ch.algotrader.adapter.fix.fix42

Class GenericFix42OrderMessageHandler

java.lang.Object

ch.algotrader.adapter.fix.fix42.AbstractFix42MessageHandler

ch.algotrader.adapter.fix.fix42.AbstractFix42OrderMessageHandler

ch.algotrader.adapter.fix.fix42.GenericFix42OrderMessageHandler

Direct Known Subclasses:

CNBFixOrderMessageHandler, IBFixOrderMessageHandler, TTFixOrderMessageHandler

public class GenericFix42OrderMessageHandler
extends AbstractFix42OrderMessageHandler

Generic Fix42OrderMessageHandler. Needs to be overwritten by specific broker interfaces.

Field Summary

Fields inherited from class ch.algotrader.adapter.fix.fix42.AbstractFix42OrderMessageHandler

orderExecutionService, orderLookupService

Constructor Summary

Constructors

Constructor and Description
GenericFix42OrderMessageHandler(AdapterType adapterType, OrderExecutionService orderExecutionService, OrderLookupService orderLookupService)

Method Summary

Modifier and Type	Method and Description
protected ExternalFill	createFill(ExecutionReport executionReport, DropCopyAllocationVO allocation)
protected Fill	createFill(ExecutionReport executionReport, Order order)
protected OrderStatus	createStatus(ExecutionReport executionReport, Order order)
protected boolean	discardReport(ExecutionReport executionReport)
protected java.lang.String	getDefaultBroker()
protected static Status	getStatus(ExecType execType, double cumQty)
protected void	handleExternal(ExecutionReport executionReport)
protected void	handleRestated(ExecutionReport executionReport, Order order)
protected void	handleStatus(ExecutionReport executionReport)
protected void	handleUnknown(ExecutionReport executionReport)
protected boolean	isOrderRejected(ExecutionReport executionReport)
protected boolean	isOrderReplaced(ExecutionReport executionReport)
protected boolean	isOrderRestated(ExecutionReport executionReport)

Methods inherited from class ch.algotrader.adapter.fix.fix42.AbstractFix42OrderMessageHandler

onMessage, onMessage, onMessage

Methods inherited from class java.lang.Object

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

Constructor Detail

GenericFix42OrderMessageHandler

public GenericFix42OrderMessageHandler(AdapterType adapterType,
                                       OrderExecutionService orderExecutionService,
                                       OrderLookupService orderLookupService)

Method Detail

discardReport

protected boolean discardReport(ExecutionReport executionReport)
                         throws FieldNotFound

Specified by:

discardReport in class AbstractFix42OrderMessageHandler

Throws:

FieldNotFound

handleStatus

protected void handleStatus(ExecutionReport executionReport)
                     throws FieldNotFound

Specified by:

handleStatus in class AbstractFix42OrderMessageHandler

Throws:

FieldNotFound

handleExternal

protected void handleExternal(ExecutionReport executionReport)
                       throws FieldNotFound

Specified by:

handleExternal in class AbstractFix42OrderMessageHandler

Throws:

FieldNotFound

handleUnknown

protected void handleUnknown(ExecutionReport executionReport)
                      throws FieldNotFound

Specified by:

handleUnknown in class AbstractFix42OrderMessageHandler

Throws:

FieldNotFound

handleRestated

protected void handleRestated(ExecutionReport executionReport,
                              Order order)
                       throws FieldNotFound

Specified by:

handleRestated in class AbstractFix42OrderMessageHandler

Throws:

FieldNotFound

isOrderRejected

protected boolean isOrderRejected(ExecutionReport executionReport)
                           throws FieldNotFound

Specified by:

isOrderRejected in class AbstractFix42OrderMessageHandler

Throws:

FieldNotFound

isOrderReplaced

protected boolean isOrderReplaced(ExecutionReport executionReport)
                           throws FieldNotFound

Specified by:

isOrderReplaced in class AbstractFix42OrderMessageHandler

Throws:

FieldNotFound

isOrderRestated

protected boolean isOrderRestated(ExecutionReport executionReport)
                           throws FieldNotFound

Specified by:

isOrderRestated in class AbstractFix42OrderMessageHandler

Throws:

FieldNotFound

createStatus

protected OrderStatus createStatus(ExecutionReport executionReport,
                                   Order order)
                            throws FieldNotFound

Specified by:

createStatus in class AbstractFix42OrderMessageHandler

Throws:

FieldNotFound

createFill

protected Fill createFill(ExecutionReport executionReport,
                          Order order)
                   throws FieldNotFound

Specified by:

createFill in class AbstractFix42OrderMessageHandler

Throws:

FieldNotFound

createFill

protected ExternalFill createFill(ExecutionReport executionReport,
                                  DropCopyAllocationVO allocation)
                           throws FieldNotFound

Throws:

FieldNotFound

getDefaultBroker

protected java.lang.String getDefaultBroker()

Specified by:

getDefaultBroker in class AbstractFix42OrderMessageHandler

getStatus

protected static Status getStatus(ExecType execType,
                                  double cumQty)