org.adroitlogic.ultraesb.api.mediation

Interface FIXSupport

public interface FIXSupport

FIX transport related operations

Author:

Amila Paranawithana

Method Summary

Methods

Modifier and Type	Method and Description
void	sendOrderCancelRequest(Message m, String cancelOrderID, String symbol, Character side, Date transactionTime, String cancelText) Requests the cancelation of all of the remaining quantity of an existing order.
void	sendReject(Message m, int sessionRejectReason) The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation

Method Detail

sendOrderCancelRequest

void sendOrderCancelRequest(Message m,
                          String cancelOrderID,
                          String symbol,
                          Character side,
                          Date transactionTime,
                          String cancelText)

Requests the cancelation of all of the remaining quantity of an existing order. This will create a orderCancel request with message version equal to incoming order message version and send back to the sender.

Parameters:

m - incoming order request need to send a cancel request

cancelOrderID - unique ID of cancel request as assigned by the institution.

side - valid character defined my fix (1-9 / A-G)

transactionTime - time this order request was initiated/released by the trader or trading system.

cancelText - reason for sending order cancel request

sendReject

void sendReject(Message m,
              int sessionRejectReason)

The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation

Parameters:

m - the incoming message that need to reject

sessionRejectReason - valid code(0-18/99) to identify reason for a session-level Reject message.