com.marketfactory.mfclient.api

Interface MFTradingSession

All Superinterfaces:

MFSession

All Known Implementing Classes:

MFTradingSessionToCoreTradingSessionAdapter

public interface MFTradingSession
extends MFSession

A session used to interact with *all* venues for Trading.

Method Summary

Modifier and Type	Method and Description
NewOrderSingle	createNewOrderSingle(long venueId, long securityId, byte[] clOrdId, mftrading.Side side, mftrading.OrdType ordType, mftrading.TimeInForce timeInForce)
NewOrderSingle	createNewOrderSingle(long venueId, long securityId, java.lang.String clOrdId, mftrading.Side side, mftrading.OrdType ordType, mftrading.TimeInForce timeInForce) Returns an instance of the NewOrderSingle.
OrderCancelReplaceRequest	createOrderCancelReplaceRequest(long venueID, long securityID, byte[] clOrdID, byte[] origOrdID, long orderID, mftrading.Side side, mftrading.OrdType ordType, mftrading.TimeInForce timeInForce)
OrderCancelReplaceRequest	createOrderCancelReplaceRequest(long venueID, long securityID, java.lang.String clOrdID, java.lang.String origOrdID, long orderID, mftrading.Side side, mftrading.OrdType ordType, mftrading.TimeInForce timeInForce) Returns an instance of the OrderCancelReplaceRequest.
OrderCancelRequest	createOrderCancelRequest(long venueID, long securityID, byte[] clOrdID, byte[] origOrdID, long orderID) Returns an instance of the OrderCancelRequest.
OrderCancelRequest	createOrderCancelRequest(long venueID, long securityID, java.lang.String clOrdID, java.lang.String origOrdID, long orderID) Returns an instance of the OrderCancelRequest.
void	marketDefinitionRequest() A request to receive the definitions of each market.
void	newOrderSingle(NewOrderSingle newOrderSingle) Submit an order.
void	orderCancelReplaceRequest(OrderCancelReplaceRequest orderCancelReplaceRequest) Submit modification to an existing order.
void	orderCancelRequest(OrderCancelRequest orderCancelRequest) Cancel a previously placed order by client order id ('clOrdID') and orderID.
void	securityDefinitionRequest(long venueID) Requests information about the securities supported on this venue.
void	tradingRequest(long venueID, mftrading.SubscriptionRequestType subType, long nextExpectedMsgSeqNum) A request to subscribe or unsubscribe to/from a particular venue (as specified by the venueID parameter) in order to trade or stop trading.

Methods inherited from interface com.marketfactory.mfclient.api.MFSession

getPort, getSendingTime, getUsername, isLoggedOn, logon, logout, logoutResponse

Method Detail

marketDefinitionRequest

void marketDefinitionRequest()
                      throws MFException

A request to receive the definitions of each market.

Throws:

MFException - If there is an error when attempting to send this message.

securityDefinitionRequest

void securityDefinitionRequest(long venueID)
                        throws MFException

Requests information about the securities supported on this venue.

Throws:

MFException - If there is an error when attempting to send this message.

tradingRequest

void tradingRequest(long venueID,
                    mftrading.SubscriptionRequestType subType,
                    long nextExpectedMsgSeqNum)
             throws MFException

A request to subscribe or unsubscribe to/from a particular venue (as specified by the venueID parameter) in order to trade or stop trading.

Throws:

MFException - If there is an error when attempting to send this message.

newOrderSingle

void newOrderSingle(NewOrderSingle newOrderSingle)
             throws MFException

Submit an order.

Throws:

MFException - If there is an error when attempting to send this message.

createNewOrderSingle

NewOrderSingle createNewOrderSingle(long venueId,
                                    long securityId,
                                    java.lang.String clOrdId,
                                    mftrading.Side side,
                                    mftrading.OrdType ordType,
                                    mftrading.TimeInForce timeInForce)

Returns an instance of the NewOrderSingle. Assume you cannot reuse this object. Use it once, submit it using the newOrderSingle(NewOrderSingle) method. If you have a new NewOrderSingle to place, get a new Encoder.

Returns:

NewOrderSingle

createNewOrderSingle

NewOrderSingle createNewOrderSingle(long venueId,
                                    long securityId,
                                    byte[] clOrdId,
                                    mftrading.Side side,
                                    mftrading.OrdType ordType,
                                    mftrading.TimeInForce timeInForce)

orderCancelReplaceRequest

void orderCancelReplaceRequest(OrderCancelReplaceRequest orderCancelReplaceRequest)
                        throws MFException

Submit modification to an existing order.

Parameters:

orderCancelReplaceRequest - the orderCancelReplaceRequest

Throws:

MFException - If there is an error when attempting to send this message.

createOrderCancelReplaceRequest

OrderCancelReplaceRequest createOrderCancelReplaceRequest(long venueID,
                                                          long securityID,
                                                          java.lang.String clOrdID,
                                                          java.lang.String origOrdID,
                                                          long orderID,
                                                          mftrading.Side side,
                                                          mftrading.OrdType ordType,
                                                          mftrading.TimeInForce timeInForce)

Returns an instance of the OrderCancelReplaceRequest. Assume you cannot reuse this object. Use it once, submit it using the orderCancelReplaceRequest(com.marketfactory.mfclient.api.core.trading.OrderCancelReplaceRequest) method. If you have a new order to cancel/replace, get a new Encoder.

Returns:

orderCancelReplaceRequest

createOrderCancelReplaceRequest

OrderCancelReplaceRequest createOrderCancelReplaceRequest(long venueID,
                                                          long securityID,
                                                          byte[] clOrdID,
                                                          byte[] origOrdID,
                                                          long orderID,
                                                          mftrading.Side side,
                                                          mftrading.OrdType ordType,
                                                          mftrading.TimeInForce timeInForce)

orderCancelRequest

void orderCancelRequest(OrderCancelRequest orderCancelRequest)
                 throws MFException

Cancel a previously placed order by client order id ('clOrdID') and orderID.

Parameters:

orderCancelRequest - the cancel request

Throws:

MFException - If there is an error when attempting to send this message.

createOrderCancelRequest

OrderCancelRequest createOrderCancelRequest(long venueID,
                                            long securityID,
                                            java.lang.String clOrdID,
                                            java.lang.String origOrdID,
                                            long orderID)

Returns an instance of the OrderCancelRequest. Assume you cannot reuse this object. Use it once, submit it using the orderCancelRequest(com.marketfactory.mfclient.api.core.trading.OrderCancelRequest) method. If you have a new order to cancel, get a new Encoder.

Parameters:

venueID - id of the venue

securityID - id of the security

clOrdID - new clOrdID for this cancel request

origOrdID - origOrdID of the order to cancel

orderID - orderID of the order to cancel

Returns:

encoder.

createOrderCancelRequest

OrderCancelRequest createOrderCancelRequest(long venueID,
                                            long securityID,
                                            byte[] clOrdID,
                                            byte[] origOrdID,
                                            long orderID)

Returns an instance of the OrderCancelRequest. Assume you cannot reuse this object. Use it once, submit it using the orderCancelRequest(com.marketfactory.mfclient.api.core.trading.OrderCancelRequest) method. If you have a new order to cancel, get a new Encoder.

Parameters:

venueID - id of the venue

securityID - id of the security

clOrdID - new clOrdID for this cancel request

origOrdID - origOrdID of the order to cancel

orderID - orderID of the order to cancel

Returns:

encoder.