com.epam.cmefast.marketdata.impl

Class OrderBooks

java.lang.Object

com.epam.cmefast.marketdata.impl.OrderBooks

All Implemented Interfaces:

BookResetListener, IncrementListener, IncrementMsgListener, SecDefListener, SecDefMsgListener, SnapshotListener, SnapshotMsgListener

public class OrderBooks
extends Object
implements BookResetListener, IncrementMsgListener, IncrementListener, SecDefListener, SecDefMsgListener, SnapshotMsgListener, SnapshotListener

Constructor Summary

Constructors

Constructor and Description
OrderBooks(Securities securities, Subscriptions subscriptions)

Method Summary

Modifier and Type	Method and Description
void	clear(Long securityId)
void	onBookReset(String secDesc, long secId)
void	onIncrement(String secDesc, long secId, long seqNum, com.epam.fix.message.FIXFieldList entry)
void	onIncrementMessage(com.epam.fix.message.FIXFieldList message)
void	onRecoveryStarted(String securityDescription, long secDesc)
void	onRecoveryStopped(String securityDescription, long secDesc, RecoveryReason recoveryReason)
void	onSecurityDefinition(String secDesc, long securityId, com.epam.fix.message.FIXFieldList message, String chanelId)
void	onSecurityDefinitionMessage(com.epam.fix.message.FIXFieldList message)
void	onSnapshot(String secDesc, long secId, com.epam.fix.message.FIXFieldList message)
void	onSnapshotMessage(com.epam.fix.message.FIXFieldList message)
void	onSubscribed(String securityDescription, long secDesc)
void	onUnsubscribed(String securityDescription, long securityId)

Methods inherited from class java.lang.Object

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

Constructor Detail

OrderBooks

public OrderBooks(Securities securities,
                  Subscriptions subscriptions)

Method Detail

clear

public void clear(Long securityId)

onBookReset

public void onBookReset(String secDesc,
                        long secId)

Specified by:

onBookReset in interface BookResetListener

onIncrementMessage

public void onIncrementMessage(com.epam.fix.message.FIXFieldList message)

Specified by:

onIncrementMessage in interface IncrementMsgListener

onSecurityDefinition

public void onSecurityDefinition(String secDesc,
                                 long securityId,
                                 com.epam.fix.message.FIXFieldList message,
                                 String chanelId)

Specified by:

onSecurityDefinition in interface SecDefListener

onIncrement

public void onIncrement(String secDesc,
                        long secId,
                        long seqNum,
                        com.epam.fix.message.FIXFieldList entry)

Specified by:

onIncrement in interface IncrementListener

onSnapshot

public void onSnapshot(String secDesc,
                       long secId,
                       com.epam.fix.message.FIXFieldList message)

Specified by:

onSnapshot in interface SnapshotListener

onSecurityDefinitionMessage

public void onSecurityDefinitionMessage(com.epam.fix.message.FIXFieldList message)

Specified by:

onSecurityDefinitionMessage in interface SecDefMsgListener

onSnapshotMessage

public void onSnapshotMessage(com.epam.fix.message.FIXFieldList message)

Specified by:

onSnapshotMessage in interface SnapshotMsgListener

onSubscribed

public void onSubscribed(String securityDescription,
                         long secDesc)

Specified by:

onSubscribed in interface SecDefListener

onUnsubscribed

public void onUnsubscribed(String securityDescription,
                           long securityId)

Specified by:

onUnsubscribed in interface SecDefListener

onRecoveryStarted

public void onRecoveryStarted(String securityDescription,
                              long secDesc)

Specified by:

onRecoveryStarted in interface SecDefListener

onRecoveryStopped

public void onRecoveryStopped(String securityDescription,
                              long secDesc,
                              RecoveryReason recoveryReason)

Specified by:

onRecoveryStopped in interface SecDefListener