quickfix.Application Maven / Gradle / Ivy

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 * Copyright (c) quickfixengine.org  All rights reserved.
 *
 * This file is part of the QuickFIX FIX Engine
 *
 * This file may be distributed under the terms of the quickfixengine.org
 * license as defined by quickfixengine.org and appearing in the file
 * LICENSE included in the packaging of this file.
 *
 * This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
 * THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
 * PARTICULAR PURPOSE.
 *
 * See http://www.quickfixengine.org/LICENSE for licensing information.
 *
 * Contact [email protected] if any conditions of this licensing
 * are not clear to you.
 ******************************************************************************/

package quickfix;

/**
 * This is the primary QuickFIX/J interface for processing session messages.
 */
public interface Application {

    /**
     * This method is called when quickfix creates a new session. A session
     * comes into and remains in existence for the life of the application.
     * Sessions exist whether or not a counter party is connected to it. As soon
     * as a session is created, you can begin sending messages to it. If no one
     * is logged on, the messages will be sent at the time a connection is
     * established with the counterparty.
     */
    void onCreate(SessionID sessionId);

    /**
     * This callback notifies you when a valid logon has been established with a
     * counter party. This is called when a connection has been established and
     * the FIX logon process has completed with both parties exchanging valid
     * logon messages.
     *
     * @param sessionId QuickFIX session ID
     */
    void onLogon(SessionID sessionId);

    /**
     * This callback notifies you when an FIX session is no longer online. This
     * could happen during a normal logout exchange or because of a forced
     * termination or a loss of network connection.
     *
     * @param sessionId QuickFIX session ID
     */
    void onLogout(SessionID sessionId);

    /**
     * This callback provides you with a peek at the administrative messages
     * that are being sent from your FIX engine to the counter party. This is
     * normally not useful for an application however it is provided for any
     * logging you may wish to do. You may add fields in an adminstrative
     * message before it is sent.
     *
     * @param message QuickFIX message
     * @param sessionId QuickFIX session ID
     */
    void toAdmin(Message message, SessionID sessionId);

    /**
     * This callback notifies you when an administrative message is sent from a
     * counterparty to your FIX engine. This can be usefull for doing extra
     * validation on logon messages such as for checking passwords. Throwing a
     * RejectLogon exception will disconnect the counterparty.
     *
     * @param message QuickFIX message
     * @param sessionId QuickFIX session ID
     * @throws FieldNotFound
     * @throws IncorrectDataFormat
     * @throws IncorrectTagValue
     * @throws RejectLogon causes a logon reject
     */
    void fromAdmin(Message message, SessionID sessionId) throws FieldNotFound, IncorrectDataFormat,
            IncorrectTagValue, RejectLogon;

    /**
     * This is a callback for application messages that you are sending to a
     * counterparty. If you throw a DoNotSend exception in this function, the
     * application will not send the message. This is mostly useful if the
     * application has been asked to resend a message such as an order that is
     * no longer relevant for the current market. Messages that are being resent
     * are marked with the PossDupFlag in the header set to true; If a DoNotSend
     * exception is thrown and the flag is set to true, a sequence reset will be
     * sent in place of the message. If it is set to false, the message will
     * simply not be sent. You may add fields before an application message
     * before it is sent out.
     *
     * @param message QuickFIX message
     * @param sessionId QuickFIX session ID
     * @throws DoNotSend This exception aborts message transmission
     */
    void toApp(Message message, SessionID sessionId) throws DoNotSend;

    /**
     * This callback receives messages for the application. This is one of the
     * core entry points for your FIX application. Every application level
     * request will come through here. If, for example, your application is a
     * sell-side OMS, this is where you will get your new order requests. If you
     * were a buy side, you would get your execution reports here. If a
     * FieldNotFound exception is thrown, the counterparty will receive a reject
     * indicating a conditionally required field is missing. The Message class
     * will throw this exception when trying to retrieve a missing field, so you
     * will rarely need the throw this explicitly. You can also throw an
     * UnsupportedMessageType exception. This will result in the counterparty
     * getting a business reject informing them your application cannot process
     * those types of messages. An IncorrectTagValue can also be thrown if a
     * field contains a value that is out of range or you do not support.
     *
     * @param message QuickFIX message
     * @param sessionId QuickFIX session ID
     * @throws FieldNotFound
     * @throws IncorrectDataFormat
     * @throws IncorrectTagValue
     * @throws UnsupportedMessageType
     */
    void fromApp(Message message, SessionID sessionId) throws FieldNotFound, IncorrectDataFormat,
            IncorrectTagValue, UnsupportedMessageType;
}