MFMarketMaker Class Reference

A maker API client, which processes a single network connection. More...

Inheritance diagram for MFMarketMaker:

Public Member Functions
	MFMarketMaker (string _username, string _password, string _hostname1, int _port1)
	MFMarketMaker (string _username, string _password, string _hostname1, int _port1, string _hostname2, int _port2)
APIResult	acceptOrder (NewOrder order)
	Accept the order. Note: if NewOrder.orderID/execID is not provided by the venue, you must generate one. More...
APIResult	acceptOrder (NewOrder order, MFFloat amount)
	Accepts the order. 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. More...
APIResult	cancelQuote (QuoteRequest request, string quoteID)
	Cancels quotes associated with a request and quoteID. More...
APIResult	cancelQuoteForSymbol (QuoteRequest request, string symbol)
	Cancels the quotes for a symbol. More...
APIResult	cancelQuotes (QuoteRequest request)
	Cancels quotes for a request. 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...
int	getSequenceID (int feedID)
	Get the last received sequenceID after successful subscription. More...
string	getSignature ()
	Get protocol api signature. 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...
void	log (string message)
	Logs a debug message into the Whisperer server _log file. More...
void	log (string message, LogLevel level)
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. More...
APIResult	rejectOrder (NewOrder order, string text)
	Rejects the order. Note: if NewOrder.orderID/execID is not provided by the venue, you must generate one. More...
APIResult	rejectQuoteRequest (QuoteRequest request, QuoteRequestRejectReason reason, string text)
	Rejects the quote request. More...
APIResult	replay (int feedID, int fromSequenceID, int toSequenceID)
	Request replay of order flow events in the range [fromSequenceID, toSequenceID=-1]. More...
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. More...
void	setDebug (bool debug)
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...
APIResult	submitQuotes (QuoteRequest request, MFQuote[] quotes)
	Note: If QuoteRequest does not arrive with a valid amount, you must fill one in. More...
APIResult	subscribePricing (int feedID, string clSubID)
APIResult	subscribeTrading (int feedID, string clSubID)
void	test (APITest test)
	Internal testing function. More...
APIResult	unsubscribeAll ()
	Unsubscribe all market data and trading subscriptions. More...
APIResult	unsubscribePricing (int feedID, string clSubID)
APIResult	unsubscribeTrading (int feedID, string clSubID)

Static Public Member Functions
static MFMarketMaker	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. Otherwise the new client object is returned; More...
static MFMarketMaker	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. Otherwise the new client object is returned; /summary> More...

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...
virtual 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...
virtual void	onBatchComplete (int batchDefID)
override void	onConnect ()
virtual void	onDateRollover (DateRollover dateRollover)
override void	onDisconnect ()
override void	onDropCopy (DropCopy msg)
override void	onEventReport (EventReport msg)
override void	onHeartbeat (Heartbeat msg)
virtual void	onJsonFromServer (JsonFromServer msg)
virtual void	onLockResponse (LockResponse lockResponse)
virtual void	onMarketData (MarketView marketData)
override void	onMassQuoteAck (MassQuoteAck msg)
override void	onNewOrder (NewOrder msg)
virtual void	onOrderCanceled (OrderCanceled orderCanceled)
virtual void	onOrderCancelRejected (OrderCancelRejected orderCancelRejected)
virtual void	onOrderDone (OrderDone orderDone)
virtual void	onOrderReceived (OrderReceived orderReceived)
virtual void	onOrderRejected (OrderRejected orderRejected)
virtual void	onOrderSubmitted (OrderSubmitted orderSubmitted)
override void	onOrderTimeout (OrderTimeout msg)
override void	onQuoteRequest (QuoteRequest msg)
override void	onReplayDone (ReplayDone msg)
virtual void	onRiskResponse (RiskResponse riskResponse)
override void	onStart ()
override void	onStop ()
override void	onSubscriptionEvent (SubscriptionEvent msg)
virtual void	onTradeCapture (TradeCapture tradeCapture)
override 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	subscribeAllMD ()
	Subscribe to all the market data feeds. More...
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	subscribeMD (int feedID, int marketID)
APIResult	subscribeOF (int feedID, String clSubID)
	Subscribe to trading for a specific feed. More...
APIResult	subscribeOF (int feedID)
	Subscribe to trading for a specific feed. More...
APIResult	unregisterMarketComb (int batchDefID)
APIResult	unsubscribe (APIType apiType, int feedID, int marketID, String clSubID)
APIResult	unsubscribeMD (int feedID, int marketID, String clSubID)
	Unsubscribe to market data updates for a specific feed. More...
APIResult	unsubscribeMD (int feedID, int marketID)
	Unsubscribe to market data updates for a specific feed. More...
APIResult	unsubscribeOF (int feedID, String clSubID)
	Unsubscribe to trading for a specific feed. More...
APIResult	unsubscribeOF (int feedID)
	Unsubscribe to trading for a specific feed. More...

Protected Attributes
string	_hostname1
string	_hostname2
Logger	_log = Logger.getLogger("com.marketfactory.api")
string	_password
int	_port1
int	_port2
string	_username

Detailed Description

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.

Constructor & Destructor Documentation

MFMarketMaker() [1/2]

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

MFMarketMaker() [2/2]

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

Member Function Documentation

run() [1/2]

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.

Returns

run exit result

Parameters

handler

MFMarketMakerHandler to use for callbacks

/summary>

processEvents()

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.

subscribePricing()

APIResult subscribePricing	(	int	feedID,
		string	clSubID
	)

subscribeTrading()

APIResult subscribeTrading	(	int	feedID,
		string	clSubID
	)

unsubscribePricing()

APIResult unsubscribePricing	(	int	feedID,
		string	clSubID
	)

unsubscribeTrading()

APIResult unsubscribeTrading	(	int	feedID,
		string	clSubID
	)

rejectQuoteRequest()

APIResult rejectQuoteRequest	(	QuoteRequest	request,
		QuoteRequestRejectReason	reason,
		string	text
	)

Rejects the quote request.

Returns

Call result

Parameters

request	Request to reject.
reason	Codified reject reason.
text	Reject reason.

cancelQuotes()

APIResult cancelQuotes

(

QuoteRequest

request

)

Cancels quotes for a request.

Returns

Call result

Parameters

request

QuoteRequest quotes to cancel.

cancelQuote()

APIResult cancelQuote	(	QuoteRequest	request,
		string	quoteID
	)

Cancels quotes associated with a request and quoteID.

Returns

Call result

Parameters

request	QuoteRequest the quotes to cancel are associated with.
quoteID	QuoteID of the quote(s) to cancel

cancelQuoteForSymbol()

APIResult cancelQuoteForSymbol	(	QuoteRequest	request,
		string	symbol
	)

Cancels the quotes for a symbol.

Returns

The quote for symbol.

Parameters

request	QuoteRequest the quotes to cancel are associated with.
symbol	Symbol of quotes to cancel

submitQuotes()

APIResult submitQuotes	(	QuoteRequest	request,
		MFQuote []	quotes
	)

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

Returns

Result of submitting quotes

Parameters

request	QuoteRequest these quotes are in response to
quotes	Quotes to send

rejectOrder()

APIResult rejectOrder	(	NewOrder	order,
		string	text
	)

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

Returns

submit result

Parameters

order	Order to reject. Add the orderID and/or execID if missing
text	Reject reason

acceptOrder() [1/2]

APIResult acceptOrder

(

NewOrder

order

)

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

Returns

submit result

Parameters

order

Order to accept. Add the orderID and/or execID if missing

acceptOrder() [2/2]

APIResult acceptOrder	(	NewOrder	order,
		MFFloat	amount
	)

Accepts the order. 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.

Returns

submit result

Parameters

order	Order to accept. Add the orderID and/or execID if missing.
amount	Amount to fill

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  msg )

protectedvirtual

Reimplemented from MFBaseClient.

onSubscriptionEvent()

override void onSubscriptionEvent ( SubscriptionEvent  msg )

protectedvirtual

Reimplemented from MFBaseClient.

onEventReport()

override void onEventReport ( EventReport  msg )

protectedvirtual

Reimplemented from MFBaseClient.

onQuoteRequest()

override void onQuoteRequest ( QuoteRequest  msg )

protectedvirtual

Reimplemented from MFBaseClient.

onMassQuoteAck()

override void onMassQuoteAck ( MassQuoteAck  msg )

protectedvirtual

Reimplemented from MFBaseClient.

onNewOrder()

override void onNewOrder ( NewOrder  msg )

protectedvirtual

Reimplemented from MFBaseClient.

onOrderTimeout()

override void onOrderTimeout ( OrderTimeout  msg )

protectedvirtual

Reimplemented from MFBaseClient.

onTradeCaptureAck()

override void onTradeCaptureAck ( TradeCaptureAck  msg )

protectedvirtual

Reimplemented from MFBaseClient.

onDropCopy()

override void onDropCopy ( DropCopy  msg )

protectedvirtual

Reimplemented from MFBaseClient.

onReplayDone()

override void onReplayDone ( ReplayDone  msg )

protectedvirtual

Reimplemented from MFBaseClient.

open() [1/2]

static MFMarketMaker 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 MFMarketMaker 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; /summary>

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.

connectOne()

virtual APIResult connectOne ( String  host, int  port  )

protectedvirtualinherited

Reimplemented in MFAdmin.

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() [1/2]

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.

subscribeMD() [2/2]

APIResult subscribeMD ( int  feedID, int  marketID  )

protectedinherited

subscribeOF() [1/2]

APIResult subscribeOF ( int  feedID, String  clSubID  )

protectedinherited

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.

Returns

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

subscribeOF() [2/2]

APIResult subscribeOF ( int  feedID )

protectedinherited

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.

Returns

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

subscribeAllMD()

APIResult subscribeAllMD ( )

protectedinherited

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() [1/2]

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

protectedinherited

Unsubscribe to market data updates for a specific feed.

Returns

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

unsubscribeMD() [2/2]

APIResult unsubscribeMD ( int  feedID, int  marketID  )

protectedinherited

Unsubscribe to market data updates for a specific feed.

Returns

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

unsubscribeOF() [1/2]

APIResult unsubscribeOF ( int  feedID, String  clSubID  )

protectedinherited

Unsubscribe to trading for a specific feed.

Returns

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

unsubscribeOF() [2/2]

APIResult unsubscribeOF ( int  feedID )

protectedinherited

Unsubscribe to trading for a specific feed.

Returns

APIResult.OK if the unsubscription 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.

onMarketData()

virtual void onMarketData ( MarketView  marketData )

protectedvirtualinherited

Reimplemented in MFAdmin, and MFClient.

onDateRollover()

virtual void onDateRollover ( DateRollover  dateRollover )

protectedvirtualinherited

Reimplemented in MFAdmin, and MFClient.

onBatchComplete()

virtual void onBatchComplete ( int  batchDefID )

protectedvirtualinherited

Reimplemented in MFAdmin, and MFClient.

onOrderReceived()

virtual void onOrderReceived ( OrderReceived  orderReceived )

protectedvirtualinherited

Reimplemented in MFAdmin, and MFClient.

onOrderRejected()

virtual void onOrderRejected ( OrderRejected  orderRejected )

protectedvirtualinherited

Reimplemented in MFAdmin, and MFClient.

onOrderSubmitted()

virtual void onOrderSubmitted ( OrderSubmitted  orderSubmitted )

protectedvirtualinherited

Reimplemented in MFAdmin, and MFClient.

onOrderCanceled()

virtual void onOrderCanceled ( OrderCanceled  orderCanceled )

protectedvirtualinherited

Reimplemented in MFAdmin, and MFClient.

onOrderCancelRejected()

virtual void onOrderCancelRejected ( OrderCancelRejected  orderCancelRejected )

protectedvirtualinherited

Reimplemented in MFAdmin, and MFClient.

onTradeCapture()

virtual void onTradeCapture ( TradeCapture  tradeCapture )

protectedvirtualinherited

Reimplemented in MFAdmin, and MFClient.

onOrderDone()

virtual void onOrderDone ( OrderDone  orderDone )

protectedvirtualinherited

Reimplemented in MFAdmin, and MFClient.

onLockResponse()

virtual void onLockResponse ( LockResponse  lockResponse )

protectedvirtualinherited

Reimplemented in MFAdmin.

onRiskResponse()

virtual void onRiskResponse ( RiskResponse  riskResponse )

protectedvirtualinherited

Reimplemented in MFAdmin.

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

_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