public BaseMessage orderSubmitted(String clOrdId) { // AQMessages.OrderSubmitted l = AQMessages.OrderSubmitted.newBuilder() .setClOrdId(clOrdId).build(); // return wrap(BaseMessage.CommandType.ORD_SUBMITTED, AQMessages.OrderSubmitted.cmd, l); }
public BaseMessage buildServerTime(long timestamp) { AQMessages.ServerTime l = AQMessages.ServerTime.newBuilder() .setTimestamp(timestamp).build(); return wrap(BaseMessage.CommandType.SERVER_TIME, AQMessages.ServerTime.cmd, l); }
/** * * @param msg * @return */ public BaseMessage buildCustomCommand(String msg) { AQMessages.CustomCommand l = AQMessages.CustomCommand.newBuilder() .setCommand(msg).build(); return wrap(BaseMessage.CommandType.CUST_CMD, AQMessages.CustomCommand.cmd, l); }
public BaseMessage orderAccepted(String clOrdId) { // AQMessages.OrderAccepted l = AQMessages.OrderAccepted.newBuilder() .setClOrdId(clOrdId).build(); // return wrap(BaseMessage.CommandType.ORD_ACCPTD, AQMessages.OrderAccepted.cmd, l); }
public BaseMessage orderUpdateSubmitted(String clOrdId) { // AQMessages.OrderUpdateSubmitted l = AQMessages.OrderUpdateSubmitted .newBuilder().setClOrdId(clOrdId).build(); // return wrap(BaseMessage.CommandType.ORD_UPDATE_SUBMITTED, AQMessages.OrderUpdateSubmitted.cmd, l); }
public BaseMessage orderCancelled(String clOrdId) { // AQMessages.OrderCancelled l = AQMessages.OrderCancelled.newBuilder() .setClOrdId(clOrdId).build(); // return wrap(BaseMessage.CommandType.ORD_CANCELLED, AQMessages.OrderCancelled.cmd, l); }
public BaseMessage orderUpdateRejected(String refOrderId, String reason) { AQMessages.OrderUpdateRejected l = AQMessages.OrderUpdateRejected .newBuilder().setClOrdId(refOrderId).setReason(reason).build(); return wrap(BaseMessage.CommandType.ORD_UPD_REJECTED, AQMessages.OrderUpdateRejected.cmd, l); }
public BaseMessage orderRejected(String clOrdId, String reason) { // AQMessages.OrderRejected l = AQMessages.OrderRejected.newBuilder() .setClOrdId(clOrdId).setReason(reason).build(); // return wrap(BaseMessage.CommandType.ORD_REJ, AQMessages.OrderRejected.cmd, l); }
public BaseMessage securityStatus(String tdiId, String status) { AQMessages.SecurityStatus n = AQMessages.SecurityStatus.newBuilder() .setTdiId(tdiId).setStatus(status).build(); return wrap(BaseMessage.CommandType.SECURITY_STATUS, AQMessages.SecurityStatus.cmd, n); }
public BaseMessage unsubscribe(String mdiId, TimeFrame tf) { AQMessages.MDUnsubscribe n = AQMessages.MDUnsubscribe.newBuilder() .setMdiId(mdiId).setTimeframe(tf.name()).build(); return wrap(BaseMessage.CommandType.MD_UNSUBSCRIBE, AQMessages.MDUnsubscribe.cmd, n); }
public BaseMessage infoEvent(TimeStamp ts, String event) { AQMessages.InfoEvent n = AQMessages.InfoEvent.newBuilder() .setTimestamp(ts.getNanoseconds()).setMessage(event).build(); return wrap(BaseMessage.CommandType.INFO_EVENT, AQMessages.InfoEvent.cmd, n); }
public BaseMessage subscribe(String mdiId, TimeFrame tf, int depth) { AQMessages.MDSubscribe n = AQMessages.MDSubscribe.newBuilder() .setMdiId(mdiId).setTimeframe(tf.name()).build(); return wrap(BaseMessage.CommandType.MD_SUBSCRIBE, AQMessages.MDSubscribe.cmd, n); }
public BaseMessage unsubcribeTOB(String mdiId) { AQMessages.MDUnsubscribe n = AQMessages.MDUnsubscribe.newBuilder() .setMdiId(mdiId).setTimeframe(TimeFrame.RAW.name()).build(); return wrap(BaseMessage.CommandType.MD_UNSUBSCRIBE, AQMessages.MDUnsubscribe.cmd, n); }
public BaseMessage tick(TimeStamp ts, String mdiId, double price, double quantity, int tickDirection) { AQMessages.Tick n = AQMessages.Tick.newBuilder() .setTimestamp(ts.getNanoseconds()).setMdiId(mdiId). setPrice(price).setQuantity(quantity).setTickDirection(tickDirection).build(); return wrap(BaseMessage.CommandType.TICK, AQMessages.Tick.cmd, n); }
public BaseMessage OrderCancelRequest(String requestId, String originalClientOrderId, String symbol, OrderSide side, Double orderQty) { int s = side.getSide() == OrderSide.BUY.getSide() ? 1 : 2; AQMessages.OrderCancelRequest l = AQMessages.OrderCancelRequest .newBuilder().setClOrdId(requestId) .setOrgCldOrdId(originalClientOrderId).setOrderQty(orderQty) .setTradInstId(symbol).setSide(s).build(); return wrap(BaseMessage.CommandType.ORD_CNCL_REQ, AQMessages.OrderCancelRequest.cmd, l); }
public BaseMessage OrderCancelRejected(String tradInstId, String clOrdId, String orgClOrdId, String ordStatus, String CxlRejResponseTo, String clxRejReason, String text, String comment) { // AQMessages.OrderCancelReject l = AQMessages.OrderCancelReject .newBuilder().setClOrdId(clOrdId).setClxRejReason(clxRejReason) .setTradInstId(tradInstId).setOrgClOrdId(orgClOrdId) .setOrdStatus(ordStatus).setCxlRejResponseTo(CxlRejResponseTo) .setText(text).setComment(comment).build(); // return wrap(BaseMessage.CommandType.ORD_CNCL_REJ, AQMessages.OrderCancelReject.cmd, l); }
public BaseMessage buildMds(String mdiId, Iterable<? extends Double> bid, Iterable<? extends Double> ask, Iterable<? extends Double> bidQ, Iterable<? extends Double> askQ) { AQMessages.MarketDataSnapshot m = AQMessages.MarketDataSnapshot .newBuilder().setMdiId(mdiId).addAllBidPx(bid).addAllAskPx(ask) .addAllBidQ(bidQ).addAllAskQ(askQ) .setTimestamp(new TimeStamp().getNanoseconds()).build(); return wrap(BaseMessage.CommandType.MDS, AQMessages.MarketDataSnapshot.cmd, m); }
public BaseMessage updateMktOrder(String orderId, String orgClOrdId, String tdiId, Double quantity, OrderSide side) { int s = side.getSide(); AQMessages.OrderCancelReplaceRequest n = AQMessages.OrderCancelReplaceRequest .newBuilder().setClOrdId(orderId).setOrderQty(quantity) .setOrgClOrdId(orgClOrdId).setTradInstId(tdiId) .setTimeInForce(0).setTransactTime("").setSide(s).setOrdType(1) .build(); return wrap(BaseMessage.CommandType.ORD_CNCL_REPL_REQ, AQMessages.OrderCancelReplaceRequest.cmd, n); }
public BaseMessage executionReport2(String clOrdId, String execId, String side, double price, String tradInstId, long transactTime, double qty, double leftQuantity, int resend) { AQMessages.ExecutionReport2 n = AQMessages.ExecutionReport2 .newBuilder().setClOrdId(clOrdId).setExecId(execId) .setSide(side).setPrice(price).setTdiId(tradInstId) .setTransactTime(transactTime).setQty(qty) .setQuantityLeft(leftQuantity).setResend(resend).build(); return wrap(BaseMessage.CommandType.EXECUTION_REPORT2, AQMessages.ExecutionReport2.cmd, n); }
public BaseMessage updateLimitOrder(String orderId, String orgClOrdId, String tdiId, Double quantity, Double limitPrice, OrderSide side) { int s = side.getSide(); AQMessages.OrderCancelReplaceRequest n = AQMessages.OrderCancelReplaceRequest .newBuilder().setClOrdId(orderId).setOrderQty(quantity) .setTradInstId(tdiId).setTimeInForce(0).setTransactTime("") .setSide(s).setPrice(limitPrice).setOrdType(2) .setOrgClOrdId(orgClOrdId).build(); return wrap(BaseMessage.CommandType.ORD_CNCL_REPL_REQ, AQMessages.OrderCancelReplaceRequest.cmd, n); }