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An Internal Drop Copy Feed provides a sequenced copy of trades done within the Whisperer system. Each Drop Copy Feed feed may be configured to include all trades possibly filtering by user , feed, market, or a combination of all threeand/or feed. This configuration is done server-side, and the user is requested to contact MarketFactory support for this, depending on the former's requirements.
Subscription is necessary in a similar fashion to the ECN Drop Copy Feeds.Main Thread MFHandler MFClient
.submitOrder()
APIResult::OK
.onOrderReceived()
.onOrderSubmitted()
.onTradeCapture()
.onOrderDone()
Figure 8.12. – Complete IOC fill using Order Feed subscription.
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MFClient#subscribeOF(dropCopyFeedId) |
While subscribed you will recieve a DropCopy message for each trade done by the configured user and/or feed via the MFClient#onDropCopy callback.
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<DropCopy ( sequenceID=5 customerClientID="TEST" customerAccountID="demo-001" userName="demo-001" onBehalfOfCompID="" onBehalfOfSubID="" clOrdID="1689622175747" exOrdID="Z006TI1PAP" exPendingID="" exTradeID="1689622175747" modelID="{ "MsgType": "TradeCaptureMessage", "BaseCurrAmt": "1000000.00000", "CounterCurrAmt": "138637000.00000", "SettlCurrAmt": "0.00000" }" timeExchange=1689622176142000000 timeHandler=1689622176177838460 timeApiServer=1689641042268547336 timeApiClient=1689641042334000000 feedID=9 origFeedID=11 marketID=1 side=OFR price=138.637000000 origPrice=0.000000000 baseCurrAmt=1000000.000000000 baseCurrency="USD" counterCurrAmt=138637000.000000000 counterCurrency="JPY" settlCurrAmt=0.000000000 settlCurrency="USD" isTaker=true matchStatus=DONE counterPartyID="BARX" tradeDate=1689552000000000000 settlDate=1689724800000000000 ) |
You will only receive DropCopy messages from the moment you successfully subscribe. You can use the MFClient#replay(feedId, startSequenceID, endSequenceID) to replay earlier/missed DropCopy messages.