velox.api.layer1.data

Enum OrderDuration

java.lang.Object

java.lang.Enum<OrderDuration>

velox.api.layer1.data.OrderDuration

All Implemented Interfaces:

java.io.Serializable, java.lang.Comparable<OrderDuration>

public enum OrderDuration
extends java.lang.Enum<OrderDuration>

Order durations

Enum Constant Summary

Enum Constants

Enum Constant and Description
ATC At The Close.
ATO At The Open.
DAY Day order.
DYP Similar to DAY, but includes extended trading session
FOK Fill Or Kill.
GCP Similar to GTC, but includes extended trading session
GDP Similar to GTD, but includes extended trading session
GTC Good Til Canceled.
GTC_PO The post-only flag indicates that the order should only make liquidity.
GTD Good Til Date.
GTT Good Til Time.
IOC Immediate-Or-Cancel.

Field Summary

Fields

Modifier and Type	Field and Description
int	code Code used in recorded files

Method Summary

Modifier and Type	Method and Description
static OrderDuration	valueOf(int code)
static OrderDuration	valueOf(java.lang.String name) Returns the enum constant of this type with the specified name.
static OrderDuration	valueOfLoose(java.lang.String name) Parse order duration from string that might not exactly match the enum.
static OrderDuration[]	values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Detail

DAY

public static final OrderDuration DAY

Day order. Order is working through the current trading day only.

DYP

public static final OrderDuration DYP

Similar to DAY, but includes extended trading session

GTC

public static final OrderDuration GTC

Good Til Canceled. Order is working until canceled or until the contract is no longer available for trading.

GCP

public static final OrderDuration GCP

Similar to GTC, but includes extended trading session

GTD

public static final OrderDuration GTD

Good Til Date. Order is working until the end of the nearest trading day for the contract on or before the date specified in the order.

GDP

public static final OrderDuration GDP

Similar to GTD, but includes extended trading session

GTT

public static final OrderDuration GTT

Good Til Time. Order is working until the specified time.

FOK

public static final OrderDuration FOK

Fill Or Kill. Immediately fill this order completely or cancel.

ATO

public static final OrderDuration ATO

At The Open. Buy or sell at the very beginning of the trading day.

ATC

public static final OrderDuration ATC

At The Close. Buy or sell at the close of the market, or as near to the closing price as possible.

IOC

public static final OrderDuration IOC

Immediate-Or-Cancel. An IOC requires all or part of the order to be executed immediately; otherwise, the order (or any unfilled parts of the order) will be canceled.

GTC_PO

public static final OrderDuration GTC_PO

The post-only flag indicates that the order should only make liquidity. If any part of the order results in taking liquidity, the order will be rejected and no part of it will execute. Relevant for GDAX

Field Detail

code

public final int code

Code used in recorded files

Method Detail

values

public static OrderDuration[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (OrderDuration c : OrderDuration.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static OrderDuration valueOf(java.lang.String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

java.lang.IllegalArgumentException - if this enum type has no constant with the specified name

java.lang.NullPointerException - if the argument is null

valueOf

public static OrderDuration valueOf(int code)

valueOfLoose

public static OrderDuration valueOfLoose(java.lang.String name)

Parse order duration from string that might not exactly match the enum.

Parameters:

name - string to parse

Returns:

parsed order duration