com.marketfactory.mfapi.enterprise.api.protocol

Interface CallbackHandler

All Superinterfaces:

MessageHandler

All Known Subinterfaces:

ESPMakerOrdersCallbackHandler, ESPMakerPricingCallbackHandler, MakerCallbackHandler, OrdersCallbackHandler, PricingCallbackHandler, QuotePricingCallbackHandler, ReplayServiceCallbackHandler

public interface CallbackHandler
extends MessageHandler

Method Summary

Modifier and Type	Method and Description
default void	handleUnexpectedMessage(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, org.agrona.sbe.MessageDecoderFlyweight message) Override this if you want to change the unexpected method handling.
default void	onHeartbeat(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeaderDecoder, com.marketfactory.protocol.sbe4.HeartbeatDecoder heartbeatDecoder) The heartbeat will have been handled by the protocol code.
default void	onLogonResponse(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeaderDecoder, com.marketfactory.protocol.sbe4.LogonResponseDecoder logonResponseDecoder) Handled by the Session by immediately disconnecting - as per the spec.
void	onMarketFactoryLogOff() Called after session has been logged out and disconnected from the MarketFactory Server.
void	onMarketFactoryLogOn() Called after connection and synchronization is complete to MarketFactory Server.
long	onReplayRequest(long startMsgSeqNum, long targetMsgSeqNum) Must replay the message at the startMsgSeqNum or, if that message is not suitable for replay then a SequenceResetGapFillEncoder should be used to skip to the next replayable message or the targetMsgSeqNum value If there are no more messages to resend then the SequenceResetGapFillEncoder should contain the targetMsgSeqNum value.
default void	onSequenceGapFill(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeaderDecoder, com.marketfactory.protocol.sbe4.SequenceResetGapFillDecoder sequenceResetGapFillDecoder) The sequenceResetGapFill message will have been handled as per the protocol by the Session.
default void	onTestRequest(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeaderDecoder, com.marketfactory.protocol.sbe4.TestRequestDecoder testRequestDecoder) The test request will have been replied to as per the protocol by the Session.
default void	onVenueLogoff() Called after session has been successfully logged out of the venue.
default void	onVenueLogon() Called after session has been logged into the venue.

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

onApplicationMessageReport, onBusinessMessageReject, onEndMarker, onErrorReport, onExecutionAck, onExecutionReport, onLogout, onLogoutResponse, onMarketDataIncrementalRefresh, onMarketDataRequestReject, onMassQuote, onNewOrderMultileg, onOrderCancelReject, onOrderTimeout, onQuote, onQuoteCancel, onQuoteRequest, onQuoteResponse, onReject, onReplayedMessage, onSecurityStatus, onUserNotification

Method Detail

onMarketFactoryLogOn

void onMarketFactoryLogOn()

Called after connection and synchronization is complete to MarketFactory Server.

onMarketFactoryLogOff

void onMarketFactoryLogOff()

Called after session has been logged out and disconnected from the MarketFactory Server.

onVenueLogon

default void onVenueLogon()

Called after session has been logged into the venue.

onVenueLogoff

default void onVenueLogoff()

Called after session has been successfully logged out of the venue.

onReplayRequest

long onReplayRequest(long startMsgSeqNum,
                     long targetMsgSeqNum)

Must replay the message at the startMsgSeqNum or, if that message is not suitable for replay then a SequenceResetGapFillEncoder should be used to skip to the next replayable message or the targetMsgSeqNum value If there are no more messages to resend then the SequenceResetGapFillEncoder should contain the targetMsgSeqNum value.
The replayed message should have the appropriate posDup flag set, original sending time, etc.
Return the new next sequence number. If an application message or messages was/were sent, then the return value should be sequence number of the next message to send - so 1 more than the sequence number of the last message sent. If the message was a gap fill, then the return value should be the newSeqNo provided in the gap fill message.
This method will be called once per Session.performActions() call while there are messages to replay.
You can replay 1 or more messages per call.

Parameters:

startMsgSeqNum - the sequence number to start replaying from

targetMsgSeqNum - the last sequence number to replay

Returns:

the new, next sequence number

onLogonResponse

default void onLogonResponse(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeaderDecoder,
                             com.marketfactory.protocol.sbe4.LogonResponseDecoder logonResponseDecoder)

Handled by the Session by immediately disconnecting - as per the spec. Clients can receive this message but are not required to take action.

Specified by:

onLogonResponse in interface MessageHandler

Parameters:

messageHeaderDecoder - messageHeader

logonResponseDecoder - message

onSequenceGapFill

default void onSequenceGapFill(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeaderDecoder,
                               com.marketfactory.protocol.sbe4.SequenceResetGapFillDecoder sequenceResetGapFillDecoder)

The sequenceResetGapFill message will have been handled as per the protocol by the Session. Client can override if they want the message but should not take action.

Specified by:

onSequenceGapFill in interface MessageHandler

Parameters:

messageHeaderDecoder - messageHeader

sequenceResetGapFillDecoder - message

onTestRequest

default void onTestRequest(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeaderDecoder,
                           com.marketfactory.protocol.sbe4.TestRequestDecoder testRequestDecoder)

The test request will have been replied to as per the protocol by the Session. Client can override if they want the message but should not reply to the TestRequest.

Specified by:

onTestRequest in interface MessageHandler

Parameters:

messageHeaderDecoder - messageHeader

testRequestDecoder - message

onHeartbeat

default void onHeartbeat(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeaderDecoder,
                         com.marketfactory.protocol.sbe4.HeartbeatDecoder heartbeatDecoder)

The heartbeat will have been handled by the protocol code. Client can override if they want the message.

Specified by:

onHeartbeat in interface MessageHandler

Parameters:

messageHeaderDecoder - messageHeader

heartbeatDecoder - message

handleUnexpectedMessage

default void handleUnexpectedMessage(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                                     org.agrona.sbe.MessageDecoderFlyweight message)

Override this if you want to change the unexpected method handling.

Parameters:

messageHeader - message header of unexpected message

message - the unexpected message