velox.api.layer1.layers

Class Layer1ApiInjectorRelay

java.lang.Object

velox.api.layer1.Layer1ApiBasicListenable

velox.api.layer1.layers.Layer1ApiUpstreamRelay

velox.api.layer1.layers.Layer1ApiRelay

velox.api.layer1.layers.Layer1ApiInjectorRelay

All Implemented Interfaces:

java.lang.AutoCloseable, Layer1ApiAdminListenable, Layer1ApiAdminListener, Layer1ApiAdminProvider, Layer1ApiDataListenable, Layer1ApiDataListener, Layer1ApiDataProvider, Layer1ApiInstrumentListenable, Layer1ApiInstrumentListener, Layer1ApiInstrumentProvider, Layer1ApiListener, Layer1ApiMboDataListenable, Layer1ApiMboDataListener, Layer1ApiProvider, Layer1ApiTradingListenable, Layer1ApiTradingListener, Layer1ApiTradingProvider, LayerApiListenable, Layer1ApiTimeSource

Direct Known Subclasses:

Layer1ApiStrategiesEchoMessagesLayer

public class Layer1ApiInjectorRelay
extends Layer1ApiRelay

This relay is also capable of injecting messages into provider -> gui stream in asynchronous manner. Use it when you need to do on* call in response to some event.

Nested Class Summary

Nested classes/interfaces inherited from interface velox.api.layer1.layers.Layer1ApiTimeSource

Layer1ApiTimeSource.Layer1TimeSourceShortcutAllowed

Field Summary

Fields

Modifier and Type	Field and Description
protected java.lang.Object	upstreamInjectorLock
private java.util.concurrent.ExecutorService	userMessageInjectorExecutor

Fields inherited from class velox.api.layer1.layers.Layer1ApiRelay

provider

Fields inherited from class velox.api.layer1.layers.Layer1ApiUpstreamRelay

closed

Fields inherited from class velox.api.layer1.Layer1ApiBasicListenable

adminListeners, dataListeners, instrumentListeners, mboDataListeners, tradingListeners

Constructor Summary

Constructors

Constructor and Description
Layer1ApiInjectorRelay(Layer1ApiProvider provider)

Method Summary

Modifier and Type	Method and Description
void	close() Stop relaying data.
protected void	inject(java.lang.Runnable r) Inject runnable into messages stream provider -> gui.
protected void	injectSynchronously(java.lang.Runnable r) Inject runnable into messages stream provider -> gui from the same thread.
void	onBalance(BalanceInfo balanceInfo) Called when account balance information changes
void	onConnectionLost(DisconnectionReason reason, java.lang.String message) Connection to server lost
void	onConnectionRestored() Connection to server restored
void	onDepth(java.lang.String alias, boolean isBid, int price, int size) Depth data update.
void	onInstrumentAdded(java.lang.String alias, InstrumentInfo instrumentInfo) Indicates successful subscription to the instrument
void	onInstrumentAlreadySubscribed(java.lang.String symbol, java.lang.String exchange, java.lang.String type) Indicates that attempt to subscribe failed because subscription is already active
void	onInstrumentNotFound(java.lang.String symbol, java.lang.String exchange, java.lang.String type) Indicates that attempt to subscribe failed because instrument does not exist
void	onInstrumentRemoved(java.lang.String alias) Unsubscribed from instrument (user-initiated or provider initiated). Please note that if you use this in strategy that implements OnlineCalculatable, you should not delete any data about instrument that is expected in OnlineCalculatable.calculateValuesInRange(String, String, long, long, int, velox.api.layer1.layers.strategies.interfaces.CalculatedResultListener) or OnlineCalculatable.createOnlineValueCalculator(String, String, long, java.util.function.Consumer, velox.api.layer1.layers.strategies.interfaces.InvalidateInterface), or should handle absence of that data (in case you delete it) gracefully.
void	onLoginFailed(LoginFailedReason reason, java.lang.String message) Failed to login with specified credentials
void	onLoginSuccessful() Successful login.
void	onMarketMode(java.lang.String alias, MarketMode marketMode) Market mode update.
void	onMboCancel(java.lang.String alias, java.lang.String orderId)
void	onMboReplace(java.lang.String alias, java.lang.String orderId, int price, int size)
void	onMboSend(java.lang.String alias, java.lang.String orderId, boolean isBid, int price, int size)
void	onOrderExecuted(ExecutionInfo executionInfo) Called when one of our orders gets executed
void	onOrderUpdated(OrderInfoUpdate orderInfoUpdate) Called when order is updated (order creation is also considered an update).
void	onStatus(StatusInfo statusInfo) Called when instrument status information changes (PnL, number of open orders, position, etc).
void	onSystemTextMessage(java.lang.String message, SystemTextMessageType messageType) Some message from the system.
void	onTrade(java.lang.String alias, double price, int size, TradeInfo tradeInfo) Trade
void	onUserMessage(java.lang.Object data) Allows incorporating arbitrary functionality into protocol
protected void	safeInject(java.lang.Runnable r) Deprecated.

Methods inherited from class velox.api.layer1.layers.Layer1ApiRelay

formatPrice, getCurrentTime, getSource, getSupportedFeatures, getTimeSource, login, sendOrder, sendUserMessage, setProvider, subscribe, unsubscribe, updateOrder

Methods inherited from class velox.api.layer1.Layer1ApiBasicListenable

addListener, addListener, addListener, addListener, addListener, getAdminListenerBroadcaster, getDataListenerBroadcaster, getInstrumentListenerBroadcaster, getTradingListenerBroadcaster, getUniqueListenersCount, onNoSubscribers, removeListener, removeListener, removeListener, removeListener, removeListener

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

Methods inherited from interface velox.api.layer1.Layer1ApiAdminListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiDataListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiMboDataListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiInstrumentListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.Layer1ApiTradingListenable

addListener, removeListener

Methods inherited from interface velox.api.layer1.layers.Layer1ApiTimeSource

getTimeSource

Field Detail

userMessageInjectorExecutor

private final java.util.concurrent.ExecutorService userMessageInjectorExecutor

upstreamInjectorLock

protected final java.lang.Object upstreamInjectorLock

Constructor Detail

Layer1ApiInjectorRelay

public Layer1ApiInjectorRelay(Layer1ApiProvider provider)

Method Detail

inject

protected void inject(java.lang.Runnable r)

Inject runnable into messages stream provider -> gui. Event is handled asynchronously. If you need to inject event synchronously and/or from the same thread - take a look at injectSynchronously(Runnable)

injectSynchronously

protected void injectSynchronously(java.lang.Runnable r)

Inject runnable into messages stream provider -> gui from the same thread. Blocks until event is injected. Be careful when using this method, it's easy to cause a deadlock. If in doubt - use inject(Runnable) instead.

safeInject

@Deprecated
protected void safeInject(java.lang.Runnable r)

Deprecated.

Inject runnable into messages stream provider -> gui. If exception happens this method will log it, but won't crash the application (this was a behavior that appeared by accident). Use inject(Runnable) instead.

close

public void close()

Description copied from class: Layer1ApiUpstreamRelay

Stop relaying data. Will not let send new events upwards, but is not guaranteed to stop ones already in progress.

Specified by:

close in interface java.lang.AutoCloseable

Specified by:

close in interface Layer1ApiAdminProvider

Overrides:

close in class Layer1ApiRelay

onInstrumentAdded

public void onInstrumentAdded(java.lang.String alias,
                              InstrumentInfo instrumentInfo)

Description copied from interface: Layer1ApiInstrumentListener

Indicates successful subscription to the instrument

Specified by:

onInstrumentAdded in interface Layer1ApiInstrumentListener

Overrides:

onInstrumentAdded in class Layer1ApiUpstreamRelay

Parameters:

alias - instrument alias

instrumentInfo - instrument specifications

onInstrumentRemoved

public void onInstrumentRemoved(java.lang.String alias)

Description copied from interface: Layer1ApiInstrumentListener

Unsubscribed from instrument (user-initiated or provider initiated).
Please note that if you use this in strategy that implements OnlineCalculatable, you should not delete any data about instrument that is expected in OnlineCalculatable.calculateValuesInRange(String, String, long, long, int, velox.api.layer1.layers.strategies.interfaces.CalculatedResultListener) or OnlineCalculatable.createOnlineValueCalculator(String, String, long, java.util.function.Consumer, velox.api.layer1.layers.strategies.interfaces.InvalidateInterface), or should handle absence of that data (in case you delete it) gracefully. The reason is that you can get Layer1ApiInstrumentListener.onInstrumentRemoved(String) in the middle of OnlineCalculatable request

Specified by:

onInstrumentRemoved in interface Layer1ApiInstrumentListener

Overrides:

onInstrumentRemoved in class Layer1ApiUpstreamRelay

onInstrumentNotFound

public void onInstrumentNotFound(java.lang.String symbol,
                                 java.lang.String exchange,
                                 java.lang.String type)

Description copied from interface: Layer1ApiInstrumentListener

Indicates that attempt to subscribe failed because instrument does not exist

Specified by:

onInstrumentNotFound in interface Layer1ApiInstrumentListener

Overrides:

onInstrumentNotFound in class Layer1ApiUpstreamRelay

type - see InstrumentCoreInfo.type

onInstrumentAlreadySubscribed

public void onInstrumentAlreadySubscribed(java.lang.String symbol,
                                          java.lang.String exchange,
                                          java.lang.String type)

Description copied from interface: Layer1ApiInstrumentListener

Indicates that attempt to subscribe failed because subscription is already active

Specified by:

onInstrumentAlreadySubscribed in interface Layer1ApiInstrumentListener

Overrides:

onInstrumentAlreadySubscribed in class Layer1ApiUpstreamRelay

type - see InstrumentCoreInfo.type

onTrade

public void onTrade(java.lang.String alias,
                    double price,
                    int size,
                    TradeInfo tradeInfo)

Description copied from interface: Layer1ApiDataListener

Trade

Specified by:

onTrade in interface Layer1ApiDataListener

Overrides:

onTrade in class Layer1ApiUpstreamRelay

Parameters:

alias - instrument alias

price - price in the same units as in depth update (e.g. if pips=25 then price=1000 means 25000)

size - trade size

tradeInfo - additional information about the trade

onDepth

public void onDepth(java.lang.String alias,
                    boolean isBid,
                    int price,
                    int size)

Description copied from interface: Layer1ApiDataListener

Depth data update.

Specified by:

onDepth in interface Layer1ApiDataListener

Overrides:

onDepth in class Layer1ApiUpstreamRelay

Parameters:

alias - instrument alias

isBid - true if it is for bids, false for asks

price - price where size changed

size - new size

onMboSend

public void onMboSend(java.lang.String alias,
                      java.lang.String orderId,
                      boolean isBid,
                      int price,
                      int size)

Specified by:

onMboSend in interface Layer1ApiMboDataListener

Overrides:

onMboSend in class Layer1ApiUpstreamRelay

onMboReplace

public void onMboReplace(java.lang.String alias,
                         java.lang.String orderId,
                         int price,
                         int size)

Specified by:

onMboReplace in interface Layer1ApiMboDataListener

Overrides:

onMboReplace in class Layer1ApiUpstreamRelay

onMboCancel

public void onMboCancel(java.lang.String alias,
                        java.lang.String orderId)

Specified by:

onMboCancel in interface Layer1ApiMboDataListener

Overrides:

onMboCancel in class Layer1ApiUpstreamRelay

onMarketMode

public void onMarketMode(java.lang.String alias,
                         MarketMode marketMode)

Description copied from interface: Layer1ApiDataListener

Market mode update.

Specified by:

onMarketMode in interface Layer1ApiDataListener

Overrides:

onMarketMode in class Layer1ApiUpstreamRelay

onOrderUpdated

public void onOrderUpdated(OrderInfoUpdate orderInfoUpdate)

Description copied from interface: Layer1ApiTradingListener

Called when order is updated (order creation is also considered an update).

Specified by:

onOrderUpdated in interface Layer1ApiTradingListener

Overrides:

onOrderUpdated in class Layer1ApiUpstreamRelay

Parameters:

orderInfoUpdate - information about update

onOrderExecuted

public void onOrderExecuted(ExecutionInfo executionInfo)

Description copied from interface: Layer1ApiTradingListener

Called when one of our orders gets executed

Specified by:

onOrderExecuted in interface Layer1ApiTradingListener

Overrides:

onOrderExecuted in class Layer1ApiUpstreamRelay

Parameters:

executionInfo - information about execution

onStatus

public void onStatus(StatusInfo statusInfo)

Description copied from interface: Layer1ApiTradingListener

Called when instrument status information changes (PnL, number of open orders, position, etc).

Specified by:

onStatus in interface Layer1ApiTradingListener

Overrides:

onStatus in class Layer1ApiUpstreamRelay

Parameters:

statusInfo - status information

onBalance

public void onBalance(BalanceInfo balanceInfo)

Description copied from interface: Layer1ApiTradingListener

Called when account balance information changes

Specified by:

onBalance in interface Layer1ApiTradingListener

Overrides:

onBalance in class Layer1ApiUpstreamRelay

Parameters:

balanceInfo - account balance information

onLoginFailed

public void onLoginFailed(LoginFailedReason reason,
                          java.lang.String message)

Description copied from interface: Layer1ApiAdminListener

Failed to login with specified credentials

Specified by:

onLoginFailed in interface Layer1ApiAdminListener

Overrides:

onLoginFailed in class Layer1ApiUpstreamRelay

Parameters:

reason - reason code

message - test message associated with login fail (may be null)

onLoginSuccessful

public void onLoginSuccessful()

Description copied from interface: Layer1ApiAdminListener

Successful login.

Specified by:

onLoginSuccessful in interface Layer1ApiAdminListener

Overrides:

onLoginSuccessful in class Layer1ApiUpstreamRelay

onConnectionLost

public void onConnectionLost(DisconnectionReason reason,
                             java.lang.String message)

Description copied from interface: Layer1ApiAdminListener

Connection to server lost

Specified by:

onConnectionLost in interface Layer1ApiAdminListener

Overrides:

onConnectionLost in class Layer1ApiUpstreamRelay

Parameters:

reason - reason code

message - test message associated with login disconnection (may be null)

onConnectionRestored

public void onConnectionRestored()

Description copied from interface: Layer1ApiAdminListener

Connection to server restored

Specified by:

onConnectionRestored in interface Layer1ApiAdminListener

Overrides:

onConnectionRestored in class Layer1ApiUpstreamRelay

onSystemTextMessage

public void onSystemTextMessage(java.lang.String message,
                                SystemTextMessageType messageType)

Description copied from interface: Layer1ApiAdminListener

Some message from the system. Usually you want to show it to user in some way

Specified by:

onSystemTextMessage in interface Layer1ApiAdminListener

Overrides:

onSystemTextMessage in class Layer1ApiUpstreamRelay

Parameters:

message - message itself

messageType - message type

onUserMessage

public void onUserMessage(java.lang.Object data)

Description copied from interface: Layer1ApiAdminListener

Allows incorporating arbitrary functionality into protocol

Specified by:

onUserMessage in interface Layer1ApiAdminListener

Overrides:

onUserMessage in class Layer1ApiUpstreamRelay

Parameters:

data - Message content