Package de.gsi.financial.samples.service.execution

Class AbstractExecutionPlatform

java.lang.Object

de.gsi.financial.samples.service.execution.AbstractExecutionPlatform

All Implemented Interfaces:

ExecutionPlatform

Direct Known Subclasses:

BacktestExecutionPlatform

public abstract class AbstractExecutionPlatform
extends java.lang.Object
implements ExecutionPlatform

Author:

afischer

Field Summary

Fields

Modifier and Type	Field	Description
protected de.gsi.dataset.spi.financial.api.attrs.AttributeModel	context
protected OrderContainer	orders
protected PositionContainer	positions

Constructor Summary

Constructors

Constructor	Description
AbstractExecutionPlatform()

Method Summary

Modifier and Type	Method	Description
void	addExecutionPlatformListener(ExecutionPlatformListener listener)	Add the listener of execution platform
ExecutionResult	cancelOrder(int orderId)	Cancel the trading order
ExecutionResult	cancelOrder(Order order)	Cancel the trading order
protected abstract ExecutionResult	ensureRequiredOrderAttributes(Order order)	Ensure the required attributes for order
protected abstract ExecutionResult	executeOrder(Order order)	Execute order by gateway
protected abstract ExecutionResult	executeOrderCancellation(Order order)	Execute order cancellation by gateway
protected void	fireOrderCancelled(Order order)
protected void	fireOrderFilled(Order order)
ExecutionResult	performOrder(Order order)	Execute the trading order
protected ExecutionResult	processOrder(Order order)	Processing of order
void	removeExecutionPlatformListener(ExecutionPlatformListener listener)	Remove the listener of execution platform
void	setContext(de.gsi.dataset.spi.financial.api.attrs.AttributeModel context)
protected ExecutionResult	setRequiredOrderAttributes(Order order)
protected void	storeOrder(Order order)

Methods inherited from class java.lang.Object

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

Field Detail

context

protected de.gsi.dataset.spi.financial.api.attrs.AttributeModel context

orders

protected OrderContainer orders

positions

protected PositionContainer positions

Constructor Detail

AbstractExecutionPlatform

public AbstractExecutionPlatform()

Method Detail

setContext

public void setContext(de.gsi.dataset.spi.financial.api.attrs.AttributeModel context)

addExecutionPlatformListener

public void addExecutionPlatformListener(ExecutionPlatformListener listener)

Description copied from interface: ExecutionPlatform

Add the listener of execution platform

Specified by:

addExecutionPlatformListener in interface ExecutionPlatform

Parameters:

listener - ExecutionPlatformListener

removeExecutionPlatformListener

public void removeExecutionPlatformListener(ExecutionPlatformListener listener)

Description copied from interface: ExecutionPlatform

Remove the listener of execution platform

Specified by:

removeExecutionPlatformListener in interface ExecutionPlatform

Parameters:

listener - ExecutionPlatformListener

fireOrderFilled

protected void fireOrderFilled(Order order)

fireOrderCancelled

protected void fireOrderCancelled(Order order)

performOrder

public ExecutionResult performOrder(Order order)

Description copied from interface: ExecutionPlatform

Execute the trading order

Specified by:

performOrder in interface ExecutionPlatform

Parameters:

order - Order

Returns:

result

cancelOrder

public ExecutionResult cancelOrder(int orderId)

Description copied from interface: ExecutionPlatform

Cancel the trading order

Specified by:

cancelOrder in interface ExecutionPlatform

Parameters:

orderId - int

Returns:

result

cancelOrder

public ExecutionResult cancelOrder(Order order)

Description copied from interface: ExecutionPlatform

Cancel the trading order

Specified by:

cancelOrder in interface ExecutionPlatform

Parameters:

order - instance

Returns:

result

setRequiredOrderAttributes

protected ExecutionResult setRequiredOrderAttributes(Order order)

storeOrder

protected void storeOrder(Order order)

processOrder

protected ExecutionResult processOrder(Order order)

Processing of order

Parameters:

order - Order

Returns:

result

ensureRequiredOrderAttributes

protected abstract ExecutionResult ensureRequiredOrderAttributes(Order order)

Ensure the required attributes for order

Parameters:

order - Order

executeOrder

protected abstract ExecutionResult executeOrder(Order order)

Execute order by gateway

Parameters:

order - Order

Returns:

result

executeOrderCancellation

protected abstract ExecutionResult executeOrderCancellation(Order order)

Execute order cancellation by gateway

Parameters:

order - Order

Returns:

result