org.oxerr.okcoin.fix

Class OKCoinApplication

java.lang.Object

quickfix.fix44.MessageCracker

org.oxerr.okcoin.fix.OKCoinApplication

All Implemented Interfaces:

quickfix.Application

Direct Known Subclasses:

OKCoinXChangeApplication

public class OKCoinApplication
extends quickfix.fix44.MessageCracker
implements quickfix.Application

Application implementation.

Constructor Summary

Constructors

Constructor and Description
OKCoinApplication(String apiKey, String secretKey)

Method Summary

Modifier and Type	Method and Description
void	cancelOrder(String clOrdId, String origClOrdId, char side, String symbol, quickfix.SessionID sessionId)
void	crack(quickfix.Message message, quickfix.SessionID sessionId)
void	fromAdmin(quickfix.Message message, quickfix.SessionID sessionId)
void	fromApp(quickfix.Message message, quickfix.SessionID sessionId)
quickfix.DataDictionary	getDataDictionary()
void	onCreate(quickfix.SessionID sessionId)
void	onLogon(quickfix.SessionID sessionId)
void	onLogout(quickfix.SessionID sessionId)
void	onMessage(AccountInfoResponse message, quickfix.SessionID sessionId)
void	onMessage(ExceptionResponseMessage message, quickfix.SessionID sessionId)
void	onMessage(quickfix.fix44.ExecutionReport message, quickfix.SessionID sessionId)
void	placeOrder(String clOrdId, char side, char ordType, BigDecimal orderQty, BigDecimal price, String symbol, quickfix.SessionID sessionId)
void	request24HTicker(String mdReqId, String symbol, quickfix.SessionID sessionId)
void	requestAccountInfo(String accReqId, quickfix.SessionID sessionId)
void	requestLiveTrades(String mdReqId, String symbol, quickfix.SessionID sessionId)
void	requestMarketData(String mdReqId, String symbol, char subscriptionRequestType, int marketDepth, int mdUpdateType, char[] mdEntryTypes, quickfix.SessionID sessionId)
void	requestOrderBook(String mdReqId, String symbol, char subscriptionRequestType, int marketDepth, int mdUpdateType, quickfix.SessionID sessionId)
void	requestOrderMassStatus(String massStatusReqId, int massStatusReqType, quickfix.SessionID sessionId) Request order status.
void	requestOrdersInfoAfterSomeID(String tradeRequestId, String symbol, long orderId, char ordStatus, quickfix.SessionID sessionId) Request history order information which order ID is after the specified orderId.
void	requestTradeCaptureReportRequest(String tradeRequestId, String symbol, quickfix.SessionID sessionId)
void	sendMessage(quickfix.Message message, quickfix.SessionID sessionId)
void	toAdmin(quickfix.Message message, quickfix.SessionID sessionId)
void	toApp(quickfix.Message message, quickfix.SessionID sessionId)

Methods inherited from class quickfix.fix44.MessageCracker

crack44, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage, onMessage

Methods inherited from class java.lang.Object

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

Constructor Detail

OKCoinApplication

public OKCoinApplication(String apiKey,
                         String secretKey)

Method Detail

getDataDictionary

public quickfix.DataDictionary getDataDictionary()

onCreate

public void onCreate(quickfix.SessionID sessionId)

Specified by:

onCreate in interface quickfix.Application

onLogon

public void onLogon(quickfix.SessionID sessionId)

Specified by:

onLogon in interface quickfix.Application

onLogout

public void onLogout(quickfix.SessionID sessionId)

Specified by:

onLogout in interface quickfix.Application

toAdmin

public void toAdmin(quickfix.Message message,
                    quickfix.SessionID sessionId)

Specified by:

toAdmin in interface quickfix.Application

fromAdmin

public void fromAdmin(quickfix.Message message,
                      quickfix.SessionID sessionId)
               throws quickfix.FieldNotFound,
                      quickfix.IncorrectDataFormat,
                      quickfix.IncorrectTagValue,
                      quickfix.RejectLogon

Specified by:

fromAdmin in interface quickfix.Application

Throws:

quickfix.FieldNotFound

quickfix.IncorrectDataFormat

quickfix.IncorrectTagValue

quickfix.RejectLogon

toApp

public void toApp(quickfix.Message message,
                  quickfix.SessionID sessionId)
           throws quickfix.DoNotSend

Specified by:

toApp in interface quickfix.Application

Throws:

quickfix.DoNotSend

fromApp

public void fromApp(quickfix.Message message,
                    quickfix.SessionID sessionId)
             throws quickfix.FieldNotFound,
                    quickfix.IncorrectDataFormat,
                    quickfix.IncorrectTagValue,
                    quickfix.UnsupportedMessageType

Specified by:

fromApp in interface quickfix.Application

Throws:

quickfix.FieldNotFound

quickfix.IncorrectDataFormat

quickfix.IncorrectTagValue

quickfix.UnsupportedMessageType

crack

public void crack(quickfix.Message message,
                  quickfix.SessionID sessionId)
           throws quickfix.UnsupportedMessageType,
                  quickfix.FieldNotFound,
                  quickfix.IncorrectTagValue

Overrides:

crack in class quickfix.fix44.MessageCracker

Throws:

quickfix.UnsupportedMessageType

quickfix.FieldNotFound

quickfix.IncorrectTagValue

onMessage

public void onMessage(quickfix.fix44.ExecutionReport message,
                      quickfix.SessionID sessionId)
               throws quickfix.FieldNotFound,
                      quickfix.UnsupportedMessageType,
                      quickfix.IncorrectTagValue

Overrides:

onMessage in class quickfix.fix44.MessageCracker

Throws:

quickfix.FieldNotFound

quickfix.UnsupportedMessageType

quickfix.IncorrectTagValue

onMessage

public void onMessage(AccountInfoResponse message,
                      quickfix.SessionID sessionId)
               throws quickfix.FieldNotFound,
                      quickfix.UnsupportedMessageType,
                      quickfix.IncorrectTagValue

Throws:

quickfix.FieldNotFound

quickfix.UnsupportedMessageType

quickfix.IncorrectTagValue

onMessage

public void onMessage(ExceptionResponseMessage message,
                      quickfix.SessionID sessionId)
               throws quickfix.FieldNotFound,
                      quickfix.UnsupportedMessageType,
                      quickfix.IncorrectTagValue

Throws:

quickfix.FieldNotFound

quickfix.UnsupportedMessageType

quickfix.IncorrectTagValue

sendMessage

public void sendMessage(quickfix.Message message,
                        quickfix.SessionID sessionId)

requestMarketData

public void requestMarketData(String mdReqId,
                              String symbol,
                              char subscriptionRequestType,
                              int marketDepth,
                              int mdUpdateType,
                              char[] mdEntryTypes,
                              quickfix.SessionID sessionId)

requestOrderBook

public void requestOrderBook(String mdReqId,
                             String symbol,
                             char subscriptionRequestType,
                             int marketDepth,
                             int mdUpdateType,
                             quickfix.SessionID sessionId)

Parameters:

mdReqId - Unique ID assigned to this request.

symbol - Symbol, BTC/CNY or LTC/CNY.

subscriptionRequestType - 0 = Snapshot, 1 = Snapshot + Subscribe, 2 = Unsubscribe.

marketDepth - Applicable only to order book snapshot requests. Should be ignored otherwise. 0 = Full Book

mdUpdateType - 0 = Full Refresh, 1 = Incremental Refresh.

sessionId - FIX session ID.

requestLiveTrades

public void requestLiveTrades(String mdReqId,
                              String symbol,
                              quickfix.SessionID sessionId)

request24HTicker

public void request24HTicker(String mdReqId,
                             String symbol,
                             quickfix.SessionID sessionId)

placeOrder

public void placeOrder(String clOrdId,
                       char side,
                       char ordType,
                       BigDecimal orderQty,
                       BigDecimal price,
                       String symbol,
                       quickfix.SessionID sessionId)

cancelOrder

public void cancelOrder(String clOrdId,
                        String origClOrdId,
                        char side,
                        String symbol,
                        quickfix.SessionID sessionId)

requestOrderMassStatus

public void requestOrderMassStatus(String massStatusReqId,
                                   int massStatusReqType,
                                   quickfix.SessionID sessionId)

Request order status.

Parameters:

massStatusReqId - Client-assigned unique ID of this request.(or ORDERID)

massStatusReqType - Specifies the scope of the mass status request. 1 = status of a specified order(Tag584 is ORDERID) 7 = Status for all orders

sessionId - the FIX session ID.

requestTradeCaptureReportRequest

public void requestTradeCaptureReportRequest(String tradeRequestId,
                                             String symbol,
                                             quickfix.SessionID sessionId)

requestAccountInfo

public void requestAccountInfo(String accReqId,
                               quickfix.SessionID sessionId)

requestOrdersInfoAfterSomeID

public void requestOrdersInfoAfterSomeID(String tradeRequestId,
                                         String symbol,
                                         long orderId,
                                         char ordStatus,
                                         quickfix.SessionID sessionId)

Request history order information which order ID is after the specified orderId.

Parameters:

tradeRequestId - Client-assigned unique ID of this request.

symbol - Symbol. BTC/CNY or LTC/CNY.

orderId - Order ID. Return 10 records after this id.

ordStatus - Order status. 0 = Not filled 1 = Fully filled.

sessionId - the FIX session ID.