MFClient Class Reference

An API client, which processes a single network connection. More...

Inheritance diagram for MFClient:

Public Member Functions
	MFClient (string _username, string _password, string _hostname1, int _port1)
	Create a new client object. More...
	MFClient (string _username, string _password, string _hostname1, int _port1, string _hostname2, int _port2)
	Create a new client object (with failover). More...
APIResult	cancelAll (int feedID, string cxlID)
	Cancel all the orders on a feed. More...
APIResult	cancelAll (string cxlID)
	Cancel all the orders, on all _feeds. More...
APIResult	cancelOrder (string cxlID, string clOrdID)
	Cancel a previously placed order by client order id ('clOrdID'). More...
APIResult	cancelOrder (string cxlID, long orderID)
	Cancel a previously placed order by internal 'orderID'. More...
APIResult	close ()
	Close the connection. More...
APIResult	connect ()
	Connect to the first available server with user credentials. More...
APIFeed	getFeedByID (int id)
	After a successful connection is established, you may access the server's list of _feeds, markets. More...
APIFeed	getFeedByName (string name)
	After a successful connection is established, you may access the server's list of _feeds, markets. More...
APIFeed []	getFeeds ()
	After a successful connection is established, you may access the server's list of _feeds, markets. More...
string	getHostname ()
	Returns the primary/secondary server hostname (whichever one is being used). More...
Queue< PingTime >	getLastPingTimes ()
APIMarket	getMarketByID (APIFeed feed, int marketID)
	After a successful connection is established, you may access the server's list of _feeds, markets. More...
APIMarket	getMarketByName (APIFeed feed, string name)
	After a successful connection is established, you may access the server's list of _feeds, markets. More...
int	getPort ()
	Returns the primary/secondary server port (whichever one is being used). More...
int	getSequenceID (int feedID)
	Get the last received sequenceID after successful subscription. More...
string	getSignature ()
	Get protocol api signature. More...
bool	isConnected ()
	Return true if the _channel is _connected. More...
bool	isRunning ()
	Returns true if the client is currently dispatching events (i.e., you called run()). More...
bool	isStopRequested ()
APIResult	join ()
	Block until the client has exited the dispatch loop. More...
void	log (string message)
	Logs a debug message into the Whisperer server _log file. More...
void	log (string message, LogLevel level)
KeyValuePair< APIResult, long >	modifyOrder (string clOrdID, string clNewID, MFFloat amount, MFFloat price)
	Submit modification to an existing order. More...
APIResult	processEvents (MFHandler _handler)
	Process all pending events in the reactor, and return as soon as reads/writes have been flushed. More...
KeyValuePair< APIResult, int >	registerMarketComb (int feedID, int[] marketIds)
	Register for a given list of markets on a given feed. More...
APIResult	replay (int feedID, int fromSequenceID, int toSequenceID)
	Request replay of order flow events in the range [fromSequenceID, toSequenceID=-1]. More...
APIResult	requestSnapshot (int feedID, int marketID)
	Request a market data snapshot for the feed and market ID. More...
virtual APIResult	run (MFHandler _handler)
	Run a loop that will continuously dispatch incoming messages to a _handler implementation. More...
void	setDebug (bool debug)
void	setStickySubscriptions (bool sticky)
	Enable/Disable sticky subscriptions. More...
void	setStickySubscriptions (bool sticky, bool clearSubscriptionsOnStop)
void	setUseHeartbeat (bool use)
APIResult	stop ()
	Request to stop the event dispatch loop, does not disconnect the client from the server. More...
KeyValuePair< APIResult, long >	submitOrder (string clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, OrderType ordType, TimeInForce tif)
	Submit an order. More...
KeyValuePair< APIResult, long >	submitOrder (string clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, MFFloat stopPrice, MFFloat maxShowAmt, OrderType ordType, TimeInForce tif)
	Submit an order without minAmount (kept for backward compatibility). More...
KeyValuePair< APIResult, long >	submitOrder (string clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, MFFloat stopPrice, MFFloat maxShowAmt, MFFloat minFillAmt, OrderType ordType, TimeInForce tif, List< KeyValuePair< string, string >> parameters)
KeyValuePair< APIResult, long >	submitOrder (string clOrdID, int feedID, int marketID, Side side, MFFloat amount, MFFloat price, MFFloat stopPrice, MFFloat maxShowAmt, MFFloat minFillAmt, OrderType ordType, TimeInForce tif, OrderParameters parameters=null)
	Submits the order. Use an OrderParametersBuilder to construct a reusable OrderParameters object. Offers better performance if the you want to reuse the same order parameters for multiple submitOrder calls. More...
APIResult	subscribeAllMD ()
	Subscribe to all the market data feeds. More...
APIResult	subscribeMD (int feedID, int marketID, String clSubID)
	Subscribe to market data updates for a specific feed. More...
APIResult	subscribeMD (int feedID, int marketID)
	Subscribe to market data updates for a specific feed. More...
APIResult	subscribeOF (int feedID, String clSubID)
	Subscribe to trading for a specific feed. More...
APIResult	subscribeOF (int feedID)
	Subscribe to trading for a specific feed. More...
void	test (APITest test)
	Internal testing function. More...
APIResult	unregisterMarketComb (int batchDefID)
	Unregister for a given list of markets on a given feed using id. More...
APIResult	unsubscribeAll ()
	Unsubscribe all market data and trading subscriptions. More...
APIResult	unsubscribeMD (int feedID, int marketID, String clSubID)
	Unsubscribe to market data updates for a specific feed. More...
APIResult	unsubscribeMD (int feedID, int marketID)
	Unsubscribe to market data updates for a specific feed. More...
APIResult	unsubscribeOF (int feedID, String clSubID)
	Unsubscribe to trading for a specific feed. More...
APIResult	unsubscribeOF (int feedID)
	Unsubscribe to trading for a specific feed. More...

Static Public Member Functions
static MFClient	open (string user, string pass, string host, int port)
	A convenience method which creates a new client object, attempts to connect to Whisperer, and cleans up and throws an exception if we could not connect. More...
static MFClient	open (string user, string pass, string _hostname1, int _port1, string _hostname2, int _port2)
	A convenience method which creates a new client object, attempts to connect to Whisperer, and cleans up and throws an exception if we could not connect. More...

Protected Member Functions
virtual APIResult	connectOne (String host, int port)
APIResult	send (IMessage msg)

Protected Attributes
string	_hostname1
string	_hostname2
Logger	_log = Logger.getLogger("com.marketfactory.api")
string	_password
int	_port1
int	_port2
string	_username

Detailed Description

An API client, which processes a single network connection.

There may be more than one client instance, one for each network connection. A client dispatches callbacks on a _handler interface which the client implements.

See also

MFHandler.

NOTE: Converted from MFClient.java.

Constructor & Destructor Documentation

MFClient() [1/2]

MFClient	(	string	_username,
		string	_password,
		string	_hostname1,
		int	_port1
	)

Create a new client object.

A new client still needs to be connected (see connect()).

MFClient() [2/2]

MFClient	(	string	_username,
		string	_password,
		string	_hostname1,
		int	_port1,
		string	_hostname2,
		int	_port2
	)

Create a new client object (with failover).

A new client still needs to be connected (see connect()).

Member Function Documentation

setUseHeartbeat()

void setUseHeartbeat

(

bool

use

)

setDebug()

void setDebug

(

bool

debug

)

setStickySubscriptions() [1/2]

void setStickySubscriptions

(

bool

sticky

)

Enable/Disable sticky subscriptions.

Set clearSubscriptionsOnStop=false if subscriptions should persist on disconnect/stop/start.

setStickySubscriptions() [2/2]

void setStickySubscriptions	(	bool	sticky,
		bool	clearSubscriptionsOnStop
	)

isConnected()

bool isConnected

(

)

Return true if the _channel is _connected.

connect()

APIResult connect

(

)

Connect to the first available server with user credentials.

Returns 0 if the connection attempt succeeded; returns a negative number if on failure.

Note: this should not be invoked by _handler.

connectOne()

virtual APIResult connectOne ( String  host, int  port  )

protectedvirtual

Reimplemented in MFAdmin.

close()

APIResult close

(

)

Close the connection.

(This can only be called this when you're not dispatching.)

Note: this should not be invoked by _handler.

isRunning()

bool isRunning

(

)

Returns true if the client is currently dispatching events (i.e., you called run()).

stop()

APIResult stop

(

)

Request to stop the event dispatch loop, does not disconnect the client from the server.

isStopRequested()

bool isStopRequested

(

)

join()

APIResult join

(

)

Block until the client has exited the dispatch loop.

Note: this should not be invoked by _handler.

run()

virtual APIResult run ( MFHandler  _handler )

virtual

Run a loop that will continuously dispatch incoming messages to a _handler implementation.

This method returns some time after a request to stop is made using stop(), or if an error occurs (e.g. the connection is broken). A zero return value indicates a normal exit via a stop request.

If the connection is broken and the client succesfully fails over to a secondary server, this dispatcher does not return; onDisconnect() and onConnect() are invoked to let the handler know that this occurred. If the reconnection attempt is not successful, the dispatcher will return an error code.

Every call to run() must be preceded by a successful connect() – this call is made for you, but only once, when a client is obtained via open().

Note: this should not be invoked by _handler.

Reimplemented in MFAdmin.

processEvents()

APIResult processEvents

(

MFHandler

_handler

)

Process all pending events in the reactor, and return as soon as reads/writes have been flushed.

This can be used to integrate our API within a GUI toolkit's event processing loop without having to create a secondary thread.

send()

APIResult send ( IMessage  msg )

protected

getSignature()

string getSignature

(

)

Get protocol api signature.

getSequenceID()

int getSequenceID

(

int

feedID

)

Get the last received sequenceID after successful subscription.

Returns -2 if not subscribed. Returns -1 if there are no OF messages for the client on the feed.

getFeeds()

APIFeed [] getFeeds

(

)

After a successful connection is established, you may access the server's list of _feeds, markets.

If you have not yet _connected to the server this will return empty.

getFeedByName()

APIFeed getFeedByName

(

string

name

)

After a successful connection is established, you may access the server's list of _feeds, markets.

This method will return a pointer to the feed of a given name if it exists and NULL if it does not. (this class maintains ownership to the object so do not delete it).

Returns

a pointer to the Feed of the given name or NULL if it does not exist.

getFeedByID()

APIFeed getFeedByID

(

int

id

)

After a successful connection is established, you may access the server's list of _feeds, markets.

This method will return a pointer to the feed of a given id if it exists and NULL if it does not. (this class maintains ownership to the object so do not delete it).

Returns

a pointer to the Feed of the given id or NULL if it does not exist.

getMarketByName()

APIMarket getMarketByName	(	APIFeed	feed,
		string	name
	)

After a successful connection is established, you may access the server's list of _feeds, markets.

This method will return a pointer to the market with a given name within the specified feed if such market exists or NULL if there is no market with the same name.

Returns

a pointer to the Market with the given name within the given feed or NULL if it does not exist.

getMarketByID()

APIMarket getMarketByID	(	APIFeed	feed,
		int	marketID
	)

After a successful connection is established, you may access the server's list of _feeds, markets.

This method will return a pointer to the market with a given id within the specified feed if such market exists or NULL if there is no market with the same id.

Returns

a pointer to the Market with the given market id within the given feed or NULL if it does not exist.

getHostname()

string getHostname

(

)

Returns the primary/secondary server hostname (whichever one is being used).

Does not indicate whether a connection is in progress or successfully established.

getPort()

int getPort

(

)

Returns the primary/secondary server port (whichever one is being used).

Does not indicate whether a connection is in progress or successfully established.

getLastPingTimes()

Queue<PingTime> getLastPingTimes

(

)

replay()

APIResult replay	(	int	feedID,
		int	fromSequenceID,
		int	toSequenceID
	)

Request replay of order flow events in the range [fromSequenceID, toSequenceID=-1].

Only open-ended requests are accepted by the server.

Returns

0 if the replay request has been sent, -1 on error.

subscribeMD() [1/2]

APIResult subscribeMD	(	int	feedID,
		int	marketID,
		String	clSubID
	)

Subscribe to market data updates for a specific feed.

onSubscriptionEvent() will be called to notify that the flow of updates is ready. If the subscription is valid, onMarketData() will be called later on. The client subscription ID allows one-to-one message matching.

Returns

APIResult.OK if the subscription request has been sent, APIResult.SOCKERR_WRITING on error.

subscribeMD() [2/2]

APIResult subscribeMD	(	int	feedID,
		int	marketID
	)

Subscribe to market data updates for a specific feed.

onSubscriptionEvent() will be called to notify that the flow of updates is ready. If the subscription is valid, onMarketData() will be called later on.

Returns

APIResult.OK if the subscription request has been sent, APIResult.SOCKERR_WRITING on error.

subscribeOF() [1/2]

APIResult subscribeOF	(	int	feedID,
		String	clSubID
	)

Subscribe to trading for a specific feed.

onSubscriptionEvent() will be called to notify that the order gateway is ready. If the subscription is valid, it will be possible to submit and cancel orders and receive trading events.

Returns

APIResult.OK if the subscription request has been sent, APIResult.SOCKERR_WRITING on error.

subscribeOF() [2/2]

APIResult subscribeOF

(

int

feedID

)

Subscribe to trading for a specific feed.

onSubscriptionEvent() will be called to notify that the order gateway is ready. If the subscription is valid, it will be possible to submit and cancel orders and receive trading events.

Returns

APIResult.OK if the subscription request has been sent, APIResult.SOCKERR_WRITING on error.

subscribeAllMD()

APIResult subscribeAllMD

(

)

Subscribe to all the market data feeds.

This is intended as a test utility; ideally you control which feeds and markets you connect to.

Returns

APIResult.OK if the subscription request has been sent, APIResult.SOCKERR_WRITING on error.

unsubscribeMD() [1/2]

APIResult unsubscribeMD	(	int	feedID,
		int	marketID,
		String	clSubID
	)

Unsubscribe to market data updates for a specific feed.

Returns

APIResult.OK if the unsubscription request has been sent, APIResult.SOCKERR_WRITING on error.

unsubscribeMD() [2/2]

APIResult unsubscribeMD	(	int	feedID,
		int	marketID
	)

Unsubscribe to market data updates for a specific feed.

Returns

APIResult.OK if the unsubscription request has been sent, APIResult.SOCKERR_WRITING on error.

unsubscribeOF() [1/2]

APIResult unsubscribeOF	(	int	feedID,
		String	clSubID
	)

Unsubscribe to trading for a specific feed.

Returns

APIResult.OK if the unsubscription request has been sent, APIResult.SOCKERR_WRITING on error.

unsubscribeOF() [2/2]

APIResult unsubscribeOF

(

int

feedID

)

Unsubscribe to trading for a specific feed.

Returns

APIResult.OK if the unsubscription request has been sent, APIResult.SOCKERR_WRITING on error.

unsubscribeAll()

APIResult unsubscribeAll

(

)

Unsubscribe all market data and trading subscriptions.

Call this if you want to stop receiving callbacks but don't want to disconnect.

Returns

APIResult.OK if the unsubscription request has been sent, APIResult.SOCKERR_WRITING on error.

registerMarketComb()

KeyValuePair<APIResult,int> registerMarketComb	(	int	feedID,
		int []	marketIds
	)

Register for a given list of markets on a given feed.

Returns

KeyValuePair The first member is APIResult.OK if the comb has been registered. The second member is a unique id to identify the market combination.

unregisterMarketComb()

APIResult unregisterMarketComb

(

int

batchDefID

)

Unregister for a given list of markets on a given feed using id.

Returns

APIResult.OK if the unregistration request has been sent.

requestSnapshot()

APIResult requestSnapshot	(	int	feedID,
		int	marketID
	)

Request a market data snapshot for the feed and market ID.

(Note that after connecting you should get a snapshot automatically, so this should be used rarely.)

Returns

0 if the snapshot request has been sent, -1 on error.

submitOrder() [1/4]

KeyValuePair<APIResult,long> submitOrder	(	string	clOrdID,
		int	feedID,
		int	marketID,
		Side	side,
		MFFloat	amount,
		MFFloat	price,
		OrderType	ordType,
		TimeInForce	tif
	)

Submit an order.

Returns

-1 if the order could not be placed because it is redundant.

submitOrder() [2/4]

KeyValuePair<APIResult,long> submitOrder	(	string	clOrdID,
		int	feedID,
		int	marketID,
		Side	side,
		MFFloat	amount,
		MFFloat	price,
		MFFloat	stopPrice,
		MFFloat	maxShowAmt,
		OrderType	ordType,
		TimeInForce	tif
	)

Submit an order without minAmount (kept for backward compatibility).

Returns

-1 if the order could not be placed because it is redundant.

submitOrder() [3/4]

KeyValuePair<APIResult,long> submitOrder	(	string	clOrdID,
		int	feedID,
		int	marketID,
		Side	side,
		MFFloat	amount,
		MFFloat	price,
		MFFloat	stopPrice,
		MFFloat	maxShowAmt,
		MFFloat	minFillAmt,
		OrderType	ordType,
		TimeInForce	tif,
		List< KeyValuePair< string, string >>	parameters
	)

submitOrder() [4/4]

KeyValuePair<APIResult, long> submitOrder	(	string	clOrdID,
		int	feedID,
		int	marketID,
		Side	side,
		MFFloat	amount,
		MFFloat	price,
		MFFloat	stopPrice,
		MFFloat	maxShowAmt,
		MFFloat	minFillAmt,
		OrderType	ordType,
		TimeInForce	tif,
		OrderParameters	parameters = null
	)

Submits the order. Use an OrderParametersBuilder to construct a reusable OrderParameters object. Offers better performance if the you want to reuse the same order parameters for multiple submitOrder calls.

Returns

APIResult describing the success or failure; and the orderid or 0 if the action failed.

Parameters

clOrdID	client order identifier.
feedID	Feed identifier.
marketID	market identifier.
side	side
amount	amount
price	price
stopPrice	stop price
maxShowAmt	max show amount
minFillAmt	minimum fill amount
ordType	order type
tif	time in force
parameters	optional OrderParameters

modifyOrder()

KeyValuePair<APIResult,long> modifyOrder	(	string	clOrdID,
		string	clNewID,
		MFFloat	amount,
		MFFloat	price
	)

Submit modification to an existing order.

Returns

Pair The first member is APIResult.OK if the order has been sent. The second member is the orderID.

cancelOrder() [1/2]

APIResult cancelOrder	(	string	cxlID,
		string	clOrdID
	)

Cancel a previously placed order by client order id ('clOrdID').

Return false if the order cannot be found locally, i.e., if the 'clOrdID' does not correspond to any previously placed order on this client interface.

cancelOrder() [2/2]

APIResult cancelOrder	(	string	cxlID,
		long	orderID
	)

Cancel a previously placed order by internal 'orderID'.

Return false if the internal 'orderID' could not be provided.

cancelAll() [1/2]

APIResult cancelAll	(	int	feedID,
		string	cxlID
	)

Cancel all the orders on a feed.

cancelAll() [2/2]

APIResult cancelAll

(

string

cxlID

)

Cancel all the orders, on all _feeds.

log() [1/2]

void log

(

string

message

)

Logs a debug message into the Whisperer server _log file.

(We use this for inserting markers for automated testing and debugging.)

log() [2/2]

void log	(	string	message,
		LogLevel	level
	)

test()

void test

(

APITest

test

)

Internal testing function.

Do not use this.

open() [1/2]

static MFClient open ( string  user, string  pass, string  host, int  port  )

static

A convenience method which creates a new client object, attempts to connect to Whisperer, and cleans up and throws an exception if we could not connect.

Otherwise the new client object is returned;

open() [2/2]

static MFClient open ( string  user, string  pass, string  _hostname1, int  _port1, string  _hostname2, int  _port2  )

static

A convenience method which creates a new client object, attempts to connect to Whisperer, and cleans up and throws an exception if we could not connect.

Otherwise the new client object is returned;

Member Data Documentation

_username

string _username

protected

_password

string _password

protected

_hostname1

string _hostname1

protected

_port1

int _port1

protected

_hostname2

string _hostname2

protected

_port2

int _port2

protected

_log

Logger _log = Logger.getLogger("com.marketfactory.api")

protected