Package com.caplin.motif.fx.ret.fxtrading.submission.block

Class BlockHandler

java.lang.Object

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

public class BlockHandler
extends java.lang.Object

Constructor Summary

Constructors

Constructor	Description
BlockHandler(com.caplin.generated.motif.fx.trading.rfs.RFSTrade blockTrade, BlockQuoteFactory quoteFactory, PrecisionFactory precisionFactory, org.slf4j.Logger logger)

Method Summary

Modifier and Type	Method	Description
void	addExtraFieldsFromTrade(com.caplin.trading.TradeEvent backingEvent)
static TraderFields	createBlockLegTraderFields(com.caplin.motif.fx.trading.BuySell legBuySell, com.caplin.motif.fx.trading.BuySell legNetBuySell, java.math.BigDecimal clientSpotRate, java.math.BigDecimal nearClientFwdPoints, java.math.BigDecimal nearClientAllInRate, java.math.BigDecimal nearRawSpotMargin, java.math.BigDecimal nearRawFwdMargin)
com.caplin.generated.motif.fx.trading.rfscore.events.server.ClientCloseAckTradeEvent	createClientCloseAckEvent(java.lang.String tradeID)	Creates a client close ack event
com.caplin.generated.motif.fx.trading.rfscore.events.server.ExecuteAckTradeEvent	createExecuteAckEvent(java.lang.String tradeID)	Creates a Execute Ack Event based on the tradeID
com.caplin.generated.motif.fx.trading.rfscore.events.server.ExpireTradeEvent	createExpiredEvent(java.lang.String tradeID)	Creates a Expired Event based on the tradeID
com.caplin.generated.motif.fx.trading.rfscore.events.server.HoldTradeEvent	createHeldEvent()	Creates a held event
com.caplin.generated.motif.fx.trading.rfscore.events.server.PickUpTradeEvent	createPickUpEvent(java.lang.String tradeID)	Creates a pick up event
com.caplin.motif.datasource.Message	createQuoteEvent(java.lang.String tradeID, long timePriceReceived, java.lang.String receivedNanotime, MappedBlockQuote rfsQuote)	Creates the quote event
com.caplin.motif.datasource.Message	createQuoteEvent(java.lang.String tradeID, long timePriceReceived, java.lang.String receivedNanotime, MappedBlockQuote rfsQuote, int timeout)	Creates the quote event
com.caplin.generated.motif.fx.trading.rfscore.events.server.SubmitAckTradeEvent	createSubmitAckEvent(java.util.Map<java.lang.String,java.lang.String> fields)	Creates a Execute Ack Event based on the tradeID
com.caplin.motif.datasource.Message	createTradeConfirmationEvent(java.lang.String tradeID, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, boolean isSales)	Creates the trade confirmation Event
com.caplin.generated.motif.fx.trading.rfscore.events.server.WithdrawTradeEvent	createWithdrawEvent(java.lang.String tradeID)	Creates a Withdraw Event based on the tradeID
int	getLegCount()	Returns the number of legs
java.util.List<Pair<java.lang.String,com.caplin.ret.trapi.fx.Side>>	getLegExecutionSides(java.util.List<Pair<java.lang.String,com.caplin.motif.fx.trading.BuySell>> directions)	Returns the list of Execution Sides based on the BuySell directions
com.caplin.ret.trapi.common.Profit	getProfit(com.caplin.ret.trapi.fx.FXOrderInstrument netOrderInstrumentInfo, ConfirmationQuote legQuote)
com.caplin.motif.datasource.Message	getQuote(com.caplin.ret.trapi.fx.execution.QuoteEvent trapiQuote, boolean isSales, ProfitConversionRate profitConversionRate)	Returns the quote from the trapiQuote coming from RET
com.caplin.generated.motif.fx.trading.rfs.RFSTrade	getTrade()	Returns the BlockTrade
com.caplin.ret.trapi.fx.FXTradeType	getTradeType()	Returns the FXTradeType
void	setSubmitWrapper(BlockSubmitWrapper submitWrapper)

Methods inherited from class java.lang.Object

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

Constructor Detail

BlockHandler

public BlockHandler(com.caplin.generated.motif.fx.trading.rfs.RFSTrade blockTrade,
                    BlockQuoteFactory quoteFactory,
                    PrecisionFactory precisionFactory,
                    org.slf4j.Logger logger)

Method Detail

getTradeType

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

Returns the FXTradeType

Returns:

FXTradeType.BLOCK

getLegExecutionSides

public java.util.List<Pair<java.lang.String,com.caplin.ret.trapi.fx.Side>> getLegExecutionSides(java.util.List<Pair<java.lang.String,com.caplin.motif.fx.trading.BuySell>> directions)

Returns the list of Execution Sides based on the BuySell directions

Parameters:

directions - BuySell values

Returns:

a list of Sides

getLegCount

public int getLegCount()

Returns the number of legs

Returns:

the number of legs

getQuote

public com.caplin.motif.datasource.Message getQuote(com.caplin.ret.trapi.fx.execution.QuoteEvent trapiQuote,
                                                    boolean isSales,
                                                    ProfitConversionRate profitConversionRate)
                                             throws QuoteCreationException

Returns the quote from the trapiQuote coming from RET

Parameters:

trapiQuote - the quote coming from RET

Returns:

the FXQuote

Throws:

QuoteCreationException

addExtraFieldsFromTrade

public void addExtraFieldsFromTrade(com.caplin.trading.TradeEvent backingEvent)

getTrade

public com.caplin.generated.motif.fx.trading.rfs.RFSTrade getTrade()

Returns the BlockTrade

Returns:

the BlockTrade

createTradeConfirmationEvent

public com.caplin.motif.datasource.Message createTradeConfirmationEvent(java.lang.String tradeID,
                                                                        com.caplin.ret.trapi.fx.execution.QuoteEvent quote,
                                                                        boolean isSales)
                                                                 throws java.lang.Exception

Creates the trade confirmation Event

Parameters:

tradeID - the tradeID

quote - RET quote

Returns:

the confirmation event

Throws:

java.lang.Exception

createWithdrawEvent

public com.caplin.generated.motif.fx.trading.rfscore.events.server.WithdrawTradeEvent createWithdrawEvent(java.lang.String tradeID)

Creates a Withdraw Event based on the tradeID

Parameters:

tradeID - the tradeID

Returns:

the withdraw event

createExpiredEvent

public com.caplin.generated.motif.fx.trading.rfscore.events.server.ExpireTradeEvent createExpiredEvent(java.lang.String tradeID)

Creates a Expired Event based on the tradeID

Parameters:

tradeID - the tradeID

Returns:

the expired event

createExecuteAckEvent

public com.caplin.generated.motif.fx.trading.rfscore.events.server.ExecuteAckTradeEvent createExecuteAckEvent(java.lang.String tradeID)

Creates a Execute Ack Event based on the tradeID

Parameters:

tradeID - the tradeID

Returns:

the execute ack event

createQuoteEvent

public com.caplin.motif.datasource.Message createQuoteEvent(java.lang.String tradeID,
                                                            long timePriceReceived,
                                                            java.lang.String receivedNanotime,
                                                            MappedBlockQuote rfsQuote,
                                                            int timeout)

Creates the quote event

Returns:

the quote event

createQuoteEvent

public com.caplin.motif.datasource.Message createQuoteEvent(java.lang.String tradeID,
                                                            long timePriceReceived,
                                                            java.lang.String receivedNanotime,
                                                            MappedBlockQuote rfsQuote)

Creates the quote event

Returns:

the quote event

createSubmitAckEvent

public com.caplin.generated.motif.fx.trading.rfscore.events.server.SubmitAckTradeEvent createSubmitAckEvent(java.util.Map<java.lang.String,java.lang.String> fields)

Creates a Execute Ack Event based on the tradeID

Parameters:

fields - the fields containing the data

Returns:

the submit ack event

createClientCloseAckEvent

public com.caplin.generated.motif.fx.trading.rfscore.events.server.ClientCloseAckTradeEvent createClientCloseAckEvent(java.lang.String tradeID)

Creates a client close ack event

Returns:

the client close ack event

createPickUpEvent

public com.caplin.generated.motif.fx.trading.rfscore.events.server.PickUpTradeEvent createPickUpEvent(java.lang.String tradeID)

Creates a pick up event

Returns:

the pick up event

createHeldEvent

public com.caplin.generated.motif.fx.trading.rfscore.events.server.HoldTradeEvent createHeldEvent()

Creates a held event

Returns:

the held event

getProfit

public com.caplin.ret.trapi.common.Profit getProfit(com.caplin.ret.trapi.fx.FXOrderInstrument netOrderInstrumentInfo,
                                                    ConfirmationQuote legQuote)

createBlockLegTraderFields

public static TraderFields createBlockLegTraderFields(com.caplin.motif.fx.trading.BuySell legBuySell,
                                                      com.caplin.motif.fx.trading.BuySell legNetBuySell,
                                                      java.math.BigDecimal clientSpotRate,
                                                      java.math.BigDecimal nearClientFwdPoints,
                                                      java.math.BigDecimal nearClientAllInRate,
                                                      java.math.BigDecimal nearRawSpotMargin,
                                                      java.math.BigDecimal nearRawFwdMargin)

setSubmitWrapper

public void setSubmitWrapper(BlockSubmitWrapper submitWrapper)