ch.algotrader.adapter.fix.fix42

Class GenericFix42OrderMessageFactory

java.lang.Object

ch.algotrader.adapter.fix.fix42.GenericFix42OrderMessageFactory

All Implemented Interfaces:

Fix42OrderMessageFactory

Direct Known Subclasses:

CNBFixOrderMessageFactory, IBFixOrderMessageFactory, SGFixOrderMessageFactory, TTFixOrderMessageFactory, UBSFixOrderMessageFactory

public class GenericFix42OrderMessageFactory
extends java.lang.Object
implements Fix42OrderMessageFactory

Generic FIX/4.2 order message factory implementation.

Constructor Summary

Constructors

Constructor and Description
GenericFix42OrderMessageFactory(Fix42SymbologyResolver symbologyResolver)

Method Summary

Modifier and Type	Method and Description
OrderCancelReplaceRequest	createModifyOrderMessage(SimpleOrder order, java.lang.String clOrdID, DataDictionary dataDictionary)
NewOrderSingle	createNewOrderMessage(SimpleOrder order, java.lang.String clOrdID, DataDictionary dataDictionary)
OrderCancelRequest	createOrderCancelMessage(SimpleOrder order, java.lang.String clOrdID)
protected TimeInForce	resolveTimeInForce(TIF tif)

Methods inherited from class java.lang.Object

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

Constructor Detail

GenericFix42OrderMessageFactory

public GenericFix42OrderMessageFactory(Fix42SymbologyResolver symbologyResolver)

Method Detail

resolveTimeInForce

protected TimeInForce resolveTimeInForce(TIF tif)

createNewOrderMessage

public NewOrderSingle createNewOrderMessage(SimpleOrder order,
                                            java.lang.String clOrdID,
                                            DataDictionary dataDictionary)

Specified by:

createNewOrderMessage in interface Fix42OrderMessageFactory

createModifyOrderMessage

public OrderCancelReplaceRequest createModifyOrderMessage(SimpleOrder order,
                                                          java.lang.String clOrdID,
                                                          DataDictionary dataDictionary)

Specified by:

createModifyOrderMessage in interface Fix42OrderMessageFactory

createOrderCancelMessage

public OrderCancelRequest createOrderCancelMessage(SimpleOrder order,
                                                   java.lang.String clOrdID)

Specified by:

createOrderCancelMessage in interface Fix42OrderMessageFactory