com.marketfactory.messaging

Class TradeCapture

java.lang.Object

com.marketfactory.messaging.TradeCapture

All Implemented Interfaces:

IMessage, java.io.Serializable, java.lang.Comparable<TradeCapture>

public final class TradeCapture
extends java.lang.Object
implements IMessage, java.lang.Comparable<TradeCapture>, java.io.Serializable

Trading Event: A trade match for an existing order.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
MFFloat	amount A currency amount/size, in MFFloat format.
java.lang.String	clOrdID Client-provided order ID.
java.lang.String	counterPartyID Exchange-provided info that identifies this capture.
java.lang.String	exOrdID An exchange-assigned order ID.
java.lang.String	exPendingID A unique ID for a pending trade execution (has yet to be confirmed).
java.lang.String	exTradeID A unique for a completed trade.
int	feedID A unique identifier for the feed.
boolean	isTaker This field lets you know whether the other side was an aggressor.
int	marketID A market ID, which identifies a unique financial instrument.
MatchStatus	matchStatus The status of this capture: pending, confirmed, or done.
java.lang.String	modelID Passed back if supplied in submitOrder (used for risk management).
long	orderID Internal order ID.
int	origFeedID The original feedID if this message comes from MarketFactory drop copy feed.
MFFloat	price A currency price, in MFFloat format.
int	sequenceID User sequence id.
long	settlDate Exchange-provided info that identifies this capture.
Side	side The side of the original order.
long	timeApiClient Timestamp at the client API (taken on the client host).
long	timeApiServer Timestamp in the client handler within Whisperer.
long	timeExchange Timestamp provided by the exchange.
long	timeHandler Timestamp exiting the feed handler within Whisperer.
long	tradeDate Exchange-provided info that identifies this capture.

Constructor Summary

Constructors

Modifier	Constructor and Description
	TradeCapture()
	TradeCapture(int sequenceID, long orderID, java.lang.String clOrdID, java.lang.String exOrdID, java.lang.String exPendingID, java.lang.String exTradeID, java.lang.String modelID, long timeExchange, long timeHandler, long timeApiServer, long timeApiClient, int feedID, int origFeedID, int marketID, Side side, MFFloat amount, MFFloat price, boolean isTaker, MatchStatus matchStatus, java.lang.String counterPartyID, long tradeDate, long settlDate)
protected	TradeCapture(ProtoByteBuffer buffer)

Method Summary

Modifier and Type	Method and Description
int	compareTo(TradeCapture rhs)
void	deserialize(ProtoByteBuffer buffer)
protected void	dump(TextWriter wr)
boolean	equals(java.lang.Object rhs)
int	getMsgType()
int	hashCode()
void	serialize(ProtoByteBuffer buffer)
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Field Detail

sequenceID

public int sequenceID

User sequence id.

orderID

public long orderID

Internal order ID.

clOrdID

public java.lang.String clOrdID

Client-provided order ID.

exOrdID

public java.lang.String exOrdID

An exchange-assigned order ID.

exPendingID

public java.lang.String exPendingID

A unique ID for a pending trade execution (has yet to be confirmed). Only provided on some distributed exchanges.

exTradeID

public java.lang.String exTradeID

A unique for a completed trade.

modelID

public java.lang.String modelID

Passed back if supplied in submitOrder (used for risk management).

timeExchange

public long timeExchange

Timestamp provided by the exchange.

timeHandler

public long timeHandler

Timestamp exiting the feed handler within Whisperer.

timeApiServer

public long timeApiServer

Timestamp in the client handler within Whisperer.

timeApiClient

public long timeApiClient

Timestamp at the client API (taken on the client host).

feedID

public int feedID

A unique identifier for the feed.

origFeedID

public int origFeedID

The original feedID if this message comes from MarketFactory drop copy feed.

marketID

public int marketID

A market ID, which identifies a unique financial instrument.

side

public Side side

The side of the original order.

amount

public MFFloat amount

A currency amount/size, in MFFloat format.

price

public MFFloat price

A currency price, in MFFloat format.

isTaker

public boolean isTaker

This field lets you know whether the other side was an aggressor.

matchStatus

public MatchStatus matchStatus

The status of this capture: pending, confirmed, or done.

counterPartyID

public java.lang.String counterPartyID

Exchange-provided info that identifies this capture.

tradeDate

public long tradeDate

Exchange-provided info that identifies this capture.

settlDate

public long settlDate

Exchange-provided info that identifies this capture.

Constructor Detail

TradeCapture

public TradeCapture()

TradeCapture

protected TradeCapture(ProtoByteBuffer buffer)

TradeCapture

public TradeCapture(int sequenceID,
                    long orderID,
                    java.lang.String clOrdID,
                    java.lang.String exOrdID,
                    java.lang.String exPendingID,
                    java.lang.String exTradeID,
                    java.lang.String modelID,
                    long timeExchange,
                    long timeHandler,
                    long timeApiServer,
                    long timeApiClient,
                    int feedID,
                    int origFeedID,
                    int marketID,
                    Side side,
                    MFFloat amount,
                    MFFloat price,
                    boolean isTaker,
                    MatchStatus matchStatus,
                    java.lang.String counterPartyID,
                    long tradeDate,
                    long settlDate)

Method Detail

getMsgType

public int getMsgType()

Specified by:

getMsgType in interface IMessage

equals

public boolean equals(java.lang.Object rhs)

Overrides:

equals in class java.lang.Object

compareTo

public int compareTo(TradeCapture rhs)

Specified by:

compareTo in interface java.lang.Comparable<TradeCapture>

hashCode

public int hashCode()

Overrides:

hashCode in class java.lang.Object

deserialize

public void deserialize(ProtoByteBuffer buffer)

Specified by:

deserialize in interface IMessage

serialize

public void serialize(ProtoByteBuffer buffer)

Specified by:

serialize in interface IMessage

toString

public java.lang.String toString()

Specified by:

toString in interface IMessage

Overrides:

toString in class java.lang.Object

dump

protected void dump(TextWriter wr)