SystemFIXMessageFactory.java

package org.marketcetera.quickfix;

import java.util.Arrays;
import java.util.Collections;
import java.util.HashSet;
import java.util.Set;

import org.marketcetera.quickfix.messagefactory.FIXMessageAugmentor_44;
import org.marketcetera.quickfix.messagefactory.SystemMessageFactory;
import org.marketcetera.util.misc.ClassVersion;

import quickfix.Message;
import quickfix.field.*;

/* $License$ */
/**
 * A message factory for creating {@link FIXVersion#FIX_SYSTEM System}
 * FIX Messages. Using this message factory ensures that we do not
 * add any fields on the messages that should not be added by a client
 * application.
 *
 * @author anshul@marketcetera.com
 * @version $Id: SystemFIXMessageFactory.java 16494 2013-03-09 04:44:17Z colin $
 * @since 1.0.0
 */
@ClassVersion("$Id: SystemFIXMessageFactory.java 16494 2013-03-09 04:44:17Z colin $") //$NON-NLS-1$
public class SystemFIXMessageFactory extends FIXMessageFactory {
    /**
     * Creates an instance.
     */
    public SystemFIXMessageFactory() {
        super(FIXDataDictionary.FIX_SYSTEM_BEGIN_STRING,
                new SystemMessageFactory(),
                new FIXMessageAugmentor_44());
    }

    @Override
    public void addTransactionTimeIfNeeded(Message msg) {
        //Do not add transact time field.
    }

    @Override
    protected void addHandlingInst(Message inMessage) {
        //Do not add handling instruction field.
    }

    @Override
    protected void fillFieldsFromExistingMessage(Message oldMessage,
                                                 boolean onlyCopyRequiredFields,
                                                 Message inCancelMessage) {
        Set<Integer> inclusionSet = null;
        if(FIXMessageUtil.isCancelRequest(inCancelMessage)) {
            inclusionSet = ORDER_CANCEL_FIELDS;
        } else if (FIXMessageUtil.isCancelReplaceRequest(inCancelMessage)) {
            inclusionSet = ORDER_REPLACE_FIELDS;
        }
        FIXMessageUtil.fillFieldsFromExistingMessage(inCancelMessage, 
                oldMessage,
                onlyCopyRequiredFields, inclusionSet);
    }

    @Override
    protected void addSendingTime(Message inCancelMessage) {
        //Do not add sending time.
    }

    public static final Set<Integer> ORDER_SINGLE_FIELDS;
    public static final Set<Integer> ORDER_CANCEL_FIELDS;
    public static final Set<Integer> ORDER_REPLACE_FIELDS;
    public static final Set<Integer> EXECUTION_REPORT_FIELDS;
    public static final Set<Integer> CANCEL_REPLACE_EXCLUSION_FIELDS;

    static {
        Set<Integer> tmp = new HashSet<Integer>();
        tmp.addAll(Arrays.asList(
                ClOrdID.FIELD,
                Account.FIELD,
                Text.FIELD,
                OrdType.FIELD,
                Price.FIELD,
                OrderQty.FIELD,
                quickfix.field.Side.FIELD,
                Symbol.FIELD,
                quickfix.field.SecurityType.FIELD,
                quickfix.field.TimeInForce.FIELD,
                quickfix.field.OrderCapacity.FIELD,
                quickfix.field.PositionEffect.FIELD
        ));
        ORDER_SINGLE_FIELDS = Collections.unmodifiableSet(tmp);

        // Create the ER fields - everything that goes into OrderSingle, and some fields that come back
        tmp = new HashSet<Integer>();
        tmp.addAll(Arrays.asList(
                ExecID.FIELD,
                ExecTransType.FIELD,
                ExecType.FIELD,
                OrdStatus.FIELD,
                LeavesQty.FIELD,
                CumQty.FIELD,
                LastShares.FIELD,
                LastPx.FIELD,
                OrderID.FIELD,
                OrigClOrdID.FIELD,
                HandlInst.FIELD,
                TransactTime.FIELD,
                AvgPx.FIELD,   
                Currency.FIELD,
                FutSettDate.FIELD,
                SettlDate2.FIELD
        ));
        tmp.addAll(ORDER_SINGLE_FIELDS);
        EXECUTION_REPORT_FIELDS = Collections.unmodifiableSet(tmp);

        // create a CxR exclusion set - same as ER but preserving HandlInst
        HashSet<Integer> forCancelExclusion = new HashSet<Integer>(tmp);
        forCancelExclusion.remove(HandlInst.FIELD);
        CANCEL_REPLACE_EXCLUSION_FIELDS = Collections.unmodifiableSet(forCancelExclusion);

        // list of fields for cancel
        tmp = new HashSet<Integer>();
        tmp.addAll(Arrays.asList(
                ClOrdID.FIELD,
                quickfix.field.OrderID.FIELD,
                Account.FIELD,
                Text.FIELD,
                OrigClOrdID.FIELD,
                OrderQty.FIELD,
                quickfix.field.Side.FIELD,
                Symbol.FIELD,
                quickfix.field.SecurityType.FIELD
        ));
        ORDER_CANCEL_FIELDS = Collections.unmodifiableSet(tmp);
        tmp = new HashSet<Integer>();
        tmp.addAll(Arrays.asList(
                ClOrdID.FIELD,
                quickfix.field.OrderID.FIELD,
                Account.FIELD,
                Text.FIELD,
                OrdType.FIELD,
                OrigClOrdID.FIELD,
                Price.FIELD,
                OrderQty.FIELD,
                quickfix.field.Side.FIELD,
                Symbol.FIELD,
                quickfix.field.SecurityType.FIELD,
                quickfix.field.TimeInForce.FIELD,
                quickfix.field.OrderCapacity.FIELD,
                quickfix.field.PositionEffect.FIELD
        ));
        ORDER_REPLACE_FIELDS = Collections.unmodifiableSet(tmp);
    }
}