com.marketfactory.mfapi.enterprise.api.state

Class SessionStateContext

java.lang.Object

com.marketfactory.mfapi.enterprise.api.state.SessionStateContext

All Implemented Interfaces:

EventHandler, MessageHandler, StateContext

public class SessionStateContext
extends java.lang.Object
implements StateContext, EventHandler, MessageHandler

Constructor Summary

Constructors

Constructor and Description
SessionStateContext(CallbackHandler clientMessageHandler, NextExpectedMessageSequenceNumberStore inputSequenceStore, NextOutgoingMessageSequenceNumberStore nextOutgoingMessageSequenceNumberStore, java.time.Clock clock, int heartbeatIntervalSeconds)

Method Summary

Modifier and Type	Method and Description
void	assertAndAddOneToNextExpectedSequenceNumber(long expected) Asserts the current next expected sequence number is equal to the parameter.
void	assertAndSetNextExpectedSequenceNumber(long expected, long newValue)
void	connect()
void	disconnect()
long	getCurrentTimeMs()
long	getLastReceivedTimestamp()
long	getLastSentTimestamp()
long	getNextExpectedMsgSeqNum()
long	getNextOutgoingSequenceNumber()
void	init(InternalSession internalSession)
boolean	isReplaySession()
void	moveToClientToServerSyncState(long serverNextExpectedMsgSeqNum)
void	moveToDisconnectingFromGatewayState()
void	moveToDisconnectingFromVenueState()
void	moveToEndOfSessionSyncState()
void	moveToLoggedOnToGatewayState()
void	moveToLoggedOnToVenueState()
void	moveToLoggingOnState()
void	moveToOfflineConnectingState()
void	moveToOfflineWaitingState()
void	moveToServerToClientSyncState(long serverNextExpectedMsgSeqNum, long serverLogonResponseMsgSeqNum, boolean requiresClientToServerSynchronization)
void	notifyClientLogoffRequest()
void	notifyClientMarketFactoryLogOff()
void	notifyClientMarketFactoryLogOn()
void	notifyClientReplayRequest(long initialSeqNum, long targetSeqNum)
void	notifyClientVenueLogoff()
void	notifyClientVenueLogon()
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) The handling of the BusinessMessageReject is slightly different to other business-level messages.
void	onClientRequestedDisconnection() Called when a client wants the session to disconnect immediately
void	onClientRequestedLogon() Called when a client wants the session to logon
void	onClientRequestedLogout() Called when a client wants the session to gracefully logout
void	onConnection() Called when a connection is made to a MF server.
void	onDisconnection() Called when a connection is lost from a MF server.
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)
void	onHeartbeat(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.HeartbeatDecoder heartbeat)
void	onLogonResponse(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.LogonResponseDecoder logonResponse)
void	onLogout(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.LogoutDecoder logout)
void	onLogoutResponse(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.LogoutResponseDecoder logoutResponse)
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)
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	onReadable() Called when a connection has data to read
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	onSecurityStatus(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.SecurityStatusDecoder securityStatus)
void	onSequenceResetGapFill(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.SequenceResetGapFillDecoder sequenceResetGapFill)
void	onTestRequest(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.TestRequestDecoder testRequest)
void	onTimer(long currentTimeMillis) Called periodically to generate a stream of events that can be used to send heartbeats, detect dead connections, etc.
void	onUserNotification(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader, com.marketfactory.protocol.sbe4.UserNotificationDecoder userNotification)
void	onWritable() Called when a connection can be written to.
void	sendHeartbeatMessage()
void	sendLogonMessage()
void	sendLogoutMessage(java.lang.String reason)
void	sendLogoutResponseMessage()
void	sendTestRequestMessage(java.lang.String testReqID)
void	sendTestRequestResponseMessage(java.lang.String testReqID)
void	sendUserRequestMessage(com.marketfactory.protocol.sbe4.UserRequestType userRequestType, java.lang.String reason)
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

SessionStateContext

public SessionStateContext(CallbackHandler clientMessageHandler,
                           NextExpectedMessageSequenceNumberStore inputSequenceStore,
                           NextOutgoingMessageSequenceNumberStore nextOutgoingMessageSequenceNumberStore,
                           java.time.Clock clock,
                           int heartbeatIntervalSeconds)

Method Detail

init

public void init(InternalSession internalSession)

onClientRequestedLogon

public void onClientRequestedLogon()

Description copied from interface: EventHandler

Called when a client wants the session to logon

Specified by:

onClientRequestedLogon in interface EventHandler

onClientRequestedLogout

public void onClientRequestedLogout()

Description copied from interface: EventHandler

Called when a client wants the session to gracefully logout

Specified by:

onClientRequestedLogout in interface EventHandler

onClientRequestedDisconnection

public void onClientRequestedDisconnection()

Description copied from interface: EventHandler

Called when a client wants the session to disconnect immediately

Specified by:

onClientRequestedDisconnection in interface EventHandler

connect

public void connect()

Specified by:

connect in interface StateContext

isReplaySession

public boolean isReplaySession()

Specified by:

isReplaySession in interface StateContext

disconnect

public void disconnect()

Specified by:

disconnect in interface StateContext

onConnection

public void onConnection()

Description copied from interface: EventHandler

Called when a connection is made to a MF server.

Specified by:

onConnection in interface EventHandler

onDisconnection

public void onDisconnection()

Description copied from interface: EventHandler

Called when a connection is lost from a MF server.

Specified by:

onDisconnection in interface EventHandler

moveToEndOfSessionSyncState

public void moveToEndOfSessionSyncState()

Specified by:

moveToEndOfSessionSyncState in interface StateContext

moveToServerToClientSyncState

public void moveToServerToClientSyncState(long serverNextExpectedMsgSeqNum,
                                          long serverLogonResponseMsgSeqNum,
                                          boolean requiresClientToServerSynchronization)

Specified by:

moveToServerToClientSyncState in interface StateContext

moveToClientToServerSyncState

public void moveToClientToServerSyncState(long serverNextExpectedMsgSeqNum)

Specified by:

moveToClientToServerSyncState in interface StateContext

getNextExpectedMsgSeqNum

public long getNextExpectedMsgSeqNum()

Specified by:

getNextExpectedMsgSeqNum in interface StateContext

moveToLoggingOnState

public void moveToLoggingOnState()

Specified by:

moveToLoggingOnState in interface StateContext

assertAndSetNextExpectedSequenceNumber

public void assertAndSetNextExpectedSequenceNumber(long expected,
                                                   long newValue)
                                            throws java.lang.IllegalStateException

Specified by:

assertAndSetNextExpectedSequenceNumber in interface StateContext

Throws:

java.lang.IllegalStateException

assertAndAddOneToNextExpectedSequenceNumber

public void assertAndAddOneToNextExpectedSequenceNumber(long expected)
                                                 throws java.lang.IllegalStateException

Description copied from interface: StateContext

Asserts the current next expected sequence number is equal to the parameter. If it is, the next expected sequence number is incremented by one. If it's not equal then a message has been missed and an IllegalStateException is thrown.

Specified by:

assertAndAddOneToNextExpectedSequenceNumber in interface StateContext

Parameters:

expected - value the current next expected sequence number should be.

Throws:

java.lang.IllegalStateException - if the current next expected sequence number is not equal to the parameter value.

getNextOutgoingSequenceNumber

public long getNextOutgoingSequenceNumber()

Specified by:

getNextOutgoingSequenceNumber in interface StateContext

moveToOfflineConnectingState

public void moveToOfflineConnectingState()

Specified by:

moveToOfflineConnectingState in interface StateContext

moveToOfflineWaitingState

public void moveToOfflineWaitingState()

Specified by:

moveToOfflineWaitingState in interface StateContext

moveToLoggedOnToGatewayState

public void moveToLoggedOnToGatewayState()

Specified by:

moveToLoggedOnToGatewayState in interface StateContext

moveToLoggedOnToVenueState

public void moveToLoggedOnToVenueState()

Specified by:

moveToLoggedOnToVenueState in interface StateContext

moveToDisconnectingFromGatewayState

public void moveToDisconnectingFromGatewayState()

Specified by:

moveToDisconnectingFromGatewayState in interface StateContext

moveToDisconnectingFromVenueState

public void moveToDisconnectingFromVenueState()

Specified by:

moveToDisconnectingFromVenueState in interface StateContext

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

getCurrentTimeMs

public long getCurrentTimeMs()

Specified by:

getCurrentTimeMs in interface StateContext

sendHeartbeatMessage

public void sendHeartbeatMessage()

Specified by:

sendHeartbeatMessage in interface StateContext

sendTestRequestMessage

public void sendTestRequestMessage(java.lang.String testReqID)

Specified by:

sendTestRequestMessage in interface StateContext

sendTestRequestResponseMessage

public void sendTestRequestResponseMessage(java.lang.String testReqID)

Specified by:

sendTestRequestResponseMessage in interface StateContext

notifyClientMarketFactoryLogOn

public void notifyClientMarketFactoryLogOn()

Specified by:

notifyClientMarketFactoryLogOn in interface StateContext

notifyClientMarketFactoryLogOff

public void notifyClientMarketFactoryLogOff()

Specified by:

notifyClientMarketFactoryLogOff in interface StateContext

notifyClientVenueLogon

public void notifyClientVenueLogon()

Specified by:

notifyClientVenueLogon in interface StateContext

notifyClientVenueLogoff

public void notifyClientVenueLogoff()

Specified by:

notifyClientVenueLogoff in interface StateContext

notifyClientReplayRequest

public void notifyClientReplayRequest(long initialSeqNum,
                                      long targetSeqNum)

Specified by:

notifyClientReplayRequest in interface StateContext

notifyClientLogoffRequest

public void notifyClientLogoffRequest()

Specified by:

notifyClientLogoffRequest in interface StateContext

sendLogonMessage

public void sendLogonMessage()

Specified by:

sendLogonMessage in interface StateContext

sendUserRequestMessage

public void sendUserRequestMessage(com.marketfactory.protocol.sbe4.UserRequestType userRequestType,
                                   java.lang.String reason)

Specified by:

sendUserRequestMessage in interface StateContext

sendLogoutMessage

public void sendLogoutMessage(java.lang.String reason)

Specified by:

sendLogoutMessage in interface StateContext

sendLogoutResponseMessage

public void sendLogoutResponseMessage()

Specified by:

sendLogoutResponseMessage in interface StateContext

getLastSentTimestamp

public long getLastSentTimestamp()

Specified by:

getLastSentTimestamp in interface StateContext

getLastReceivedTimestamp

public long getLastReceivedTimestamp()

Specified by:

getLastReceivedTimestamp in interface StateContext

onTimer

public void onTimer(long currentTimeMillis)

Description copied from interface: EventHandler

Called periodically to generate a stream of events that can be used to send heartbeats, detect dead connections, etc.

Specified by:

onTimer in interface EventHandler

Parameters:

currentTimeMillis - current time in epoch milliseconds

onReadable

public void onReadable()

Description copied from interface: EventHandler

Called when a connection has data to read

Specified by:

onReadable in interface EventHandler

onWritable

public void onWritable()

Description copied from interface: EventHandler

Called when a connection can be written to. Only used if there was a partial write to the connection and there are bytes remaining to write.

Specified by:

onWritable in interface EventHandler

onLogonResponse

public void onLogonResponse(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                            com.marketfactory.protocol.sbe4.LogonResponseDecoder logonResponse)

Specified by:

onLogonResponse in interface MessageHandler

onLogout

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

Specified by:

onLogout in interface MessageHandler

onLogoutResponse

public void onLogoutResponse(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                             com.marketfactory.protocol.sbe4.LogoutResponseDecoder logoutResponse)

Specified by:

onLogoutResponse in interface MessageHandler

onSequenceResetGapFill

public void onSequenceResetGapFill(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                                   com.marketfactory.protocol.sbe4.SequenceResetGapFillDecoder sequenceResetGapFill)

Specified by:

onSequenceResetGapFill in interface MessageHandler

onHeartbeat

public void onHeartbeat(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                        com.marketfactory.protocol.sbe4.HeartbeatDecoder heartbeat)

Specified by:

onHeartbeat in interface MessageHandler

onTestRequest

public void onTestRequest(com.marketfactory.protocol.sbe4.MessageHeaderDecoder messageHeader,
                          com.marketfactory.protocol.sbe4.TestRequestDecoder testRequest)

Specified by:

onTestRequest in interface MessageHandler

onUserNotification

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

Specified by:

onUserNotification in interface MessageHandler

onMassQuote

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

Specified by:

onMassQuote in interface MessageHandler

onErrorReport

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

Specified by:

onErrorReport in interface MessageHandler

onQuoteResponse

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

Specified by:

onQuoteResponse in interface MessageHandler

onOrderCancelReject

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

Specified by:

onOrderCancelReject in interface MessageHandler

onOrderTimeout

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

Specified by:

onOrderTimeout in interface MessageHandler

onExecutionReport

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

Specified by:

onExecutionReport in interface MessageHandler

onExecutionAck

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

Specified by:

onExecutionAck in interface MessageHandler

onQuote

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

Specified by:

onQuote in interface MessageHandler

onSecurityStatus

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

Specified by:

onSecurityStatus in interface MessageHandler

onMarketDataRequestReject

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

Specified by:

onMarketDataRequestReject in interface MessageHandler

onMarketDataIncrementalRefresh

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

Specified by:

onMarketDataIncrementalRefresh in interface MessageHandler

onQuoteRequest

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

Specified by:

onQuoteRequest in interface MessageHandler

onNewOrderMultileg

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

Specified by:

onNewOrderMultileg in interface MessageHandler

onQuoteCancel

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

Specified by:

onQuoteCancel in interface MessageHandler

onEndMarker

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

Specified by:

onEndMarker in interface MessageHandler

onReject

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

Specified by:

onReject in interface MessageHandler

onBusinessMessageReject

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

The handling of the BusinessMessageReject is slightly different to other business-level messages. There is 1 use of this message to reject a venue log-off request that means all BusinessMessageReject messages have to be sent to BOTH the current state AND to the client (via the CallbackHandler).

Specified by:

onBusinessMessageReject in interface MessageHandler

onReplayedMessage

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

Specified by:

onReplayedMessage in interface MessageHandler

onApplicationMessageReport

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

Specified by:

onApplicationMessageReport in interface MessageHandler