com.epam.cmefast.impl

Class ApplicationImpl

java.lang.Object

com.epam.cmefast.impl.ApplicationImpl

All Implemented Interfaces:

Application, FastChannelReaderListener

public class ApplicationImpl
extends Object
implements Application, FastChannelReaderListener

Field Summary

Fields

Modifier and Type	Field and Description
protected ApplicationListener	applicationListener
protected Map<String,List<Instrument>>	channelInstruments
protected static String	DOUBLESUBSCRIBE
protected List<Instrument>	instruments
protected Map<String,Instrument>	instrumentsBySecDesc
protected Map<Long,Instrument>	instrumentsBySecID
static int	MAX_REVISION_DELTA
static int	MAX_UDP_MIX_DELTA

Constructor Summary

Constructors

Constructor and Description
ApplicationImpl(ApplicationParams params, ApplicationListener applicationListener)
ApplicationImpl(ApplicationParams params, ApplicationListener applicationListener, FastChannelReader reader)

Method Summary

Modifier and Type	Method and Description
MDChannel	findChannelByID(String channelID)
ChannelContext	getChannelContext(String channelID)
List<MDChannel>	getChannels()
void	onMessage(com.epam.fix.message.FIXFieldList message, String channelID, long firstSeqNumOfQueue34) Invoked when fast channel received message.
void	onMessage(String securityDesc, long securityID, com.epam.fix.message.FIXFieldList message, MDChannel channel)
void	resolveInstrumentBySecID(long securityID, SecurityDefinitionListener listener) Subscribes to instrument replay by security ID
void	resolveInstrumentBySecurityDescription(String securityDescription, SecurityDefinitionListener listener) Subscribes to instrument replay by security description
void	resolveInstrumentBySecurityGroup(String securityGroup, SecurityDefinitionListener listener) Subscribes to instrument replay by security group
void	resolveInstrumentBySymbol(String symbol, SecurityDefinitionListener listener) Subscribes to instrument replay by symbol
boolean	resolveInstrumentsByChannelID(String channelID, SecurityDefinitionListener listener) Subscribes to instrument replay by channel ID
void	riseOnRecoveryStopped(Instrument instrument, RecoveryReason recoveryReason)
void	start() Starts application.
void	stop() Stops application.
void	stopChannelListener(String channelID, SecurityDefinitionListener listener) Unsubscribe from instrument replay by channel
void	stopSecGroupListener(String securityGroup, SecurityDefinitionListener listener) Unsubscribe from instrument replay by security group
void	stopSecIDListener(long securityID, SecurityDefinitionListener listener) Unsubscribe from instrument replay by security ID
void	stopSecurityDescriptionListener(String securityDesc, SecurityDefinitionListener listener) Unsubscribe from instrument replay by security description
void	stopSymbolListener(String symbol, SecurityDefinitionListener listener) Unsubscribe from instrument replay by String
void	subscribe(String symbol, InstrumentListener listener, RecoveryOptions recovery)
boolean	subscribeAll(InstrumentListener listener, RecoveryOptions recoveryOptions) Subscribes to the market data for all instruments on market
void	subscribeAll(RecoveryOptions recoveryOptions) Deprecated.
boolean	subscribeByChannelID(MDChannel channel, InstrumentListener listener, RecoveryOptions recoveryOptions)
boolean	subscribeByChannelID(String channelID, InstrumentListener listener, RecoveryOptions recoveryOptions) Subscribes to market data for instrument by security ID and channel info
void	subscribeBySecurityDesc(String secDesc, InstrumentListener instrumentListener, RecoveryOptions recoveryOptions) Subscribes to market data for instrument by security description
void	subscribeBySecurityID(long secID, InstrumentListener listener, RecoveryOptions recovery)
boolean	subscribeBySecurityID(long secID, String secDesc, String channelID, InstrumentListener listener, RecoveryOptions recoveryOptions) Subscribes to market data for instrument by security ID and channel info
void	unsubscribe(String symbol)
void	unsubscribeAll() Unsubscribe from all instruments
void	unsubscribeByChannelID(String channelID, InstrumentListener listener) Unsubscribes from market data on channel.
void	unsubscribeBySecDesc(String securityDesc) Unsubscribes from instrument by security description
void	unsubscribeBySecurityID(long securityID) Unsubscribes from instrument by security ID

Methods inherited from class java.lang.Object

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

Field Detail

MAX_UDP_MIX_DELTA

public static final int MAX_UDP_MIX_DELTA

See Also:

Constant Field Values

MAX_REVISION_DELTA

public static final int MAX_REVISION_DELTA

See Also:

Constant Field Values

DOUBLESUBSCRIBE

protected static final String DOUBLESUBSCRIBE

See Also:

Constant Field Values

instruments

protected final List<Instrument> instruments

channelInstruments

protected final Map<String,List<Instrument>> channelInstruments

instrumentsBySecID

protected final Map<Long,Instrument> instrumentsBySecID

instrumentsBySecDesc

protected final Map<String,Instrument> instrumentsBySecDesc

applicationListener

protected ApplicationListener applicationListener

Constructor Detail

ApplicationImpl

public ApplicationImpl(ApplicationParams params,
                       ApplicationListener applicationListener)

ApplicationImpl

public ApplicationImpl(ApplicationParams params,
                       ApplicationListener applicationListener,
                       FastChannelReader reader)

Method Detail

getChannelContext

public ChannelContext getChannelContext(String channelID)

getChannels

public List<MDChannel> getChannels()

start

public void start()

Description copied from interface: Application

Starts application.

Specified by:

start in interface Application

subscribe

public void subscribe(String symbol,
                      InstrumentListener listener,
                      RecoveryOptions recovery)

Specified by:

subscribe in interface Application

unsubscribe

public void unsubscribe(String symbol)

Specified by:

unsubscribe in interface Application

subscribeBySecurityDesc

public void subscribeBySecurityDesc(String secDesc,
                                    InstrumentListener instrumentListener,
                                    RecoveryOptions recoveryOptions)

Description copied from interface: Application

Subscribes to market data for instrument by security description

Specified by:

subscribeBySecurityDesc in interface Application

unsubscribeBySecDesc

public void unsubscribeBySecDesc(String securityDesc)

Description copied from interface: Application

Unsubscribes from instrument by security description

Specified by:

unsubscribeBySecDesc in interface Application

unsubscribeBySecurityID

public void unsubscribeBySecurityID(long securityID)

Description copied from interface: Application

Unsubscribes from instrument by security ID

Specified by:

unsubscribeBySecurityID in interface Application

subscribeBySecurityID

public void subscribeBySecurityID(long secID,
                                  InstrumentListener listener,
                                  RecoveryOptions recovery)

subscribeBySecurityID

public boolean subscribeBySecurityID(long secID,
                                     String secDesc,
                                     String channelID,
                                     InstrumentListener listener,
                                     RecoveryOptions recoveryOptions)

Description copied from interface: Application

Subscribes to market data for instrument by security ID and channel info

Specified by:

subscribeBySecurityID in interface Application

subscribeByChannelID

public boolean subscribeByChannelID(String channelID,
                                    InstrumentListener listener,
                                    RecoveryOptions recoveryOptions)

Description copied from interface: Application

Subscribes to market data for instrument by security ID and channel info

Specified by:

subscribeByChannelID in interface Application

subscribeByChannelID

public boolean subscribeByChannelID(MDChannel channel,
                                    InstrumentListener listener,
                                    RecoveryOptions recoveryOptions)

unsubscribeByChannelID

public void unsubscribeByChannelID(String channelID,
                                   InstrumentListener listener)

Description copied from interface: Application

Unsubscribes from market data on channel.

Specified by:

unsubscribeByChannelID in interface Application

See Also:

Application.subscribeByChannelID(String, InstrumentListener, RecoveryOptions)

findChannelByID

public MDChannel findChannelByID(String channelID)

resolveInstrumentBySymbol

public void resolveInstrumentBySymbol(String symbol,
                                      SecurityDefinitionListener listener)

Description copied from interface: Application

Subscribes to instrument replay by symbol

Specified by:

resolveInstrumentBySymbol in interface Application

resolveInstrumentBySecurityDescription

public void resolveInstrumentBySecurityDescription(String securityDescription,
                                                   SecurityDefinitionListener listener)

Description copied from interface: Application

Subscribes to instrument replay by security description

Specified by:

resolveInstrumentBySecurityDescription in interface Application

resolveInstrumentBySecID

public void resolveInstrumentBySecID(long securityID,
                                     SecurityDefinitionListener listener)

Description copied from interface: Application

Subscribes to instrument replay by security ID

Specified by:

resolveInstrumentBySecID in interface Application

resolveInstrumentBySecurityGroup

public void resolveInstrumentBySecurityGroup(String securityGroup,
                                             SecurityDefinitionListener listener)

Description copied from interface: Application

Subscribes to instrument replay by security group

Specified by:

resolveInstrumentBySecurityGroup in interface Application

resolveInstrumentsByChannelID

public boolean resolveInstrumentsByChannelID(String channelID,
                                             SecurityDefinitionListener listener)

Description copied from interface: Application

Subscribes to instrument replay by channel ID

Specified by:

resolveInstrumentsByChannelID in interface Application

stopSymbolListener

public void stopSymbolListener(String symbol,
                               SecurityDefinitionListener listener)

Description copied from interface: Application

Unsubscribe from instrument replay by String

Specified by:

stopSymbolListener in interface Application

stopSecurityDescriptionListener

public void stopSecurityDescriptionListener(String securityDesc,
                                            SecurityDefinitionListener listener)

Description copied from interface: Application

Unsubscribe from instrument replay by security description

Specified by:

stopSecurityDescriptionListener in interface Application

stopSecIDListener

public void stopSecIDListener(long securityID,
                              SecurityDefinitionListener listener)

Description copied from interface: Application

Unsubscribe from instrument replay by security ID

Specified by:

stopSecIDListener in interface Application

stopSecGroupListener

public void stopSecGroupListener(String securityGroup,
                                 SecurityDefinitionListener listener)

Description copied from interface: Application

Unsubscribe from instrument replay by security group

Specified by:

stopSecGroupListener in interface Application

stopChannelListener

public void stopChannelListener(String channelID,
                                SecurityDefinitionListener listener)

Description copied from interface: Application

Unsubscribe from instrument replay by channel

Specified by:

stopChannelListener in interface Application

subscribeAll

public boolean subscribeAll(InstrumentListener listener,
                            RecoveryOptions recoveryOptions)

Description copied from interface: Application

Subscribes to the market data for all instruments on market

Specified by:

subscribeAll in interface Application

subscribeAll

@Deprecated
public void subscribeAll(RecoveryOptions recoveryOptions)

Deprecated.

Specified by:

subscribeAll in interface Application

unsubscribeAll

public void unsubscribeAll()

Description copied from interface: Application

Unsubscribe from all instruments

Specified by:

unsubscribeAll in interface Application

onMessage

public void onMessage(String securityDesc,
                      long securityID,
                      com.epam.fix.message.FIXFieldList message,
                      MDChannel channel)

onMessage

public void onMessage(com.epam.fix.message.FIXFieldList message,
                      String channelID,
                      long firstSeqNumOfQueue34)

Description copied from interface: FastChannelReaderListener

Invoked when fast channel received message.

Specified by:

onMessage in interface FastChannelReaderListener

Parameters:

message - the message

channelID - the channel id witch received message

firstSeqNumOfQueue34 - the first sequence in queue

stop

public void stop()

Description copied from interface: Application

Stops application. Method is blocked.

Specified by:

stop in interface Application

riseOnRecoveryStopped

public void riseOnRecoveryStopped(Instrument instrument,
                                  RecoveryReason recoveryReason)