Class BinaryOrderPublisher

java.lang.Object

com.quantfinlib.sbe.BinaryOrderPublisher

All Implemented Interfaces:

OrderListener, AutoCloseable

public final class BinaryOrderPublisher
extends Object
implements OrderListener, AutoCloseable

Binary order-entry adapter: attach to HftOrderGateway as its OrderListener and every accepted order is encoded as an OrderFlyweight and written to the venue channel — the binary counterpart of fix.FixSession#sendNewOrderSingle, with zero allocation and zero string formatting per order.

Runs on the gateway's single venue thread, so writes need no lock; the reusable direct buffer is written fully (looping short writes) before the next order is encoded.

Constructor Summary

Constructors

Constructor	Description
BinaryOrderPublisher(WritableByteChannel channel)

Method Summary

Modifier and Type	Method	Description
void	close()
void	onOrder(long orderId, int symbolId, Side side, long quantity, double price, long timestampNanos)
long	ordersSent()

Methods inherited from class java.lang.Object

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

Constructor Details

BinaryOrderPublisher

public BinaryOrderPublisher(WritableByteChannel channel)

Method Details

onOrder

public void onOrder(long orderId,
 int symbolId,
 Side side,
 long quantity,
 double price,
 long timestampNanos)

Specified by:

onOrder in interface OrderListener

ordersSent

public long ordersSent()

close

public void close()
           throws IOException

Specified by:

close in interface AutoCloseable

Throws:

IOException