See: Description
Interface | Description |
---|---|
CboeFXBook.Message |
A message.
|
CboeFXBookListener |
The interface for inbound Cboe FX Book Protocol messages.
|
ITCHClientListener |
The interface for inbound events on the client side.
|
ITCHServerListener |
The interface for inbound events on the server side.
|
Class | Description |
---|---|
CboeFXBook |
Common definitions for Cboe FX Book Protocol.
|
CboeFXBook.CancelOrder |
A Cancel Order message (2.2.3).
|
CboeFXBook.MarketSnapshotEntry |
An entry in a Market Snapshot message (2.2.4).
|
CboeFXBook.ModifyOrder |
A Modify Order message (2.2.2).
|
CboeFXBook.NewOrder |
A New Order message (2.2.1).
|
CboeFXBook.Ticker |
A Ticker message (2.2.5).
|
CboeFXBookFormatter |
A formatter for outbound Cboe FX Book Protocol messages.
|
CboeFXBookParser |
A parser for inbound Cboe FX Book Protocol messages.
|
ITCH |
Common definitions for ITCH Session Management Protocol.
|
ITCH.ErrorNotification |
An Error Notification packet (1.2.6).
|
ITCH.InstrumentDirectory |
An Instrument Directory packet (1.2.7).
|
ITCH.LoginAccepted |
A Login Accepted packet (1.2.1).
|
ITCH.LoginRejected |
A Login Rejected packet (1.2.2).
|
ITCH.LoginRequest |
A Login Request packet (1.3.1).
|
ITCH.MarketDataSubscribeRequest |
A Market Data Subscribe Request packet (1.3.7).
|
ITCH.MarketDataUnsubscribeRequest |
A Market Data Unsubscribe Request packet (1.3.8).
|
ITCH.MarketSnapshotRequest |
A Market Snapshot Request packet (1.3.4).
|
ITCH.SequencedData |
A Sequenced Data packet (1.2.3).
|
ITCH.TickerSubscribeRequest |
A Ticker Subscribe Request packet (1.3.5).
|
ITCH.TickerUnsubscribeRequest |
A Ticker Unsubscribe Request packet (1.3.6).
|
ITCHClient |
An implementation of the client side of ITCH Session Management Protocol.
|
ITCHServer |
An implementation of the server side of ITCH Session Management Protocol.
|
ITCHSession |
The base for both the client and server side of ITCH Session Management
Protocol.
|
Exception | Description |
---|---|
CboeFXBookException |
Indicates a protocol error while handling Cboe FX Book Protocol.
|
ITCHException |
Indicates a protocol error while handling ITCH Session Management Protocol.
|
The implementation is based on the Java NIO API and consists of two parts:
ITCHSession
)CboeFXBook
)The implementation of ITCH Session Management Protocol consists of three primary functions:
ITCHSession.receive()
)ITCHSession.keepAlive()
)Data reception can run on one thread and data transmission and session keep-alive on another without locking. Data transmission and session keep-alive can run on different threads but require locking.
The underlying socket channels can be either blocking or non-blocking. In both cases, data transmission always blocks.
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