com.teraspaces.qwfix.ordermanager
Interface FIXSessionOrderManagerExecutionListener

public interface FIXSessionOrderManagerExecutionListener

The listener interface for receiving execution related events. The class that is interested in processing a FIXSessionOrderManagerExecution event implements this interface, and the object created with that class is registered with a component using the component's addExecutionListener method. When the execution related event occurs, that object's appropriate method is invoked.

See Also:

FIXSessionOrderManager.addExecutionListener(FIXSessionOrderManagerExecutionListener), FIXSessionOrderManager.removeExecutionListener(FIXSessionOrderManagerExecutionListener)

Method Summary

void	executionAcceptedForBiddingAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "OrdStatus" of "AcceptedForBidding" is added to the order.
void	executionCalculatedAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "Canculated" is added to the order.
void	executionCanceledAdded(FIXRegularOrder order, FIXMessage executionMessage, FIXMessageComponent cancelRequest, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "Canceled" is added to the order.
void	executionDoneForDayAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "DoneForDay" is added to the order.
void	executionExpiredAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "Expire" is added to the order.
void	executionFilledAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "OrdStatus" of "Filled" is added to the order.
void	executionNewAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "New" is added to the order.
void	executionPartiallyFilledAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "OrdStatus" of "PartiallyFill" is added to the order.
void	executionPendingCancelAdded(FIXRegularOrder order, FIXMessage executionMessage, FIXMessageComponent cancelRequest, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "PendingCancel" is added to the order.
void	executionPendingNewAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "PendingNew" is added to the order.
void	executionPendingReplaceAdded(FIXRegularOrder order, FIXMessage executionMessage, FIXMessageComponent replaceRequest, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "PendingReplace" is added to the order.
void	executionRejectedAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "Rejected" is added to the order.
void	executionReplacedAdded(FIXRegularOrder order, FIXMessage executionMessage, FIXMessageComponent replaceRequest, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "Replace" is added to the order.
void	executionRestatedAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "OrdStatus" of "Restated" is added to the order.
void	executionStoppedNotificationAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "Stopped" is added to the order.
void	executionStoppedTradeAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "Stopped" is added to the order.
void	executionSuspendedAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an Execution Report with "ExecType" of "Suspended" is added to the order.
void	executionTransactionCanceled(FIXRegularOrder order, FIXMessage executionBustMessage, FIXMessage referenceExecution, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an bust execution report that cancels a previously submitted execution report is added to the order.
void	executionTransactionCorrected(FIXRegularOrder order, FIXMessage executionBustMessage, FIXMessage referenceExecution, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after an bust execution report that corrects a previously submitted execution report is added to the order.
void	statusExecutionAdded(FIXRegularOrder order, FIXMessage executionMessage, int statusChangeFlags, FIXEngineMessageHandlerStatus status) Occurs after a status execution report is added to the order.

Method Detail

executionNewAdded

void executionNewAdded(FIXRegularOrder order,
                       FIXMessage executionMessage,
                       int statusChangeFlags,
                       FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "New" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionPendingNewAdded

void executionPendingNewAdded(FIXRegularOrder order,
                              FIXMessage executionMessage,
                              int statusChangeFlags,
                              FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "PendingNew" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionPartiallyFilledAdded

void executionPartiallyFilledAdded(FIXRegularOrder order,
                                   FIXMessage executionMessage,
                                   int statusChangeFlags,
                                   FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "OrdStatus" of "PartiallyFill" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionFilledAdded

void executionFilledAdded(FIXRegularOrder order,
                          FIXMessage executionMessage,
                          int statusChangeFlags,
                          FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "OrdStatus" of "Filled" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionCanceledAdded

void executionCanceledAdded(FIXRegularOrder order,
                            FIXMessage executionMessage,
                            FIXMessageComponent cancelRequest,
                            int statusChangeFlags,
                            FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "Canceled" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

cancelRequest - the cancel request

statusChangeFlags - the order status change flags

status - the FIX engine status

executionReplacedAdded

void executionReplacedAdded(FIXRegularOrder order,
                            FIXMessage executionMessage,
                            FIXMessageComponent replaceRequest,
                            int statusChangeFlags,
                            FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "Replace" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

replaceRequest - the replace request

statusChangeFlags - the order status change flags

status - the FIX engine status

executionPendingCancelAdded

void executionPendingCancelAdded(FIXRegularOrder order,
                                 FIXMessage executionMessage,
                                 FIXMessageComponent cancelRequest,
                                 int statusChangeFlags,
                                 FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "PendingCancel" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

cancelRequest - the cancel request

statusChangeFlags - the order status change flags

status - the FIX engine status

executionPendingReplaceAdded

void executionPendingReplaceAdded(FIXRegularOrder order,
                                  FIXMessage executionMessage,
                                  FIXMessageComponent replaceRequest,
                                  int statusChangeFlags,
                                  FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "PendingReplace" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

replaceRequest - the replace request

statusChangeFlags - the order status change flags

status - the FIX engine status

executionDoneForDayAdded

void executionDoneForDayAdded(FIXRegularOrder order,
                              FIXMessage executionMessage,
                              int statusChangeFlags,
                              FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "DoneForDay" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionStoppedNotificationAdded

void executionStoppedNotificationAdded(FIXRegularOrder order,
                                       FIXMessage executionMessage,
                                       int statusChangeFlags,
                                       FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "Stopped" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

This event is triggered when a guaranteed execution notification is added. executionStoppedTradeAdded(com.teraspaces.qwfix.ordermanager.FIXRegularOrder, com.teraspaces.qwfix.FIXMessage, int, com.teraspaces.qwfix.FIXEngineMessageHandlerStatus) should be triggered later on when the actual trade (possibly with improved price) occurs.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

See Also:

executionStoppedTradeAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus)

executionStoppedTradeAdded

void executionStoppedTradeAdded(FIXRegularOrder order,
                                FIXMessage executionMessage,
                                int statusChangeFlags,
                                FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "Stopped" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

See Also:

executionStoppedNotificationAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus)

executionRejectedAdded

void executionRejectedAdded(FIXRegularOrder order,
                            FIXMessage executionMessage,
                            int statusChangeFlags,
                            FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "Rejected" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionSuspendedAdded

void executionSuspendedAdded(FIXRegularOrder order,
                             FIXMessage executionMessage,
                             int statusChangeFlags,
                             FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "Suspended" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionCalculatedAdded

void executionCalculatedAdded(FIXRegularOrder order,
                              FIXMessage executionMessage,
                              int statusChangeFlags,
                              FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "Canculated" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionExpiredAdded

void executionExpiredAdded(FIXRegularOrder order,
                           FIXMessage executionMessage,
                           int statusChangeFlags,
                           FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "ExecType" of "Expire" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionAcceptedForBiddingAdded

void executionAcceptedForBiddingAdded(FIXRegularOrder order,
                                      FIXMessage executionMessage,
                                      int statusChangeFlags,
                                      FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "OrdStatus" of "AcceptedForBidding" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionRestatedAdded

void executionRestatedAdded(FIXRegularOrder order,
                            FIXMessage executionMessage,
                            int statusChangeFlags,
                            FIXEngineMessageHandlerStatus status)

Occurs after an Execution Report with "OrdStatus" of "Restated" is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status

executionTransactionCanceled

void executionTransactionCanceled(FIXRegularOrder order,
                                  FIXMessage executionBustMessage,
                                  FIXMessage referenceExecution,
                                  int statusChangeFlags,
                                  FIXEngineMessageHandlerStatus status)

Occurs after an bust execution report that cancels a previously submitted execution report is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionBustMessage - the execution bust message

referenceExecution - the reference execution

statusChangeFlags - the order status change flags

status - the FIX engine status

executionTransactionCorrected

void executionTransactionCorrected(FIXRegularOrder order,
                                   FIXMessage executionBustMessage,
                                   FIXMessage referenceExecution,
                                   int statusChangeFlags,
                                   FIXEngineMessageHandlerStatus status)

Occurs after an bust execution report that corrects a previously submitted execution report is added to the order.

Status of order has already updated before this event is triggered.

Note: In FIX version 4.0 handler, the event may be translated to follow logic defined in FIX 4.1+.

FIXSessionOrderManagerSimplifiedListener.executionAdded(FIXRegularOrder, FIXMessage, int, FIXEngineMessageHandlerStatus) and FIXSessionOrderManagerSimplifiedListener.orderUpdated(FIXOrder, int, FIXEngineMessageHandlerStatus) will be triggered after this event is triggered, for simplified message handling. Usually that event is enough for most applications.

Parameters:

order - the order

executionBustMessage - the execution bust message

referenceExecution - the reference execution

statusChangeFlags - the order status change flags

status - the FIX engine status

statusExecutionAdded

void statusExecutionAdded(FIXRegularOrder order,
                          FIXMessage executionMessage,
                          int statusChangeFlags,
                          FIXEngineMessageHandlerStatus status)

Occurs after a status execution report is added to the order.

Parameters:

order - the order

executionMessage - the execution message

statusChangeFlags - the order status change flags

status - the FIX engine status