velox.api.layer1.data

Class SimpleOrderSendParameters

java.lang.Object

velox.api.layer1.data.SingleOrderSendParameters

velox.api.layer1.data.SimpleOrderSendParameters

All Implemented Interfaces:

OrderSendParameters

public class SimpleOrderSendParameters
extends SingleOrderSendParameters

Simple order. (market, stop, limit or stop-limit)

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	SimpleOrderSendParameters.PriceFormatter

Field Summary

Fields

Modifier and Type	Field and Description
boolean	closingPositionHint Indicates that intention is to close position.
boolean	doNotIncrease Do non increase flag - if set it should not be possible to increase order size.
double	limitPrice Limit price for limit and stop-limit orders, NaN for market orders
boolean	reversingPositionHint Indicates that intention is to reverse position.
double	sizeMultiplier Deprecated.
java.lang.String	stopLossClientId Client id for stop loss order, similar too SingleOrderSendParameters.clientId
int	stopLossOffset Offset for stop loss order (for brackets).
int	stopLossTrailingStep Stop loss trailing step.
double	stopPrice Stop price for stop and stop-limit orders, NaN for market and limit orders
java.lang.String	takeProfitClientId Client id for take profit order, similar too SingleOrderSendParameters.clientId
int	takeProfitOffset Offset for take profit order (for brackets).
int	trailingStep Trailing step for this order, if it's a stop order.

Fields inherited from class velox.api.layer1.data.SingleOrderSendParameters

alias, clientId, duration, isBuy, size

Constructor Summary

Constructors

Constructor and Description
SimpleOrderSendParameters(java.lang.String alias, boolean isBuy, int size, OrderDuration duration, double limitPrice, double stopPrice)
SimpleOrderSendParameters(java.lang.String alias, boolean isBuy, int size, OrderDuration duration, double limitPrice, double stopPrice, double sizeMultiplier) Deprecated.
SimpleOrderSendParameters(java.lang.String alias, boolean isBuy, int size, OrderDuration duration, double limitPrice, double stopPrice, int takeProfitOffset, int stopLossOffset, int stopLossTrailingStep, int trailingStep, boolean doNotIncrease)
SimpleOrderSendParameters(java.lang.String alias, boolean isBuy, int size, OrderDuration duration, double limitPrice, double stopPrice, int takeProfitOffset, int stopLossOffset, int stopLossTrailingStep, int trailingStep, boolean doNotIncrease, double sizeMultiplier) Deprecated.
SimpleOrderSendParameters(java.lang.String alias, boolean isBuy, int size, OrderDuration duration, int trailingStep, double limitPrice, double stopPrice)
SimpleOrderSendParameters(java.lang.String alias, boolean isBuy, int size, OrderDuration duration, int trailingStep, double limitPrice, double stopPrice, double sizeMultiplier) Deprecated.
SimpleOrderSendParameters(java.lang.String alias, boolean isBuy, int size, OrderDuration duration, java.lang.String clientId, double limitPrice, double stopPrice, int takeProfitOffset, int stopLossOffset, int stopLossTrailingStep, int trailingStep, boolean doNotIncrease)
SimpleOrderSendParameters(java.lang.String alias, boolean isBuy, int size, OrderDuration duration, java.lang.String clientId, double limitPrice, double stopPrice, int takeProfitOffset, int stopLossOffset, int stopLossTrailingStep, int trailingStep, boolean doNotIncrease, boolean reversingPositionHint, boolean closingPositionHint)
SimpleOrderSendParameters(java.lang.String alias, boolean isBuy, int size, OrderDuration duration, java.lang.String clientId, double limitPrice, double stopPrice, int takeProfitOffset, int stopLossOffset, int stopLossTrailingStep, int trailingStep, boolean doNotIncrease, double sizeMultiplier) Deprecated.

Method Summary

Modifier and Type	Method and Description
java.lang.String	representation(SimpleOrderSendParameters.PriceFormatter formatter, double sizeMultiplier)
AbstractSimpleOrderSendParametersBuilder<SimpleOrderSendParametersBuilder>	toBuilder()
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

limitPrice

public final double limitPrice

Limit price for limit and stop-limit orders, NaN for market orders

stopPrice

public final double stopPrice

Stop price for stop and stop-limit orders, NaN for market and limit orders

takeProfitOffset

public final int takeProfitOffset

Offset for take profit order (for brackets). 0 if not needed.

stopLossOffset

public final int stopLossOffset

Offset for stop loss order (for brackets). 0 if not needed.

stopLossTrailingStep

public final int stopLossTrailingStep

Stop loss trailing step. 0 for non-trailing stop loss.

takeProfitClientId

public final java.lang.String takeProfitClientId

Client id for take profit order, similar too SingleOrderSendParameters.clientId

stopLossClientId

public final java.lang.String stopLossClientId

Client id for stop loss order, similar too SingleOrderSendParameters.clientId

trailingStep

public final int trailingStep

Trailing step for this order, if it's a stop order. 0 for non-trailing orders

doNotIncrease

public final boolean doNotIncrease

Do non increase flag - if set it should not be possible to increase order size. Handled inside Bookmap L1 stack, no need to worry about it when writing L0 provider.

reversingPositionHint

public final boolean reversingPositionHint

Indicates that intention is to reverse position. Some platforms might provide you a better way to do it, in which case you can use that instead. Provider is not required to support this.

closingPositionHint

public final boolean closingPositionHint

Indicates that intention is to close position. Some platforms might provide you a better way to do it, in which case you can use that instead. Provider is not required to support this.

sizeMultiplier

@Deprecated
public double sizeMultiplier

Deprecated.

Was added by mistake. Please don't use it. Kept for compatibility to avoid introducing new API version.

Constructor Detail

SimpleOrderSendParameters

public SimpleOrderSendParameters(java.lang.String alias,
                                 boolean isBuy,
                                 int size,
                                 OrderDuration duration,
                                 double limitPrice,
                                 double stopPrice)

SimpleOrderSendParameters

public SimpleOrderSendParameters(java.lang.String alias,
                                 boolean isBuy,
                                 int size,
                                 OrderDuration duration,
                                 int trailingStep,
                                 double limitPrice,
                                 double stopPrice)

SimpleOrderSendParameters

public SimpleOrderSendParameters(java.lang.String alias,
                                 boolean isBuy,
                                 int size,
                                 OrderDuration duration,
                                 double limitPrice,
                                 double stopPrice,
                                 int takeProfitOffset,
                                 int stopLossOffset,
                                 int stopLossTrailingStep,
                                 int trailingStep,
                                 boolean doNotIncrease)

SimpleOrderSendParameters

public SimpleOrderSendParameters(java.lang.String alias,
                                 boolean isBuy,
                                 int size,
                                 OrderDuration duration,
                                 java.lang.String clientId,
                                 double limitPrice,
                                 double stopPrice,
                                 int takeProfitOffset,
                                 int stopLossOffset,
                                 int stopLossTrailingStep,
                                 int trailingStep,
                                 boolean doNotIncrease,
                                 boolean reversingPositionHint,
                                 boolean closingPositionHint)

SimpleOrderSendParameters

public SimpleOrderSendParameters(java.lang.String alias,
                                 boolean isBuy,
                                 int size,
                                 OrderDuration duration,
                                 java.lang.String clientId,
                                 double limitPrice,
                                 double stopPrice,
                                 int takeProfitOffset,
                                 int stopLossOffset,
                                 int stopLossTrailingStep,
                                 int trailingStep,
                                 boolean doNotIncrease)

SimpleOrderSendParameters

@Deprecated
public SimpleOrderSendParameters(java.lang.String alias,
                                              boolean isBuy,
                                              int size,
                                              OrderDuration duration,
                                              double limitPrice,
                                              double stopPrice,
                                              double sizeMultiplier)

Deprecated.

sizeMultiplier parameter was added to API due to a mistake, please use a version without it

SimpleOrderSendParameters

@Deprecated
public SimpleOrderSendParameters(java.lang.String alias,
                                              boolean isBuy,
                                              int size,
                                              OrderDuration duration,
                                              int trailingStep,
                                              double limitPrice,
                                              double stopPrice,
                                              double sizeMultiplier)

Deprecated.

sizeMultiplier parameter was added to API due to a mistake, please use a version without it

SimpleOrderSendParameters

@Deprecated
public SimpleOrderSendParameters(java.lang.String alias,
                                              boolean isBuy,
                                              int size,
                                              OrderDuration duration,
                                              double limitPrice,
                                              double stopPrice,
                                              int takeProfitOffset,
                                              int stopLossOffset,
                                              int stopLossTrailingStep,
                                              int trailingStep,
                                              boolean doNotIncrease,
                                              double sizeMultiplier)

Deprecated.

sizeMultiplier parameter was added to API due to a mistake, please use a version without it

SimpleOrderSendParameters

@Deprecated
public SimpleOrderSendParameters(java.lang.String alias,
                                              boolean isBuy,
                                              int size,
                                              OrderDuration duration,
                                              java.lang.String clientId,
                                              double limitPrice,
                                              double stopPrice,
                                              int takeProfitOffset,
                                              int stopLossOffset,
                                              int stopLossTrailingStep,
                                              int trailingStep,
                                              boolean doNotIncrease,
                                              double sizeMultiplier)

Deprecated.

sizeMultiplier parameter was added to API due to a mistake, please use a version without it

Method Detail

toBuilder

public AbstractSimpleOrderSendParametersBuilder<SimpleOrderSendParametersBuilder> toBuilder()

toString

public java.lang.String toString()

Overrides:

toString in class SingleOrderSendParameters

representation

public java.lang.String representation(SimpleOrderSendParameters.PriceFormatter formatter,
                                       double sizeMultiplier)