Samples :: Order Entry Service Gateway

OrderEntryServiceGateway

Description

CME iLink 3 Handler that connects to the the Order Entry Service Gateway. When the session is established, the ‘PartyDetailsDefinitionRequest’(MsgType=‘CX’) SBE message is sent to the counterparty.

Usage

  • Run the sample:
    • win: OrderEntryServiceGateway.bat
    • linux: OrderEntryServiceGateway.sh
  • Clean everything:
    • win: clean.bat
    • linux: clean.sh

Source Code

import biz.onixs.cme.ilink3.handler.ApplicationLayerMsgType;
import biz.onixs.cme.ilink3.handler.CME;
import biz.onixs.cme.ilink3.handler.Handler;
import biz.onixs.cme.ilink3.handler.Session;
import biz.onixs.cme.ilink3.handler.SessionState;
import biz.onixs.cme.ilink3.handler.Tag;
import biz.onixs.cme.ilink3.handler.session.*;
import biz.onixs.sbe.ByteDecoder;
import biz.onixs.sbe.IGroup;
import biz.onixs.sbe.IMessage;
import biz.onixs.util.Utils;
import biz.onixs.util.settings.PropertyBasedSettings;
import biz.onixs.util.settings.Settings;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;

import java.util.Arrays;

/**
 * Order Entry Service Gateway sample.
 */
public class OrderEntryServiceGateway implements InboundSessionMessageListener, InboundApplicationMessageListener,
        OutboundSessionMessageListener, OutboundApplicationMessageListener,
        StateChangeListener, WarningListener, ErrorListener, Runnable {
    private static final Logger LOG = LoggerFactory.getLogger(OrderEntryServiceGateway.class);
    private static final String SETTINGS_RESOURCE = "sample/OrderEntryServiceGateway.properties";
    private final int marketSegmentId;
    private final String host;
    private final int port;
    private final long partyDetailsListReqId;
    private Session session = null;
    private Settings settings = null;

    public OrderEntryServiceGateway(final int marketSegmentId, final String host, final int port,
                                    final long partyDetailsListReqId) {
        this.marketSegmentId = marketSegmentId;
        this.host = host;
        this.port = port;
        this.partyDetailsListReqId = partyDetailsListReqId;
    }

    public void run() {
        try {
            LOG.info("Order Entry Service Gateway Sample");
            LOG.info("The application is starting...");
            //
            LOG.info("Loading settings from: {}", SETTINGS_RESOURCE);
            settings = new PropertyBasedSettings(SETTINGS_RESOURCE);
            //
            LOG.info("Starting the Handler...");
            final Handler handler = Handler.init(settings);
            //
            createSession();
            //
            establishConnection();
            //
            Utils.waitForEnter("\nPress \"Enter\" to send the PartyDetailsDefinitionRequest message.\n");
            //
            final IMessage request = createPartyDetailsDefinitionRequest(session.getDecoder());
            session.send(request);
            LOG.info("The PartyDetailsDefinitionRequest message was sent.");
            //
            Utils.waitForEnter("\nPress \"Enter\" to disconnect the session and terminate the application.\n");
            session.terminate();
            //
            LOG.info("Handler shutdown...");
            handler.shutdown();
        } catch (final RuntimeException e) {
            LOG.error(e.getMessage(), e);
        } finally {
            LOG.info("The application is stopped.");
        }
    }

    private void createSession() {
        final SessionSettings sessionSettings = new SessionSettings();
        sessionSettings.init(settings);
        session = new Session(sessionSettings, marketSegmentId);
        session.setOutboundApplicationMessageListener(this);
        session.setInboundApplicationMessageListener(this);
    }

    private void establishConnection() {
        LOG.info("Establishing connection to {}:{} ...", host, port);
        session.logon(host, port);
    }

    public IMessage createPartyDetailsDefinitionRequest(final ByteDecoder decoder) {
        final byte[] buffer = new byte[1024];
        Arrays.fill(buffer, (byte) 0);
        final IMessage message = decoder.encode(buffer, 0, buffer.length,
                ApplicationLayerMsgType.PartyDetailsDefinitionRequestId);
        message.setLong(Tag.PartyDetailsListReqID, partyDetailsListReqId);
        message.setInt(Tag.ListUpdateAction, CME.ListUpdAct.Add);
        message.setInt(Tag.CustOrderCapacity, CME.CustOrderCapacity.Allother);
        message.setInt(Tag.ClearingAccountType, CME.ClearingAcctType.Firm);
        message.setInt(Tag.CustOrderHandlingInst, CME.CustOrdHandlInst.AlgoEngine);
        message.setLong(Tag.Executor, 1L);
        message.setInt(Tag.CmtaGiveupCD, CME.CmtaGiveUpCD.GiveUp);
        message.reset(Tag.SelfMatchPreventionID);
        message.setLong(Tag.IDMShortCode, 0L);
        final int PartyDetailsGroupSize = 3;
        final IGroup partyDetails = message.getGroup(Tag.NoPartyDetails);
        partyDetails.setLength(PartyDetailsGroupSize);
        partyDetails.next();
        partyDetails.setString(Tag.PartyDetailID, "004");
        partyDetails.setInt(Tag.PartyDetailRole, CME.PartyDetailRole.ExecutingFirm);
        partyDetails.next();
        partyDetails.setString(Tag.PartyDetailID, "MST");
        partyDetails.setInt(Tag.PartyDetailRole, CME.PartyDetailRole.CustomerAccount);
        partyDetails.next();
        partyDetails.setString(Tag.PartyDetailID, "004");
        partyDetails.setInt(Tag.PartyDetailRole, CME.PartyDetailRole.Operator);
        return message;
    }

    @Override
    public void onInboundSessionMessage(final Object sender, final InboundSessionMessageArgs args) {
        final IMessage message = args.getMsg();
        LOG.info("Incoming session-level message: {}", message);
        // Processing of the incoming session-level message...
    }

    @Override
    public void onInboundApplicationMessage(final Object sender, final InboundApplicationMessageArgs args) {
        final IMessage message = args.getMsg();
        LOG.info("Incoming application-level message: {}", message);
        // Processing of the incoming application-level message...
    }

    @Override
    public void onOutboundSessionMessage(final Object sender, final OutboundSessionMessageArgs args) {
        final IMessage message = args.getMsg();
        LOG.info("Outgoing session-level message: {}", message);
    }

    @Override
    public void onOutboundApplicationMessage(final Object sender, final OutboundApplicationMessageArgs args) {
        final IMessage message = args.getMsg();
        LOG.info("Outgoing application-level message: {}", message);
    }

    @Override
    public void onStateChange(final Object sender, final StateChangeArgs args) {
        final SessionState newState = args.getNewState();
        final SessionState prevState = args.getPrevState();
        LOG.info("Session state changed from {} to {}", prevState, newState);
    }

    @Override
    public void onWarning(final Object sender, final WarningArgs args) {
        LOG.warn("{}", args);
    }

    @Override
    public void onError(final Object sender, final ErrorArgs args) {
        LOG.error("{}", args);
    }

    public static void main(final String[] args) {
        if (4 > args.length) {
            LOG.error("Usage: [MarketSegmentId] [Host] [Port] [PartyDetailsListReqId]");
        } else {
            final int marketSegmentId = Integer.parseInt(args[0]);
            final String host = args[1];
            final int port = Integer.parseInt(args[2]);
            final long partyDetailsListReqId = Long.parseLong(args[3]);
            final OrderEntryServiceGateway messageQueue =
                    new OrderEntryServiceGateway(marketSegmentId, host, port, partyDetailsListReqId);
            messageQueue.run();
        }
    }
}