org.marketcetera.orderloader.fix

Class FIXProcessor

java.lang.Object

org.marketcetera.orderloader.RowProcessor

org.marketcetera.orderloader.fix.FIXProcessor

public class FIXProcessor
extends RowProcessor

The processor that parses rows into FIX Messages.

Since:

1.0.0

Version:

$Id: FIXProcessor.java 16795 2014-01-08 00:45:23Z colin $

Author:

gmiller, toli, anshul@marketcetera.com

Field Summary

Fields

Modifier and Type	Field and Description
protected static String	MKT_PRICE

Constructor Summary

Constructors

Constructor and Description
FIXProcessor(OrderProcessor inProcessor, BrokerID inBrokerID, FIXVersion inFIXVersion) Creates an instance.

Method Summary

Methods

Modifier and Type	Method and Description
protected static void	addDefaults(quickfix.Message message)
protected quickfix.Field<?>	getQuickFixFieldFromName(String inFieldName) Translate the incoming field name from String to a FIX standard using reflection.
protected static char	getSide(String inValue)
protected String	parseMessageValue(quickfix.Field<?> inField, String inFieldName, String inValue, quickfix.Message inMessage) For some fields (day, side, etc) we do custom lookups since the orders may be "DAY", MKT (for price), etc For all others, delegate to the basic field type lookup
protected Order	parseOrder(String[] inRow) Parses the supplied row and creates an order instance from it.
void	setHeaders(String[] inHeaders) Implemented by subclasses to initialize themselves with the supplied headers.

Methods inherited from class org.marketcetera.orderloader.RowProcessor

geBrokerID, getFailedOrders, getNumFailed, getNumSuccess, getTotal, initialize, processOrder

Methods inherited from class java.lang.Object

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

Field Detail

MKT_PRICE

protected static String MKT_PRICE

Constructor Detail

FIXProcessor

public FIXProcessor(OrderProcessor inProcessor,
            BrokerID inBrokerID,
            FIXVersion inFIXVersion)
             throws OrderParsingException

Creates an instance.

Parameters:

inProcessor - the processor.

inBrokerID - the brokerID.

inFIXVersion - the FIX Version to use for parsing, constructing and validating messages.

Throws:

OrderParsingException - if the supplied FIX Version cannot be supported or if brokerID was not supplied.

Method Detail

setHeaders

public void setHeaders(String[] inHeaders)
                throws OrderParsingException

Description copied from class: RowProcessor

Implemented by subclasses to initialize themselves with the supplied headers.

Specified by:

setHeaders in class RowProcessor

Parameters:

inHeaders - the headers specified in the csv file.

Throws:

OrderParsingException - if there were errors with the supplied headers.

parseOrder

protected Order parseOrder(String[] inRow)
                    throws OrderParsingException

Description copied from class: RowProcessor

Parses the supplied row and creates an order instance from it.

Specified by:

parseOrder in class RowProcessor

Parameters:

inRow - the supplied row.

Returns:

the order created from the supplied row.

Throws:

OrderParsingException - if there were errors parsing the

getQuickFixFieldFromName

protected quickfix.Field<?> getQuickFixFieldFromName(String inFieldName)
                                              throws OrderParsingException

Translate the incoming field name from String to a FIX standard using reflection. the quickfix.field package has all of these defined as quickfix.field. so we just need to create a class for each english string. If the field is not found, it could be a "undertermined" field in which case we check to see if it parses out to an integer. If it does, we store the int as the field value Otherwise, we throw an error.

Parameters:

inFieldName - the field name.

Returns:

the field instance represeting that field

Throws:

OrderParsingException - if there were failures

parseMessageValue

protected String parseMessageValue(quickfix.Field<?> inField,
                       String inFieldName,
                       String inValue,
                       quickfix.Message inMessage)
                            throws OrderParsingException

For some fields (day, side, etc) we do custom lookups since the orders may be "DAY", MKT (for price), etc For all others, delegate to the basic field type lookup

Parameters:

inField - the field we are converting

inFieldName - the name of the field being processed.

inValue - string value

inMessage - the message to add the processed field to.

Returns:

Translated data

Throws:

OrderParsingException - if there were errors parsing the field.

getSide

protected static char getSide(String inValue)

addDefaults

protected static void addDefaults(quickfix.Message message)