com.dxfeed.event.market

Enum OrderAction

java.lang.Object

java.lang.Enum<OrderAction>

com.dxfeed.event.market.OrderAction

All Implemented Interfaces:

Serializable, Comparable<OrderAction>

public enum OrderAction
extends Enum<OrderAction>

Action enum for the Full Order Book (FOB) Orders. Action describes business meaning of the Order event: whether order was added or replaced, partially or fully executed, etc.

Enum Constant Summary

Enum Constants

Enum Constant and Description
BUST Prior Trade/Order Execution bust.
DELETE Order is fully canceled and removed from Order Book.
EXECUTE Order is fully executed and removed from Order Book.
MODIFY Order is modified without changing its price-time-priority (usually due to partial cancel by user).
NEW New Order is added to Order Book.
PARTIAL Size is changed (usually reduced) due to partial order execution.
REPLACE Order is modified and price-time-priority is not maintained (i.e.
TRADE Non-Book Trade - this Trade not refers to any entry in Order Book.
UNDEFINED Default enum value for orders that do not support "Full Order Book" and for backward compatibility - action must be derived from other Order fields.

Method Summary

Modifier and Type	Method and Description
int	getCode() Returns integer code that is used in flag bits.
static OrderAction	valueOf(int code) Returns side by integer code bit pattern.
static OrderAction	valueOf(String name) Returns the enum constant of this type with the specified name.
static OrderAction[]	values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Detail

UNDEFINED

public static final OrderAction UNDEFINED

Default enum value for orders that do not support "Full Order Book" and for backward compatibility - action must be derived from other Order fields.

All Full Order Book related fields for this action will be empty.

NEW

public static final OrderAction NEW

New Order is added to Order Book.

Full Order Book fields:

• orderId - always present
• auxOrderId - ID of the order replaced by this new order - if available.
• Trade fields will be empty

REPLACE

public static final OrderAction REPLACE

Order is modified and price-time-priority is not maintained (i.e. order has re-entered Order Book). Order symbol and side will remain the same.

Full Order Book fields:

• orderId - always present
• Trade fields will be empty

MODIFY

public static final OrderAction MODIFY

Order is modified without changing its price-time-priority (usually due to partial cancel by user). Order's size will contain new updated size.

Full Order Book fields:

• orderId - always present
• Trade fields will be empty

DELETE

public static final OrderAction DELETE

Order is fully canceled and removed from Order Book. Order's size will be equal to 0.

Full Order Book fields:

• orderId - always present
• auxOrderId - ID of the new order replacing this order - if available.
• Trade fields will be empty

PARTIAL

public static final OrderAction PARTIAL

Size is changed (usually reduced) due to partial order execution. Order's size will be updated to show current outstanding size.

Full Order Book fields:

• orderId - always present
• OrderBase.getAuxOrderId() auxOrderId} - aggressor order ID, if available
• tradeId - if available
• tradeSize and tradePrice - contain size and price of this execution

EXECUTE

public static final OrderAction EXECUTE

Order is fully executed and removed from Order Book. Order's size will be equals to 0.

Full Order Book fields:

• orderId - always present
• OrderBase.getAuxOrderId() auxOrderId} - aggressor order ID, if available
• tradeId - if available
• tradeSize and tradePrice - contain size and price of this execution - always present

TRADE

public static final OrderAction TRADE

Non-Book Trade - this Trade not refers to any entry in Order Book. Order's size and price will be equals to 0.

Full Order Book fields:

• orderId - always empty
• OrderBase.getTradeId() tradeId} - if available
• tradeSize and tradePrice - contain size and price of this trade - always present

BUST

public static final OrderAction BUST

Prior Trade/Order Execution bust. Order's size and price will be equals to 0.

Full Order Book fields:

• orderId - always empty
• tradeId - always present
• tradeSize and tradePrice - always empty

Method Detail

values

public static OrderAction[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (OrderAction c : OrderAction.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static OrderAction valueOf(String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum type has no constant with the specified name

NullPointerException - if the argument is null

valueOf

public static OrderAction valueOf(int code)

Returns side by integer code bit pattern.

Parameters:

code - integer code.

Returns:

side.

Throws:

ArrayIndexOutOfBoundsException - if code is invalid.

getCode

public int getCode()

Returns integer code that is used in flag bits.

Returns:

integer code.