velox.api.layer0.live

Class ExternalLiveBaseProvider

java.lang.Object

velox.api.layer0.live.ExternalLiveBaseProvider

All Implemented Interfaces:

java.lang.AutoCloseable, Layer1ApiAdminListenable, Layer1ApiAdminProvider, Layer1ApiDataListenable, Layer1ApiDataProvider, Layer1ApiInstrumentListenable, Layer1ApiInstrumentProvider, Layer1ApiMboDataListenable, Layer1ApiProvider, Layer1ApiTradingListenable, Layer1ApiTradingProvider, LayerApiListenable

public abstract class ExternalLiveBaseProvider
extends java.lang.Object
implements Layer1ApiProvider

This is a base class that should help you writing your own connector for live data and trading.

Lifecycle

Typical lifecycle looks like this:

1. Provider is created (constructor with no parameters is invoked).
2. addListener methods are called. Provider should remember the listeners and use those for sending data later.
3. Layer1ApiAdminProvider.login(LoginData) is called with instance of UserPasswordDemoLoginData as parameter.
4. Provider should attempt to establish connection asynchronously, if that fails it should call Layer1ApiAdminListener.onLoginFailed(velox.api.layer1.data.LoginFailedReason, String) and another Layer1ApiAdminProvider.login(LoginData) call can be made later. If connection is established Layer1ApiAdminListener.onLoginSuccessful() should be called

5. Now provider is in connected state. Subscription/unsubscription requests could be made as well as order-related requests (if provider supports trading, which should be stated using getSupportedFeatures()).

   Provider should push updates into Bookmap by calling corresponding listener methods.

   If connection is lost provider can report it with Layer1ApiAdminAdapter.onConnectionLost(velox.api.layer1.data.DisconnectionReason, String) and use Layer1ApiAdminListener.onConnectionRestored() when it's restored.

6. Layer1ApiAdminProvider.close() is invoked. This is the place to clean up resources. After this point provider instance will not be used anymore.

However it's possible that Layer1ApiAdminProvider.close() method will be called earlier. In this case provider should stop invoking callbacks and clean up resources.

Important note: All callbacks that do not return a value are asynchronous. Timestamp of an event is defined by the time when callback was invoked. Provider methods that do not return value are also allowed to be implemented in asynchronous manner. For ones that take noticeable amount of time it's recommended.

If event rate is higher than Bookmap can process events will be queued but timestamps will not be distorted.

Field Summary

Fields

Modifier and Type	Field and Description
java.util.concurrent.CopyOnWriteArrayList<Layer1ApiAdminListener>	adminListeners
java.util.concurrent.CopyOnWriteArrayList<Layer1ApiDataListener>	dataListeners
java.util.concurrent.CopyOnWriteArrayList<Layer1ApiInstrumentListener>	instrumentListeners
java.util.concurrent.CopyOnWriteArrayList<Layer1ApiMboDataListener>	mboDataListeners
java.util.concurrent.CopyOnWriteArrayList<Layer1ApiTradingListener>	tradingListeners

Constructor Summary

Constructors

Constructor and Description
ExternalLiveBaseProvider()

Method Summary

Modifier and Type	Method and Description
void	addListener(Layer1ApiAdminListener listener) Add listener for general events
void	addListener(Layer1ApiDataListener listener) Add data listener
void	addListener(Layer1ApiInstrumentListener listener) Add instrument events listener
void	addListener(Layer1ApiMboDataListener listener) Add mbo data listener
void	addListener(Layer1ApiTradingListener listener) Add trading listener
protected java.lang.String	formatPriceDefault(double pips, double price) Formats prices using default bookmap price formatting logic.
long	getCurrentTime() This method will not be invoked for external providers
Layer1ApiProviderSupportedFeatures	getSupportedFeatures() You can override this if you are implementing a live trading support.
void	removeListener(Layer1ApiAdminListener listener) Remove listener for general events
void	removeListener(Layer1ApiDataListener listener) Remove data listener
void	removeListener(Layer1ApiInstrumentListener listener) Remove instrument events listener
void	removeListener(Layer1ApiMboDataListener listener) Remove mbo data listener
void	removeListener(Layer1ApiTradingListener listener) Remove trading listener
java.lang.Object	sendUserMessage(java.lang.Object data) Some messages might reach the provider, but those can be ignored

Methods inherited from class java.lang.Object

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

Methods inherited from interface velox.api.layer1.Layer1ApiInstrumentProvider

subscribe, subscribe, unsubscribe

Methods inherited from interface velox.api.layer1.Layer1ApiDataProvider

formatPrice

Methods inherited from interface velox.api.layer1.Layer1ApiTradingProvider

sendOrder, updateOrder

Methods inherited from interface velox.api.layer1.Layer1ApiAdminProvider

close, getSource, login

Field Detail

adminListeners

public java.util.concurrent.CopyOnWriteArrayList<Layer1ApiAdminListener> adminListeners

instrumentListeners

public java.util.concurrent.CopyOnWriteArrayList<Layer1ApiInstrumentListener> instrumentListeners

dataListeners

public java.util.concurrent.CopyOnWriteArrayList<Layer1ApiDataListener> dataListeners

mboDataListeners

public java.util.concurrent.CopyOnWriteArrayList<Layer1ApiMboDataListener> mboDataListeners

tradingListeners

public java.util.concurrent.CopyOnWriteArrayList<Layer1ApiTradingListener> tradingListeners

Constructor Detail

ExternalLiveBaseProvider

public ExternalLiveBaseProvider()

Method Detail

formatPriceDefault

protected java.lang.String formatPriceDefault(double pips,
                                              double price)

Formats prices using default bookmap price formatting logic. In newer versions of bookmap PriceFormatHelper.formatPriceDefault(double, double) can be used instead

getSupportedFeatures

public Layer1ApiProviderSupportedFeatures getSupportedFeatures()

You can override this if you are implementing a live trading support.

Specified by:

getSupportedFeatures in interface Layer1ApiAdminProvider

Returns:

object describing supported features

See Also:

MaximumSupportedFeatures

sendUserMessage

public java.lang.Object sendUserMessage(java.lang.Object data)

Some messages might reach the provider, but those can be ignored

Specified by:

sendUserMessage in interface Layer1ApiAdminProvider

Parameters:

data - Message content

Returns:

addListener

public void addListener(Layer1ApiAdminListener listener)

Description copied from interface: Layer1ApiAdminListenable

Add listener for general events

Specified by:

addListener in interface Layer1ApiAdminListenable

Parameters:

listener - listener to add

removeListener

public void removeListener(Layer1ApiAdminListener listener)

Description copied from interface: Layer1ApiAdminListenable

Remove listener for general events

Specified by:

removeListener in interface Layer1ApiAdminListenable

Parameters:

listener - listener to remove

addListener

public void addListener(Layer1ApiInstrumentListener listener)

Description copied from interface: Layer1ApiInstrumentListenable

Add instrument events listener

Specified by:

addListener in interface Layer1ApiInstrumentListenable

Parameters:

listener - listener to add

removeListener

public void removeListener(Layer1ApiInstrumentListener listener)

Description copied from interface: Layer1ApiInstrumentListenable

Remove instrument events listener

Specified by:

removeListener in interface Layer1ApiInstrumentListenable

Parameters:

listener - listener to remove

addListener

public void addListener(Layer1ApiTradingListener listener)

Description copied from interface: Layer1ApiTradingListenable

Add trading listener

Specified by:

addListener in interface Layer1ApiTradingListenable

Parameters:

listener - listener to add

removeListener

public void removeListener(Layer1ApiTradingListener listener)

Description copied from interface: Layer1ApiTradingListenable

Remove trading listener

Specified by:

removeListener in interface Layer1ApiTradingListenable

Parameters:

listener - listener to remove

addListener

public void addListener(Layer1ApiDataListener listener)

Description copied from interface: Layer1ApiDataListenable

Add data listener

Specified by:

addListener in interface Layer1ApiDataListenable

Parameters:

listener - listener to add

removeListener

public void removeListener(Layer1ApiDataListener listener)

Description copied from interface: Layer1ApiDataListenable

Remove data listener

Specified by:

removeListener in interface Layer1ApiDataListenable

Parameters:

listener - listener to remove

addListener

public void addListener(Layer1ApiMboDataListener listener)

Description copied from interface: Layer1ApiMboDataListenable

Add mbo data listener

Specified by:

addListener in interface Layer1ApiMboDataListenable

Parameters:

listener - listener to add

removeListener

public void removeListener(Layer1ApiMboDataListener listener)

Description copied from interface: Layer1ApiMboDataListenable

Remove mbo data listener

Specified by:

removeListener in interface Layer1ApiMboDataListenable

Parameters:

listener - listener to remove

getCurrentTime

public final long getCurrentTime()

This method will not be invoked for external providers

Specified by:

getCurrentTime in interface Layer1ApiAdminProvider

Returns:

current Unix epoch time in nanoseconds