Package velox.api.layer1.data

Class OrderInfo

java.lang.Object
velox.api.layer1.data.OrderInfo
All Implemented Interfaces:
Serializable, MultiAccountAware
Direct Known Subclasses:
OrderInfoUpdate
public class OrderInfo extends Object implements Serializable, MultiAccountAware
Cumulative information about the order
See Also:

  • Field Details

    • instrumentAlias

      public final String instrumentAlias

    • orderId

      public final String orderId

    • isBuy

      public final boolean isBuy

    • type

      public final OrderType type

    • clientId

      public final String clientId

    • exchangeId

      public final String exchangeId

    • doNotIncrease

      public final boolean doNotIncrease

    • filled

      public final int filled

    • unfilled

      public final int unfilled

    • averageFillPrice

      public final double averageFillPrice

    • duration

      public final OrderDuration duration

    • status

      public final OrderStatus status

    • limitPrice

      public final double limitPrice

    • stopPrice

      public final double stopPrice

    • stopTriggered

      public final boolean stopTriggered

    • modificationUtcTime

      public final long modificationUtcTime

    • isSimulated

      public final boolean isSimulated

    • isDuplicate

      public final boolean isDuplicate
      Order can be duplicated in case of crosstrading or alias dublication

    • isBuffered

      public final boolean isBuffered
      Indicates that this exact order info was already reported to upper layers before, but is being sent to the strategy again because trading data was invalidated.
      For example, if the selected account changes, all order infos from the previous account will be reported as disconnected, and the full order info history for the new account may be replayed. So all such orders will be marked with "isBuffered=true"
      Bookmap uses this flag to filter out order infos that were already reported to upper layers. Therefore, for Data Editors and other Injectable strategies, the value of this flag must remain sane for the order info received by the strategy, and the corresponding order info sent back (modified or not) from the strategy to Bookmap. Otherwise, Bookmap's filtering logic may break.
      If the strategy modifies an incoming order info, it should preserve the exact value of this flag, unless it is intentionally creating a new order info to report to Bookmap. In that case, the flag must be set to false.
      A strategy must never change this flag from false to true for incoming order, and must never set it to true for new data produced by the strategy.
      See Also:

    • accountId

      public final String accountId
      Account id to identify which account this order info belongs to. Null if there is no multi-account support (only single account is supported by the data provider). Should not mix nulls and specific account in the same data provider.

    • fakeMarketOrder

      public final boolean fakeMarketOrder
      For orders that a user initially places as market (MKT) orders but that are later replaced by the trading platform with limit orders at a remote limit price (as a form of protection against market volatility). Orders marked with this flag are displayed on the chart as limit orders until they are fully executed, and as market orders once execution is complete (the intermediate update showing the remote price will be hidden).

  • Constructor Details

    • OrderInfo

      @Deprecated public OrderInfo(String instrumentAlias, String orderId, boolean isBuy, OrderType type, String clientId, boolean doNotIncrease, int filled, int unfilled, double averageFillPrice, OrderDuration duration, OrderStatus status, double limitPrice, double stopPrice, boolean stopTriggered, long modificationUtcTime)
      Deprecated.
      Use OrderInfoBuilder instead

    • OrderInfo

      @Deprecated public OrderInfo(String instrumentAlias, String orderId, boolean isBuy, OrderType type, String clientId, boolean doNotIncrease, int filled, int unfilled, double averageFillPrice, OrderDuration duration, OrderStatus status, double limitPrice, double stopPrice, boolean stopTriggered, long modificationUtcTime, boolean isSimulated)
      Deprecated.
      Use OrderInfoBuilder instead

    • OrderInfo

      @Deprecated public OrderInfo(String instrumentAlias, String orderId, boolean isBuy, OrderType type, String clientId, boolean doNotIncrease, int filled, int unfilled, double averageFillPrice, OrderDuration duration, OrderStatus status, double limitPrice, double stopPrice, boolean stopTriggered, long modificationUtcTime, boolean isSimulated, boolean isDuplicate)
      Deprecated.
      Use OrderInfoBuilder instead

  • Method Details