ch.algotrader.adapter.fix.fix42

Class AbstractFix42MarketDataMessageHandler

java.lang.Object

ch.algotrader.adapter.fix.fix42.AbstractFix42MessageHandler

ch.algotrader.adapter.fix.fix42.AbstractFix42MarketDataMessageHandler

All Implemented Interfaces:

AdapterOrderBookHandler

Direct Known Subclasses:

TTFixMarketDataMessageHandler

public abstract class AbstractFix42MarketDataMessageHandler
extends AbstractFix42MessageHandler
implements AdapterOrderBookHandler

Base Fix/4.2 market data message handler. Needs to be overwritten by specific broker interfaces.

Field Summary

Fields

Modifier and Type	Field and Description
protected AdapterOrderBook	adapterOrderBook
protected AdapterType	adapterType
protected Engine	serverEngine

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	AbstractFix42MarketDataMessageHandler(AdapterType adapterType, Engine serverEngine)

Method Summary

Modifier and Type	Method and Description
AdapterOrderBook	getAdapterOrderBook()
AdapterType	getAdapterType()
void	onMessage(MarketDataRequestReject requestReject, SessionID sessionID)
protected void	processFullRefresh(java.time.Instant timestamp, AdapterType adapterType, MarketDataSnapshotFullRefresh marketData, java.lang.String tickerId, java.util.Optional<java.lang.Double> contractMultiplier)
protected void	processIncrementalRefresh(java.time.Instant timestamp, AdapterType adapterType, MarketDataIncrementalRefresh marketData, java.lang.String tickerId, java.util.Optional<java.lang.Double> contractMultiplier) This method currently doesn't support Level 2 orderbook, should be used with top of the book only!

Methods inherited from class java.lang.Object

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

Field Detail

adapterType

protected final AdapterType adapterType

adapterOrderBook

protected final AdapterOrderBook adapterOrderBook

serverEngine

protected final Engine serverEngine

Constructor Detail

AbstractFix42MarketDataMessageHandler

protected AbstractFix42MarketDataMessageHandler(AdapterType adapterType,
                                                Engine serverEngine)

Method Detail

onMessage

public void onMessage(MarketDataRequestReject requestReject,
                      SessionID sessionID)
               throws FieldNotFound

Overrides:

onMessage in class AbstractFix42MessageHandler

Throws:

FieldNotFound

processFullRefresh

protected void processFullRefresh(java.time.Instant timestamp,
                                  AdapterType adapterType,
                                  MarketDataSnapshotFullRefresh marketData,
                                  java.lang.String tickerId,
                                  java.util.Optional<java.lang.Double> contractMultiplier)
                           throws FieldNotFound

Throws:

FieldNotFound

processIncrementalRefresh

protected void processIncrementalRefresh(java.time.Instant timestamp,
                                         AdapterType adapterType,
                                         MarketDataIncrementalRefresh marketData,
                                         java.lang.String tickerId,
                                         java.util.Optional<java.lang.Double> contractMultiplier)
                                  throws FieldNotFound

This method currently doesn't support Level 2 orderbook, should be used with top of the book only!

Throws:

FieldNotFound

getAdapterOrderBook

public AdapterOrderBook getAdapterOrderBook()

Specified by:

getAdapterOrderBook in interface AdapterOrderBookHandler

getAdapterType

public final AdapterType getAdapterType()

Specified by:

getAdapterType in interface AdapterOrderBookHandler