Package org.marketcetera.trade

Interface RootOrderIdFactory

  • public interface RootOrderIdFactory
    Constructs root order id values.

    The root order ID is a Marketcetera para-FIX artifact that uniquely identifies an order chain. An order chain can be loosely defined as all the FIX messages whose execution reports share the same broker OrderID (37) value. When persisting messages, Marketcetera identifies the root order ID for an order chain and uses that to link messages together. This is particularly useful when calculating positions to make sure that partial fills aren't counted twice.

    Since:
    2.5.0
    Version:
    $Id$
    Author:
    Colin DuPlantis

    • Method Detail

      • getRootOrderId

        OrderID getRootOrderId​(TradeMessage inReport)
        Gets the root order id associated with the given report.
        Parameters:
        inReport - a TradeMessage value
        Returns:
        an OrderID value or null if no root order id exists

      • getRootOrderId

        OrderID getRootOrderId​(quickfix.Message inMessage)
        Gets the root order id associated with the given message.
        Parameters:
        inMessage - a Message value
        Returns:
        an OrderID value or null if no root order id exists

      • receiveOutgoingMessage

        void receiveOutgoingMessage​(quickfix.Message inMessage)
        Records outgoing messages, if necessary.
        Parameters:
        inMessage - a Message value