com.caplin.motif.fx.ret.fxtrading.submission.rfs.events.block

Class BlockHandler

java.lang.Object

com.caplin.motif.fx.ret.fxtrading.submission.rfs.events.block.BlockHandler

All Implemented Interfaces:

TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

public class BlockHandler
extends java.lang.Object
implements TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Constructor Summary

Constructors

Constructor and Description
BlockHandler(com.caplin.motif.fx.trading.block.BlockTrade blockTrade, BlockQuoteFactory quoteFactory, org.slf4j.Logger logger)

Method Summary

Modifier and Type	Method and Description
void	addExtraFieldsFromTrade(com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> event) Adds extra field from the BlockTrade ResponderEvent
com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade>	createClientCloseAckEvent(java.lang.String tradeID) Creates a client close ack event
com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade>	createExecuteAckEvent(java.lang.String tradeID) Creates a Execute Ack Event based on the tradeID
com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade>	createExpiredEvent(java.lang.String tradeID) Creates a Expired Event based on the tradeID
com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade>	createHeldEvent(java.lang.String tradeID) Creates a held event
com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade>	createPickUpEvent(java.lang.String tradeID) Creates a pick up event
com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade>	createQuoteEvent(java.lang.String tradeID, long timePriceReceived, RFSQuote rfsQuote) Creates the quote event
com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade>	createQuoteEvent(java.lang.String tradeID, long timePriceReceived, RFSQuote rfsQuote, int timeout) Creates the quote event
com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade>	createSubmitAckEvent(java.util.Map<java.lang.String,java.lang.String> fields) Creates a Execute Ack Event based on the tradeID
com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade>	createTradeConfirmationEvent(java.lang.String tradeID, com.caplin.ret.trapi.fx.execution.QuoteEvent quote) Creates the trade confirmation Event
com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade>	createWithdrawEvent(java.lang.String tradeID) Creates a Withdraw Event based on the tradeID
int	getLegCount() Returns the number of legs
java.util.List<com.caplin.ret.trapi.fx.Side>	getLegExecutionSides(java.util.List<com.caplin.motif.fx.BuySell> directions) Returns the list of Execution Sides based on the BuySell directions
com.caplin.motif.fx.rates.FXQuote	getQuote(com.caplin.ret.trapi.fx.execution.QuoteEvent trapiQuote, com.caplin.motif.fx.trading.PricingSide pricingSide, ProfitConversionRate profitConversionRate) Returns the quote from the trapiQuote coming from RET
com.caplin.motif.fx.trading.block.BlockTrade	getTrade() Returns the BlockTrade
com.caplin.ret.trapi.fx.FXTradeType	getTradeType() Returns the FXTradeType
boolean	isTwoWay(com.caplin.motif.fx.trading.PricingSide pricingSide)
void	setupTradeLeg(com.caplin.ret.trapi.fx.FXLeg leg, java.lang.String legNum) Sets up the the BlockTradeLeg based on the RET leg

Methods inherited from class java.lang.Object

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

Constructor Detail

BlockHandler

public BlockHandler(com.caplin.motif.fx.trading.block.BlockTrade blockTrade,
                    BlockQuoteFactory quoteFactory,
                    org.slf4j.Logger logger)

Method Detail

isTwoWay

public boolean isTwoWay(com.caplin.motif.fx.trading.PricingSide pricingSide)

Specified by:

isTwoWay in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

getTradeType

public com.caplin.ret.trapi.fx.FXTradeType getTradeType()

Returns the FXTradeType

Specified by:

getTradeType in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Returns:

FXTradeType.BLOCK

getLegExecutionSides

public java.util.List<com.caplin.ret.trapi.fx.Side> getLegExecutionSides(java.util.List<com.caplin.motif.fx.BuySell> directions)

Returns the list of Execution Sides based on the BuySell directions

Specified by:

getLegExecutionSides in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Parameters:

directions - BuySell values

Returns:

a list of Sides

getLegCount

public int getLegCount()

Returns the number of legs

Specified by:

getLegCount in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Returns:

the number of legs

getQuote

public com.caplin.motif.fx.rates.FXQuote getQuote(com.caplin.ret.trapi.fx.execution.QuoteEvent trapiQuote,
                                                  com.caplin.motif.fx.trading.PricingSide pricingSide,
                                                  ProfitConversionRate profitConversionRate)
                                           throws QuoteCreationException

Returns the quote from the trapiQuote coming from RET

Specified by:

getQuote in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Parameters:

trapiQuote - the quote coming from RET

pricingSide - the pricing side (unused parameter for Block Trading)

profitConversionRate - The conversion rate used for calculating the profit. May be null if not available.

Returns:

the FXQuote

Throws:

QuoteCreationException

setupTradeLeg

public void setupTradeLeg(com.caplin.ret.trapi.fx.FXLeg leg,
                          java.lang.String legNum)

Sets up the the BlockTradeLeg based on the RET leg

Specified by:

setupTradeLeg in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Parameters:

leg - RET leg

legNum - the leg id

addExtraFieldsFromTrade

public void addExtraFieldsFromTrade(com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> event)

Adds extra field from the BlockTrade ResponderEvent

Specified by:

addExtraFieldsFromTrade in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Parameters:

event - the responder event

getTrade

public com.caplin.motif.fx.trading.block.BlockTrade getTrade()

Returns the BlockTrade

Specified by:

getTrade in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Returns:

the BlockTrade

createTradeConfirmationEvent

public com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> createTradeConfirmationEvent(java.lang.String tradeID,
                                                                                                                          com.caplin.ret.trapi.fx.execution.QuoteEvent quote)
                                                                                                                   throws java.lang.Exception

Creates the trade confirmation Event

Specified by:

createTradeConfirmationEvent in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Parameters:

tradeID - the tradeID

quote - RET quote

Returns:

the confirmation event

Throws:

java.lang.Exception

createWithdrawEvent

public com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> createWithdrawEvent(java.lang.String tradeID)

Creates a Withdraw Event based on the tradeID

Specified by:

createWithdrawEvent in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Parameters:

tradeID - the tradeID

Returns:

the withdraw event

createExpiredEvent

public com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> createExpiredEvent(java.lang.String tradeID)

Creates a Expired Event based on the tradeID

Specified by:

createExpiredEvent in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Parameters:

tradeID - the tradeID

Returns:

the expired event

createExecuteAckEvent

public com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> createExecuteAckEvent(java.lang.String tradeID)

Creates a Execute Ack Event based on the tradeID

Specified by:

createExecuteAckEvent in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Parameters:

tradeID - the tradeID

Returns:

the execute ack event

createQuoteEvent

public com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> createQuoteEvent(java.lang.String tradeID,
                                                                                                              long timePriceReceived,
                                                                                                              RFSQuote rfsQuote,
                                                                                                              int timeout)
                                                                                                       throws java.lang.Exception

Creates the quote event

Specified by:

createQuoteEvent in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Returns:

the quote event

Throws:

java.lang.Exception

createQuoteEvent

public com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> createQuoteEvent(java.lang.String tradeID,
                                                                                                              long timePriceReceived,
                                                                                                              RFSQuote rfsQuote)
                                                                                                       throws java.lang.Exception

Creates the quote event

Specified by:

createQuoteEvent in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Returns:

the quote event

Throws:

java.lang.Exception

createSubmitAckEvent

public com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> createSubmitAckEvent(java.util.Map<java.lang.String,java.lang.String> fields)

Creates a Execute Ack Event based on the tradeID

Specified by:

createSubmitAckEvent in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Parameters:

fields - the fields containing the data

Returns:

the submit ack event

createClientCloseAckEvent

public com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> createClientCloseAckEvent(java.lang.String tradeID)

Creates a client close ack event

Specified by:

createClientCloseAckEvent in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Returns:

the client close ack event

createPickUpEvent

public com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> createPickUpEvent(java.lang.String tradeID)

Creates a pick up event

Specified by:

createPickUpEvent in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Returns:

the pick up event

createHeldEvent

public com.caplin.motif.trading.ResponderEvent<com.caplin.motif.fx.trading.block.BlockTrade> createHeldEvent(java.lang.String tradeID)

Creates a held event

Specified by:

createHeldEvent in interface TradeTypeHandler<com.caplin.motif.fx.trading.block.BlockTrade>

Returns:

the held event