# NMS QuickStart

## Introduction

The NMS quick start application demonstrates how to use asynchronous messaging to implement a system for purchasing a stock. To purchase a stock, a client application will send a stock request message containing the information about the stock, i.e. ticker symbol, quantity, etc. The client request message will be recieved by the server where it will perform business processing on the requst, for example to determine if the user has sufficient credit to purchase the stock or if the user is even allowed to make the purchase due to existing account restrictions. Usually the server application will persist state about the request and forward it on to an execute venue where the actual execution of the stock request is peformed. In addition, market data for the stock will be sent from the server process to the client. The high level messaging flow is shown below.

## Message Destinations

To implement this flow using messaging the following queues and topics will be used. All requests from the client to the server will be sent on the queue named APP.STOCK.REQUEST. Responses to the requests will be sent from the server to the client on a queue unique to each client. In this example the queue name is of the form APP.STOCK.<UserName>, and more specifically is configured to be APP.STOCK.JOE. Market data does not need to be delivered to an individual client as many client applications are interested in this shared information. As such, the server will send market data information on a topic named APP.STOCK.MARKETDATA. The messaging communication between the server and the execution venue is not included as part of the application. An local implementation of the service interface that represents the execution venue is used instead of one based on messaging or another middleware technology. The messaging flow showing the queues and topics used is shown below.

## Gateways

Gateways represent the service operation to send a message. The client will send a stock request to the server based on the contract defined by the `IStockService` interface .

        public interface IStockService
        {
            void Send(TradeRequest tradeRequest);
        }

The server will send market data to the clients based on the contract defined by the `IMarketDataService` interface.

        public interface IMarketDataService
        {
            void SendMarketData();
        }

The market data gateway has no method parameters as it is assumed that implementations will manage the data to send internally. The `TradeRequest` object is one of the data objects that will be exchanged in the application and is discussed in the next section.

The use of interfaces allows for multiple implementations to be created. Implementations that use messaging to communicate will be based on the Spring's `NmsGateway` class and will be discussed later. stub or mock implementations can be used for testing purposes.

## Message Data

The `TradeRequest` object shown above contains all the information required to process a stock order. To promote the interoperability of this data across different platforms the `TradeRequest` class is generated from an XML Schema using Microsoft's Schema Definition Tool (xsd.exe). The schema for trade request is shown below

    <xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" elementFormDefault="qualified"
               targetNamespace="http://www.springframework.net/nms/common/2008-08-05">

      <xs:element name="TradeRequest">
        <xs:complexType>
          <xs:sequence>
            <xs:element name="Ticker" type="xs:string"/>
            <xs:element name="Quantity" type="xs:long"/>
            <xs:element name="Price" type="xs:decimal"/>
            <xs:element name="OrderType" type="xs:string"/>
            <xs:element name="AccountName" type="xs:string"/>
            <xs:element name="BuyRequest" type="xs:boolean"/>
            <xs:element name="UserName" type="xs:string"/>
            <xs:element name="RequestID" type="xs:string"/>
          </xs:sequence>
        </xs:complexType>
      </xs:element>

    </xs:schema>

Running xsd.exe on this schema will result in a class that contains properties for each of the element names. A parital code listing of the TradeRequest class is shown below

    //     This code was generated by a tool.
        public partial class TradeRequest {

            public string Ticker {
                get {
                    return this.tickerField;
                }
                set {
                    this.tickerField = value;
                }
            }

            public long Quantity {
                get {
                    return this.quantityField;
                }
                set {
                    this.quantityField = value;
                }
            }

          // Additional properties not shown for brevity.

        }

The schema and the `TradeRequest` class are located in the project `Spring.NmsQuickStart.Common`. This common project will be shared between the server and client for convenience.

When sending a response back to the client the type `TradeResponse` will be used. The schema for the `TradeResponse` is shown below

    <xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" elementFormDefault="qualified"
               targetNamespace="http://www.springframework.net/nms/common/2008-08-05">

      <xs:element name="TradeResponse">
        <xs:complexType>
          <xs:sequence>
            <xs:element name="Ticker" type="xs:string"/>
            <xs:element name="Quantity" type="xs:integer"/>
            <xs:element name="Price" type="xs:decimal"/>
            <xs:element name="OrderType" type="xs:string"/>
            <xs:element name="Error" type="xs:boolean"/>
            <xs:element name="ErrorMessage" type="xs:string"/>
          </xs:sequence>
        </xs:complexType>
      </xs:element>

    </xs:schema>

The `TradeResponse` type also generated from a schema using xsd.exe. A partial code listing is shown below

    //     This code was generated by a tool.

        public partial class TradeResponse {

            public string Ticker {
                get {
                    return this.tickerField;
                }
                set {
                    this.tickerField = value;
                }
            }

            public long Quantity {
                get {
                    return this.quantityField;
                }
                set {
                    this.quantityField = value;
                }
            }

          // Additional properties not shown for brevity.

        }

The market data information will be sent using a Hashtable data structure.

## Mesage Handlers

When the `TradeRequest` message is received by the server, it wll be handled by the class `Spring.NmsQuickStart.Server.Handlers.StockAppHandler` shown below

        public class StockAppHandler
        {
            private IExecutionVenueService executionVenueService;

            private ICreditCheckService creditCheckService;

            private ITradingService tradingService;

            public TradeResponse Handle(TradeRequest tradeRequest)
            {
                TradeResponse tradeResponse;
                IList errors = new ArrayList();
                if (creditCheckService.CanExecute(tradeRequest, errors))
                {
                    tradeResponse = executionVenueService.ExecuteTradeRequest(tradeRequest);
                    tradingService.ProcessTrade(tradeRequest, tradeResponse);
                }
                else
                {
                    tradeResponse = new TradeResponse();
                    tradeResponse.Error = true;
                    tradeResponse.ErrorMessage = errors[0].ToString();
                }
                return tradeResponse;
            }
        }