com.marketfactory.mfclient.internal.core.trading

Class MFTradingSessionToCoreTradingSessionAdapter

java.lang.Object

com.marketfactory.mfclient.internal.core.trading.MFTradingSessionToCoreTradingSessionAdapter

All Implemented Interfaces:

MFSession, MFTradingSession

public final class MFTradingSessionToCoreTradingSessionAdapter
extends java.lang.Object
implements MFTradingSession

This converts the core session api calls; which are pure SBE encoder/decoder based - into a friendly POJO world. The objects it uses are reused, 1 per calling user thread. This is done so the user can have many trading threads firing in orders and not having to synchronize or share state. The CoreSessions are single threaded and protected by synchronization.

Constructor Summary

Constructors

Constructor and Description
MFTradingSessionToCoreTradingSessionAdapter(CoreTradingSession delegate)

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.
int	getPort() The port used for this session.
long	getSendingTime() Retrieves the MF server sending time (nanoseconds since epoch) of the current message frame.
java.lang.String	getUsername() The username used for this session.
boolean	isLoggedOn()
void	logon() Sends a logon message with the supplied username and password.
void	logout() Initiates logout.
void	logoutResponse() The response to a logout from the server.
void	marketDefinitionRequest() A request to receive the definitions of each market.
void	newOrderSingle(NewOrderSingle order) Submit an order.
void	orderCancelReplaceRequest(OrderCancelReplaceRequest request) Submit modification to an existing order.
void	orderCancelRequest(OrderCancelRequest request) 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.
java.lang.String	toString()
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 class java.lang.Object

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

Constructor Detail

MFTradingSessionToCoreTradingSessionAdapter

public MFTradingSessionToCoreTradingSessionAdapter(CoreTradingSession delegate)

Method Detail

getUsername

public java.lang.String getUsername()

Description copied from interface: MFSession

The username used for this session.

Specified by:

getUsername in interface MFSession

Returns:

username associated with this session.

getPort

public int getPort()

Description copied from interface: MFSession

The port used for this session. Useful to see if the port was calculated.

Specified by:

getPort in interface MFSession

Returns:

the port associated with this session.

marketDefinitionRequest

public void marketDefinitionRequest()
                             throws MFException

Description copied from interface: MFTradingSession

A request to receive the definitions of each market.

Specified by:

marketDefinitionRequest in interface MFTradingSession

Throws:

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

securityDefinitionRequest

public void securityDefinitionRequest(long venueID)
                               throws MFException

Description copied from interface: MFTradingSession

Requests information about the securities supported on this venue.

Specified by:

securityDefinitionRequest in interface MFTradingSession

Throws:

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

tradingRequest

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

Description copied from interface: MFTradingSession

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

Specified by:

tradingRequest in interface MFTradingSession

Throws:

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

newOrderSingle

public void newOrderSingle(NewOrderSingle order)
                    throws MFException

Description copied from interface: MFTradingSession

Submit an order.

Specified by:

newOrderSingle in interface MFTradingSession

Throws:

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

createNewOrderSingle

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

Description copied from interface: MFTradingSession

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

Specified by:

createNewOrderSingle in interface MFTradingSession

Returns:

NewOrderSingle

createNewOrderSingle

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

Specified by:

createNewOrderSingle in interface MFTradingSession

orderCancelReplaceRequest

public void orderCancelReplaceRequest(OrderCancelReplaceRequest request)
                               throws MFException

Description copied from interface: MFTradingSession

Submit modification to an existing order.

Specified by:

orderCancelReplaceRequest in interface MFTradingSession

Parameters:

request - the orderCancelReplaceRequest

Throws:

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

createOrderCancelReplaceRequest

public 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)

Description copied from interface: MFTradingSession

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

Specified by:

createOrderCancelReplaceRequest in interface MFTradingSession

Returns:

orderCancelReplaceRequest

createOrderCancelReplaceRequest

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

Specified by:

createOrderCancelReplaceRequest in interface MFTradingSession

orderCancelRequest

public void orderCancelRequest(OrderCancelRequest request)
                        throws MFException

Description copied from interface: MFTradingSession

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

Specified by:

orderCancelRequest in interface MFTradingSession

Parameters:

request - the cancel request

Throws:

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

createOrderCancelRequest

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

Description copied from interface: MFTradingSession

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

Specified by:

createOrderCancelRequest in interface MFTradingSession

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

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

Description copied from interface: MFTradingSession

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

Specified by:

createOrderCancelRequest in interface MFTradingSession

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.

logon

public void logon()
           throws MFException

Description copied from interface: MFSession

Sends a logon message with the supplied username and password. Should only be called in the event loop by the handler.

Specified by:

logon in interface MFSession

Throws:

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

logout

public void logout()
            throws MFException

Description copied from interface: MFSession

Initiates logout. This should be called so a clean and dirty (one where the socket closes w/o a logout) can be easily differentiated. Can be called from any thread

Specified by:

logout in interface MFSession

Throws:

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

logoutResponse

public void logoutResponse()
                    throws MFException

Description copied from interface: MFSession

The response to a logout from the server. This should be called if a logout is received so that the client can indicate a clean logout. Can be called from any thread

Specified by:

logoutResponse in interface MFSession

Throws:

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

isLoggedOn

public boolean isLoggedOn()

Specified by:

isLoggedOn in interface MFSession

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

getSendingTime

public long getSendingTime()

Description copied from interface: MFSession

Retrieves the MF server sending time (nanoseconds since epoch) of the current message frame. If the message frame has multiple messages the returned timestamp might be the same for several callbacks messages.
If called before data is received, will return 0.
Note: No synchronization. Should not be called outside the callback thread.

Specified by:

getSendingTime in interface MFSession

Returns:

timestamp current message was sent from the MF servers (in nanos)