Package com.caplin.motif.fx.ret.fxtrading.quote

Interface QuoteFactory

  • All Known Implementing Classes:
    DefaultQuoteFactory
    public interface QuoteFactory
    Invoked when the toolkit receives a quote from RET and requires an FX API quote.

    • Method Summary

      All Methods Instance Methods Abstract Methods 
      Modifier and Type Method Description
      com.caplin.motif.datasource.Message createFwdQuote​(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide)
      Invoked when the toolkit receives a RET forward quote and requires the factory to build the FX API quote object
      com.caplin.motif.datasource.Message createSpotQuote​(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide)
      Invoked when the toolkit receives a RET spot quote and requires the factory to build the FX API quote object
      void initialise​(Context context)
      Invoked by the toolkit.

    • Method Detail

      • initialise

        void initialise​(Context context)
        Invoked by the toolkit. The context provides objects that aid in creating the Quote object.
        Parameters:
        context - The context

      • createSpotQuote

        com.caplin.motif.datasource.Message createSpotQuote​(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade,
                                                    com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                    com.caplin.motif.fx.trading.PricingSide pricingSide)
                                             throws QuoteCreationException
        Invoked when the toolkit receives a RET spot quote and requires the factory to build the FX API quote object
        Parameters:
        trade - The FX Integration API RFS Trade object
        quote - The RET Quote
        pricingSide - The side, defining whether just Bid or Ask values should be set, or both.
        Throws:
        QuoteCreationException - if a quote cannot be created.

      • createFwdQuote

        com.caplin.motif.datasource.Message createFwdQuote​(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade,
                                                   com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                   com.caplin.motif.fx.trading.PricingSide pricingSide)
                                            throws QuoteCreationException
        Invoked when the toolkit receives a RET forward quote and requires the factory to build the FX API quote object
        Parameters:
        trade - The FX Integration API RFS Trade object
        quote - The RET Quote
        pricingSide - The side, defining whether just Bid or Ask values should be set, or both.
        Throws:
        QuoteCreationException - if a quote cannot be created.