ch.algotrader.adapter.fix.fix44

Class AbstractFix44OrderMessageHandler

java.lang.Object

ch.algotrader.adapter.fix.fix44.AbstractFix44MessageHandler

ch.algotrader.adapter.fix.fix44.AbstractFix44OrderMessageHandler

Direct Known Subclasses:

DCFixOrderMessageHandler, FXCMFixOrderMessageHandler, GenericFix44OrderMessageHandler

public abstract class AbstractFix44OrderMessageHandler
extends AbstractFix44MessageHandler

Abstract FIX44 order message handler implementing generic functionality common to all broker specific interfaces..

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	AbstractFix44OrderMessageHandler(AdapterType adapterType, OrderExecutionService orderExecutionService, OrderLookupService orderLookupService)

Method Summary

Modifier and Type	Method and Description
protected abstract Fill	createFill(ExecutionReport executionReport, Order order)
protected abstract OrderStatus	createStatus(ExecutionReport executionReport, Order order)
protected abstract boolean	discardReport(ExecutionReport executionReport)
protected abstract java.lang.String	getDefaultBroker()
protected java.lang.String	getStatusText(ExecutionReport executionReport) This method can be overridden to provide a custom translation of status (error) codes to human readable status (error) messages.
protected abstract void	handleExternal(ExecutionReport executionReport)
protected abstract void	handleRestated(ExecutionReport executionReport, Order order)
protected abstract void	handleUnknown(ExecutionReport executionReport)
protected abstract boolean	isOrderRejected(ExecutionReport executionReport)
protected abstract boolean	isOrderReplaced(ExecutionReport executionReport)
protected abstract boolean	isOrderRestated(ExecutionReport executionReport)
void	onMessage(BusinessMessageReject reject, SessionID sessionID) if BusinessMessageReject is used to reject an order, create REJECTED order status
void	onMessage(ExecutionReport executionReport, SessionID sessionID)
void	onMessage(OrderCancelReject reject, SessionID sessionID)

Methods inherited from class java.lang.Object

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

Constructor Detail

AbstractFix44OrderMessageHandler

protected AbstractFix44OrderMessageHandler(AdapterType adapterType,
                                           OrderExecutionService orderExecutionService,
                                           OrderLookupService orderLookupService)

Method Detail

discardReport

protected abstract boolean discardReport(ExecutionReport executionReport)
                                  throws FieldNotFound

Throws:

FieldNotFound

handleExternal

protected abstract void handleExternal(ExecutionReport executionReport)
                                throws FieldNotFound

Throws:

FieldNotFound

handleUnknown

protected abstract void handleUnknown(ExecutionReport executionReport)
                               throws FieldNotFound

Throws:

FieldNotFound

handleRestated

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

Throws:

FieldNotFound

isOrderRejected

protected abstract boolean isOrderRejected(ExecutionReport executionReport)
                                    throws FieldNotFound

Throws:

FieldNotFound

isOrderReplaced

protected abstract boolean isOrderReplaced(ExecutionReport executionReport)
                                    throws FieldNotFound

Throws:

FieldNotFound

isOrderRestated

protected abstract boolean isOrderRestated(ExecutionReport executionReport)
                                    throws FieldNotFound

Throws:

FieldNotFound

createStatus

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

Throws:

FieldNotFound

createFill

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

Throws:

FieldNotFound

getDefaultBroker

protected abstract java.lang.String getDefaultBroker()

onMessage

public void onMessage(ExecutionReport executionReport,
                      SessionID sessionID)
               throws FieldNotFound

Overrides:

onMessage in class AbstractFix44MessageHandler

Throws:

FieldNotFound

onMessage

public void onMessage(BusinessMessageReject reject,
                      SessionID sessionID)
               throws FieldNotFound

if BusinessMessageReject is used to reject an order, create REJECTED order status

Overrides:

onMessage in class AbstractFix44MessageHandler

Throws:

FieldNotFound

getStatusText

protected java.lang.String getStatusText(ExecutionReport executionReport)
                                  throws FieldNotFound

This method can be overridden to provide a custom translation of status (error) codes to human readable status (error) messages.

Throws:

FieldNotFound

onMessage

public void onMessage(OrderCancelReject reject,
                      SessionID sessionID)
               throws FieldNotFound

Overrides:

onMessage in class AbstractFix44MessageHandler

Throws:

FieldNotFound