MarketApplication.java

//***************************************************************************************************************************************************
//
// Copyright (C) 2015 Selim Temizer.
//
// This file is part of CENG785Template.
//
// CENG785Template is free software: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License
// as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
//
// CENG785Template is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public License along with CENG785Template. If not, see <http://www.gnu.org/licenses/>.
//
//***************************************************************************************************************************************************


// dokunma bi şeye 

//***************************************************************************************************************************************************

import java.util.logging.Level;
import java.util.logging.Logger;
import quickfix.Message                ;
import quickfix.DoNotSend              ;
import quickfix.SessionID              ;
import quickfix.Application            ;
import quickfix.RejectLogon            ;
import quickfix.FieldNotFound          ;
import quickfix.IncorrectTagValue      ;
import quickfix.IncorrectDataFormat    ;
import quickfix.Session;
import quickfix.SessionNotFound;
import quickfix.UnsupportedMessageType ;
import quickfix.field.AvgPx;

//---------------------------------------------------------------------------------------------------------------------------------------------------

import quickfix.field.Side             ;
import quickfix.field.Price            ;
import quickfix.field.StopPx           ;
import quickfix.field.Symbol           ;
import quickfix.field.ClOrdID          ;
import quickfix.field.CumQty;
import quickfix.field.DKReason;
import quickfix.field.ExecID;
import quickfix.field.ExecTransType;
import quickfix.field.ExecType;
import quickfix.field.HandlInst;
import quickfix.field.LastPx;
import quickfix.field.LastShares;
import quickfix.field.LeavesQty;
import quickfix.field.OrdStatus;
import quickfix.field.OrdType          ;
import quickfix.field.OrderID;
import quickfix.field.OrderQty         ;
import quickfix.field.OrigClOrdID;
import quickfix.field.TimeInForce      ;
import quickfix.field.TransactTime     ;
import quickfix.fix42.DontKnowTrade;
import quickfix.fix42.ExecutionReport;

//---------------------------------------------------------------------------------------------------------------------------------------------------

import quickfix.fix42.MessageCracker   ;

//***************************************************************************************************************************************************




//***************************************************************************************************************************************************

public class MarketApplication extends MessageCracker implements Application //server side
{
  //=================================================================================================================================================

  public String name  ;
  private int m_orderID = 0;
  private int m_execID = 0;

  //=================================================================================================================================================

  public MarketApplication ( String aName )
  {
    name = aName ;

    System.out.println( name + " : constructor" ) ;
  }

  //=================================================================================================================================================

  @Override
  public void onCreate ( SessionID sessionId )
  {
    System.out.println( name + " : onCreate"         ) ;
    System.out.println( "  SessionID : " + sessionId ) ;
  }

  //=================================================================================================================================================

  @Override
  public void onLogon ( SessionID sessionId )
  {
    System.out.println( name + " : onLogon"          ) ;
    System.out.println( "  SessionID : " + sessionId ) ;
  }

  //=================================================================================================================================================

  @Override
  public void onLogout ( SessionID sessionId )
  {
    System.out.println( name + " : onLogout"         ) ;
    System.out.println( "  SessionID : " + sessionId ) ;
  }

  //=================================================================================================================================================

  @Override
  public void toAdmin ( Message message , SessionID sessionId )
  {
    System.out.println( name + " : toAdmin"          ) ;
    System.out.println( "  SessionID : " + sessionId ) ;
    System.out.println( "  Message   : " + message   ) ;
  }

  //=================================================================================================================================================

  @Override
  public void fromAdmin ( Message message , SessionID sessionId ) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, RejectLogon
  {
    System.out.println( name + " : fromAdmin"        ) ;
    System.out.println( "  SessionID : " + sessionId ) ;
    System.out.println( "  Message   : " + message   ) ;
  }

  //=================================================================================================================================================

  @Override
  public void toApp ( Message message , SessionID sessionId ) throws DoNotSend
  {
    System.out.println( name + " : toApp"            ) ;
    System.out.println( "  SessionID : " + sessionId ) ;
    System.out.println( "  Message   : " + message   ) ;
  }

  //=================================================================================================================================================

  @Override
  public void fromApp ( Message message , SessionID sessionId ) throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, UnsupportedMessageType
  {
    System.out.println( name + " : fromApp"          ) ;
    System.out.println( "  SessionID : " + sessionId ) ;
    System.out.println( "  Message   : " + message   ) ;

    crack( message , sessionId ) ;
  }

  //=================================================================================================================================================
    public OrderID genOrderID() {
                  return new OrderID(Integer.toString(++m_orderID));
          }

    public ExecID genExecID() {
            return new ExecID(Integer.toString(++m_execID));
    }

  @Override
  public void onMessage ( quickfix.fix42.MarketDataRequest message , SessionID sessionId )
  {
    System.out.println( name + " : MarketDataRequest" ) ;
  }

  //=================================================================================================================================================

  @Override
  public void onMessage ( quickfix.fix42.NewOrderSingle message , SessionID sessionId ) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue
  {
    //-----------------------------------------------------------------------------------------------------------------------------------------------

    System.out.println( name + " : NewOrderSingle" ) ;

    //-----------------------------------------------------------------------------------------------------------------------------------------------

    ClOrdID      fClOrdID      = new ClOrdID     () ;
    Symbol       fSymbol       = new Symbol      () ;
    Side         fSide         = new Side        () ;
    TransactTime fTransactTime = new TransactTime() ;
    OrderQty     fOrderQty     = new OrderQty    () ;
    OrdType      fOrdType      = new OrdType     () ;
    Price        fPrice        = new Price       () ;
    StopPx       fStopPx       = new StopPx      () ;
    TimeInForce  fTimeInForce  = new TimeInForce () ;
    

    //-----------------------------------------------------------------------------------------------------------------------------------------------

    message.get( fClOrdID      ) ;
    message.get( fSymbol       ) ;
    message.get( fSide         ) ;
    message.get( fTransactTime ) ;
    message.get( fOrderQty     ) ;
    message.get( fOrdType      ) ;
    message.get( fPrice        ) ;
    message.get( fStopPx       ) ;
    message.get( fTimeInForce  ) ;
    ExecutionReport executionReport = new ExecutionReport(genOrderID() ,genExecID() ,new ExecTransType(ExecTransType.NEW),new ExecType(ExecType.FILL)
                                                            ,new OrdStatus(OrdStatus.FILLED) , fSymbol ,fSide , new LeavesQty(0) , new CumQty(fOrderQty.getValue())
                                                            ,new AvgPx(fPrice.getValue())) ; 
  
    executionReport.set(fClOrdID); 
    executionReport.set(fOrderQty); 
    executionReport.set(new LastShares(fOrderQty.getValue())); 
    executionReport.set(new LastPx(fPrice.getValue())); 
    if (message.isSetAccount()) 
        executionReport.set(message.getAccount()); 

    try 
    { 
        Session.sendToTarget(executionReport, sessionId); 
    }  catch (SessionNotFound ex) { 
          Logger.getLogger(MarketApplication.class.getName()).log(Level.SEVERE, null, ex);
      } 
    }
  //=================================================================================================================================================

  @Override
  public void onMessage ( quickfix.fix42.OrderStatusRequest message , SessionID sessionId ) throws FieldNotFound
  {
      
    ClOrdID      fClOrdID      = new ClOrdID     () ;
    Symbol       fSymbol       = new Symbol      () ;
    Side         fSide         = new Side        () ;
    

    //-----------------------------------------------------------------------------------------------------------------------------------------------

    message.get( fClOrdID      ) ;
    message.get( fSymbol       ) ;
    message.get( fSide         ) ;

    //-----------------------------------------------------------------------------------------------------------------------------------------------
    DontKnowTrade dontKnowTrade = new DontKnowTrade(new OrderID(fClOrdID.getValue()),genExecID(),new DKReason('A') , fSymbol,fSide) ; 
    //if (message.isSetAccount()) 
      /* if(message.isSetAccount()) {
           dontKnowTrade.set(message.getAccount());
       }*/

    try 
    { 
        Session.sendToTarget(dontKnowTrade, sessionId); 
    }  catch (SessionNotFound ex) { 
          Logger.getLogger(MarketApplication.class.getName()).log(Level.SEVERE, null, ex);
      } 
    System.out.println( fClOrdID     .toString() ) ;
    System.out.println( fSymbol      .toString() ) ;
    System.out.println( fSide        .toString() ) ;
    
    System.out.println( name + " : OrderStatusRequest" ) ;
  }

  //=================================================================================================================================================

  @Override
  public void onMessage ( quickfix.fix42.OrderCancelRequest message , SessionID sessionId ) throws FieldNotFound
  {
    System.out.println( name + " : OrderCancelRequest" ) ;
    
    //-----------------------------------------------------------------------------------------------------------------------------------------------

    ClOrdID      fClOrdID      = new ClOrdID     () ;
    Symbol       fSymbol       = new Symbol      () ;
    Side         fSide         = new Side        () ;
    TransactTime fTransactTime = new TransactTime() ;
    OrigClOrdID  fOrigClOrdID  = new OrigClOrdID ()  ;


    //-----------------------------------------------------------------------------------------------------------------------------------------------

    message.get( fClOrdID      ) ;
    message.get( fSymbol       ) ;
    message.get( fSide         ) ;
    message.get( fTransactTime ) ;
    message.get(fOrigClOrdID)   ;

    //-----------------------------------------------------------------------------------------------------------------------------------------------

    System.out.println( fClOrdID     .toString() ) ;
    System.out.println( fSymbol      .toString() ) ;
    System.out.println( fSide        .toString() ) ;
    System.out.println( fTransactTime.toString() ) ;
    System.out.println( fOrigClOrdID .toString() ) ;

    //-----------------------------------------------------------------------------------------------------------------------------------------------
  }

  //=================================================================================================================================================

  @Override
  public void onMessage ( quickfix.fix42.OrderCancelReplaceRequest message , SessionID sessionId ) throws FieldNotFound
  {
    System.out.println( name + " : OrderCancelReplaceRequest" ) ;
    
    
    //-----------------------------------------------------------------------------------------------------------------------------------------------
    
    OrigClOrdID  fOrigClOrdID  = new OrigClOrdID () ;
    ClOrdID      fClOrdID      = new ClOrdID     () ;
    HandlInst    fHandlInst    = new HandlInst   () ; 
    Symbol       fSymbol       = new Symbol      () ;
    Side         fSide         = new Side        () ;
    TransactTime fTransactTime = new TransactTime() ;
    OrdType      fOrdType      = new OrdType     () ;
    
    //-----------------------------------------------------------------------------------------------------------------------------------------------

    message.get( fClOrdID      ) ;
    message.get( fSymbol       ) ;
    message.get( fSide         ) ;
    message.get( fTransactTime ) ;
    message.get( fOrigClOrdID     ) ;
    message.get( fOrdType      ) ;
    message.get( fHandlInst    ) ;

    //-----------------------------------------------------------------------------------------------------------------------------------------------

    System.out.println( fClOrdID     .toString() ) ;
    System.out.println( fSymbol      .toString() ) ;
    System.out.println( fSide        .toString() ) ;
    System.out.println( fTransactTime.toString() ) ;
    System.out.println( fOrigClOrdID .toString() ) ;
    System.out.println( fOrdType     .toString() ) ;
    System.out.println( fHandlInst   .toString() ) ;

    //-----------------------------------------------------------------------------------------------------------------------------------------------
   
  }

  //=================================================================================================================================================
}

//***************************************************************************************************************************************************