com.marketfactory.mfapi.enterprise.api.protocol

Interface ReplayServiceCallbackHandler

All Superinterfaces:

CallbackHandler, MessageHandler

public interface ReplayServiceCallbackHandler
extends CallbackHandler

Method Summary

Modifier and Type	Method and Description
default void	onBusinessMessageReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.BusinessMessageRejectDecoder businessMessageReject)
default void	onEndMarker(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.EndMarkerDecoder endMarker)
default void	onErrorReport(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.ErrorReportDecoder errorReport)
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	onMarketDataIncrementalRefresh(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.MarketDataIncrementalRefreshDecoder marketDataIncrementalRefresh)
default void	onMarketDataRequestReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.MarketDataRequestRejectDecoder marketDataRequestReject)
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	onReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.RejectDecoder reject)
default 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	onSecurityStatus(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.SecurityStatusDecoder securityStatus)
default void	onSequenceGapFill(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.SequenceResetGapFillDecoder sequenceResetGapFill) The sequenceResetGapFill message will have been handled as per the protocol by the Session.
default void	onUserNotification(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.UserNotificationDecoder userNotification)

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

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

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

onApplicationMessageReport, onLogout, onLogoutResponse, onReplayedMessage

Method Detail

onSequenceGapFill

default void onSequenceGapFill(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                               com.marketfactory.protocol.sbe4.SequenceResetGapFillDecoder sequenceResetGapFill)

Description copied from interface: CallbackHandler

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 CallbackHandler

Specified by:

onSequenceGapFill in interface MessageHandler

Parameters:

messageHeader - messageHeader

sequenceResetGapFill - message

onReplayRequest

default long onReplayRequest(long startMsgSeqNum,
                             long targetMsgSeqNum)

Description copied from interface: CallbackHandler

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.

Specified by:

onReplayRequest in interface CallbackHandler

Parameters:

startMsgSeqNum - the sequence number to start replaying from

targetMsgSeqNum - the last sequence number to replay

Returns:

the new, next sequence number

onUserNotification

default void onUserNotification(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                                com.marketfactory.protocol.sbe4.UserNotificationDecoder userNotification)

Specified by:

onUserNotification 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

onErrorReport

default void onErrorReport(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                           com.marketfactory.protocol.sbe4.ErrorReportDecoder errorReport)

Specified by:

onErrorReport 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

onOrderCancelReject

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

Specified by:

onOrderCancelReject 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

onExecutionReport

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

Specified by:

onExecutionReport 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

onQuote

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

Specified by:

onQuote in interface MessageHandler

onSecurityStatus

default void onSecurityStatus(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                              com.marketfactory.protocol.sbe4.SecurityStatusDecoder securityStatus)

Specified by:

onSecurityStatus in interface MessageHandler

onMarketDataRequestReject

default void onMarketDataRequestReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                                       com.marketfactory.protocol.sbe4.MarketDataRequestRejectDecoder marketDataRequestReject)

Specified by:

onMarketDataRequestReject in interface MessageHandler

onMarketDataIncrementalRefresh

default void onMarketDataIncrementalRefresh(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                                            com.marketfactory.protocol.sbe4.MarketDataIncrementalRefreshDecoder marketDataIncrementalRefresh)

Specified by:

onMarketDataIncrementalRefresh 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

onEndMarker

default void onEndMarker(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                         com.marketfactory.protocol.sbe4.EndMarkerDecoder endMarker)

Specified by:

onEndMarker in interface MessageHandler

onReject

default void onReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                      com.marketfactory.protocol.sbe4.RejectDecoder reject)

Specified by:

onReject in interface MessageHandler

onBusinessMessageReject

default void onBusinessMessageReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                                     com.marketfactory.protocol.sbe4.BusinessMessageRejectDecoder businessMessageReject)

Specified by:

onBusinessMessageReject in interface MessageHandler