com.marketfactory.mfapi.enterprise.api.protocol

Interface PricingCallbackHandler

All Superinterfaces:

CallbackHandler, MessageHandler

public interface PricingCallbackHandler
extends CallbackHandler

Method Summary

Modifier and Type	Method and Description
default void	onApplicationMessageReport(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.ApplicationMessageReportDecoder applicationMessageReport)
default void	onExecutionAck(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.ExecutionAckDecoder executionAck)
default void	onExecutionReport(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.ExecutionReportDecoder executionReport)
default void	onMassQuote(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.MassQuoteDecoder massQuote)
default void	onNewOrderMultileg(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.NewOrderMultilegDecoder newOrderMultileg)
default void	onOrderCancelReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.OrderCancelRejectDecoder orderCancelReject)
default void	onOrderTimeout(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.OrderTimeoutDecoder orderTimeout)
default void	onQuote(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.QuoteDecoder quote)
default void	onQuoteCancel(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.QuoteCancelDecoder quoteCancel)
default void	onQuoteRequest(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.QuoteRequestDecoder quoteRequest)
default void	onQuoteResponse(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.QuoteResponseDecoder quoteResponse)
default void	onReplayedMessage(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.ReplayedMessageDecoder replayedMessage)

Methods inherited from interface com.marketfactory.mfapi.enterprise.api.protocol.CallbackHandler

handleUnexpectedMessage, onHeartbeat, onLogonResponse, onMarketFactoryLogOff, onMarketFactoryLogOn, onReplayRequest, onSequenceGapFill, onTestRequest, onVenueLogoff, onVenueLogon

Methods inherited from interface com.marketfactory.mfapi.enterprise.api.MessageHandler

onBusinessMessageReject, onEndMarker, onErrorReport, onLogout, onLogoutResponse, onMarketDataIncrementalRefresh, onMarketDataRequestReject, onReject, onSecurityStatus, onUserNotification

Method Detail

onOrderCancelReject

default void onOrderCancelReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                                 com.marketfactory.protocol.sbe4.OrderCancelRejectDecoder orderCancelReject)

Specified by:

onOrderCancelReject in interface MessageHandler

onExecutionReport

default void onExecutionReport(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                               com.marketfactory.protocol.sbe4.ExecutionReportDecoder executionReport)

Specified by:

onExecutionReport in interface MessageHandler

onMassQuote

default void onMassQuote(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                         com.marketfactory.protocol.sbe4.MassQuoteDecoder massQuote)

Specified by:

onMassQuote in interface MessageHandler

onQuote

default void onQuote(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                     com.marketfactory.protocol.sbe4.QuoteDecoder quote)

Specified by:

onQuote in interface MessageHandler

onQuoteResponse

default void onQuoteResponse(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                             com.marketfactory.protocol.sbe4.QuoteResponseDecoder quoteResponse)

Specified by:

onQuoteResponse in interface MessageHandler

onOrderTimeout

default void onOrderTimeout(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                            com.marketfactory.protocol.sbe4.OrderTimeoutDecoder orderTimeout)

Specified by:

onOrderTimeout in interface MessageHandler

onExecutionAck

default void onExecutionAck(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                            com.marketfactory.protocol.sbe4.ExecutionAckDecoder executionAck)

Specified by:

onExecutionAck in interface MessageHandler

onQuoteRequest

default void onQuoteRequest(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                            com.marketfactory.protocol.sbe4.QuoteRequestDecoder quoteRequest)

Specified by:

onQuoteRequest in interface MessageHandler

onNewOrderMultileg

default void onNewOrderMultileg(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                                com.marketfactory.protocol.sbe4.NewOrderMultilegDecoder newOrderMultileg)

Specified by:

onNewOrderMultileg in interface MessageHandler

onQuoteCancel

default void onQuoteCancel(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                           com.marketfactory.protocol.sbe4.QuoteCancelDecoder quoteCancel)

Specified by:

onQuoteCancel in interface MessageHandler

onReplayedMessage

default void onReplayedMessage(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                               com.marketfactory.protocol.sbe4.ReplayedMessageDecoder replayedMessage)

Specified by:

onReplayedMessage in interface MessageHandler

onApplicationMessageReport

default void onApplicationMessageReport(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                                        com.marketfactory.protocol.sbe4.ApplicationMessageReportDecoder applicationMessageReport)

Specified by:

onApplicationMessageReport in interface MessageHandler