| Interface | Description |
|---|---|
| IMessage | |
| MFAdminHandler |
An interface for callbacks of an administrator.
|
| MFHandler |
An interface for callbacks of a market-data client.
|
| PingHandler |
Handles creating ping messages if necessary; incoming pong messages (ImHereMessages)
|
| Class | Description |
|---|---|
| AbstractMFHandler |
An abstract class for callbacks of a market-data client.
|
| APIFeed |
A market-data and trading feed.
|
| APIMarket |
An exchange-specific market.
|
| BatchDef | |
| CancelAllOrder |
Trading Action: A request to cancel all orders.
|
| CancelOrder |
Trading Action: A request to cancel an order.
|
| ClOrdIDComparator |
An entry for a map from clOrdId to orderID.
|
| ComparatorUtil | |
| ComplexOrder |
Trading Action: a request for an order with a pre-defined
structure
|
| ConcurrentObjectPool<T> | |
| DateRollover | |
| DropCopy |
Trading Event: A copy of a trade match on behalf of another
client.
|
| EventReport | |
| FeedMarketID |
Struct that contains a (market, feed) pair.
|
| Heartbeat |
A fast heartbeat with feed status information.
|
| IDNamePair | |
| KeyValue |
A simple key value pair.
|
| KeyValuePair | |
| LockResponse | |
| LockUser | |
| LogFormatter | |
| MarketRate |
Market rate.
|
| MarketView |
A container for a market-data update for a single market.
|
| MDEntry |
A market data entry, which indicates how to update a book.
|
| MFAdmin |
An API admin which contains a MFClient for function forwarding
|
| MFClient |
An API client, which processes a single network connection.
|
| MFFloat |
A thin wrapper for a fixed-precision floating point number.
|
| MFString |
A mutable string to support zero gc applications.
|
| MFUtil |
A utility class, which provides some convenience methods.
|
| ModifyOrder |
Trading Action: A request to modify the amount/price of an
existing order.
|
| OrderCanceled |
Trading Event: Indicates that an order was canceled, either by the
user, or by the exchange.
|
| OrderCancelRejected |
Trading Event: Rejection of a request to cancel an order.
|
| OrderDone |
Trading Event: Indicates the completion and final removal of an
order.
|
| OrderIdMap |
A object pool of clOrdID to orderID maps.
|
| OrderIdMapEntry |
An entry for a map from clOrdId to orderID.
|
| OrderIdMapEntryPool |
A object pool of clOrdID to orderID maps.
|
| OrderIdPair |
A simple pair container for returning an
orderID and an error code.
|
| OrderReceived |
Trading Event: Acknowledgement that an order has been received.
|
| OrderRejected |
Trading Event: Rejection of a request to place an order.
|
| OrderSubmitted |
Trading Event: Acknowledgement that an order was placed
succesfully.
|
| Pair<T,S> |
A simple pair container.
|
| PingHandlerImpl |
Companion class for the MFMarketMaker, MFClient classes
Takes care of the ClientServer ping status
The client will send a ping to the server periodically if needed.
|
| PingTime |
Contains information about latencies.
|
| Protocol | |
| RealTimeSource |
TimeSource that provides the 'real' machine time
|
| ReplayDone |
Replay notification sent to client after the replay request has
been processed.
|
| RiskLimitStatus |
Status of supplied group limit.
|
| RiskResponse |
Enumerates which risk data succeeded and which failed.
|
| RiskUsageStatus |
Status of supplied user state.
|
| SubmitOrder |
Trading Action: A request to place an order.
|
| Subscription |
Description of a subcription.
|
| SubscriptionEvent |
An event that provides updates on the status of each subscription.
|
| TextWriter | |
| TradeCapture |
Trading Event: A trade match for an existing order.
|
| TradeHierarchy |
Trading groups are defined as a tree where branches are subgroups
and leaves are users.
|
| TradeLimit |
Constrained users, trade limit amounts, reporting info, and feedID
(-1 represents 'all').
|
| TradeLimitData |
Contains all trading limits/state.
|
| TradeState |
Group name, current bought/sold amounts, and
feedID/marketID/settlTime (-1 represents 'all').
|
| UserSequenceID |
Sent from the feed to the APIServer.
|
| ZeroGCProtoByteBuffer |
| Enum | Description |
|---|---|
| APIResult |
Result/error codes provided by the API methods.
|
| APITest |
Various tests that can be invoked client-side to test out the API.
|
| APIType |
Many of the calls pertain to either market-data or trading; this
enum allows us to specify that.
|
| CancelReason |
The reason that an order was canceled.
|
| CancelRejectReason | |
| CcyType | |
| ConnectionResponse | |
| ExchEventType | |
| FeedFlag |
Values for the bit mask used to identify the flags for APIFeed.
|
| InstrumentType |
Type of market instrument.
|
| LockStatus | |
| LogLevel | |
| MatchStatus | |
| MDElement | |
| MDSource |
Values for the bit mask used to identify the source of an MDEntry.
|
| MDUpdateAction | |
| OrderStatus |
The status of an order.
|
| OrderType | |
| RejectReason |
The reason that the request failed.
|
| ReplayStatus | |
| RiskStatus | |
| Side | |
| StandardTenor |
Standard length of time used in forwards.
|
| SubscriptionStatus | |
| TimeInForce |