com.marketfactory.mfapi.enterprise.api

Interface CallbackHandler

public interface CallbackHandler

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.
void	onApplicationMessageReport(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.ApplicationMessageReportDecoder applicationMessageReport)
void	onBusinessMessageReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.BusinessMessageRejectDecoder businessMessageReject)
void	onEndMarker(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.EndMarkerDecoder endMarker)
void	onErrorReport(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.ErrorReportDecoder errorReport)
void	onExecutionAck(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.ExecutionAckDecoder executionAck)
void	onExecutionReport(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.ExecutionReportDecoder executionReport)
default void	onLogout(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.LogoutDecoder logout) Passed through to client if they want the original messages.
void	onLogoutRequest() Server has requested client logout.
void	onMarketDataIncrementalRefresh(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.MarketDataIncrementalRefreshDecoder marketDataIncrementalRefresh)
void	onMarketDataRequestReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.MarketDataRequestRejectDecoder marketDataRequestReject)
default void	onMarketFactoryLogOff() Called after session has been logged out and disconnected from the MarketFactory Server.
default void	onMarketFactoryLogOn() Called after connection and synchronization is complete to MarketFactory Server.
void	onMassQuote(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.MassQuoteDecoder massQuote)
void	onNewOrderMultileg(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.NewOrderMultilegDecoder newOrderMultileg)
void	onOrderCancelReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.OrderCancelRejectDecoder orderCancelReject)
void	onOrderTimeout(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.OrderTimeoutDecoder orderTimeout)
void	onQuote(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.QuoteDecoder quote)
void	onQuoteCancel(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.QuoteCancelDecoder quoteCancel)
void	onQuoteRequest(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.QuoteRequestDecoder quoteRequest)
void	onQuoteResponse(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.QuoteResponseDecoder quoteResponse)
void	onReject(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.RejectDecoder reject)
void	onReplayedMessage(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.ReplayedMessageDecoder replayedMessage)
void	onReplayRequest(long startSeqNum, long targetSeqNum) Must replay messages starting at the startSeqNum or, if a message or messages are not suitable for replay then a SequenceResetGapFillEncoder should be used to skip to the next replayable message or the targetSeqNum value.
void	onSecurityStatus(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.SecurityStatusDecoder securityStatus)
default void	onUserNotification(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.UserNotificationDecoder userNotification) Passed through to client if they want the original messages.
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.

Method Detail

onMarketFactoryLogOn

default void onMarketFactoryLogOn()

Called after connection and synchronization is complete to MarketFactory Server.

onMarketFactoryLogOff

default 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.

onUserNotification

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

Passed through to client if they want the original messages. Does not need to be handled - the current State has already dealt with it appropriately.

onLogout

default void onLogout(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                      com.marketfactory.protocol.sbe4.LogoutDecoder logout)

Passed through to client if they want the original messages. Does not need to be handled - the current State has already dealt with it appropriately.

onReplayRequest

void onReplayRequest(long startSeqNum,
                     long targetSeqNum)

Must replay messages starting at the startSeqNum or, if a message or messages are not suitable for replay then a SequenceResetGapFillEncoder should be used to skip to the next replayable message or the targetSeqNum value.

• Replay can consist of a single SequenceResetGapFill message if there are no replayable messages in the range.
• The replayed message should have the possDupFlag set, the original sending time, etc.
• The last replayed message will always be a SequenceResetGapFill to, at least, skip over the Logon message and set the newSeqNo to the targetSeqNum. Of course the
• The client should only replay necessary messages. The list of messages that should be replayed can be found on The Lab

Parameters:

startSeqNum - the sequence number to start replaying from

targetSeqNum - the sequence number the last sent SequenceResetGapFill newSeqNo should be set to

onLogoutRequest

void onLogoutRequest()

Server has requested client logout. Do any necessary cleanup.

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

onMassQuote

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

onErrorReport

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

onQuoteResponse

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

onOrderCancelReject

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

onOrderTimeout

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

onExecutionReport

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

onExecutionAck

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

onQuote

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

onSecurityStatus

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

onMarketDataRequestReject

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

onMarketDataIncrementalRefresh

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

onQuoteRequest

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

onNewOrderMultileg

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

onQuoteCancel

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

onEndMarker

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

onReject

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

onBusinessMessageReject

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

onReplayedMessage

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

onApplicationMessageReport

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