Package com.caplin.motif.fx.ret.fxtrading.quote

Interface SalesQuoteFactory

All Known Implementing Classes:
DefaultSalesQuoteFactory
public interface SalesQuoteFactory
Invoked when the toolkit receives a Sales Quote from RET and requires an FX API quote. A Sales Quote differs from a normal RFS regular quote, in that it has margins.

  • Method Summary

    Modifier and Type
    Method
    Description
    com.caplin.motif.datasource.Message
    createSalesFwdQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide, ProfitConversionRate profitConversionRate)
    Invoked when the toolkit receives a RET sales forward quote and requires the factory to build the FX API quote object
    com.caplin.motif.datasource.Message
    createSalesSpotQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide, ProfitConversionRate profitConversionRate)
    Invoked when the toolkit receives a RET sales spot quote and requires the factory to build the FX API quote object
    void
    initialise(Context context)
    To be invoked by the toolkit.

  • Method Details

    • initialise

      void initialise(Context context)
      To be invoked by the toolkit. The context provides objects that aid in creating the Quote object.
      Parameters:
      context - The context

    • createSalesSpotQuote

      com.caplin.motif.datasource.Message createSalesSpotQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide, @Nullable ProfitConversionRate profitConversionRate) throws QuoteCreationException
      Invoked when the toolkit receives a RET sales spot quote and requires the factory to build the FX API quote object
      Parameters:
      trade - The FX Integration API RFS Trade object
      quote - The RET Sales Quote
      profitConversionRate - The object containing the in house currency and its rates, to be used in profit calculations
      Throws:
      QuoteCreationException - if a quote cannot be created.

    • createSalesFwdQuote

      com.caplin.motif.datasource.Message createSalesFwdQuote(com.caplin.generated.motif.fx.trading.rfs.RFSTrade trade, com.caplin.ret.trapi.fx.execution.QuoteEvent quote, com.caplin.motif.fx.trading.PricingSide pricingSide, @Nullable ProfitConversionRate profitConversionRate) throws QuoteCreationException
      Invoked when the toolkit receives a RET sales forward quote and requires the factory to build the FX API quote object
      Parameters:
      trade - The FX Integration API RFS Trade object
      quote - The RET Sales Quote
      profitConversionRate - The object containing the in house currency and its rates, to be used in profit calculations
      Throws:
      QuoteCreationException - if a quote cannot be created.