com.marketfactory.mfapi.enterprise.api.protocol

Interface Session

All Known Subinterfaces:

InternalSession

public interface Session

Primary interface for clients to interact with a venue

Not thread-safe.

Method Summary

Modifier and Type	Method and Description
void	disconnect() Disconnect immediately.
com.marketfactory.protocol.sbe4.ApplicationMessageRequestEncoder	getApplicationMessageRequestEncoder()
com.marketfactory.protocol.sbe4.ExecutionAckEncoder	getExecutionAckEncoder()
com.marketfactory.protocol.sbe4.ExecutionReportEncoder	getExecutionReportEncoder()
com.marketfactory.protocol.sbe4.HeartbeatEncoder	getHeartbeatEncoder()
java.lang.String	getId() The id of the session.
long	getLastReceivedMessageTimestampMs() The time the last message was received or 0 if no message has been received.
long	getLastSentMessageTimestampMs() The time the last message was send or 0 if no message has been sent.
com.marketfactory.protocol.sbe4.MarketDataRequestEncoder	getMarketDataRequestEncoder()
com.marketfactory.protocol.sbe4.MassQuoteEncoder	getMassQuoteEncoder()
com.marketfactory.protocol.sbe4.MultilegOrderCancelReplaceRequestEncoder	getMultilegOrderCancelReplaceRequestEncoder()
com.marketfactory.protocol.sbe4.NewOrderMultilegEncoder	getNewOrderMultilegEncoder()
com.marketfactory.protocol.sbe4.OrderCancelRejectEncoder	getOrderCancelRejectEncoder()
com.marketfactory.protocol.sbe4.OrderCancelRequestEncoder	getOrderCancelRequest()
com.marketfactory.protocol.sbe4.OrderTimeoutEncoder	getOrderTimeoutEncoder()
com.marketfactory.protocol.sbe4.QuoteCancelEncoder	getQuoteCancelEncoder()
com.marketfactory.protocol.sbe4.QuoteEncoder	getQuoteEncoder()
com.marketfactory.protocol.sbe4.QuoteRequestEncoder	getQuoteRequestEncoder()
com.marketfactory.protocol.sbe4.QuoteResponseEncoder	getQuoteResponseEncoder()
com.marketfactory.protocol.sbe4.TestRequestEncoder	getTestRequestEncoder()
void	initiateLogon() Initiates a connection and full session synchronization.
void	initiateLogout(java.lang.String reason) Attempts to logout of either the venue or the MarketFactory gateway server; depending on the state.
boolean	isWritePending() Returns true if there are bytes pending to write from a previous message send.
void	performActions() Needs to be called repeatedly by your thread.
int	send(long messageSeqNum, org.agrona.sbe.MessageEncoderFlyweight message) Tries to send the message Populates the header with necessary information like the timestamp and messageSeqNum.
int	sendLogoutResponse()
int	sendSequenceResetGapFillEncoder(long msgSeqNum, long newSeqNum)
int	sendUserRequestLogOffToVenueMessage(java.lang.String text)
int	sendUserRequestLogOnToVenueMessage(java.lang.String text)
int	writePendingBytes() Write any pending bytes to the output channel.

Method Detail

initiateLogon

void initiateLogon()
            throws MFRuntimeException

Initiates a connection and full session synchronization. Requires 1 or more subsequent calls to performActions() to complete the logon.

This will NOT log onto the venue - this requires a UserRequestEncoder message to be sent.
Any issues with logging on will throw an MFRuntimeException with the details.

Throws:

MFRuntimeException - if initiateLogon cannot happen for whatever reason

initiateLogout

void initiateLogout(java.lang.String reason)

Attempts to logout of either the venue or the MarketFactory gateway server; depending on the state. If connected to the venue; this call with issue UserRequestEncoder message with UserRequestType.LogOffUser to logout of the venue. The server might reject the logout request if, for example, there are open orders. If only connected the MarketFactory server, this call will instead issue a LogoutEncoder message and wait for the server to respond with a LogoutResponseDecoder.

Parameters:

reason - reason for the logout

disconnect

void disconnect()

Disconnect immediately. Closes the connection - does not do an orderly logout.

performActions

void performActions()
             throws MFRuntimeException

Needs to be called repeatedly by your thread. Reads message from the input channel and dispatches to the registered CallbackHandler. Drives state changes in the Session - i.e. LoggingOnState to ConnectedToMarketFactoryGatewayServerState

Throws:

MFRuntimeException - if anything exceptional happens during the action processing.

send

int send(long messageSeqNum,
         org.agrona.sbe.MessageEncoderFlyweight message)
  throws MFRuntimeException

Tries to send the message Populates the header with necessary information like the timestamp and messageSeqNum. No checking is done at this point that the messageSeqNum is correct. The value provided will be used in the message. If the return value is greater than 0, it means that not all the bytes could be written to the output (most likely a TCP channel).

Parameters:

messageSeqNum - added to the header

message - message to send

Returns:

the number of bytes remaining to write

Throws:

MFRuntimeException - if the send fails due to connectivity issues

getLastReceivedMessageTimestampMs

long getLastReceivedMessageTimestampMs()

The time the last message was received or 0 if no message has been received.

Returns:

the timestamp, in epoch millis, the last message was received.

getLastSentMessageTimestampMs

long getLastSentMessageTimestampMs()

The time the last message was send or 0 if no message has been sent.

Returns:

the timestamp, in epoch millis, the last message was sent.

getId

java.lang.String getId()

The id of the session.

Returns:

the id of the session.

isWritePending

boolean isWritePending()

Returns true if there are bytes pending to write from a previous message send.

Returns:

true if there are bytes remaining to write

writePendingBytes

int writePendingBytes()
               throws MFRuntimeException

Write any pending bytes to the output channel. Returns the number of bytes remaining after the attempt. Throws an exception if anything fails - especially regarding the connection.

Returns:

number of bytes remaining to write

Throws:

MFRuntimeException - if anything happens during the write

sendUserRequestLogOnToVenueMessage

int sendUserRequestLogOnToVenueMessage(java.lang.String text)

sendUserRequestLogOffToVenueMessage

int sendUserRequestLogOffToVenueMessage(java.lang.String text)

sendLogoutResponse

int sendLogoutResponse()

sendSequenceResetGapFillEncoder

int sendSequenceResetGapFillEncoder(long msgSeqNum,
                                    long newSeqNum)

getMarketDataRequestEncoder

com.marketfactory.protocol.sbe4.MarketDataRequestEncoder getMarketDataRequestEncoder()

getQuoteRequestEncoder

com.marketfactory.protocol.sbe4.QuoteRequestEncoder getQuoteRequestEncoder()

getQuoteEncoder

com.marketfactory.protocol.sbe4.QuoteEncoder getQuoteEncoder()

getMassQuoteEncoder

com.marketfactory.protocol.sbe4.MassQuoteEncoder getMassQuoteEncoder()

getQuoteCancelEncoder

com.marketfactory.protocol.sbe4.QuoteCancelEncoder getQuoteCancelEncoder()

getNewOrderMultilegEncoder

com.marketfactory.protocol.sbe4.NewOrderMultilegEncoder getNewOrderMultilegEncoder()

getMultilegOrderCancelReplaceRequestEncoder

com.marketfactory.protocol.sbe4.MultilegOrderCancelReplaceRequestEncoder getMultilegOrderCancelReplaceRequestEncoder()

getOrderCancelRequest

com.marketfactory.protocol.sbe4.OrderCancelRequestEncoder getOrderCancelRequest()

getOrderCancelRejectEncoder

com.marketfactory.protocol.sbe4.OrderCancelRejectEncoder getOrderCancelRejectEncoder()

getOrderTimeoutEncoder

com.marketfactory.protocol.sbe4.OrderTimeoutEncoder getOrderTimeoutEncoder()

getQuoteResponseEncoder

com.marketfactory.protocol.sbe4.QuoteResponseEncoder getQuoteResponseEncoder()

getExecutionReportEncoder

com.marketfactory.protocol.sbe4.ExecutionReportEncoder getExecutionReportEncoder()

getExecutionAckEncoder

com.marketfactory.protocol.sbe4.ExecutionAckEncoder getExecutionAckEncoder()

getTestRequestEncoder

com.marketfactory.protocol.sbe4.TestRequestEncoder getTestRequestEncoder()

getHeartbeatEncoder

com.marketfactory.protocol.sbe4.HeartbeatEncoder getHeartbeatEncoder()

getApplicationMessageRequestEncoder

com.marketfactory.protocol.sbe4.ApplicationMessageRequestEncoder getApplicationMessageRequestEncoder()