com.apama.mlom
Event AmendMultiLegOrder


Used to modify an existing multi-legged order. The following properties of the order may be amended: - Symbol - Price - Side - Type - Quantity - Extra parameters.

In addition, the legs associated with the order may also be modified as follows: - Any of the OrderLeg fields except legId can be changed. - New legs can be added to the order by adding a leg with a new legId value to the sequence. - Legs can be cancelled by removing them from the sequence. If multiple legs are removed in a single amend request, the service should attempt to cancel those legs atomically if possible.

Note that the set of parameters that can actually be modified on a given order is service-specific.

The orderId field must refer to a previously submitted order.

The handling of the duplicated "symbol", "price", "side", "type" and "quantity" fields is as described in the documentation of the NewMultiLegOrder event.

The order should be assumed to be in a non-modifiable state until an OrderUpdate with legsModifiable > 0 is received.
Member Summary
 stringorderId

Order identifier from the NewMultiLegOrder event.
 stringserviceId

Service identifier - must match the NewMultiLegOrder event.
 stringsymbol

The new symbol, stock code, bond, currency pair or other instrument. In general it does not make sense to amend the symbol but this maybe allowed by some services.
 floatprice

The new price for this order. This will be applied to any remaining order quantity that has not yet traded.
 stringside

The new side for this order: "BUY", "SELL", "SELL SHORT", "BUY LONG", etc. Acceptable values are service-specific.
 stringtype

The new order type for this order: "MARKET", "LIMIT", "STOP", etc. Acceptable values are service-specific.
 floatquantity

The new quantity to be traded by this order. This is the new total order quantity, including any quantity that has already been traded.
 sequence<com.apama.mlom.OrderLeg >legs

The new set of (potentially modified) legs to be associated with this order. Legs may be added, removed and modified as described above.
 dictionary<string, string >extraParams

New extra parameters for the order.
 
Member Detail

extraParams

dictionary<string, string > extraParams
New extra parameters for the order.

legs

sequence<com.apama.mlom.OrderLeg > legs
The new set of (potentially modified) legs to be associated with this order. Legs may be added, removed and modified as described above.

orderId

string orderId
Order identifier from the NewMultiLegOrder event.

price

float price
The new price for this order. This will be applied to any remaining order quantity that has not yet traded.

quantity

float quantity
The new quantity to be traded by this order. This is the new total order quantity, including any quantity that has already been traded.

serviceId

string serviceId
Service identifier - must match the NewMultiLegOrder event.

side

string side
The new side for this order: "BUY", "SELL", "SELL SHORT", "BUY LONG", etc. Acceptable values are service-specific.

symbol

string symbol
The new symbol, stock code, bond, currency pair or other instrument. In general it does not make sense to amend the symbol but this maybe allowed by some services.

type

string type
The new order type for this order: "MARKET", "LIMIT", "STOP", etc. Acceptable values are service-specific.