org.marketcetera.trade.RootOrderIdFactory Maven / Gradle / Ivy
package org.marketcetera.trade;
import org.marketcetera.trade.OrderID;
import org.marketcetera.trade.TradeMessage;
import quickfix.Message;
/* $License$ */
/**
* Constructs root order id values.
*
* The root order ID is a Marketcetera para-FIX artifact that uniquely identifies an order chain.
* An order chain can be loosely defined as all the FIX messages whose execution reports share the same broker OrderID (37) value.
* When persisting messages, Marketcetera identifies the root order ID for an order chain and uses that to link messages together.
* This is particularly useful when calculating positions to make sure that partial fills aren't counted twice.
*
* @author Colin DuPlantis
* @version $Id$
* @since 2.5.0
*/
public interface RootOrderIdFactory
{
/**
* Gets the root order id associated with the given report.
*
* @param inReport a TradeMessage value
* @return an OrderID value or null if no root order id exists
*/
OrderID getRootOrderId(TradeMessage inReport);
/**
* Gets the root order id associated with the given message.
*
* @param inMessage a Message value
* @return an OrderID value or null if no root order id exists
*/
OrderID getRootOrderId(Message inMessage);
/**
* Records outgoing messages, if necessary.
*
* @param inMessage a Message value
*/
void receiveOutgoingMessage(Message inMessage);
}