Description

CME STP (Straight Through Processing) Handler that connects to the defined host and port. When the session is established, the unfiltered query request is sent to the counterparty.

Usage

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

Source Code

import biz.onixs.cme.stp.handler.*;
import biz.onixs.util.settings.PropertyBasedSettings;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import java.io.BufferedReader;
import java.io.InputStreamReader;
import java.net.URL;
import java.time.Duration;
import java.time.ZonedDateTime;

/**
 * Getting Started sample.
 */
public class GettingStarted implements ErrorListener, MessageListener, FixmlMessageListener {

    private static final Logger LOG = LoggerFactory.getLogger(GettingStarted.class);

    private void run() throws Exception {

        try {
            final PropertyBasedSettings settings = new PropertyBasedSettings("Sample.properties");

            final boolean isUpToDate = settings.getBoolean("UpToDate");

            if (!isUpToDate) {
                throw new Exception("Please update the configuration file (" + "conf/Sample.properties" + ") with up-to-date values");
            }

            String url = settings.getString("Url");
            String senderCompId = settings.getString("SenderCompId");
            String senderSubId = settings.getString("SenderSubId");
            String password = settings.getString("Password");

            Session session = new Session(new URL(url), senderCompId, senderSubId, password);
            session.registerErrorListener(this);
            session.registerMessageListener(this);
            session.registerFixmlMessageListener(this);

            // Query sample.
            {
                TradeCaptureReportRequest req = new TradeCaptureReportRequest();
                req.setStartTime(ZonedDateTime.now().minus(Duration.ofDays(1)));
                req.setEndTime(ZonedDateTime.now());
                req.getInstrument().setSecurityExchange("CME");
                session.query(req);
            }

            // Subscription sample
            {
                String id = session.subscribe();
                System.out.println("Press Enter to exit...");
                BufferedReader in = new BufferedReader(new InputStreamReader(System.in));
                in.readLine();
            }

            session.close();

        } catch (RuntimeException ex) {
            System.out.println("Exception: " + ex.toString());
            LOG.error("Exception: {}", ex.toString());
            System.out.println("Press Enter to exit...");
            BufferedReader in = new BufferedReader(new InputStreamReader(System.in));
            in.readLine();
        }
    }

    public static void main(String[] args) throws Exception {
        GettingStarted program = new GettingStarted();
        program.run();
    }

    @Override
    public void onError(ErrorEventArgs args) {
        System.out.println("Error: " + args.getException().toString());
        LOG.error("Error: {}", args.getException().toString());
    }

    @Override
    public void onTradeCaptureReportRequestSent(TradeCaptureReportRequestEventArgs args) {
        System.out.println("Request sent.");
    }

    @Override
    public void onTradeCaptureReportRequestAcknowledgmentReceived(TradeCaptureReportRequestAcknowledgmentEventArgs args) {
        System.out.println("ReportAck received.");
    }

    @Override
    public void onTradeCaptureReportReceived(TradeCaptureReportEventArgs args) {
        System.out.println("Trade Capture Report received.");
    }

    @Override
    public void onCollateralReportReceived(CollateralReportEventArgs args) {
        System.out.println("Collateral Report received.");
    }

    @Override
    public void onEndOfQuery(TradeCaptureReportRequestEventArgs args) {
        System.out.println("Last report for query received.");
    }

    @Override
    public void onMessageSent(FixmlMessageEventArgs args) {
        System.out.println("Fixml message sent: "+ args.getFixmlMessage());
        LOG.info("Fixml message sent: "+ args.getFixmlMessage());
    }

    @Override
    public void onMessageReceived(FixmlMessageEventArgs args) {
        System.out.println("Fixml message received: "+ args.getFixmlMessage());
        LOG.info("Fixml message received: "+ args.getFixmlMessage());
    }
}