmt, OrderType  ordType, TimeInForce  tif, OrderParameters  parameters = null  )

protectedinherited

Submits the order. Use an OrderParametersBuilder to construct a reusable OrderParameters object. Offers better performance if the you want to reuse the same order parameters for multiple submitOrder calls.

Returns

APIResult describing the success or failure; and the orderid or 0 if the action failed.

Parameters

clOrdID	client order identifier.
feedID	Feed identifier.
marketID	market identifier.
side	side
amount	amount
price	price
stopPrice	stop price
maxShowAmt	max show amount
minFillAmt	minimum fill amount
ordType	order type
tif	time in force
parameters	optional OrderParameters

modifyOrder()

KeyValuePair<APIResult, long> modifyOrder ( string  clOrdID, string  clNewID, MFFloat  amount, MFFloat  price, OrderParameters  parameters = null  )

protectedinherited

Submit modification to an existing order.

Returns

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

cancelOrder() [1/3]

APIResult cancelOrder ( string  cxlID, string  clOrdID  )

protectedinherited

Cancel a previously placed order by client order id ('clOrdID'). Return false 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() [2/3]

APIResult cancelOrder ( string  cxlID, long  orderID  )

protectedinherited

Cancel a previously placed order by internal 'orderID'. Return false if the internal 'orderID' could not be provided.

cancelOrder() [3/3]

APIResult cancelOrder ( string  cxlID, long  orderID, string  clOrdID  )

protectedinherited

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

cancelAll() [1/2]

APIResult cancelAll ( int  feedID, string  cxlID  )

protectedinherited

Cancel all the orders on a feed.

cancelAll() [2/2]

APIResult cancelAll ( string  cxlID )

protectedinherited

Cancel all the orders, on all feeds.

onQuoteRequest()

virtual void onQuoteRequest ( QuoteRequest  msg )

protectedvirtualinherited

Reimplemented in MFMarketMaker.

onMassQuoteAck()

virtual void onMassQuoteAck ( MassQuoteAck  msg )

protectedvirtualinherited

Reimplemented in MFMarketMaker.

onNewOrder()

virtual void onNewOrder ( NewOrder  msg )

protectedvirtualinherited

Reimplemented in MFMarketMaker.

onOrderTimeout()

virtual void onOrderTimeout ( OrderTimeout  msg )

protectedvirtualinherited

Reimplemented in MFMarketMaker.

onTradeCaptureAck()

virtual void onTradeCaptureAck ( TradeCaptureAck  msg )

protectedvirtualinherited

Reimplemented in MFMarketMaker.

onJsonFromServer()

virtual void onJsonFromServer ( JsonFromServer  msg )

protectedvirtualinherited

log() [1/2]

void log ( string  message )

inherited

Logs a debug message into the Whisperer server _log file.

(We use this for inserting markers for automated testing and debugging.)

log() [2/2]

void log ( string  message, LogLevel  level  )

inherited

test()

void test ( APITest  test )

inherited

Internal testing function.

Do not use this.

Member Data Documentation

_userGroupChains

Dictionary<String, String[]> _userGroupChains = new Dictionary<String, String[]>()

protected

_riskLimits

RiskLimit [] _riskLimits = new RiskLimit[0]

protected

_riskUsages

RiskUsage [] _riskUsages = new RiskUsage[0]

protected

_riskTimestamp

long _riskTimestamp

protected

_tradeLimitDataQueue

List<TradeLimitDataMessage> _tradeLimitDataQueue

protected

Initial value:

=
            new List<TradeLimitDataMessage>()

FEED_NULL

readonly int FEED_NULL = 0

static

Pair with marketID to reference individual currencies.

FEED_ALL

readonly int FEED_ALL = -1

static

MARKET_ALL

readonly int MARKET_ALL = -1

static

SETTL_DATE_SUM

readonly long SETTL_DATE_SUM = (long)(-1 * (1e9 * 86400))

static

SETTL_DATE_CASH

readonly long SETTL_DATE_CASH = (long)(-2 * (1e9 * 86400))

static

_username

string _username

protectedinherited

_password

string _password

protectedinherited

_hostname1

string _hostname1

protectedinherited

_port1

int _port1

protectedinherited

_hostname2

string _hostname2

protectedinherited

_port2

int _port2

protectedinherited

_log

Logger _log = Logger.getLogger("com.marketfactory.api")

protectedinherited