ch.algotrader.adapter.ubs

Class UBSFixOrderMessageFactory

java.lang.Object

ch.algotrader.adapter.fix.fix42.GenericFix42OrderMessageFactory

ch.algotrader.adapter.ubs.UBSFixOrderMessageFactory

All Implemented Interfaces:

Fix42OrderMessageFactory

public class UBSFixOrderMessageFactory
extends GenericFix42OrderMessageFactory

UBS specific FIX/4.2 order message factory.

Constructor Summary

Constructors

Constructor and Description
UBSFixOrderMessageFactory(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)

Methods inherited from class ch.algotrader.adapter.fix.fix42.GenericFix42OrderMessageFactory

createOrderCancelMessage, resolveTimeInForce

Methods inherited from class java.lang.Object

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

Constructor Detail

UBSFixOrderMessageFactory

public UBSFixOrderMessageFactory(Fix42SymbologyResolver symbologyResolver)

Method Detail

createNewOrderMessage

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

Specified by:

createNewOrderMessage in interface Fix42OrderMessageFactory

Overrides:

createNewOrderMessage in class GenericFix42OrderMessageFactory

createModifyOrderMessage

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

Specified by:

createModifyOrderMessage in interface Fix42OrderMessageFactory

Overrides:

createModifyOrderMessage in class GenericFix42OrderMessageFactory