order

package
v0.0.0-...-f2cd14d Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Apr 22, 2016 License: GPL-3.0 Imports: 9 Imported by: 8

Documentation

Overview

Package order is a generated protocol buffer package.

It is generated from these files: 

order/order.proto

It has these top-level messages: 

Order
Execution
Allocation
NewOrderRequest
NewOrderResponse
CancelOrderRequest
CancelOrderResponse
ReplaceOrderRequest
ReplaceOrderResponse

Index

Constants

This section is empty.

Variables

View Source 
var Execution_ExecType_name = map[int32]string{
	0:  "NEW",
	1:  "PARTIAL_FILL",
	2:  "FILL",
	3:  "DONE_FOR_DAY",
	4:  "CANCELED",
	5:  "REPLACE",
	6:  "PENDING_CANCEL",
	7:  "STOPPED",
	8:  "REJECTED",
	9:  "SUSPENDED",
	10: "PENDING_NEW",
	11: "CALCULATED",
	12: "EXPIRED",
	13: "RESTATED",
	14: "PENDING_REPLACE",
	15: "TRADE",
	16: "TRADE_CORRECT",
	17: "TRADE_CANCEL",
	18: "ORDER_STATUS",
}
View Source 
var Execution_ExecType_value = map[string]int32{
	"NEW":             0,
	"PARTIAL_FILL":    1,
	"FILL":            2,
	"DONE_FOR_DAY":    3,
	"CANCELED":        4,
	"REPLACE":         5,
	"PENDING_CANCEL":  6,
	"STOPPED":         7,
	"REJECTED":        8,
	"SUSPENDED":       9,
	"PENDING_NEW":     10,
	"CALCULATED":      11,
	"EXPIRED":         12,
	"RESTATED":        13,
	"PENDING_REPLACE": 14,
	"TRADE":           15,
	"TRADE_CORRECT":   16,
	"TRADE_CANCEL":    17,
	"ORDER_STATUS":    18,
}
View Source 
var HandlInst_name = map[int32]string{
	0: "UNKNOWN_HANDL_INST",
	1: "AUTOMATED_EXECUTION_ORDER_PRIVATE",
	2: "AUTOMATED_EXECUTION_ORDER_PUBLIC",
	3: "MANUAL_ORDER",
}
View Source 
var HandlInst_value = map[string]int32{
	"UNKNOWN_HANDL_INST":                0,
	"AUTOMATED_EXECUTION_ORDER_PRIVATE": 1,
	"AUTOMATED_EXECUTION_ORDER_PUBLIC":  2,
	"MANUAL_ORDER":                      3,
}
View Source 
var LastLiquidityInd_name = map[int32]string{
	0: "UNKNOWN_LAST_LIQUIDITY_IND",
	1: "ADDED_LIQUIDITY",
	2: "REMOVED_LIQUIDITY",
	3: "LIQUIDITY_ROUTED_OUT",
	4: "AUCTION",
}
View Source 
var LastLiquidityInd_value = map[string]int32{
	"UNKNOWN_LAST_LIQUIDITY_IND": 0,
	"ADDED_LIQUIDITY":            1,
	"REMOVED_LIQUIDITY":          2,
	"LIQUIDITY_ROUTED_OUT":       3,
	"AUCTION":                    4,
}
View Source 
var OrderStatus_name = map[int32]string{
	0:   "NEW",
	1:   "PARTIALLY_FILLED",
	2:   "FILLED",
	3:   "DONE_FOR_DAY",
	4:   "CANCELLED",
	5:   "REPLACED",
	6:   "PENDING_CANCEL",
	7:   "STOPPED",
	8:   "REJECTED",
	9:   "SUSPENDED",
	10:  "PENDING_NEW",
	11:  "CALCULATED",
	12:  "EXPIRED",
	13:  "ACCEPTED_FOR_BIDDING",
	14:  "PENDING_REPLACE",
	100: "ORDER_RECEIVED",
	101: "ORDER_SENT",
	102: "MC_ACK_ORDER",
	103: "MC_SENT_ORDER",
	110: "CANCEL_RECEIVED",
	111: "CANCEL_SENT",
	112: "MC_ACK_CANCEL",
	113: "MC_SENT_CANCEL",
	120: "REPLACE_RECEIVED",
	121: "REPLACE_SENT",
	122: "MC_ACK_REPLACE",
	123: "MC_SENT_REPLACE",
	125: "EXECUTION_REPLACED",
	126: "EXECUTION_CANCELLED",
	130: "BOOKABLE",
	131: "TRADE_PUMP_RECEIVED",
	132: "TRADE_PUMP_PROCESSED",
	133: "BOOKING",
	134: "SENT_PMS",
	135: "BOOKED",
}
View Source 
var OrderStatus_value = map[string]int32{
	"NEW":                  0,
	"PARTIALLY_FILLED":     1,
	"FILLED":               2,
	"DONE_FOR_DAY":         3,
	"CANCELLED":            4,
	"REPLACED":             5,
	"PENDING_CANCEL":       6,
	"STOPPED":              7,
	"REJECTED":             8,
	"SUSPENDED":            9,
	"PENDING_NEW":          10,
	"CALCULATED":           11,
	"EXPIRED":              12,
	"ACCEPTED_FOR_BIDDING": 13,
	"PENDING_REPLACE":      14,
	"ORDER_RECEIVED":       100,
	"ORDER_SENT":           101,
	"MC_ACK_ORDER":         102,
	"MC_SENT_ORDER":        103,
	"CANCEL_RECEIVED":      110,
	"CANCEL_SENT":          111,
	"MC_ACK_CANCEL":        112,
	"MC_SENT_CANCEL":       113,
	"REPLACE_RECEIVED":     120,
	"REPLACE_SENT":         121,
	"MC_ACK_REPLACE":       122,
	"MC_SENT_REPLACE":      123,
	"EXECUTION_REPLACED":   125,
	"EXECUTION_CANCELLED":  126,
	"BOOKABLE":             130,
	"TRADE_PUMP_RECEIVED":  131,
	"TRADE_PUMP_PROCESSED": 132,
	"BOOKING":              133,
	"SENT_PMS":             134,
	"BOOKED":               135,
}
View Source 
var OrderType_name = map[int32]string{
	0:  "UNKNOWN_ORDER_TYPE",
	1:  "MARKET",
	2:  "LIMIT",
	3:  "STOP",
	4:  "STOP_LIMIT",
	5:  "MARKET_ON_CLOSE",
	6:  "WITH_OR_WITHOUT",
	7:  "LIMIT_OR_BETTER",
	8:  "LIMIT_WITH_OR_WITHOUT",
	9:  "ON_BASIS",
	10: "ON_CLOSE",
	11: "LIMIT_ON_CLOSE",
	12: "FOREX_MARKET",
	13: "PREVIOUSLY_QUOTED",
	14: "PREVIOUSLY_INDICATED",
	15: "FOREX_LIMIT",
	16: "FOREX_SWAP",
	17: "FOREX_PREVIOUSLY_QUOTED",
	18: "FUNARI",
	19: "MARKET_IF_TOUCHED",
	20: "MARKET_WITH_LEFTOVER_AS_LIMIT",
	21: "PREVIOUS_FUND_VALUATION_POINT",
	22: "NEXT_FUND_VALUATION_POINT",
	23: "PEGGED",
}
View Source 
var OrderType_value = map[string]int32{
	"UNKNOWN_ORDER_TYPE":            0,
	"MARKET":                        1,
	"LIMIT":                         2,
	"STOP":                          3,
	"STOP_LIMIT":                    4,
	"MARKET_ON_CLOSE":               5,
	"WITH_OR_WITHOUT":               6,
	"LIMIT_OR_BETTER":               7,
	"LIMIT_WITH_OR_WITHOUT":         8,
	"ON_BASIS":                      9,
	"ON_CLOSE":                      10,
	"LIMIT_ON_CLOSE":                11,
	"FOREX_MARKET":                  12,
	"PREVIOUSLY_QUOTED":             13,
	"PREVIOUSLY_INDICATED":          14,
	"FOREX_LIMIT":                   15,
	"FOREX_SWAP":                    16,
	"FOREX_PREVIOUSLY_QUOTED":       17,
	"FUNARI":                        18,
	"MARKET_IF_TOUCHED":             19,
	"MARKET_WITH_LEFTOVER_AS_LIMIT": 20,
	"PREVIOUS_FUND_VALUATION_POINT": 21,
	"NEXT_FUND_VALUATION_POINT":     22,
	"PEGGED":                        23,
}
View Source 
var Order_OrderMessageType_name = map[int32]string{
	0: "NEW",
	1: "CANCEL",
	2: "REPLACE",
}
View Source 
var Order_OrderMessageType_value = map[string]int32{
	"NEW":     0,
	"CANCEL":  1,
	"REPLACE": 2,
}
View Source 
var Side_name = map[int32]string{
	0:  "UNKNOWN_SIDE",
	1:  "BUY",
	2:  "SELL",
	3:  "BUY_MINUS",
	4:  "SELL_PLUS",
	5:  "SELL_SHORT",
	6:  "SELL_SHORT_EXEMPT",
	7:  "UNDISCLOSED",
	8:  "CROSS",
	9:  "CROSS_SHORT",
	10: "CROSS_SHORT_EXEMPT",
	11: "AS_DEFINED",
	12: "OPPOSITE",
	13: "SUBSCRIBE",
	14: "REDEEM",
	15: "LEND",
	16: "BORROW",
}
View Source 
var Side_value = map[string]int32{
	"UNKNOWN_SIDE":       0,
	"BUY":                1,
	"SELL":               2,
	"BUY_MINUS":          3,
	"SELL_PLUS":          4,
	"SELL_SHORT":         5,
	"SELL_SHORT_EXEMPT":  6,
	"UNDISCLOSED":        7,
	"CROSS":              8,
	"CROSS_SHORT":        9,
	"CROSS_SHORT_EXEMPT": 10,
	"AS_DEFINED":         11,
	"OPPOSITE":           12,
	"SUBSCRIBE":          13,
	"REDEEM":             14,
	"LEND":               15,
	"BORROW":             16,
}
View Source 
var TimeInForce_name = map[int32]string{
	0: "DAY",
	1: "GOOD_TILL_CANCEL",
	2: "AT_THE_OPENING",
	3: "IMMEDIATE_OR_CANCEL",
	4: "FILL_OR_KILL",
	5: "GOOD_TILL_CROSSING",
	6: "GOOD_TILL_DATE",
	7: "AT_THE_CLOSE",
}
View Source 
var TimeInForce_value = map[string]int32{
	"DAY":                 0,
	"GOOD_TILL_CANCEL":    1,
	"AT_THE_OPENING":      2,
	"IMMEDIATE_OR_CANCEL": 3,
	"FILL_OR_KILL":        4,
	"GOOD_TILL_CROSSING":  5,
	"GOOD_TILL_DATE":      6,
	"AT_THE_CLOSE":        7,
}

Functions

This section is empty.

Types

type Allocation 

type Allocation struct {
	AllocationId     int32   `protobuf:"varint,1,opt,name=allocation_id" json:"allocation_id"`
	OrderKey         int32   `protobuf:"varint,2,opt,name=order_key" json:"order_key"`
	StrategyId       int32   `protobuf:"varint,3,opt,name=strategy_id" json:"strategy_id"`
	Quantity         float64 `protobuf:"fixed64,10,opt,name=quantity" json:"quantity"`
	Ratio            float64 `protobuf:"fixed64,11,opt,name=ratio" json:"ratio"`
	XXX_unrecognized []byte  `json:"-"`
}

func NewPopulatedAllocation 

func NewPopulatedAllocation(r randyOrder, easy bool) *Allocation

func (*Allocation) Equal 

func (this *Allocation) Equal(that interface{}) bool

func (*Allocation) GetAllocationId 

func (m *Allocation) GetAllocationId() int32

func (*Allocation) GetOrderKey 

func (m *Allocation) GetOrderKey() int32

func (*Allocation) GetQuantity 

func (m *Allocation) GetQuantity() float64

func (*Allocation) GetRatio 

func (m *Allocation) GetRatio() float64

func (*Allocation) GetStrategyId 

func (m *Allocation) GetStrategyId() int32

func (*Allocation) GoString 

func (this *Allocation) GoString() string

func (*Allocation) Marshal 

func (m *Allocation) Marshal() (data []byte, err error)

func (*Allocation) MarshalTo 

func (m *Allocation) MarshalTo(data []byte) (n int, err error)

func (*Allocation) ProtoMessage 

func (*Allocation) ProtoMessage()

func (*Allocation) Reset 

func (m *Allocation) Reset()

func (*Allocation) Size 

func (m *Allocation) Size() (n int)

func (*Allocation) String 

func (this *Allocation) String() string

func (*Allocation) Unmarshal 

func (m *Allocation) Unmarshal(data []byte) error

func (*Allocation) VerboseEqual 

func (this *Allocation) VerboseEqual(that interface{}) error

type CancelOrderRequest 

type CancelOrderRequest struct {
	ClientGuid       string `protobuf:"bytes,1,opt,name=client_guid" json:"client_guid"`
	OrderId          int32  `protobuf:"varint,2,req,name=order_id" json:"order_id"`
	OrderKey         int32  `protobuf:"varint,3,opt,name=order_key" json:"order_key"`
	Version          int32  `protobuf:"varint,4,opt,name=version" json:"version"`
	Source           string `protobuf:"bytes,50,opt,name=source" json:"source"`
	Trader           string `protobuf:"bytes,51,opt,name=trader" json:"trader"`
	TraderId         int32  `protobuf:"varint,52,req,name=trader_id" json:"trader_id"`
	Machine          string `protobuf:"bytes,53,opt,name=machine" json:"machine"`
	XXX_unrecognized []byte `json:"-"`
}

func NewPopulatedCancelOrderRequest 

func NewPopulatedCancelOrderRequest(r randyOrder, easy bool) *CancelOrderRequest

func (*CancelOrderRequest) Equal 

func (this *CancelOrderRequest) Equal(that interface{}) bool

func (*CancelOrderRequest) GetClientGuid 

func (m *CancelOrderRequest) GetClientGuid() string

func (*CancelOrderRequest) GetMachine 

func (m *CancelOrderRequest) GetMachine() string

func (*CancelOrderRequest) GetOrderId 

func (m *CancelOrderRequest) GetOrderId() int32

func (*CancelOrderRequest) GetOrderKey 

func (m *CancelOrderRequest) GetOrderKey() int32

func (*CancelOrderRequest) GetSource 

func (m *CancelOrderRequest) GetSource() string

func (*CancelOrderRequest) GetTrader 

func (m *CancelOrderRequest) GetTrader() string

func (*CancelOrderRequest) GetTraderId 

func (m *CancelOrderRequest) GetTraderId() int32

func (*CancelOrderRequest) GetVersion 

func (m *CancelOrderRequest) GetVersion() int32

func (*CancelOrderRequest) GoString 

func (this *CancelOrderRequest) GoString() string

func (*CancelOrderRequest) Marshal 

func (m *CancelOrderRequest) Marshal() (data []byte, err error)

func (*CancelOrderRequest) MarshalTo 

func (m *CancelOrderRequest) MarshalTo(data []byte) (n int, err error)

func (*CancelOrderRequest) ProtoMessage 

func (*CancelOrderRequest) ProtoMessage()

func (*CancelOrderRequest) Reset 

func (m *CancelOrderRequest) Reset()

func (*CancelOrderRequest) Size 

func (m *CancelOrderRequest) Size() (n int)

func (*CancelOrderRequest) String 

func (this *CancelOrderRequest) String() string

func (*CancelOrderRequest) Unmarshal 

func (m *CancelOrderRequest) Unmarshal(data []byte) error

func (*CancelOrderRequest) VerboseEqual 

func (this *CancelOrderRequest) VerboseEqual(that interface{}) error

type CancelOrderResponse 

type CancelOrderResponse struct {
	ErrorCode        int32   `protobuf:"varint,1,opt,name=error_code" json:"error_code"`
	ErrorMessage     *string `protobuf:"bytes,2,opt,name=error_message" json:"error_message,omitempty"`
	Order            *Order  `protobuf:"bytes,10,opt,name=order" json:"order,omitempty"`
	XXX_unrecognized []byte  `json:"-"`
}

func NewPopulatedCancelOrderResponse 

func NewPopulatedCancelOrderResponse(r randyOrder, easy bool) *CancelOrderResponse

func (*CancelOrderResponse) Equal 

func (this *CancelOrderResponse) Equal(that interface{}) bool

func (*CancelOrderResponse) GetErrorCode 

func (m *CancelOrderResponse) GetErrorCode() int32

func (*CancelOrderResponse) GetErrorMessage 

func (m *CancelOrderResponse) GetErrorMessage() string

func (*CancelOrderResponse) GetOrder 

func (m *CancelOrderResponse) GetOrder() *Order

func (*CancelOrderResponse) GoString 

func (this *CancelOrderResponse) GoString() string

func (*CancelOrderResponse) Marshal 

func (m *CancelOrderResponse) Marshal() (data []byte, err error)

func (*CancelOrderResponse) MarshalTo 

func (m *CancelOrderResponse) MarshalTo(data []byte) (n int, err error)

func (*CancelOrderResponse) ProtoMessage 

func (*CancelOrderResponse) ProtoMessage()

func (*CancelOrderResponse) Reset 

func (m *CancelOrderResponse) Reset()

func (*CancelOrderResponse) Size 

func (m *CancelOrderResponse) Size() (n int)

func (*CancelOrderResponse) String 

func (this *CancelOrderResponse) String() string

func (*CancelOrderResponse) Unmarshal 

func (m *CancelOrderResponse) Unmarshal(data []byte) error

func (*CancelOrderResponse) VerboseEqual 

func (this *CancelOrderResponse) VerboseEqual(that interface{}) error

type Execution 

type Execution struct {
	ExecutionId                  int32              `protobuf:"varint,1,req,name=execution_id" json:"execution_id"`
	OrderId                      int32              `protobuf:"varint,2,req,name=order_id" json:"order_id"`
	OrderKey                     int32              `protobuf:"varint,3,opt,name=order_key" json:"order_key"`
	ClientOrderId                string             `protobuf:"bytes,5,opt,name=client_order_id" json:"client_order_id"`
	BrokerOrderId                string             `protobuf:"bytes,6,opt,name=broker_order_id" json:"broker_order_id"`
	BrokerExecId                 string             `protobuf:"bytes,7,opt,name=broker_exec_id" json:"broker_exec_id"`
	PrevBrokerExecId             string             `protobuf:"bytes,8,opt,name=prev_broker_exec_id" json:"prev_broker_exec_id"`
	CancelReplaceByExececutionId int32              `protobuf:"varint,9,opt,name=cancel_replace_by_exececution_id" json:"cancel_replace_by_exececution_id"`
	OrderStatus                  OrderStatus        `protobuf:"varint,10,opt,name=order_status,enum=proto.order.OrderStatus" json:"order_status"`
	ExecType                     Execution_ExecType `protobuf:"varint,11,opt,name=exec_type,enum=proto.order.Execution_ExecType" json:"exec_type"`
	Quantity                     float64            `protobuf:"fixed64,20,opt,name=quantity" json:"quantity"`
	Price                        float64            `protobuf:"fixed64,21,opt,name=price" json:"price"`
	Text                         string             `protobuf:"bytes,30,opt,name=text" json:"text"`
	Lastmkt                      string             `protobuf:"bytes,31,opt,name=lastmkt" json:"lastmkt"`
	ExecBroker                   string             `protobuf:"bytes,32,opt,name=exec_broker" json:"exec_broker"`
	LastLiquidity                LastLiquidityInd   `protobuf:"varint,33,opt,name=last_liquidity,enum=proto.order.LastLiquidityInd" json:"last_liquidity"`
	CumQuantity                  float64            `protobuf:"fixed64,50,opt,name=cum_quantity" json:"cum_quantity"`
	AvgPrice                     float64            `protobuf:"fixed64,51,opt,name=avg_price" json:"avg_price"`
	CalcCumQuantity              float64            `protobuf:"fixed64,52,opt,name=calc_cum_quantity" json:"calc_cum_quantity"`
	CalcAvgPrice                 float64            `protobuf:"fixed64,53,opt,name=calc_avg_price" json:"calc_avg_price"`
	// timing
	BrokerExecDatetime string `protobuf:"bytes,60,opt,name=broker_exec_datetime" json:"broker_exec_datetime"`
	CreateDatetime     string `protobuf:"bytes,61,opt,name=create_datetime" json:"create_datetime"`
	XXX_unrecognized   []byte `json:"-"`
}

func NewPopulatedExecution 

func NewPopulatedExecution(r randyOrder, easy bool) *Execution

func (*Execution) Equal 

func (this *Execution) Equal(that interface{}) bool

func (*Execution) GetAvgPrice 

func (m *Execution) GetAvgPrice() float64

func (*Execution) GetBrokerExecDatetime 

func (m *Execution) GetBrokerExecDatetime() string

func (*Execution) GetBrokerExecId 

func (m *Execution) GetBrokerExecId() string

func (*Execution) GetBrokerOrderId 

func (m *Execution) GetBrokerOrderId() string

func (*Execution) GetCalcAvgPrice 

func (m *Execution) GetCalcAvgPrice() float64

func (*Execution) GetCalcCumQuantity 

func (m *Execution) GetCalcCumQuantity() float64

func (*Execution) GetCancelReplaceByExececutionId 

func (m *Execution) GetCancelReplaceByExececutionId() int32

func (*Execution) GetClientOrderId 

func (m *Execution) GetClientOrderId() string

func (*Execution) GetCreateDatetime 

func (m *Execution) GetCreateDatetime() string

func (*Execution) GetCumQuantity 

func (m *Execution) GetCumQuantity() float64

func (*Execution) GetExecBroker 

func (m *Execution) GetExecBroker() string

func (*Execution) GetExecType 

func (m *Execution) GetExecType() Execution_ExecType

func (*Execution) GetExecutionId 

func (m *Execution) GetExecutionId() int32

func (*Execution) GetLastLiquidity 

func (m *Execution) GetLastLiquidity() LastLiquidityInd

func (*Execution) GetLastmkt 

func (m *Execution) GetLastmkt() string

func (*Execution) GetOrderId 

func (m *Execution) GetOrderId() int32

func (*Execution) GetOrderKey 

func (m *Execution) GetOrderKey() int32

func (*Execution) GetOrderStatus 

func (m *Execution) GetOrderStatus() OrderStatus

func (*Execution) GetPrevBrokerExecId 

func (m *Execution) GetPrevBrokerExecId() string

func (*Execution) GetPrice 

func (m *Execution) GetPrice() float64

func (*Execution) GetQuantity 

func (m *Execution) GetQuantity() float64

func (*Execution) GetText 

func (m *Execution) GetText() string

func (*Execution) GoString 

func (this *Execution) GoString() string

func (*Execution) Marshal 

func (m *Execution) Marshal() (data []byte, err error)

func (*Execution) MarshalTo 

func (m *Execution) MarshalTo(data []byte) (n int, err error)

func (*Execution) ProtoMessage 

func (*Execution) ProtoMessage()

func (*Execution) Reset 

func (m *Execution) Reset()

func (*Execution) Size 

func (m *Execution) Size() (n int)

func (*Execution) String 

func (this *Execution) String() string

func (*Execution) Unmarshal 

func (m *Execution) Unmarshal(data []byte) error

func (*Execution) VerboseEqual 

func (this *Execution) VerboseEqual(that interface{}) error

type Execution_ExecType 

type Execution_ExecType int32
const (
	Execution_NEW             Execution_ExecType = 0
	Execution_PARTIAL_FILL    Execution_ExecType = 1
	Execution_FILL            Execution_ExecType = 2
	Execution_DONE_FOR_DAY    Execution_ExecType = 3
	Execution_CANCELED        Execution_ExecType = 4
	Execution_REPLACE         Execution_ExecType = 5
	Execution_PENDING_CANCEL  Execution_ExecType = 6
	Execution_STOPPED         Execution_ExecType = 7
	Execution_REJECTED        Execution_ExecType = 8
	Execution_SUSPENDED       Execution_ExecType = 9
	Execution_PENDING_NEW     Execution_ExecType = 10
	Execution_CALCULATED      Execution_ExecType = 11
	Execution_EXPIRED         Execution_ExecType = 12
	Execution_RESTATED        Execution_ExecType = 13
	Execution_PENDING_REPLACE Execution_ExecType = 14
	Execution_TRADE           Execution_ExecType = 15
	Execution_TRADE_CORRECT   Execution_ExecType = 16
	Execution_TRADE_CANCEL    Execution_ExecType = 17
	Execution_ORDER_STATUS    Execution_ExecType = 18
)

func (Execution_ExecType) Enum 

func (x Execution_ExecType) Enum() *Execution_ExecType

func (Execution_ExecType) String 

func (x Execution_ExecType) String() string

func (*Execution_ExecType) UnmarshalJSON 

func (x *Execution_ExecType) UnmarshalJSON(data []byte) error

type HandlInst 

type HandlInst int32
const (
	HandlInst_UNKNOWN_HANDL_INST                HandlInst = 0
	HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE HandlInst = 1
	HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC  HandlInst = 2
	HandlInst_MANUAL_ORDER                      HandlInst = 3
)

func (HandlInst) Enum 

func (x HandlInst) Enum() *HandlInst

func (HandlInst) String 

func (x HandlInst) String() string

func (*HandlInst) UnmarshalJSON 

func (x *HandlInst) UnmarshalJSON(data []byte) error

type LastLiquidityInd 

type LastLiquidityInd int32
const (
	LastLiquidityInd_UNKNOWN_LAST_LIQUIDITY_IND LastLiquidityInd = 0
	LastLiquidityInd_ADDED_LIQUIDITY            LastLiquidityInd = 1
	LastLiquidityInd_REMOVED_LIQUIDITY          LastLiquidityInd = 2
	LastLiquidityInd_LIQUIDITY_ROUTED_OUT       LastLiquidityInd = 3
	LastLiquidityInd_AUCTION                    LastLiquidityInd = 4
)

func (LastLiquidityInd) Enum 

func (x LastLiquidityInd) Enum() *LastLiquidityInd

func (LastLiquidityInd) String 

func (x LastLiquidityInd) String() string

func (*LastLiquidityInd) UnmarshalJSON 

func (x *LastLiquidityInd) UnmarshalJSON(data []byte) error

type NewOrderRequest 

type NewOrderRequest struct {
	Order            *Order `protobuf:"bytes,1,opt,name=order" json:"order,omitempty"`
	XXX_unrecognized []byte `json:"-"`
}

func NewPopulatedNewOrderRequest 

func NewPopulatedNewOrderRequest(r randyOrder, easy bool) *NewOrderRequest

func (*NewOrderRequest) Equal 

func (this *NewOrderRequest) Equal(that interface{}) bool

func (*NewOrderRequest) GetOrder 

func (m *NewOrderRequest) GetOrder() *Order

func (*NewOrderRequest) GoString 

func (this *NewOrderRequest) GoString() string

func (*NewOrderRequest) Marshal 

func (m *NewOrderRequest) Marshal() (data []byte, err error)

func (*NewOrderRequest) MarshalTo 

func (m *NewOrderRequest) MarshalTo(data []byte) (n int, err error)

func (*NewOrderRequest) ProtoMessage 

func (*NewOrderRequest) ProtoMessage()

func (*NewOrderRequest) Reset 

func (m *NewOrderRequest) Reset()

func (*NewOrderRequest) Size 

func (m *NewOrderRequest) Size() (n int)

func (*NewOrderRequest) String 

func (this *NewOrderRequest) String() string

func (*NewOrderRequest) Unmarshal 

func (m *NewOrderRequest) Unmarshal(data []byte) error

func (*NewOrderRequest) VerboseEqual 

func (this *NewOrderRequest) VerboseEqual(that interface{}) error

type NewOrderResponse 

type NewOrderResponse struct {
	ErrorCode        int32   `protobuf:"varint,1,opt,name=error_code" json:"error_code"`
	ErrorMessage     *string `protobuf:"bytes,2,opt,name=error_message" json:"error_message,omitempty"`
	Order            *Order  `protobuf:"bytes,10,opt,name=order" json:"order,omitempty"`
	XXX_unrecognized []byte  `json:"-"`
}

func NewPopulatedNewOrderResponse 

func NewPopulatedNewOrderResponse(r randyOrder, easy bool) *NewOrderResponse

func (*NewOrderResponse) Equal 

func (this *NewOrderResponse) Equal(that interface{}) bool

func (*NewOrderResponse) GetErrorCode 

func (m *NewOrderResponse) GetErrorCode() int32

func (*NewOrderResponse) GetErrorMessage 

func (m *NewOrderResponse) GetErrorMessage() string

func (*NewOrderResponse) GetOrder 

func (m *NewOrderResponse) GetOrder() *Order

func (*NewOrderResponse) GoString 

func (this *NewOrderResponse) GoString() string

func (*NewOrderResponse) Marshal 

func (m *NewOrderResponse) Marshal() (data []byte, err error)

func (*NewOrderResponse) MarshalTo 

func (m *NewOrderResponse) MarshalTo(data []byte) (n int, err error)

func (*NewOrderResponse) ProtoMessage 

func (*NewOrderResponse) ProtoMessage()

func (*NewOrderResponse) Reset 

func (m *NewOrderResponse) Reset()

func (*NewOrderResponse) Size 

func (m *NewOrderResponse) Size() (n int)

func (*NewOrderResponse) String 

func (this *NewOrderResponse) String() string

func (*NewOrderResponse) Unmarshal 

func (m *NewOrderResponse) Unmarshal(data []byte) error

func (*NewOrderResponse) VerboseEqual 

func (this *NewOrderResponse) VerboseEqual(that interface{}) error

type Order 

type Order struct {
	// Idents
	ClientGuid  string                 `protobuf:"bytes,1,req,name=client_guid" json:"client_guid"`
	OrderId     int32                  `protobuf:"varint,2,req,name=order_id" json:"order_id"`
	OrderKey    int32                  `protobuf:"varint,3,req,name=order_key" json:"order_key"`
	Version     int32                  `protobuf:"varint,4,req,name=version" json:"version"`
	MessageType Order_OrderMessageType `protobuf:"varint,5,opt,name=message_type,enum=proto.order.Order_OrderMessageType" json:"message_type"`
	// basic
	Side     Side    `protobuf:"varint,6,req,name=side,enum=proto.order.Side" json:"side"`
	Quantity float64 `protobuf:"fixed64,7,req,name=quantity" json:"quantity"`
	Symbol   string  `protobuf:"bytes,8,req,name=symbol" json:"symbol"`
	// execution specific
	OrderType      OrderType   `protobuf:"varint,16,req,name=order_type,enum=proto.order.OrderType" json:"order_type"`
	Timeinforce    TimeInForce `protobuf:"varint,17,req,name=timeinforce,enum=proto.order.TimeInForce" json:"timeinforce"`
	LimitPrice     float64     `protobuf:"fixed64,18,opt,name=limit_price" json:"limit_price"`
	Exchange       string      `protobuf:"bytes,19,opt,name=exchange" json:"exchange"`
	Description    string      `protobuf:"bytes,20,opt,name=description" json:"description"`
	FilledQuantity float64     `protobuf:"fixed64,21,opt,name=filled_quantity" json:"filled_quantity"`
	FilledAvgPrice float64     `protobuf:"fixed64,22,opt,name=filled_avg_price" json:"filled_avg_price"`
	OrderStatus    OrderStatus `protobuf:"varint,23,opt,name=order_status,enum=proto.order.OrderStatus" json:"order_status"`
	// accounts
	AccountId       int32  `protobuf:"varint,30,req,name=account_id" json:"account_id"`
	BrokerUserid    string `protobuf:"bytes,31,opt,name=broker_userid" json:"broker_userid"`
	BrokerAccount   string `protobuf:"bytes,32,opt,name=broker_account" json:"broker_account"`
	MarketConnector string `protobuf:"bytes,33,opt,name=market_connector" json:"market_connector"`
	// execution extra
	SettlCcy       string    `protobuf:"bytes,40,opt,name=settl_ccy" json:"settl_ccy"`
	HandleInst     HandlInst `protobuf:"varint,41,req,name=handle_inst,enum=proto.order.HandlInst" json:"handle_inst"`
	Algo           string    `protobuf:"bytes,42,opt,name=algo" json:"algo"`
	IsComplete     bool      `protobuf:"varint,43,opt,name=is_complete" json:"is_complete"`
	IsBooked       bool      `protobuf:"varint,44,opt,name=is_booked" json:"is_booked"`
	IsExpired      bool      `protobuf:"varint,45,opt,name=is_expired" json:"is_expired"`
	TradeBookingId int32     `protobuf:"varint,46,opt,name=trade_booking_id" json:"trade_booking_id"`
	OpenClose      string    `protobuf:"bytes,47,opt,name=open_close" json:"open_close"`
	// source
	Source   string `protobuf:"bytes,50,opt,name=source" json:"source"`
	Trader   string `protobuf:"bytes,51,opt,name=trader" json:"trader"`
	TraderId int32  `protobuf:"varint,52,req,name=trader_id" json:"trader_id"`
	Machine  string `protobuf:"bytes,53,opt,name=machine" json:"machine"`
	Memo     string `protobuf:"bytes,54,opt,name=memo" json:"memo"`
	// timing
	CreateDatetime string `protobuf:"bytes,60,opt,name=create_datetime" json:"create_datetime"`
	SubmitDatetime string `protobuf:"bytes,61,opt,name=submit_datetime" json:"submit_datetime"`
	// array components
	Executions       []Execution  `protobuf:"bytes,70,rep,name=executions" json:"executions"`
	Allocations      []Allocation `protobuf:"bytes,80,rep,name=allocations" json:"allocations"`
	XXX_unrecognized []byte       `json:"-"`
}

func NewPopulatedOrder 

func NewPopulatedOrder(r randyOrder, easy bool) *Order

func (*Order) Equal 

func (this *Order) Equal(that interface{}) bool

func (*Order) GetAccountId 

func (m *Order) GetAccountId() int32

func (*Order) GetAlgo 

func (m *Order) GetAlgo() string

func (*Order) GetAllocations 

func (m *Order) GetAllocations() []Allocation

func (*Order) GetBrokerAccount 

func (m *Order) GetBrokerAccount() string

func (*Order) GetBrokerUserid 

func (m *Order) GetBrokerUserid() string

func (*Order) GetClientGuid 

func (m *Order) GetClientGuid() string

func (*Order) GetCreateDatetime 

func (m *Order) GetCreateDatetime() string

func (*Order) GetDescription 

func (m *Order) GetDescription() string

func (*Order) GetExchange 

func (m *Order) GetExchange() string

func (*Order) GetExecutions 

func (m *Order) GetExecutions() []Execution

func (*Order) GetFilledAvgPrice 

func (m *Order) GetFilledAvgPrice() float64

func (*Order) GetFilledQuantity 

func (m *Order) GetFilledQuantity() float64

func (*Order) GetHandleInst 

func (m *Order) GetHandleInst() HandlInst

func (*Order) GetIsBooked 

func (m *Order) GetIsBooked() bool

func (*Order) GetIsComplete 

func (m *Order) GetIsComplete() bool

func (*Order) GetIsExpired 

func (m *Order) GetIsExpired() bool

func (*Order) GetLimitPrice 

func (m *Order) GetLimitPrice() float64

func (*Order) GetMachine 

func (m *Order) GetMachine() string

func (*Order) GetMarketConnector 

func (m *Order) GetMarketConnector() string

func (*Order) GetMemo 

func (m *Order) GetMemo() string

func (*Order) GetMessageType 

func (m *Order) GetMessageType() Order_OrderMessageType

func (*Order) GetOpenClose 

func (m *Order) GetOpenClose() string

func (*Order) GetOrderId 

func (m *Order) GetOrderId() int32

func (*Order) GetOrderKey 

func (m *Order) GetOrderKey() int32

func (*Order) GetOrderStatus 

func (m *Order) GetOrderStatus() OrderStatus

func (*Order) GetOrderType 

func (m *Order) GetOrderType() OrderType

func (*Order) GetQuantity 

func (m *Order) GetQuantity() float64

func (*Order) GetSettlCcy 

func (m *Order) GetSettlCcy() string

func (*Order) GetSide 

func (m *Order) GetSide() Side

func (*Order) GetSource 

func (m *Order) GetSource() string

func (*Order) GetSubmitDatetime 

func (m *Order) GetSubmitDatetime() string

func (*Order) GetSymbol 

func (m *Order) GetSymbol() string

func (*Order) GetTimeinforce 

func (m *Order) GetTimeinforce() TimeInForce

func (*Order) GetTradeBookingId 

func (m *Order) GetTradeBookingId() int32

func (*Order) GetTrader 

func (m *Order) GetTrader() string

func (*Order) GetTraderId 

func (m *Order) GetTraderId() int32

func (*Order) GetVersion 

func (m *Order) GetVersion() int32

func (*Order) GoString 

func (this *Order) GoString() string

func (*Order) Marshal 

func (m *Order) Marshal() (data []byte, err error)

func (*Order) MarshalTo 

func (m *Order) MarshalTo(data []byte) (n int, err error)

func (*Order) ProtoMessage 

func (*Order) ProtoMessage()

func (*Order) Reset 

func (m *Order) Reset()

func (*Order) Size 

func (m *Order) Size() (n int)

func (*Order) String 

func (this *Order) String() string

func (*Order) Unmarshal 

func (m *Order) Unmarshal(data []byte) error

func (*Order) VerboseEqual 

func (this *Order) VerboseEqual(that interface{}) error

type OrderStatus 

type OrderStatus int32
const (
	OrderStatus_NEW                  OrderStatus = 0
	OrderStatus_PARTIALLY_FILLED     OrderStatus = 1
	OrderStatus_FILLED               OrderStatus = 2
	OrderStatus_DONE_FOR_DAY         OrderStatus = 3
	OrderStatus_CANCELLED            OrderStatus = 4
	OrderStatus_REPLACED             OrderStatus = 5
	OrderStatus_PENDING_CANCEL       OrderStatus = 6
	OrderStatus_STOPPED              OrderStatus = 7
	OrderStatus_REJECTED             OrderStatus = 8
	OrderStatus_SUSPENDED            OrderStatus = 9
	OrderStatus_PENDING_NEW          OrderStatus = 10
	OrderStatus_CALCULATED           OrderStatus = 11
	OrderStatus_EXPIRED              OrderStatus = 12
	OrderStatus_ACCEPTED_FOR_BIDDING OrderStatus = 13
	OrderStatus_PENDING_REPLACE      OrderStatus = 14
	OrderStatus_ORDER_RECEIVED       OrderStatus = 100
	OrderStatus_ORDER_SENT           OrderStatus = 101
	OrderStatus_MC_ACK_ORDER         OrderStatus = 102
	OrderStatus_MC_SENT_ORDER        OrderStatus = 103
	OrderStatus_CANCEL_RECEIVED      OrderStatus = 110
	OrderStatus_CANCEL_SENT          OrderStatus = 111
	OrderStatus_MC_ACK_CANCEL        OrderStatus = 112
	OrderStatus_MC_SENT_CANCEL       OrderStatus = 113
	OrderStatus_REPLACE_RECEIVED     OrderStatus = 120
	OrderStatus_REPLACE_SENT         OrderStatus = 121
	OrderStatus_MC_ACK_REPLACE       OrderStatus = 122
	OrderStatus_MC_SENT_REPLACE      OrderStatus = 123
	OrderStatus_EXECUTION_REPLACED   OrderStatus = 125
	OrderStatus_EXECUTION_CANCELLED  OrderStatus = 126
	OrderStatus_BOOKABLE             OrderStatus = 130
	OrderStatus_TRADE_PUMP_RECEIVED  OrderStatus = 131
	OrderStatus_TRADE_PUMP_PROCESSED OrderStatus = 132
	OrderStatus_BOOKING              OrderStatus = 133
	OrderStatus_SENT_PMS             OrderStatus = 134
	OrderStatus_BOOKED               OrderStatus = 135
)

func (OrderStatus) Enum 

func (x OrderStatus) Enum() *OrderStatus

func (OrderStatus) String 

func (x OrderStatus) String() string

func (*OrderStatus) UnmarshalJSON 

func (x *OrderStatus) UnmarshalJSON(data []byte) error

type OrderType 

type OrderType int32
const (
	OrderType_UNKNOWN_ORDER_TYPE            OrderType = 0
	OrderType_MARKET                        OrderType = 1
	OrderType_LIMIT                         OrderType = 2
	OrderType_STOP                          OrderType = 3
	OrderType_STOP_LIMIT                    OrderType = 4
	OrderType_MARKET_ON_CLOSE               OrderType = 5
	OrderType_WITH_OR_WITHOUT               OrderType = 6
	OrderType_LIMIT_OR_BETTER               OrderType = 7
	OrderType_LIMIT_WITH_OR_WITHOUT         OrderType = 8
	OrderType_ON_BASIS                      OrderType = 9
	OrderType_ON_CLOSE                      OrderType = 10
	OrderType_LIMIT_ON_CLOSE                OrderType = 11
	OrderType_FOREX_MARKET                  OrderType = 12
	OrderType_PREVIOUSLY_QUOTED             OrderType = 13
	OrderType_PREVIOUSLY_INDICATED          OrderType = 14
	OrderType_FOREX_LIMIT                   OrderType = 15
	OrderType_FOREX_SWAP                    OrderType = 16
	OrderType_FOREX_PREVIOUSLY_QUOTED       OrderType = 17
	OrderType_FUNARI                        OrderType = 18
	OrderType_MARKET_IF_TOUCHED             OrderType = 19
	OrderType_MARKET_WITH_LEFTOVER_AS_LIMIT OrderType = 20
	OrderType_PREVIOUS_FUND_VALUATION_POINT OrderType = 21
	OrderType_NEXT_FUND_VALUATION_POINT     OrderType = 22
	OrderType_PEGGED                        OrderType = 23
)

func (OrderType) Enum 

func (x OrderType) Enum() *OrderType

func (OrderType) String 

func (x OrderType) String() string

func (*OrderType) UnmarshalJSON 

func (x *OrderType) UnmarshalJSON(data []byte) error

type Order_OrderMessageType 

type Order_OrderMessageType int32
const (
	Order_NEW     Order_OrderMessageType = 0
	Order_CANCEL  Order_OrderMessageType = 1
	Order_REPLACE Order_OrderMessageType = 2
)

func (Order_OrderMessageType) Enum 

func (x Order_OrderMessageType) Enum() *Order_OrderMessageType

func (Order_OrderMessageType) String 

func (x Order_OrderMessageType) String() string

func (*Order_OrderMessageType) UnmarshalJSON 

func (x *Order_OrderMessageType) UnmarshalJSON(data []byte) error

type ReplaceOrderRequest 

type ReplaceOrderRequest struct {
	Order            *Order `protobuf:"bytes,1,opt,name=order" json:"order,omitempty"`
	Source           string `protobuf:"bytes,50,opt,name=source" json:"source"`
	Trader           string `protobuf:"bytes,51,opt,name=trader" json:"trader"`
	TraderId         int32  `protobuf:"varint,52,req,name=trader_id" json:"trader_id"`
	Machine          string `protobuf:"bytes,53,opt,name=machine" json:"machine"`
	XXX_unrecognized []byte `json:"-"`
}

func NewPopulatedReplaceOrderRequest 

func NewPopulatedReplaceOrderRequest(r randyOrder, easy bool) *ReplaceOrderRequest

func (*ReplaceOrderRequest) Equal 

func (this *ReplaceOrderRequest) Equal(that interface{}) bool

func (*ReplaceOrderRequest) GetMachine 

func (m *ReplaceOrderRequest) GetMachine() string

func (*ReplaceOrderRequest) GetOrder 

func (m *ReplaceOrderRequest) GetOrder() *Order

func (*ReplaceOrderRequest) GetSource 

func (m *ReplaceOrderRequest) GetSource() string

func (*ReplaceOrderRequest) GetTrader 

func (m *ReplaceOrderRequest) GetTrader() string

func (*ReplaceOrderRequest) GetTraderId 

func (m *ReplaceOrderRequest) GetTraderId() int32

func (*ReplaceOrderRequest) GoString 

func (this *ReplaceOrderRequest) GoString() string

func (*ReplaceOrderRequest) Marshal 

func (m *ReplaceOrderRequest) Marshal() (data []byte, err error)

func (*ReplaceOrderRequest) MarshalTo 

func (m *ReplaceOrderRequest) MarshalTo(data []byte) (n int, err error)

func (*ReplaceOrderRequest) ProtoMessage 

func (*ReplaceOrderRequest) ProtoMessage()

func (*ReplaceOrderRequest) Reset 

func (m *ReplaceOrderRequest) Reset()

func (*ReplaceOrderRequest) Size 

func (m *ReplaceOrderRequest) Size() (n int)

func (*ReplaceOrderRequest) String 

func (this *ReplaceOrderRequest) String() string

func (*ReplaceOrderRequest) Unmarshal 

func (m *ReplaceOrderRequest) Unmarshal(data []byte) error

func (*ReplaceOrderRequest) VerboseEqual 

func (this *ReplaceOrderRequest) VerboseEqual(that interface{}) error

type ReplaceOrderResponse 

type ReplaceOrderResponse struct {
	ErrorCode        int32   `protobuf:"varint,1,opt,name=error_code" json:"error_code"`
	ErrorMessage     *string `protobuf:"bytes,2,opt,name=error_message" json:"error_message,omitempty"`
	Order            *Order  `protobuf:"bytes,10,opt,name=order" json:"order,omitempty"`
	XXX_unrecognized []byte  `json:"-"`
}

func NewPopulatedReplaceOrderResponse 

func NewPopulatedReplaceOrderResponse(r randyOrder, easy bool) *ReplaceOrderResponse

func (*ReplaceOrderResponse) Equal 

func (this *ReplaceOrderResponse) Equal(that interface{}) bool

func (*ReplaceOrderResponse) GetErrorCode 

func (m *ReplaceOrderResponse) GetErrorCode() int32

func (*ReplaceOrderResponse) GetErrorMessage 

func (m *ReplaceOrderResponse) GetErrorMessage() string

func (*ReplaceOrderResponse) GetOrder 

func (m *ReplaceOrderResponse) GetOrder() *Order

func (*ReplaceOrderResponse) GoString 

func (this *ReplaceOrderResponse) GoString() string

func (*ReplaceOrderResponse) Marshal 

func (m *ReplaceOrderResponse) Marshal() (data []byte, err error)

func (*ReplaceOrderResponse) MarshalTo 

func (m *ReplaceOrderResponse) MarshalTo(data []byte) (n int, err error)

func (*ReplaceOrderResponse) ProtoMessage 

func (*ReplaceOrderResponse) ProtoMessage()

func (*ReplaceOrderResponse) Reset 

func (m *ReplaceOrderResponse) Reset()

func (*ReplaceOrderResponse) Size 

func (m *ReplaceOrderResponse) Size() (n int)

func (*ReplaceOrderResponse) String 

func (this *ReplaceOrderResponse) String() string

func (*ReplaceOrderResponse) Unmarshal 

func (m *ReplaceOrderResponse) Unmarshal(data []byte) error

func (*ReplaceOrderResponse) VerboseEqual 

func (this *ReplaceOrderResponse) VerboseEqual(that interface{}) error

type Side 

type Side int32
const (
	Side_UNKNOWN_SIDE       Side = 0
	Side_BUY                Side = 1
	Side_SELL               Side = 2
	Side_BUY_MINUS          Side = 3
	Side_SELL_PLUS          Side = 4
	Side_SELL_SHORT         Side = 5
	Side_SELL_SHORT_EXEMPT  Side = 6
	Side_UNDISCLOSED        Side = 7
	Side_CROSS              Side = 8
	Side_CROSS_SHORT        Side = 9
	Side_CROSS_SHORT_EXEMPT Side = 10
	Side_AS_DEFINED         Side = 11
	Side_OPPOSITE           Side = 12
	Side_SUBSCRIBE          Side = 13
	Side_REDEEM             Side = 14
	Side_LEND               Side = 15
	Side_BORROW             Side = 16
)

func (Side) Enum 

func (x Side) Enum() *Side

func (Side) String 

func (x Side) String() string

func (*Side) UnmarshalJSON 

func (x *Side) UnmarshalJSON(data []byte) error

type TimeInForce 

type TimeInForce int32
const (
	TimeInForce_DAY                 TimeInForce = 0
	TimeInForce_GOOD_TILL_CANCEL    TimeInForce = 1
	TimeInForce_AT_THE_OPENING      TimeInForce = 2
	TimeInForce_IMMEDIATE_OR_CANCEL TimeInForce = 3
	TimeInForce_FILL_OR_KILL        TimeInForce = 4
	TimeInForce_GOOD_TILL_CROSSING  TimeInForce = 5
	TimeInForce_GOOD_TILL_DATE      TimeInForce = 6
	TimeInForce_AT_THE_CLOSE        TimeInForce = 7
)

func (TimeInForce) Enum 

func (x TimeInForce) Enum() *TimeInForce

func (TimeInForce) String 

func (x TimeInForce) String() string

func (*TimeInForce) UnmarshalJSON 

func (x *TimeInForce) UnmarshalJSON(data []byte) error

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