ch.algotrader.entity.trade

Class Order

java.lang.Object

ch.algotrader.entity.property.PropertyHolder

ch.algotrader.entity.property.PropertyHolderImpl

ch.algotrader.entity.trade.Order

All Implemented Interfaces:

BaseEntityI, PropertyHolderI, OrderI, java.io.Serializable

Direct Known Subclasses:

OrderImpl

public abstract class Order
extends PropertyHolderImpl
implements OrderI, BaseEntityI

Base Class for all Order Types

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
Order()

Method Summary

Modifier and Type	Method and Description
<R,P> R	accept(EntityVisitor<R,? super P> visitor, P param)
boolean	addChildOrders(Order element)
abstract void	addOrderProperty(java.lang.String name, java.lang.String value, OrderPropertyType type)
abstract OrderVO	convertToVO() converts this domain object (entity) to its corresponding value object
Account	getAccount() Represents an actual Account / AccountGroup / AllocationProfile with an external Broker / Bank
java.util.Set<Order>	getChildOrders() Base Class for all Order Types
java.time.ZonedDateTime	getDateTime() The dateTime the order was sent.
abstract java.lang.String	getDescription() Gets the description of this Order composed of quantity, OrderType, Security, Strategy and Account
abstract Exchange	getEffectiveExchange() gets the Exchange associated with this Order.
Exchange	getExchange() Exchange where securities are traded
abstract java.lang.String	getExtDescription() Gets the extended description of this Order comprised of Order Type specific properties (i.e.
java.lang.String	getExtId() The External Order Id assigned by the external Broker
long	getId()
java.lang.String	getIntId() The Internal Order Id.
abstract java.util.Map<java.lang.String,OrderProperty>	getOrderProperties()
abstract java.lang.String	getOrderProperty(java.lang.String name)
java.lang.String	getParentIntId() The Internal Order Id of the Parent Order
Order	getParentOrder() Base Class for all Order Types
java.math.BigDecimal	getQuantity() The requested number of contracts
abstract java.lang.String	getRootIntId() Returns the root part of the intId.
Security	getSecurity() The base class of all Securities in the system
Side	getSide() BUY or SELL
Strategy	getStrategy() Represents a running Strategy within the system.
TIF	getTif() Time-In-Force, see TIF
java.time.ZonedDateTime	getTifDateTime() The Time-in-Force date
void	initializeAccount(Initializer initializer)
void	initializeChildOrders(Initializer initializer)
void	initializeExchange(Initializer initializer)
void	initializeParentOrder(Initializer initializer)
void	initializeSecurity(Initializer initializer)
void	initializeStrategy(Initializer initializer)
abstract boolean	isAlgoOrder() Returns true if this Order is a AlgoOrder
boolean	isExchangeOrder() Indicates whether this is an exchange order or margin order
boolean	isInitialized()
boolean	removeChildOrders(Order element)
void	setAccount(Account account)
void	setChildOrders(java.util.Set<Order> childOrders)
void	setDateTime(java.time.ZonedDateTime dateTime)
void	setExchange(Exchange exchange)
void	setExchangeOrder(boolean exchangeOrder)
void	setExtId(java.lang.String extId)
void	setId(long id)
void	setInitialized()
void	setIntId(java.lang.String intId)
void	setParentIntId(java.lang.String parentIntId)
void	setParentOrder(Order parentOrder)
void	setQuantity(java.math.BigDecimal quantity)
abstract void	setQuantity(long quantityIn) Deprecated.
void	setSecurity(Security security)
void	setSide(Side side)
void	setStrategy(Strategy strategy)
void	setTif(TIF tif)
void	setTifDateTime(java.time.ZonedDateTime tifDateTime)
abstract void	validate() Returns true if this Order is valid.

Methods inherited from class ch.algotrader.entity.property.PropertyHolderImpl

addProperty, clearProperties, getBooleanProperty, getDateProperty, getDoubleProperty, getIntProperty, getMoneyProperty, getProperties, getPropertiesCount, getProperty, getProperty, getPropertyNames, getTextProperty, hasProperty, removeProperty, setProperties

Methods inherited from class java.lang.Object

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

Methods inherited from interface ch.algotrader.entity.BaseEntityI

toString

Constructor Detail

Order

public Order()

Method Detail

isInitialized

public boolean isInitialized()

Specified by:

isInitialized in interface BaseEntityI

Overrides:

isInitialized in class PropertyHolder

setInitialized

public void setInitialized()

accept

public <R,P> R accept(EntityVisitor<R,? super P> visitor,
                      P param)

Specified by:

accept in interface BaseEntityI

Overrides:

accept in class PropertyHolder

getId

public long getId()

Specified by:

getId in interface BaseEntityI

Specified by:

getId in interface PropertyHolderI

Specified by:

getId in interface OrderI

Overrides:

getId in class PropertyHolder

setId

public void setId(long id)

getIntId

public java.lang.String getIntId()

The Internal Order Id. The Id is typically comprised of a sessionQualifier, a rootId and potentially a version. Example: ibn123.0

Specified by:

getIntId in interface OrderI

setIntId

public void setIntId(java.lang.String intId)

getExtId

public java.lang.String getExtId()

The External Order Id assigned by the external Broker

Specified by:

getExtId in interface OrderI

setExtId

public void setExtId(java.lang.String extId)

getParentIntId

public java.lang.String getParentIntId()

The Internal Order Id of the Parent Order

Specified by:

getParentIntId in interface OrderI

setParentIntId

public void setParentIntId(java.lang.String parentIntId)

getDateTime

public java.time.ZonedDateTime getDateTime()

The dateTime the order was sent. This is set automatically by the OrderService

Specified by:

getDateTime in interface OrderI

setDateTime

public void setDateTime(java.time.ZonedDateTime dateTime)

getSide

public Side getSide()

BUY or SELL

Specified by:

getSide in interface OrderI

setSide

public void setSide(Side side)

getQuantity

public java.math.BigDecimal getQuantity()

The requested number of contracts

Specified by:

getQuantity in interface OrderI

setQuantity

public void setQuantity(java.math.BigDecimal quantity)

getTif

public TIF getTif()

Time-In-Force, see TIF

Specified by:

getTif in interface OrderI

setTif

public void setTif(TIF tif)

getTifDateTime

public java.time.ZonedDateTime getTifDateTime()

The Time-in-Force date

Specified by:

getTifDateTime in interface OrderI

setTifDateTime

public void setTifDateTime(java.time.ZonedDateTime tifDateTime)

isExchangeOrder

public boolean isExchangeOrder()

Indicates whether this is an exchange order or margin order

Specified by:

isExchangeOrder in interface OrderI

setExchangeOrder

public void setExchangeOrder(boolean exchangeOrder)

getExchange

public Exchange getExchange()

Exchange where securities are traded

setExchange

public void setExchange(Exchange exchange)

initializeExchange

public void initializeExchange(Initializer initializer)

getParentOrder

public Order getParentOrder()

Base Class for all Order Types

setParentOrder

public void setParentOrder(Order parentOrder)

initializeParentOrder

public void initializeParentOrder(Initializer initializer)

getChildOrders

public java.util.Set<Order> getChildOrders()

Base Class for all Order Types

setChildOrders

public void setChildOrders(java.util.Set<Order> childOrders)

addChildOrders

public boolean addChildOrders(Order element)

removeChildOrders

public boolean removeChildOrders(Order element)

initializeChildOrders

public void initializeChildOrders(Initializer initializer)

getSecurity

public Security getSecurity()

The base class of all Securities in the system

setSecurity

public void setSecurity(Security security)

initializeSecurity

public void initializeSecurity(Initializer initializer)

getAccount

public Account getAccount()

Represents an actual Account / AccountGroup / AllocationProfile with an external Broker / Bank

setAccount

public void setAccount(Account account)

initializeAccount

public void initializeAccount(Initializer initializer)

getStrategy

public Strategy getStrategy()

Represents a running Strategy within the system. In addition the AlgoTrader Server is also represented by an instance of this class.

setStrategy

public void setStrategy(Strategy strategy)

initializeStrategy

public void initializeStrategy(Initializer initializer)

setQuantity

@Deprecated
public abstract void setQuantity(long quantityIn)

Deprecated.

getDescription

public abstract java.lang.String getDescription()

Gets the description of this Order composed of quantity, OrderType, Security, Strategy and Account

Returns:

java.lang.String

getExtDescription

public abstract java.lang.String getExtDescription()

Gets the extended description of this Order comprised of Order Type specific properties (i.e. limit for LimitOrder)

Returns:

java.lang.String

getRootIntId

public abstract java.lang.String getRootIntId()

Returns the root part of the intId. Example: for ibn123.0 this will return ibn123.

Returns:

java.lang.String

isAlgoOrder

public abstract boolean isAlgoOrder()

Returns true if this Order is a AlgoOrder

Returns:

boolean

validate

public abstract void validate()
                       throws OrderValidationException

Returns true if this Order is valid. This method can/should be overwritten by subclasses.

Throws:

OrderValidationException

addOrderProperty

public abstract void addOrderProperty(java.lang.String name,
                                      java.lang.String value,
                                      OrderPropertyType type)

Parameters:

name -

value -

type -

getOrderProperties

public abstract java.util.Map<java.lang.String,OrderProperty> getOrderProperties()

getOrderProperty

public abstract java.lang.String getOrderProperty(java.lang.String name)

Parameters:

name -

Returns:

java.lang.String

getEffectiveExchange

public abstract Exchange getEffectiveExchange()

gets the Exchange associated with this Order. The Exchange can either be directly associated with the Order or via SecurityFamily

Returns:

ch.algotrader.entity.exchange.Exchange

convertToVO

public abstract OrderVO convertToVO()

converts this domain object (entity) to its corresponding value object