Package org.marketcetera.trading.rpc

Class TradeRpcClient

java.lang.Object

org.marketcetera.rpc.client.AbstractRpcClient<TradeRpcServiceGrpc.TradeRpcServiceBlockingStub,TradeRpcServiceGrpc.TradeRpcServiceStub,TradeRpcClientParameters>

org.marketcetera.trading.rpc.TradeRpcClient

All Implemented Interfaces:

Closeable, AutoCloseable, BaseClient, RpcClient, TradeClient, TradeMessagePublisher

public class TradeRpcClient
extends AbstractRpcClient<TradeRpcServiceGrpc.TradeRpcServiceBlockingStub,TradeRpcServiceGrpc.TradeRpcServiceStub,TradeRpcClientParameters>
implements TradeClient

Provides an RPC TradeClient implementation.

Since:

$Release$

Version:

$Id$

Author:

Colin DuPlantis

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
private static class	TradeRpcClient.SuggestionListenerProxy	Provides an interface between suggestion stream listeners and their handlers.
private static class	TradeRpcClient.TradeMessageListenerProxy	Provides an interface between trade message stream listeners and their handlers.

Field Summary

Fields

Modifier and Type	Field	Description
private org.marketcetera.fix.MutableActiveFixSessionFactory	activeFixSessionFactory	creates ActiveFixSession objects
private static org.marketcetera.util.ws.tags.AppId	APP_ID	The client's application ID: the ID.
private static String	APP_ID_NAME	The client's application ID: the application name.
private static VersionInfo	APP_ID_VERSION	The client's application ID: the version.
private AverageFillPriceFactory	averageFillPriceFactory	creates AverageFillPrice objects
private org.marketcetera.cluster.ClusterDataFactory	clusterDataFactory	creates ClusterData objects
private MutableExecutionReportSummaryFactory	executionReportSummaryFactory	creates MutableExecutionReportSummary objects
private org.marketcetera.fix.MutableFixSessionFactory	fixSessionFactory	creates FixSession objects
private com.google.common.cache.LoadingCache<Object,BaseRpcUtil.AbstractClientListenerProxy<?,?,?>>	listenerProxies	holds listener proxies keyed by the listener
private com.google.common.cache.Cache<String,BaseRpcUtil.AbstractClientListenerProxy<?,?,?>>	listenerProxiesById	holds report listeners by their id
private MutableOrderSummaryFactory	orderSummaryFactory	creates MutableOrderSummary objects
private MutableReportFactory	reportFactory	creates MutableReport objects
private com.google.common.cache.Cache<OrderID,OrderID>	rootOrderIdCache	root order ID cache
private com.google.common.cache.Cache<String,Instrument>	symbolCache	symbol to instrument cache
private org.marketcetera.admin.UserFactory	userFactory	creates User objects

Constructor Summary

Constructors

Constructor	Description
TradeRpcClient(TradeRpcClientParameters inParameters)	Create a new TradeRpcClient instance.

Method Summary

Modifier and Type	Method	Description
void	addReport(HasFIXMessage inReport, BrokerID inBrokerID)
void	addSuggestionListener(SuggestionListener inSuggestionListener)
void	addTradeMessageListener(TradeMessageListener inTradeMessageListener)
void	deleteReport(ReportID inReportId)
protected BaseRpc.HeartbeatResponse	executeHeartbeat(BaseRpc.HeartbeatRequest inRequest)
protected BaseRpc.LoginResponse	executeLogin(BaseRpc.LoginRequest inRequest)
protected BaseRpc.LogoutResponse	executeLogout(BaseRpc.LogoutRequest inRequest)
OrderID	findRootOrderIdFor(OrderID inOrderId)
org.marketcetera.fix.MutableActiveFixSessionFactory	getActiveFixSessionFactory()	Get the activeFixSessionFactory value.
Map<PositionKey<? extends Instrument>,BigDecimal>	getAllPositionsAsOf(Date inDate)
protected org.marketcetera.util.ws.tags.AppId	getAppId()
protected TradeRpcServiceGrpc.TradeRpcServiceStub	getAsyncStub(io.grpc.Channel inChannel)
AverageFillPriceFactory	getAverageFillPriceFactory()	Get the averageFillPriceFactory value.
CollectionPageResponse<AverageFillPrice>	getAveragePriceFills(PageRequest inPageRequest)
protected TradeRpcServiceGrpc.TradeRpcServiceBlockingStub	getBlockingStub(io.grpc.Channel inChannel)
org.marketcetera.cluster.ClusterDataFactory	getClusterDataFactory()	Get the clusterDataFactory value.
MutableExecutionReportSummaryFactory	getExecutionReportSummaryFactory()	Get the executionReportSummaryFactory value.
CollectionPageResponse<ExecutionReportSummary>	getFills(PageRequest inPageRequest)
org.marketcetera.fix.MutableFixSessionFactory	getFixSessionFactory()	Get the fixSessionFactory value.
ExecutionReport	getLatestExecutionReportForOrderChain(OrderID inOrderId)
private static BaseRpcUtil.AbstractClientListenerProxy<?,?,?>	getListenerFor(Object inListener)	Creates the appropriate proxy for the given listener.
Collection<OrderSummary>	getOpenOrders()
CollectionPageResponse<OrderSummary>	getOpenOrders(PageRequest inPageRequest)
Map<PositionKey<Option>,BigDecimal>	getOptionPositionsAsOf(Date inDate, String... inRootSymbols)
Collection<String>	getOptionRoots(String inUnderlying)
MutableOrderSummaryFactory	getOrderSummaryFactory()	Get the orderSummaryFactory value.
BigDecimal	getPositionAsOf(Date inDate, Instrument inInstrument)
MutableReportFactory	getReportFactory()	Get the reportFactory value.
CollectionPageResponse<Report>	getReports(PageRequest inPageRequest)
String	getUnderlying(String inOptionRoot)
org.marketcetera.admin.UserFactory	getUserFactory()	Get the userFactory value.
protected VersionInfo	getVersionInfo()
List<org.marketcetera.fix.ActiveFixSession>	readAvailableFixInitiatorSessions()
void	removeSuggestionListener(SuggestionListener inSuggestionListener)
void	removeTradeMessageListener(TradeMessageListener inTradeMessageListener)
Instrument	resolveSymbol(String inSymbol)
SendOrderResponse	sendOrder(Order inOrder)
List<SendOrderResponse>	sendOrders(List<Order> inOrders)
void	sendOrderSuggestion(Suggestion inSuggestion)
void	setActiveFixSessionFactory(org.marketcetera.fix.MutableActiveFixSessionFactory inActiveFixSessionFactory)	Sets the activeFixSessionFactory value.
void	setAverageFillPriceFactory(AverageFillPriceFactory inAverageFillPriceFactory)	Sets the averageFillPriceFactory value.
void	setClusterDataFactory(org.marketcetera.cluster.ClusterDataFactory inClusterDataFactory)	Sets the clusterDataFactory value.
void	setExecutionReportSummaryFactory(MutableExecutionReportSummaryFactory inExecutionReportSummaryFactory)	Sets the executionReportSummaryFactory value.
void	setFixSessionFactory(org.marketcetera.fix.MutableFixSessionFactory inFixSessionFactory)	Sets the fixSessionFactory value.
void	setOrderSummaryFactory(MutableOrderSummaryFactory inOrderSummaryFactory)	Sets the orderSummaryFactory value.
void	setReportFactory(MutableReportFactory inReportFactory)	Sets the reportFactory value.
void	setUserFactory(org.marketcetera.admin.UserFactory inUserFactory)	Sets the userFactory value.

Methods inherited from class org.marketcetera.rpc.client.AbstractRpcClient

addClientStatusListener, cancelHeartbeat, executeCall, getAsyncStub, getBlockingStub, getSessionId, isRunning, onHeartbeat, onStatusChange, removeClientStatusListener, scheduleHeartbeat, start, stop

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.marketcetera.core.BaseClient

addClientStatusListener, close, isRunning, removeClientStatusListener, start, stop

Field Detail

averageFillPriceFactory

private AverageFillPriceFactory averageFillPriceFactory

creates AverageFillPrice objects

executionReportSummaryFactory

private MutableExecutionReportSummaryFactory executionReportSummaryFactory

creates MutableExecutionReportSummary objects

orderSummaryFactory

private MutableOrderSummaryFactory orderSummaryFactory

creates MutableOrderSummary objects

userFactory

private org.marketcetera.admin.UserFactory userFactory

creates User objects

reportFactory

private MutableReportFactory reportFactory

creates MutableReport objects

clusterDataFactory

private org.marketcetera.cluster.ClusterDataFactory clusterDataFactory

creates ClusterData objects

activeFixSessionFactory

private org.marketcetera.fix.MutableActiveFixSessionFactory activeFixSessionFactory

creates ActiveFixSession objects

fixSessionFactory

private org.marketcetera.fix.MutableFixSessionFactory fixSessionFactory

creates FixSession objects

APP_ID_NAME

private static final String APP_ID_NAME

The client's application ID: the application name.

APP_ID_VERSION

private static final VersionInfo APP_ID_VERSION

The client's application ID: the version.

APP_ID

private static final org.marketcetera.util.ws.tags.AppId APP_ID

The client's application ID: the ID.

symbolCache

private final com.google.common.cache.Cache<String,Instrument> symbolCache

symbol to instrument cache

rootOrderIdCache

private final com.google.common.cache.Cache<OrderID,OrderID> rootOrderIdCache

root order ID cache

listenerProxiesById

private final com.google.common.cache.Cache<String,BaseRpcUtil.AbstractClientListenerProxy<?,?,?>> listenerProxiesById

holds report listeners by their id

listenerProxies

private final com.google.common.cache.LoadingCache<Object,BaseRpcUtil.AbstractClientListenerProxy<?,?,?>> listenerProxies

holds listener proxies keyed by the listener

Constructor Detail

TradeRpcClient

public TradeRpcClient(TradeRpcClientParameters inParameters)

Create a new TradeRpcClient instance.

Parameters:

inParameters - a TradeRpcClientParameters value

Method Detail

addTradeMessageListener

public void addTradeMessageListener(TradeMessageListener inTradeMessageListener)

Specified by:

addTradeMessageListener in interface TradeMessagePublisher

removeTradeMessageListener

public void removeTradeMessageListener(TradeMessageListener inTradeMessageListener)

Specified by:

removeTradeMessageListener in interface TradeMessagePublisher

addSuggestionListener

public void addSuggestionListener(SuggestionListener inSuggestionListener)

Specified by:

addSuggestionListener in interface TradeClient

removeSuggestionListener

public void removeSuggestionListener(SuggestionListener inSuggestionListener)

Specified by:

removeSuggestionListener in interface TradeClient

findRootOrderIdFor

public OrderID findRootOrderIdFor(OrderID inOrderId)

Specified by:

findRootOrderIdFor in interface TradeClient

getPositionAsOf

public BigDecimal getPositionAsOf(Date inDate,
                                  Instrument inInstrument)

Specified by:

getPositionAsOf in interface TradeClient

getAllPositionsAsOf

public Map<PositionKey<? extends Instrument>,BigDecimal> getAllPositionsAsOf(Date inDate)

Specified by:

getAllPositionsAsOf in interface TradeClient

getOptionPositionsAsOf

public Map<PositionKey<Option>,BigDecimal> getOptionPositionsAsOf(Date inDate,
                                                                        String... inRootSymbols)

Specified by:

getOptionPositionsAsOf in interface TradeClient

resolveSymbol

public Instrument resolveSymbol(String inSymbol)

Specified by:

resolveSymbol in interface TradeClient

getOpenOrders

public CollectionPageResponse<OrderSummary> getOpenOrders(PageRequest inPageRequest)

Specified by:

getOpenOrders in interface TradeClient

getReports

public CollectionPageResponse<Report> getReports(PageRequest inPageRequest)

Specified by:

getReports in interface TradeClient

getFills

public CollectionPageResponse<ExecutionReportSummary> getFills(PageRequest inPageRequest)

Specified by:

getFills in interface TradeClient

getAveragePriceFills

public CollectionPageResponse<AverageFillPrice> getAveragePriceFills(PageRequest inPageRequest)

Specified by:

getAveragePriceFills in interface TradeClient

getOpenOrders

public Collection<OrderSummary> getOpenOrders()

Specified by:

getOpenOrders in interface TradeClient

sendOrder

public SendOrderResponse sendOrder(Order inOrder)

Specified by:

sendOrder in interface TradeClient

getLatestExecutionReportForOrderChain

public ExecutionReport getLatestExecutionReportForOrderChain(OrderID inOrderId)

Specified by:

getLatestExecutionReportForOrderChain in interface TradeClient

sendOrderSuggestion

public void sendOrderSuggestion(Suggestion inSuggestion)

Specified by:

sendOrderSuggestion in interface TradeClient

sendOrders

public List<SendOrderResponse> sendOrders(List<Order> inOrders)

Specified by:

sendOrders in interface TradeClient

addReport

public void addReport(HasFIXMessage inReport,
                      BrokerID inBrokerID)

Specified by:

addReport in interface TradeClient

deleteReport

public void deleteReport(ReportID inReportId)

Specified by:

deleteReport in interface TradeClient

readAvailableFixInitiatorSessions

public List<org.marketcetera.fix.ActiveFixSession> readAvailableFixInitiatorSessions()

Specified by:

readAvailableFixInitiatorSessions in interface TradeClient

getOptionRoots

public Collection<String> getOptionRoots(String inUnderlying)

Specified by:

getOptionRoots in interface TradeClient

getUnderlying

public String getUnderlying(String inOptionRoot)

Specified by:

getUnderlying in interface TradeClient

getClusterDataFactory

public org.marketcetera.cluster.ClusterDataFactory getClusterDataFactory()

Get the clusterDataFactory value.

Returns:

a ClusterDataFactory value

setClusterDataFactory

public void setClusterDataFactory(org.marketcetera.cluster.ClusterDataFactory inClusterDataFactory)

Sets the clusterDataFactory value.

Parameters:

inClusterDataFactory - a ClusterDataFactory value

getActiveFixSessionFactory

public org.marketcetera.fix.MutableActiveFixSessionFactory getActiveFixSessionFactory()

Get the activeFixSessionFactory value.

Returns:

a MutableActiveFixSessionFactory value

setActiveFixSessionFactory

public void setActiveFixSessionFactory(org.marketcetera.fix.MutableActiveFixSessionFactory inActiveFixSessionFactory)

Sets the activeFixSessionFactory value.

Parameters:

inActiveFixSessionFactory - a MutableActiveFixSessionFactory value

getFixSessionFactory

public org.marketcetera.fix.MutableFixSessionFactory getFixSessionFactory()

Get the fixSessionFactory value.

Returns:

a MutableFixSessionFactory value

setFixSessionFactory

public void setFixSessionFactory(org.marketcetera.fix.MutableFixSessionFactory inFixSessionFactory)

Sets the fixSessionFactory value.

Parameters:

inFixSessionFactory - a MutableFixSessionFactory value

getOrderSummaryFactory

public MutableOrderSummaryFactory getOrderSummaryFactory()

Get the orderSummaryFactory value.

Returns:

a MutableOrderSummaryFactory value

setOrderSummaryFactory

public void setOrderSummaryFactory(MutableOrderSummaryFactory inOrderSummaryFactory)

Sets the orderSummaryFactory value.

Parameters:

inOrderSummaryFactory - a MutableOrderSummaryFactory value

getUserFactory

public org.marketcetera.admin.UserFactory getUserFactory()

Get the userFactory value.

Returns:

a UserFactory value

setUserFactory

public void setUserFactory(org.marketcetera.admin.UserFactory inUserFactory)

Sets the userFactory value.

Parameters:

inUserFactory - a UserFactory value

getReportFactory

public MutableReportFactory getReportFactory()

Get the reportFactory value.

Returns:

a MutableReportFactory value

setReportFactory

public void setReportFactory(MutableReportFactory inReportFactory)

Sets the reportFactory value.

Parameters:

inReportFactory - a MutableReportFactory value

getExecutionReportSummaryFactory

public MutableExecutionReportSummaryFactory getExecutionReportSummaryFactory()

Get the executionReportSummaryFactory value.

Returns:

an MutableExecutionReportSummaryFactory value

setExecutionReportSummaryFactory

public void setExecutionReportSummaryFactory(MutableExecutionReportSummaryFactory inExecutionReportSummaryFactory)

Sets the executionReportSummaryFactory value.

Parameters:

inExecutionReportSummaryFactory - an MutableExecutionReportSummaryFactory value

getAverageFillPriceFactory

public AverageFillPriceFactory getAverageFillPriceFactory()

Get the averageFillPriceFactory value.

Returns:

an AverageFillPriceFactory value

setAverageFillPriceFactory

public void setAverageFillPriceFactory(AverageFillPriceFactory inAverageFillPriceFactory)

Sets the averageFillPriceFactory value.

Parameters:

inAverageFillPriceFactory - an AverageFillPriceFactory value

getBlockingStub

protected TradeRpcServiceGrpc.TradeRpcServiceBlockingStub getBlockingStub(io.grpc.Channel inChannel)

Specified by:

getBlockingStub in class AbstractRpcClient<TradeRpcServiceGrpc.TradeRpcServiceBlockingStub,TradeRpcServiceGrpc.TradeRpcServiceStub,TradeRpcClientParameters>

getAsyncStub

protected TradeRpcServiceGrpc.TradeRpcServiceStub getAsyncStub(io.grpc.Channel inChannel)

Specified by:

getAsyncStub in class AbstractRpcClient<TradeRpcServiceGrpc.TradeRpcServiceBlockingStub,TradeRpcServiceGrpc.TradeRpcServiceStub,TradeRpcClientParameters>

executeLogin

protected BaseRpc.LoginResponse executeLogin(BaseRpc.LoginRequest inRequest)

Specified by:

executeLogin in class AbstractRpcClient<TradeRpcServiceGrpc.TradeRpcServiceBlockingStub,TradeRpcServiceGrpc.TradeRpcServiceStub,TradeRpcClientParameters>

executeLogout

protected BaseRpc.LogoutResponse executeLogout(BaseRpc.LogoutRequest inRequest)

Specified by:

executeLogout in class AbstractRpcClient<TradeRpcServiceGrpc.TradeRpcServiceBlockingStub,TradeRpcServiceGrpc.TradeRpcServiceStub,TradeRpcClientParameters>

executeHeartbeat

protected BaseRpc.HeartbeatResponse executeHeartbeat(BaseRpc.HeartbeatRequest inRequest)

Specified by:

executeHeartbeat in class AbstractRpcClient<TradeRpcServiceGrpc.TradeRpcServiceBlockingStub,TradeRpcServiceGrpc.TradeRpcServiceStub,TradeRpcClientParameters>

getAppId

protected org.marketcetera.util.ws.tags.AppId getAppId()

Specified by:

getAppId in class AbstractRpcClient<TradeRpcServiceGrpc.TradeRpcServiceBlockingStub,TradeRpcServiceGrpc.TradeRpcServiceStub,TradeRpcClientParameters>

getVersionInfo

protected VersionInfo getVersionInfo()

Specified by:

getVersionInfo in class AbstractRpcClient<TradeRpcServiceGrpc.TradeRpcServiceBlockingStub,TradeRpcServiceGrpc.TradeRpcServiceStub,TradeRpcClientParameters>

getListenerFor

private static BaseRpcUtil.AbstractClientListenerProxy<?,?,?> getListenerFor(Object inListener)

Creates the appropriate proxy for the given listener.

Parameters:

inListener - an Object value

Returns:

an AbstractListenerProxy<?,?,?> value