org.marketcetera.client.utils

Class LiveOrderHistoryManager

java.lang.Object

org.marketcetera.trade.utils.OrderHistoryManager

org.marketcetera.client.utils.LiveOrderHistoryManager

All Implemented Interfaces:

Lifecycle

Direct Known Subclasses:

AutoOrderHistoryManager

public class LiveOrderHistoryManager
extends OrderHistoryManager
implements Lifecycle

Provides a historically-aware OrderHistoryManager implementation.

Instantiate this class with an origin date. The origin date establishes how far back to look for order history. Open orders are always included in the history, regardless of the origin date.

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: LiveOrderHistoryManager.java 16841 2014-02-20 19:59:04Z colin $

Author:

Colin DuPlantis

Constructor Summary

Constructors

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

Method Summary

Methods

Modifier and Type	Method and Description
protected Client	getClient() Get the client value.
Map<OrderID,ExecutionReport>	getOpenOrders() Gets the open orders.
Date	getReportHistoryOrigin() Gets the report history origin date used by this order history manager.
boolean	isRunning()
void	start()
void	stop()
String	toString()

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

add, 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

LiveOrderHistoryManager

public LiveOrderHistoryManager(Date inReportHistoryOrigin)
                        throws ClientInitException

Create a new LiveOrderHistoryManager 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

getOpenOrders

public Map<OrderID,ExecutionReport> getOpenOrders()

Gets the open orders.

The collection returned by this operation will reflect changes to the underlying order history.

The LiveOrderHistoryManager object must be started before this operation may be successfully invoked.

Overrides:

getOpenOrders in class OrderHistoryManager

Returns:

a Map<OrderID,ExecutionReport> value

Throws:

IllegalStateException - if the object has not started

isRunning

public boolean isRunning()

Specified by:

isRunning in interface Lifecycle

start

public void start()

Specified by:

start in interface Lifecycle

stop

public void stop()

Specified by:

stop in interface Lifecycle

getReportHistoryOrigin

public Date getReportHistoryOrigin()

Gets the report history origin date used by this order history manager.

Returns:

a Date value

toString

public String toString()

Overrides:

toString in class OrderHistoryManager

getClient

protected Client getClient()

Get the client value.

Returns:

a Client value