Package com.strategyquant.tradinglib
Interface ILiveOrder
public interface ILiveOrder
LiveOrder Interface - has methods to call actions over live order.
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Method Summary
Modifier and TypeMethodDescriptionClose(byte closeType)
Close.Close async.CloseAsync(com.strategyquant.tradinglib.event.ITradingEventListener orderEventListener)
Close async.Compute size if missing.float
int
Gets the bars in trade.double
Gets the close price.long
Gets the close time.byte
Gets the close type.Gets the comment.double
Gets the comm swap.int
Gets the direction.int
Gets the error code.Gets the error message.byte
long
Gets the expiration.double
Gets the initial SL.Gets the instrument info.double
Gets the last open price.float
getMAE()
Gets the mae.int
Gets the magic number.double
Gets the max slippage.float
getMFE()
Gets the mfe.double
Gets the open price.long
Gets the open time.int
Gets the order id.byte
Gets the order type.double
Gets the original open price.long
Gets the original open time.byte
Gets the original order type.double
getPL()
Gets the pl.double
Gets the PL in pips.byte
Gets the position status.double
getPT()
method returns the active Profit Target of this order.Gets the setup name.double
getSize()
Gets the size.double
getSL()
method returns the active Stop Loss of this order.float
Gets the slippage in money.byte
method returns the active Stop Loss Type of this order.Gets the strategy name.Gets the symbol.int
Gets the symbol hash.byte
Gets the working status.boolean
Checks if is closed order.boolean
isFilled()
Checks if is filled.boolean
isLong()
Checks if is long.boolean
Checks if is market order.boolean
checks if something in the order (SL or PT) was modified.boolean
Checks if is netting mode.boolean
Checks if is pending order.boolean
Checks if is refused.boolean
Checks if is successful.Modify async.ModifyAsync(com.strategyquant.tradinglib.event.ITradingEventListener orderEventListener)
Modify async.void
Refuse.void
registerEvent(int eventType, IActionEventListener iActionEventListener)
Register event.Send()
Send.Send async.SendAsync(com.strategyquant.tradinglib.event.ITradingEventListener orderEventListener)
Send async.setComment(String comment)
Sets the comment.setExitIndex(byte exitIndex)
setExpiration(long expirationDate)
Sets the expiration.setMagicNumber(int magicNumber)
Sets the magic number.setMaxSlippage(double maxSlippage)
Sets the max slippage.setPT(byte ptType, double value)
Sets the PT.setPT(double priceLevel)
Sets the PT.setSize(double quantity)
Sets the size.setSL(byte slType, double value)
Sets the SL.setSL(double priceLevel)
Sets the SL.setSLType(byte slType)
Sets the SL type.boolean
usesATM()
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Method Details
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getSL
double getSL()method returns the active Stop Loss of this order.- Returns:
- the sl
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getSLType
byte getSLType()method returns the active Stop Loss Type of this order. It is a constant from SlPtTypes- Returns:
- the SL type
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setSL
Sets the SL.- Parameters:
priceLevel
- the price level- Returns:
- the i live order
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setSL
Sets the SL.- Parameters:
slType
- the sl typevalue
- the value- Returns:
- the i live order
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setSLType
Sets the SL type.- Parameters:
slType
- the sl type- Returns:
- the i live order
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getPT
double getPT()method returns the active Profit Target of this order.- Returns:
- the pt
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setPT
Sets the PT.- Parameters:
priceLevel
- the price level- Returns:
- the i live order
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setPT
Sets the PT.- Parameters:
ptType
- the pt typevalue
- the value- Returns:
- the i live order
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getComment
String getComment()Gets the comment.- Returns:
- the comment
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setComment
Sets the comment.- Parameters:
comment
- the comment- Returns:
- the i live order
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getMagicNumber
int getMagicNumber()Gets the magic number.- Returns:
- the magic number
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setMagicNumber
Sets the magic number.- Parameters:
magicNumber
- the magic number- Returns:
- the i live order
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getMaxSlippage
double getMaxSlippage()Gets the max slippage.- Returns:
- the max slippage
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setMaxSlippage
Sets the max slippage.- Parameters:
maxSlippage
- the max slippage- Returns:
- the i live order
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getExpiration
long getExpiration()Gets the expiration.- Returns:
- the expiration
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setExpiration
Sets the expiration.- Parameters:
expirationDate
- the expiration date- Returns:
- the i live order
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getSymbolHash
int getSymbolHash()Gets the symbol hash.- Returns:
- the symbol hash
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getSymbol
String getSymbol()Gets the symbol.- Returns:
- the symbol
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getOrderType
byte getOrderType()Gets the order type.- Returns:
- the order type
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getCloseType
byte getCloseType()Gets the close type.- Returns:
- the close type
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getOriginalOrderType
byte getOriginalOrderType()Gets the original order type.- Returns:
- the original order type
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getOpenTime
long getOpenTime()Gets the open time.- Returns:
- the open time
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getOpenPrice
double getOpenPrice()Gets the open price.- Returns:
- the open price
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getOrderId
int getOrderId()Gets the order id.- Returns:
- the order id
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getClosePrice
double getClosePrice()Gets the close price.- Returns:
- the close price
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isSuccessful
boolean isSuccessful()Checks if is successful.- Returns:
- true, if is successful
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getBarsInTrade
int getBarsInTrade()Gets the bars in trade.- Returns:
- the bars in trade
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getCloseTime
long getCloseTime()Gets the close time.- Returns:
- the close time
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getSize
double getSize()Gets the size.- Returns:
- the size
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Send
Send.- Returns:
- the i live order
- Throws:
TradingException
- the trading exception
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SendAsync
Send async.- Returns:
- the i live order
- Throws:
TradingException
- the trading exception
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SendAsync
ILiveOrder SendAsync(com.strategyquant.tradinglib.event.ITradingEventListener orderEventListener) throws TradingExceptionSend async.- Parameters:
orderEventListener
- the order event listener- Returns:
- the i live order
- Throws:
TradingException
- the trading exception
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isModified
boolean isModified()checks if something in the order (SL or PT) was modified.- Returns:
- true, if is modified
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ModifyAsync
Modify async.- Returns:
- the i live order
- Throws:
TradingException
- the trading exception
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ModifyAsync
ILiveOrder ModifyAsync(com.strategyquant.tradinglib.event.ITradingEventListener orderEventListener) throws TradingExceptionModify async.- Parameters:
orderEventListener
- the order event listener- Returns:
- the i live order
- Throws:
TradingException
- the trading exception
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Close
Close.- Parameters:
closeType
- the close type- Returns:
- the i live order
- Throws:
TradingException
- the trading exception
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CloseAsync
Close async.- Returns:
- the i live order
- Throws:
TradingException
- the trading exception
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CloseAsync
ILiveOrder CloseAsync(com.strategyquant.tradinglib.event.ITradingEventListener orderEventListener) throws TradingExceptionClose async.- Parameters:
orderEventListener
- the order event listener- Returns:
- the i live order
- Throws:
TradingException
- the trading exception
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getWorkingStatus
byte getWorkingStatus()Gets the working status.- Returns:
- the working status
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getPositionStatus
byte getPositionStatus()Gets the position status.- Returns:
- the position status
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getStrategyName
String getStrategyName()Gets the strategy name.- Returns:
- the strategy name
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getSetupName
String getSetupName()Gets the setup name.- Returns:
- the setup name
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setSize
Sets the size.- Parameters:
quantity
- the quantity- Returns:
- the i live order
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computeSizeIfMissing
Compute size if missing.- Returns:
- the i live order
- Throws:
TradingException
- the trading exception
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refuse
Refuse.- Parameters:
reason
- the reason
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isRefused
boolean isRefused()Checks if is refused.- Returns:
- true, if is refused
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getDirection
int getDirection()Gets the direction.- Returns:
- the direction
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getOriginalOpenPrice
double getOriginalOpenPrice()Gets the original open price.- Returns:
- the original open price
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getOriginalOpenTime
long getOriginalOpenTime()Gets the original open time.- Returns:
- the original open time
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isPendingOrder
boolean isPendingOrder()Checks if is pending order.- Returns:
- true, if is pending order
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isMarketOrder
boolean isMarketOrder()Checks if is market order.- Returns:
- true, if is market order
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isClosedOrder
boolean isClosedOrder()Checks if is closed order.- Returns:
- true, if is closed order
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getInstrumentInfo
InstrumentInfo getInstrumentInfo()Gets the instrument info.- Returns:
- the instrument info
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getErrorCode
int getErrorCode()Gets the error code.- Returns:
- the error code
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getErrorMessage
String getErrorMessage()Gets the error message.- Returns:
- the error message
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getPL
double getPL()Gets the pl.- Returns:
- the pl
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getPLInPips
double getPLInPips()Gets the PL in pips.- Returns:
- the PL in pips
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isLong
boolean isLong()Checks if is long.- Returns:
- true, if is long
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getCommSwap
double getCommSwap()Gets the comm swap.- Returns:
- the comm swap
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getMAE
float getMAE()Gets the mae.- Returns:
- the mae
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getMFE
float getMFE()Gets the mfe.- Returns:
- the mfe
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isFilled
boolean isFilled()Checks if is filled.- Returns:
- true, if is filled
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isNettingMode
boolean isNettingMode()Checks if is netting mode.- Returns:
- true, if is netting mode
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getLastOpenPrice
double getLastOpenPrice()Gets the last open price.- Returns:
- the last open price
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registerEvent
void registerEvent(int eventType, IActionEventListener iActionEventListener) throws TradingExceptionRegister event.- Parameters:
eventType
- the event typeiActionEventListener
- the i action event listener- Throws:
TradingException
- the trading exception
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getSlippageInMoney
float getSlippageInMoney()Gets the slippage in money.- Returns:
- the slippage in money
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getInitialSL
double getInitialSL()Gets the initial SL.- Returns:
- the initial SL
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setExitIndex
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getExitIndex
byte getExitIndex() -
usesATM
boolean usesATM() -
getATROnOpen
float getATROnOpen()
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