public BaseMessage buildPositionReport(String mdiId, String entryDate, Double entryPrice, Double quantity) { AQMessages.PositionReport l = AQMessages.PositionReport.newBuilder() .setTradInstId(mdiId).setOpenDate(entryDate) .setEntryPrice(entryPrice).setQuantity(quantity).build(); return wrap(BaseMessage.CommandType.POSITION_REPORT, AQMessages.PositionReport.cmd, l); }
public BaseMessage buildLogin(String username, String password, String sessionType) { AQMessages.Login l = AQMessages.Login.newBuilder().setUserId(username) .setPassword(password).setSessionType(sessionType).build(); return wrap(BaseMessage.CommandType.LOGIN, AQMessages.Login.cmd, l); }
public BaseMessage buildLoginResponse(String status) { AQMessages.LoginResponse l = AQMessages.LoginResponse.newBuilder() .setStatus(status).build(); return wrap(BaseMessage.CommandType.LOGIN_RESPONSE, AQMessages.LoginResponse.cmd, l); }
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 OrderCancelReplaceReq(String mdiId, String entryDate, Double entryPrice, Double quantity) { AQMessages.PositionReport l = AQMessages.PositionReport.newBuilder() .setTradInstId(mdiId).setOpenDate(entryDate) .setEntryPrice(entryPrice).setQuantity(quantity).build(); return wrap(BaseMessage.CommandType.POSITION_REPORT, AQMessages.PositionReport.cmd, l); }
public BaseMessage buildAccountDataMessage(String key, String value) { AQMessages.AccountDataMessage l = AQMessages.AccountDataMessage .newBuilder().setValue(value).setType(key).build(); return wrap(BaseMessage.CommandType.ACCT_DATA, AQMessages.AccountDataMessage.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 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 t) { AQMessages.ServerTime l = AQMessages.ServerTime.newBuilder() .setTimestamp(t).build(); return wrap(BaseMessage.CommandType.SERVER_TIME, AQMessages.ServerTime.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 orderCancelSubmitted(String clOrdId) { // AQMessages.OrderCancelSubmitted l = AQMessages.OrderCancelSubmitted .newBuilder().setClOrdId(clOrdId).build(); // return wrap(BaseMessage.CommandType.ORD_CANCEL_SUBMITTED, AQMessages.OrderCancelSubmitted.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 orderUpdated(String clOrdId) { // AQMessages.OrderUpdated l = AQMessages.OrderUpdated.newBuilder() .setClOrdId(clOrdId).build(); // return wrap(BaseMessage.CommandType.ORD_UPDATED, AQMessages.OrderUpdated.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 static com.activequant.messages.AQMessages.Tick parseDelimitedFrom( java.io.InputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws java.io.IOException { Builder builder = newBuilder(); if (builder.mergeDelimitedFrom(input, extensionRegistry)) { return builder.buildParsed(); } else { return null; } } public static com.activequant.messages.AQMessages.Tick parseFrom(
public BaseMessage OrderCancelRejected(String mdiId, String entryDate, Double entryPrice, Double quantity) { AQMessages.PositionReport l = AQMessages.PositionReport.newBuilder() .setTradInstId(mdiId).setOpenDate(entryDate) .setEntryPrice(entryPrice).setQuantity(quantity).build(); return wrap(BaseMessage.CommandType.POSITION_REPORT, AQMessages.PositionReport.cmd, l); }