org.openstrategies.metc.strategy.base
Class OpenStrategy

java.lang.Object
  org.marketcetera.strategy.AbstractRunningStrategy
      org.marketcetera.strategy.java.Strategy
          org.openstrategies.metc.strategy.base.OpenStrategy

All Implemented Interfaces:

org.marketcetera.strategy.Messages, org.marketcetera.strategy.RunningStrategy

Direct Known Subclasses:

RealTimeMovingAverageSuggestions

public class OpenStrategy
extends org.marketcetera.strategy.java.Strategy

Open up the Metc Strategy api a bit. Want external utils to make calls on this class; they need access to protected methods. Use a delegate to relay args. Also make be verbose about what event hooks are being called. And, need to pass ref to the strategy model's id off with suggestions.

Nested Class Summary

static class

OpenStrategy.OpenDelegate

Field Summary

Fields inherited from interface org.marketcetera.strategy.Messages

BEAN_ATTRIBUTE_CHANGED, CALLBACK_ERROR, CANCEL_REQUEST_SUBMITTED, CANCELING_ALL_DATA_REQUESTS, CANCELING_DATA_REQUEST, CANNOT_CHANGE_STATE, CANNOT_CREATE_CONNECTION, CANNOT_INITIALIZE_CLIENT, CANNOT_REQUEST_DATA, CANNOT_RETRIEVE_BROKERS, CANNOT_RETRIEVE_POSITION, CANNOT_SEND_DATA, CANNOT_SEND_EVENT_TO_CEP, CEP_REQUEST_FAILED, COMBINED_DATA_REQUEST_FAILED, COMPILATION_FAILED, COMPILATION_FAILED_DIAGNOSTIC, DATA_REQUEST_CANCEL_FAILED, DATA_REQUEST_FAILED, EMPTY_INSTANCE_ERROR, EMPTY_NAME_ERROR, ERROR_CONVERTING_CLASSPATH_URL, EXECUTING_CALLBACK, EXECUTION_REPORT_REQUEST_FAILED, EXECUTION_REPORTS_FOUND, FAILED_TO_START, FILE_DOES_NOT_EXIST_OR_IS_NOT_READABLE, INVALID_CANCEL, INVALID_CEP_REQUEST, INVALID_COMBINED_DATA_REQUEST, INVALID_DATA, INVALID_DATA_REQUEST, INVALID_DATA_REQUEST_CANCEL, INVALID_EVENT, INVALID_EVENT_TO_CEP, INVALID_LANGUAGE_ERROR, INVALID_LOG, INVALID_MARKET_DATA_REQUEST, INVALID_MESSAGE, INVALID_NOTIFICATION, INVALID_ORDER, INVALID_ORDERID, INVALID_POSITION_REQUEST, INVALID_REPLACEMENT_ORDER, INVALID_STATUS_TO_RECEIVE_DATA, INVALID_STRATEGY_NAME, INVALID_TRADE_SUGGESTION, LOGGER, MARKET_DATA_REQUEST_FAILED, MESSAGE_1P, MISSING_JAVA_COMPILER, NO_DATA_HANDLE, NO_EXECUTION_REPORT, NO_PARAMETERS, NO_STRATEGY_CLASS, NO_SUPPORT_FOR_LANGUAGE, NULL_PARAMETER_ERROR, NULL_PROPERTY_KEY, ORDER_CANCEL_FAILED, ORDER_VALIDATION_FAILED, PARAMETER_COUNT_ERROR, PARAMETER_TYPE_ERROR, PROVIDER, PROVIDER_DESCRIPTION, RECEIVED_BROKERS, RECEIVED_POSITION, RUNTIME_ERROR, SEND_MESSAGE_FAILED, STATUS_CHANGED, STOP_ERROR, STRATEGY_COMPILATION_NULL_RESULT, STRATEGY_NOT_READY_TO_RECEIVE_DATA, SUBMITTING_CANCEL_ALL_ORDERS_REQUEST, SUBMITTING_CANCEL_ORDER_REQUEST, SUBMITTING_CANCEL_REPLACE_REQUEST, SUBMITTING_CEP_REQUEST, SUBMITTING_EVENT_TO_CEP, SUBMITTING_FIX_MESSAGE, SUBMITTING_MARKET_DATA_REQUEST, SUBMITTING_ORDER, SUBMITTING_OTHER, SUBMITTING_PROCESSED_MARKET_DATA_REQUEST, SUBMITTING_TRADE_SUGGESTION, UNABLE_TO_CANCEL_DATA_REQUEST, USING_EXECUTION_REPORT

Constructor Summary

OpenStrategy()

Method Summary

String	getModelId()
void	onAsk(org.marketcetera.event.AskEvent inAsk)
void	onBid(org.marketcetera.event.BidEvent inBid)
void	onCallback(Object inData)
void	onCancelReject(org.marketcetera.trade.OrderCancelReject inCancel)
void	onExecutionReport(org.marketcetera.trade.ExecutionReport inExecutionReport)
void	onMarketstat(org.marketcetera.event.MarketstatEvent inStatistics)
void	onOther(Object inEvent)
void	onStart()
void	onStop()
void	onTrade(org.marketcetera.event.TradeEvent inTrade)
boolean	sendOrder(OpenStrategy.OpenDelegate delegate) Send order.
void	suggestTrade(OpenStrategy.OpenDelegate delegate) Suggests a trade.

Methods inherited from class org.marketcetera.strategy.java.Strategy

debug, error, info, notifyHigh, notifyLow, notifyMedium, send, warn

Methods inherited from class org.marketcetera.strategy.AbstractRunningStrategy

cancelAllDataRequests, cancelAllOrders, cancelDataFlow, cancelDataRequest, cancelOrder, cancelReplace, createDataFlow, getBrokers, getExecutionReports, getParameter, getPositionAsOf, getProperty, getURN, requestCallbackAfter, requestCallbackAt, requestCEPData, requestMarketData, requestMarketData, requestProcessedMarketData, requestProcessedMarketData, sendEvent, sendEventToCEP, sendMessage, sendNotification, setProperty, suggestTrade, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

OpenStrategy

public OpenStrategy()

Method Detail

getModelId

public String getModelId()

onAsk

public void onAsk(org.marketcetera.event.AskEvent inAsk)

Specified by:

onAsk in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onAsk in class org.marketcetera.strategy.java.Strategy

onBid

public void onBid(org.marketcetera.event.BidEvent inBid)

Specified by:

onBid in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onBid in class org.marketcetera.strategy.java.Strategy

onCallback

public void onCallback(Object inData)

Specified by:

onCallback in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onCallback in class org.marketcetera.strategy.java.Strategy

onCancelReject

public void onCancelReject(org.marketcetera.trade.OrderCancelReject inCancel)

Specified by:

onCancelReject in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onCancelReject in class org.marketcetera.strategy.java.Strategy

onExecutionReport

public void onExecutionReport(org.marketcetera.trade.ExecutionReport inExecutionReport)

Specified by:

onExecutionReport in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onExecutionReport in class org.marketcetera.strategy.java.Strategy

onMarketstat

public void onMarketstat(org.marketcetera.event.MarketstatEvent inStatistics)

Specified by:

onMarketstat in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onMarketstat in class org.marketcetera.strategy.java.Strategy

onStart

public void onStart()

Specified by:

onStart in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onStart in class org.marketcetera.strategy.java.Strategy

onStop

public void onStop()

Specified by:

onStop in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onStop in class org.marketcetera.strategy.java.Strategy

onOther

public void onOther(Object inEvent)

Specified by:

onOther in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onOther in class org.marketcetera.strategy.java.Strategy

onTrade

public void onTrade(org.marketcetera.event.TradeEvent inTrade)

Specified by:

onTrade in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onTrade in class org.marketcetera.strategy.java.Strategy

suggestTrade

public void suggestTrade(OpenStrategy.OpenDelegate delegate)

Suggests a trade.

Parameters:

inOrder - an OrderSingle value containing the trade to suggest

inScore - a BigDecimal value containing the score of this suggestion. this value is determined by the user but is recommended to fit in the interval [0..1]

inIdentifier - a String value containing a user-specified string to identify the suggestion

sendOrder

public boolean sendOrder(OpenStrategy.OpenDelegate delegate)

Send order.

Parameters:

inOrder - an OrderSingle value

Returns:

an OrderID value representing the submitted order or null if the order could not be sent