ch.algotrader.adapter.bmx

Class BMXOrderMessageHandler

java.lang.Object

ch.algotrader.adapter.bmx.BMXOrderMessageHandler

All Implemented Interfaces:

HttpMessageHandler<BMXSymbolBoundData>

public class BMXOrderMessageHandler
extends java.lang.Object
implements HttpMessageHandler<BMXSymbolBoundData>

Constructor Summary

Constructors

Constructor and Description
BMXOrderMessageHandler(OrderTracker orderTracker, OrderExecutionService orderExecutionService, AutoIncrementIdGenerator bmxOrderStatusSequenceGenerator)

Method Summary

Modifier and Type	Method and Description
Status	getStatus(java.lang.String bmxStatus)
void	onMessage(java.lang.String tickerId, java.lang.String messageType, BMXSymbolBoundData message)
void	setFee(BMXExecutionVO bmxExecution, Fill fill) Positive incoming fee means fee paid.

Methods inherited from class java.lang.Object

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

Constructor Detail

BMXOrderMessageHandler

public BMXOrderMessageHandler(OrderTracker orderTracker,
                              OrderExecutionService orderExecutionService,
                              AutoIncrementIdGenerator bmxOrderStatusSequenceGenerator)

Method Detail

onMessage

public void onMessage(java.lang.String tickerId,
                      java.lang.String messageType,
                      BMXSymbolBoundData message)

Specified by:

onMessage in interface HttpMessageHandler<BMXSymbolBoundData>

setFee

public void setFee(BMXExecutionVO bmxExecution,
                   Fill fill)

Positive incoming fee means fee paid. Negative incoming fee means fee received (market maker rebate). This is already in line with AT way of handling fees - no sign conversion needed. Fee is sent in two forms:

• as commission = percentage fee, should be applied to the total order value, in other words, total fee to be paid/received = execCommission x qty x price
• as execComm = already calculated actual commission that was applied to the Order by BMX. This needs to be scaled down by multiplying by 0.00000001

Parameters:

bmxExecution - execution status

fill - fill

See Also:

https://www.bitmex.com/app/fees

getStatus

public Status getStatus(java.lang.String bmxStatus)