  We give a complete classification of integrable Markovian boundary conditions
for the asymmetric simple exclusion process with two species (or classes) of
particles. Some of these boundary conditions lead to non-vanishing particle
currents for each species. We explain how the stationary state of all these
models can be expressed in a matrix product form, starting from two key
components, the Zamolodchikov-Faddeev and Ghoshal-Zamolodchikov relations. This
statement is illustrated by studying in detail a specific example, for which
the matrix Ansatz (involving 9 generators) is explicitly constructed and
physical observables (such as currents, densities) calculated.
