Java tutorial
/* * Copyright (C) 2012 Aonyx * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package ch.aonyx.broker.ib.api.order; import java.util.List; import org.apache.commons.lang3.StringUtils; import org.apache.commons.lang3.builder.EqualsBuilder; import org.apache.commons.lang3.builder.HashCodeBuilder; import org.apache.commons.lang3.builder.ToStringBuilder; import org.apache.commons.lang3.builder.ToStringStyle; import ch.aonyx.broker.ib.api.AbstractOrderRequestSupport; import ch.aonyx.broker.ib.api.ClientMessageCode; import ch.aonyx.broker.ib.api.Feature; import ch.aonyx.broker.ib.api.OrderRequest; import ch.aonyx.broker.ib.api.OutgoingMessageId; import ch.aonyx.broker.ib.api.RequestException; import ch.aonyx.broker.ib.api.contract.Contract; import ch.aonyx.broker.ib.api.contract.SecurityType; import ch.aonyx.broker.ib.api.contract.UnderlyingCombo; import ch.aonyx.broker.ib.api.util.ByteArrayRequestBuilder; import ch.aonyx.broker.ib.api.util.RequestBuilder; import ch.aonyx.broker.ib.api.util.StringIdUtils; /** * @author Christophe Marcourt * @since 1.0.0 */ public final class PlaceOrderRequest extends AbstractOrderRequestSupport implements OrderRequest { private final Contract contract; private final Order order; public PlaceOrderRequest(final Order order, final Contract contract) { this(StringIdUtils.uniqueIdFromOrderAndContract(order, contract), order, contract); } public PlaceOrderRequest(final String id, final Order order, final Contract contract) { super(id); this.contract = contract; this.order = order; } public Contract getContract() { return contract; } public Order getOrder() { return order; } @Override public byte[] getBytes() { final RequestBuilder builder = createRequestBuilder(); return builder.toBytes(); } private RequestBuilder createRequestBuilder() { final RequestBuilder builder = new ByteArrayRequestBuilder(); checkDeltaNeutralComboOrdersSupport(); checkScaleOrderSupport(); checkAlgorithmOrderSupport(); checkNotHeldSupport(); checkSecurityIdTypeSupport(); checkPlaceOrderByContractIdSupport(); checkSaleShortSupport(); checkHedgeOrderSupport(); checkOptOutSmartRoutingSupport(); checkDeltaNeutralOrderByContractIdSupport(); checkScaleOrdersSupport(); checkOrderComboLegsSupport(); checkTrailingPriceSupport(); builder.append(OutgoingMessageId.PLACE_ORDER_REQUEST.getId()); builder.append(getVersion()); builder.append(toInternalId(getId())); appendContract(builder); appendOrder(builder); return builder; } private void checkDeltaNeutralComboOrdersSupport() { if (contract.getUnderlyingCombo() != null) { if (!Feature.DELTA_NEUTRAL_COMBO_ORDER.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support delta-neutral orders.", this); } } } private void checkScaleOrderSupport() { if (order.getScaleSubsequentLevelSize() != Integer.MAX_VALUE) { if (!Feature.SCALE_ORDER.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support Subsequent Level Size for Scale orders.", this); } } } private void checkAlgorithmOrderSupport() { if (StringUtils.isNotEmpty(order.getAlgorithmStrategy())) { if (!Feature.ALGORITHM_ORDER.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support algo orders.", this); } } } private void checkNotHeldSupport() { if (order.isNotHeld()) { if (!Feature.NOT_HELD.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support notHeld parameter.", this); } } } private void checkSecurityIdTypeSupport() { if (StringUtils.isNotEmpty(contract.getSecurityIdentifierCode().getAcronym()) || StringUtils.isNotEmpty(contract.getSecurityId())) { if (!Feature.SECURITY_ID_TYPE.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support secIdType and secId parameters.", this); } } } private void checkPlaceOrderByContractIdSupport() { if (contract.getId() > 0) { if (!Feature.PLACE_ORDER_BY_CONTRACT_ID.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support conId parameter.", this); } } } private void checkSaleShortSupport() { if (!Feature.SHORT_SALE_EXEMPT_ORDER.isSupportedByVersion(getServerCurrentVersion())) { if (order.getExemptionCode() != -1) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support exemptCode parameter.", this); } if (!contract.getComboLegs().isEmpty()) { for (final ComboLeg comboLeg : contract.getComboLegs()) { if (comboLeg.getExemptionCode() != -1) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support exemptCode parameter.", this); } } } } } private void checkHedgeOrderSupport() { if (StringUtils.isNotEmpty(order.getHedgeType().getInitial())) { if (!Feature.HEDGING_ORDER.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support hedge orders.", this); } } } private void checkOptOutSmartRoutingSupport() { if (order.isOptOutSmartRouting()) { if (!Feature.OPT_OUT_DEFAULT_SMART_ROUTING_ASX_ORDER.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support optOutSmartRouting parameter.", this); } } } private void checkDeltaNeutralOrderByContractIdSupport() { if ((order.getDeltaNeutralContractId() > 0) || StringUtils.isNotEmpty(order.getDeltaNeutralSettlingFirm()) || StringUtils.isNotEmpty(order.getDeltaNeutralClearingAccount()) || StringUtils.isNotEmpty(order.getDeltaNeutralClearingIntent())) { if (!Feature.DELTA_NEUTRAL_COMBO_ORDER_BY_CONTRACT_ID.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support deltaNeutral parameters: ConId, SettlingFirm, ClearingAccount, ClearingIntent.", this); } } } private void checkScaleOrdersSupport() { final double scalePriceIncrement = order.getScalePriceIncrement(); if ((scalePriceIncrement > 0) && (scalePriceIncrement != Double.MAX_VALUE)) { if ((order.getScalePriceAdjustValue() != Double.MAX_VALUE) || (order.getScalePriceAdjustInterval() != Integer.MAX_VALUE) || (order.getScaleProfitOffset() != Double.MAX_VALUE) || order.isScaleAutoReset() || (order.getScaleInitPosition() != Integer.MAX_VALUE) || (order.getScaleInitFillQuantity() != Integer.MAX_VALUE) || order.isScaleRandomPercent()) { if (!Feature.SCALE_ORDERS.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support Scale order parameters: PriceAdjustValue, PriceAdjustInterval, " + "ProfitOffset, AutoReset, InitPosition, InitFillQty and RandomPercent.", this); } } } } private void checkOrderComboLegsSupport() { if (contract.getSecurityType().equals(SecurityType.COMBO)) { final List<OrderComboLeg> orderComboLegs = order.getOrderComboLegs(); if (!orderComboLegs.isEmpty()) { for (final OrderComboLeg orderComboLeg : orderComboLegs) { if (orderComboLeg.getPrice() != Double.MAX_VALUE) { if (!Feature.ORDER_COMBO_LEGS_PRICE.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support per-leg prices for order combo legs.", this); } } } } } } private void checkTrailingPriceSupport() { if (order.getTrailingPercent() != Double.MAX_VALUE) { if (!Feature.TRAILING_PERCENT.isSupportedByVersion(getServerCurrentVersion())) { throw new RequestException(ClientMessageCode.UPDATE_TWS, "It does not support trailing percent parameter.", this); } } } private int getVersion() { if (!Feature.NOT_HELD.isSupportedByVersion(getServerCurrentVersion())) { return 27; } return 38; } private void appendContract(final RequestBuilder builder) { if (Feature.PLACE_ORDER_BY_CONTRACT_ID.isSupportedByVersion(getServerCurrentVersion())) { builder.append(contract.getId()); } builder.append(contract.getSymbol()); builder.append(contract.getSecurityType().getAbbreviation()); builder.append(contract.getExpiry()); builder.append(contract.getStrike()); builder.append(contract.getOptionRight().getName()); builder.append(contract.getMultiplier()); builder.append(contract.getExchange()); builder.append(contract.getPrimaryExchange()); builder.append(contract.getCurrencyCode()); builder.append(contract.getLocalSymbol()); if (Feature.SECURITY_ID_TYPE.isSupportedByVersion(getServerCurrentVersion())) { builder.append(contract.getSecurityIdentifierCode().getAcronym()); builder.append(contract.getSecurityId()); } } private void appendOrder(final RequestBuilder builder) { builder.append(order.getAction().getAbbreviation()); builder.append(order.getTotalQuantity()); builder.append(order.getOrderType().getAbbreviation()); final double limitPrice = order.getLimitPrice(); if (Feature.ORDER_COMBO_LEGS_PRICE.isSupportedByVersion(getServerCurrentVersion())) { builder.append(limitPrice); } else { builder.append(limitPrice == Double.MAX_VALUE ? 0 : limitPrice); } final double stopPrice = order.getStopPrice(); if (Feature.TRAILING_PERCENT.isSupportedByVersion(getServerCurrentVersion())) { builder.append(stopPrice); } else { builder.append(stopPrice == Double.MAX_VALUE ? 0 : stopPrice); } builder.append(order.getTimeInForce().getAbbreviation()); builder.append(order.getOcaGroupName()); builder.append(order.getAccountName()); builder.append(order.getOpenClose().getInitial()); builder.append(order.getOrigin().getValue()); builder.append(order.getOrderReference()); builder.append(order.isTransmit()); builder.append(toInternalId(order.getParentId())); builder.append(order.isBlockOrder()); builder.append(order.isSweepToFill()); builder.append(order.getDisplaySize()); builder.append(order.getStopTriggerMethod().getValue()); builder.append(order.isOutsideRegularTradingHours()); builder.append(order.isHidden()); appendComboLegs(builder); builder.append(""); builder.append(order.getDiscretionaryAmount()); builder.append(order.getGoodAfterDateTime()); builder.append(order.getGoodTillDateTime()); builder.append(order.getFinancialAdvisorGroup()); builder.append(order.getFinancialAdvisorMethod()); builder.append(order.getFinancialAdvisorPercentage()); builder.append(order.getFinancialAdvisorProfile()); builder.append(order.getShortSaleSlot().getValue()); builder.append(order.getDesignatedLocation()); if (Feature.SHORT_SALE_EXEMPT_ORDER_OLD.isSupportedByVersion(getServerCurrentVersion())) { builder.append(order.getExemptionCode()); } builder.append(order.getOcaType().getValue()); builder.append(order.getRule80A().getInitial()); builder.append(order.getSettlingFirm()); builder.append(order.isAllOrNone()); builder.append(order.getMinimumQuantity()); builder.append(order.getPercentageOffset()); builder.append(order.isElectronicTradeOnly()); builder.append(order.isFirmQuoteOnly()); builder.append(order.getNbboPriceCap()); builder.append(order.getAuctionStrategy().getValue()); builder.append(order.getStartingPrice()); builder.append(order.getStockReferencePrice()); builder.append(order.getDelta()); builder.append(order.getLowerStockPriceRange()); builder.append(order.getUpperStockPriceRange()); builder.append(order.isOverridePercentageConstraints()); builder.append(order.getVolatility()); builder.append(order.getVolatilityType().getValue()); builder.append(order.getDeltaNeutralOrderType()); builder.append(order.getDeltaNeutralAuxPrice()); if (Feature.DELTA_NEUTRAL_COMBO_ORDER_BY_CONTRACT_ID.isSupportedByVersion(getServerCurrentVersion())) { if (StringUtils.isNotEmpty(order.getDeltaNeutralOrderType())) { builder.append(order.getDeltaNeutralContractId()); builder.append(order.getDeltaNeutralSettlingFirm()); builder.append(order.getDeltaNeutralClearingAccount()); builder.append(order.getDeltaNeutralClearingIntent()); } } builder.append(order.getContinuouslyUpdate()); builder.append(order.getReferencePriceType().getValue()); builder.append(order.getTrailingStopPrice()); if (Feature.TRAILING_PERCENT.isSupportedByVersion(getServerCurrentVersion())) { builder.append(order.getTrailingPercent()); } if (Feature.SCALE_ORDER.isSupportedByVersion(getServerCurrentVersion())) { builder.append(order.getScaleInitialLevelSize()); builder.append(order.getScaleSubsequentLevelSize()); } else { builder.append(""); builder.append(order.getScaleInitialLevelSize()); } builder.append(order.getScalePriceIncrement()); if (Feature.SCALE_ORDERS.isSupportedByVersion(getServerCurrentVersion()) && (order.getScalePriceIncrement() > 0) && (order.getScalePriceIncrement() != Double.MAX_VALUE)) { builder.append(order.getScalePriceAdjustValue()); builder.append(order.getScalePriceAdjustInterval()); builder.append(order.getScaleProfitOffset()); builder.append(order.isScaleAutoReset()); builder.append(order.getScaleInitPosition()); builder.append(order.getScaleInitFillQuantity()); builder.append(order.isScaleRandomPercent()); } if (Feature.HEDGING_ORDER.isSupportedByVersion(getServerCurrentVersion())) { builder.append(order.getHedgeType().getInitial()); if (StringUtils.isNotEmpty(order.getHedgeType().getInitial())) { builder.append(order.getHedgeParameter()); } } if (Feature.OPT_OUT_DEFAULT_SMART_ROUTING_ASX_ORDER.isSupportedByVersion(getServerCurrentVersion())) { builder.append(order.isOptOutSmartRouting()); } if (Feature.POST_TRADE_ALLOCATION.isSupportedByVersion(getServerCurrentVersion())) { builder.append(order.getClearingAccount()); builder.append(order.getClearingIntent()); } if (Feature.NOT_HELD.isSupportedByVersion(getServerCurrentVersion())) { builder.append(order.isNotHeld()); } if (Feature.DELTA_NEUTRAL_COMBO_ORDER.isSupportedByVersion(getServerCurrentVersion())) { final UnderlyingCombo underlyingCombo = contract.getUnderlyingCombo(); if (underlyingCombo != null) { builder.append(true); builder.append(underlyingCombo.getContractId()); builder.append(underlyingCombo.getDelta()); builder.append(underlyingCombo.getPrice()); } else { builder.append(false); } } if (Feature.ALGORITHM_ORDER.isSupportedByVersion(getServerCurrentVersion())) { builder.append(order.getAlgorithmStrategy()); if (StringUtils.isNotEmpty(order.getAlgorithmStrategy())) { builder.append(order.getAlgorithmParameters().size()); for (final PairTagValue pairTagValue : order.getAlgorithmParameters()) { builder.append(pairTagValue.getTagName()); builder.append(pairTagValue.getValue()); } } } builder.append(order.isRequestPreTradeInformation()); } private void appendComboLegs(final RequestBuilder builder) { if (SecurityType.COMBO.equals(contract.getSecurityType())) { builder.append(contract.getComboLegs().size()); for (final ComboLeg comboLeg : contract.getComboLegs()) { builder.append(comboLeg.getContractId()); builder.append(comboLeg.getRatio()); builder.append(comboLeg.getOrderAction().getAbbreviation()); builder.append(comboLeg.getExchange()); builder.append(comboLeg.getOpenClose().getValue()); builder.append(comboLeg.getShortSaleSlotValue().getValue()); builder.append(comboLeg.getDesignatedLocation()); if (Feature.SHORT_SALE_EXEMPT_ORDER_OLD.isSupportedByVersion(getServerCurrentVersion())) { builder.append(comboLeg.getExemptionCode()); } } if (Feature.ORDER_COMBO_LEGS_PRICE.isSupportedByVersion(getServerCurrentVersion())) { builder.append(order.getOrderComboLegs().size()); for (final OrderComboLeg orderComboLeg : order.getOrderComboLegs()) { builder.append(orderComboLeg.getPrice()); } } if (Feature.SMART_COMBO_ROUTING_PARAMETER.isSupportedByVersion(getServerCurrentVersion())) { builder.append(order.getSmartComboRoutingParameters().size()); for (final PairTagValue pairTagValue : order.getSmartComboRoutingParameters()) { builder.append(pairTagValue.getTagName()); builder.append(pairTagValue.getValue()); } } } } @Override public int hashCode() { return new HashCodeBuilder().append(contract).append(order).toHashCode(); } @Override public boolean equals(final Object obj) { if (obj == null) { return false; } if (obj == this) { return true; } if (obj.getClass() != getClass()) { return false; } final PlaceOrderRequest rhs = (PlaceOrderRequest) obj; return new EqualsBuilder().append(contract, rhs.contract).append(order, rhs.order).isEquals(); } @Override public String toString() { return ToStringBuilder.reflectionToString(this, ToStringStyle.SHORT_PREFIX_STYLE); } }