org.marketcetera.client.utils

Class AutoOrderHistoryManager

java.lang.Object

org.marketcetera.trade.utils.OrderHistoryManager

org.marketcetera.client.utils.LiveOrderHistoryManager

org.marketcetera.client.utils.AutoOrderHistoryManager

All Implemented Interfaces:

ReportListener, org.springframework.context.Lifecycle

public class AutoOrderHistoryManager
extends LiveOrderHistoryManager
implements ReportListener

Provides a self-populating OrderHistoryManager implementation.

Instantiate this class with an origin date. The origin date establishes how far back to look for order history.

This class will receive new reports on its own - it is not necessary nor is it permitted to manually add reports.

Note that there are significant performance and resource implications when using this class. Depending on historical order volume, this class may be required to process thousands or millions of reports. There are two ramifications of this:

• Make an effort to limit the number of instances of this class. Each instance in the same process has access to the same reports. The only reason to have more than one instance of this class is if more than one historical range is required. Even then, it is preferable to use a single instance with the oldest origin date.
• Use the most recent origin date feasible. Ideally, make this midnight of the current day, or whatever makes sense for the current trading session. Obviously, business requirements will dictate what the origin date is.

It may take a significant amount of time to start this object as it must process historical order history. Callers may choose to make this operation asynchronous. The object will report that it is running when the processing is complete.

Since:

2.1.4

Version:

$Id: AutoOrderHistoryManager.java 16154 2012-07-14 16:34:05Z colin $

Author:

Colin DuPlantis

Constructor Summary

Constructors

Constructor and Description
AutoOrderHistoryManager(Date inReportHistoryOrigin) Create a new AutoOrderHistoryManager instance.

Method Summary

Methods

Modifier and Type	Method and Description
void	add(ReportBase inReport)
void	receiveCancelReject(OrderCancelReject inReport) Invoked to supply an order cancel reject report instance to the report listener.
void	receiveExecutionReport(ExecutionReport inReport) Invoked to supply an execution report instance to the report listener.
void	start()
void	stop()

Methods inherited from class org.marketcetera.client.utils.LiveOrderHistoryManager

getClient, getOpenOrders, getReportHistoryOrigin, isRunning, toString

Methods inherited from class org.marketcetera.trade.utils.OrderHistoryManager

clear, clear, display, getLatestReportFor, getOrderChain, getOrderIds, getReportHistoryFor, getRootOrderIdFor

Methods inherited from class java.lang.Object

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

Constructor Detail

AutoOrderHistoryManager

public AutoOrderHistoryManager(Date inReportHistoryOrigin)
                        throws ClientInitException

Create a new AutoOrderHistoryManager instance.

Parameters:

inReportHistoryOrigin - a Date value indicating the point from which to gather order history or null

Throws:

ClientInitException - if a connection to the Client cannot be made

Method Detail

add

public void add(ReportBase inReport)

Overrides:

add in class OrderHistoryManager

receiveExecutionReport

public void receiveExecutionReport(ExecutionReport inReport)

Description copied from interface: ReportListener

Invoked to supply an execution report instance to the report listener.

Specified by:

receiveExecutionReport in interface ReportListener

Parameters:

inReport - The received execution report.

receiveCancelReject

public void receiveCancelReject(OrderCancelReject inReport)

Description copied from interface: ReportListener

Invoked to supply an order cancel reject report instance to the report listener.

Specified by:

receiveCancelReject in interface ReportListener

Parameters:

inReport - The received order cancel rejection report.

start

public void start()

Specified by:

start in interface org.springframework.context.Lifecycle

Overrides:

start in class LiveOrderHistoryManager

stop

public void stop()

Specified by:

stop in interface org.springframework.context.Lifecycle

Overrides:

stop in class LiveOrderHistoryManager