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161 changes: 161 additions & 0 deletions
161
dxfeed-api/src/main/java/com/dxfeed/event/market/OrderAction.java
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,161 @@ | ||
| /* | ||
| * !++ | ||
| * QDS - Quick Data Signalling Library | ||
| * !- | ||
| * Copyright (C) 2002 - 2020 Devexperts LLC | ||
| * !- | ||
| * This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0. | ||
| * If a copy of the MPL was not distributed with this file, You can obtain one at | ||
| * http://mozilla.org/MPL/2.0/. | ||
| * !__ | ||
| */ | ||
| package com.dxfeed.event.market; | ||
|
|
||
| /** | ||
| * Action enum for the Full Order Book (FOB) Orders. Action describes business meaning of the {@link Order} event: | ||
| * whether order was added or replaced, partially or fully executed, etc. | ||
| */ | ||
| public enum OrderAction { | ||
|
|
||
| /** | ||
| * Default enum value for orders that do not support "Full Order Book" and for backward compatibility - | ||
| * action must be derived from other {@link Order} fields. | ||
| * | ||
| * <p>All Full Order Book related fields for this action will be empty. | ||
| */ | ||
| UNDEFINED(0), | ||
|
|
||
| /** | ||
| * New Order is added to Order Book. | ||
| * | ||
| * <p>Full Order Book fields: | ||
| * <ul> | ||
| * <li>{@link Order#getOrderId() orderId} - always present</li> | ||
| * <li>{@link Order#getAuxOrderId() auxOrderId} - ID of the order replaced by this new order - if available.</li> | ||
| * <li>Trade fields will be empty</li> | ||
| * </ul> | ||
| */ | ||
| NEW(1), | ||
|
|
||
| /** | ||
| * Order is modified and price-time-priority is not maintained (i.e. order has re-entered Order Book). | ||
| * Order {@link Order#getEventSymbol() symbol} and {@link Order#getOrderSide() side} will remain the same. | ||
| * | ||
| * <p>Full Order Book fields: | ||
| * <ul> | ||
| * <li>{@link Order#getOrderId() orderId} - always present</li> | ||
| * <li>Trade fields will be empty</li> | ||
| * </ul> | ||
| */ | ||
| REPLACE(2), | ||
|
|
||
| /** | ||
| * Order is modified without changing its price-time-priority (usually due to partial cancel by user). | ||
| * Order's {@link Order#getSize() size} will contain new updated size. | ||
| * | ||
| * <p>Full Order Book fields: | ||
| * <ul> | ||
| * <li>{@link Order#getOrderId() orderId} - always present</li> | ||
| * <li>Trade fields will be empty</li> | ||
| * </ul> | ||
| */ | ||
| MODIFY(3), | ||
|
|
||
| /** | ||
| * Order is fully canceled and removed from Order Book. | ||
| * Order's {@link Order#getSize() size} will be equal to 0. | ||
| * | ||
| * <p>Full Order Book fields: | ||
| * <ul> | ||
| * <li>{@link Order#getOrderId() orderId} - always present</li> | ||
| * <li>{@link Order#getAuxOrderId() auxOrderId} - ID of the new order replacing this order - if available.</li> | ||
| * <li>Trade fields will be empty</li> | ||
| * </ul> | ||
| */ | ||
| DELETE(4), | ||
|
|
||
| /** | ||
| * Size is changed (usually reduced) due to partial order execution. | ||
| * Order's {@link Order#getSize() size} will be updated to show current outstanding size. | ||
| * | ||
| * <p>Full Order Book fields: | ||
| * <ul> | ||
| * <li>{@link Order#getOrderId() orderId} - always present</li> | ||
| * <li>{@link Order#getAuxOrderId()} auxOrderId} - aggressor order ID, if available</li> | ||
| * <li>{@link Order#getTradeId() tradeId} - if available</li> | ||
| * <li>{@link Order#getTradeSize() tradeSize} and {@link Order#getTradePrice() tradePrice} - | ||
| * contain size and price of this execution</li> | ||
| * </ul> | ||
| */ | ||
| PARTIAL(5), | ||
|
|
||
| /** | ||
| * Order is fully executed and removed from Order Book. | ||
| * Order's {@link Order#getSize() size} will be equals to 0. | ||
| * | ||
| * <p>Full Order Book fields: | ||
| * <ul> | ||
| * <li>{@link Order#getOrderId() orderId} - always present</li> | ||
| * <li>{@link Order#getAuxOrderId()} auxOrderId} - aggressor order ID, if available</li> | ||
| * <li>{@link Order#getTradeId() tradeId} - if available</li> | ||
| * <li>{@link Order#getTradeSize() tradeSize} and {@link Order#getTradePrice() tradePrice} - | ||
| * contain size and price of this execution - always present</li> | ||
| * </ul> | ||
| */ | ||
| EXECUTE(6), | ||
|
|
||
| /** | ||
| * Non-Book Trade - this Trade not refers to any entry in Order Book. | ||
| * Order's {@link Order#getSize() size} and {@link Order#getPrice() price} will be equals to 0. | ||
| * | ||
| * <p>Full Order Book fields: | ||
| * <ul> | ||
| * <li>{@link Order#getOrderId() orderId} - always empty</li> | ||
| * <li>{@link Order#getTradeId()} tradeId} - if available</li> | ||
| * <li>{@link Order#getTradeSize() tradeSize} and {@link Order#getTradePrice() tradePrice} - | ||
| * contain size and price of this trade - always present</li> | ||
| * </ul> | ||
| */ | ||
| TRADE(7), | ||
|
|
||
| /** | ||
| * Prior Trade/Order Execution bust. | ||
| * Order's {@link Order#getSize() size} and {@link Order#getPrice() price} will be equals to 0. | ||
| * | ||
| * <p>Full Order Book fields: | ||
| * <ul> | ||
| * <li>{@link Order#getOrderId() orderId} - always empty</li> | ||
| * <li>{@link Order#getTradeId() tradeId} - always present</li> | ||
| * <li>{@link Order#getTradeSize() tradeSize} and {@link Order#getTradePrice() tradePrice} - always empty</li> | ||
| * </ul> | ||
| */ | ||
| BUST(8); | ||
|
|
||
| private static final OrderAction[] ACTIONS = Util.buildEnumArrayByOrdinal(UNDEFINED, 9); | ||
|
|
||
| /** | ||
| * Returns side by integer code bit pattern. | ||
| * @param code integer code. | ||
| * @return side. | ||
| * @throws ArrayIndexOutOfBoundsException if code is invalid. | ||
| */ | ||
| public static OrderAction valueOf(int code) { | ||
| return ACTIONS[code]; | ||
| } | ||
|
|
||
| private final int code; | ||
|
|
||
| private OrderAction(int code) { | ||
| this.code = code; | ||
| if (code != ordinal()) | ||
| throw new IllegalArgumentException("code differs from ordinal"); | ||
| } | ||
|
|
||
| /** | ||
| * Returns integer code that is used in flag bits. | ||
| * @return integer code. | ||
| */ | ||
| public int getCode() { | ||
| return code; | ||
| } | ||
| } |
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