com.apama.oms
Event OrderUpdate


A snapshot of the entire state of the order.

This gives the complete state of the order. These may be sent at the adapter's discretion, but it should report information including acknowledgements as soon as possible, once sufficient information about the state of the order has been received to fill this event in a consistent manner.
Member Summary
 stringorderId

As given in NewOrder.
 stringsymbol

As given in NewOrder, unless the market has modified it.
 floatprice

The requested price active in the market - is only changed if an AmendOrder has been accepted by the market. Does not reflect price traded.
 stringside

Side active in the market.
 stringtype

Type of order active in the market.
 integerquantity

Total amount of order, including any already traded (either as a fill of the current order or previous orders if the service monitor manages orders). Should typically be the amount specified in NewOrder.
 booleaninMarket

Whether the order is known to the market and is valid. Cancelling an order will make this false.
 booleanisVisible

Whether the order is visible (stop orders are "hidden" until triggered, all other orders are visible if they are in the market).
 booleanmodifiable

Whether the order may be modified - it is assumed that an adapter only allows one outstanding modification.
 booleancancelled

Whether the order has been cancelled, either by being rejected before entering the market, cancelled by the user, an administrator or the market systems (e.g. reached expiry time).
 booleanorderChangeRejected

Whether the most recent cancel or amendment was rejected.
 booleanexternallyModified

Whether the order was modified or cancelled by an entity other than the one who placed the order.
 booleanunknownState

Whether the order is in an unknown state - this is an error condition.
 stringmarketOrderId

The order identifier supplied by the market, typically unique across the market - may be required if another system is to control the order.
 integerqtyExecuted

The total quantity executed.
 integerqtyRemaining

The quantity remaining. Typically qtyRemaining = quantity-qtyExecuted.
 integerlastShares

The last number of shares traded.
 floatlastPrice

The price of the most recent fill.
 floatavgPrice

The volume-weighted price across all fills. undefined if qtyExecuted is 0.
 stringstatus

A free-form string describing what has happened to the order - may contain an error message (e.g. "User is not allowed to place orders".
 dictionary<string, string >extraParams

Extra parameters that do not map into any of the above. Convention is that keys are in TitleCase. e.g. "DealCounterpartyId", etc. Identifier should be shortened to "Id" not "ID".
 
Member Detail

avgPrice

float avgPrice
The volume-weighted price across all fills. undefined if qtyExecuted is 0.

cancelled

boolean cancelled
Whether the order has been cancelled, either by being rejected before entering the market, cancelled by the user, an administrator or the market systems (e.g. reached expiry time).

externallyModified

boolean externallyModified
Whether the order was modified or cancelled by an entity other than the one who placed the order.

extraParams

dictionary<string, string > extraParams
Extra parameters that do not map into any of the above. Convention is that keys are in TitleCase. e.g. "DealCounterpartyId", etc. Identifier should be shortened to "Id" not "ID".

inMarket

boolean inMarket
Whether the order is known to the market and is valid. Cancelling an order will make this false.

isVisible

boolean isVisible
Whether the order is visible (stop orders are "hidden" until triggered, all other orders are visible if they are in the market).

lastPrice

float lastPrice
The price of the most recent fill.

lastShares

integer lastShares
The last number of shares traded.

marketOrderId

string marketOrderId
The order identifier supplied by the market, typically unique across the market - may be required if another system is to control the order.

modifiable

boolean modifiable
Whether the order may be modified - it is assumed that an adapter only allows one outstanding modification.

If a market allows more than one modification, the service monitor should route an OrderUpdate with modifiable=true as soon as a modification is received.

orderChangeRejected

boolean orderChangeRejected
Whether the most recent cancel or amendment was rejected.

orderId

string orderId
As given in NewOrder.

price

float price
The requested price active in the market - is only changed if an AmendOrder has been accepted by the market. Does not reflect price traded.

qtyExecuted

integer qtyExecuted
The total quantity executed.

qtyRemaining

integer qtyRemaining
The quantity remaining. Typically qtyRemaining = quantity-qtyExecuted.

quantity

integer quantity
Total amount of order, including any already traded (either as a fill of the current order or previous orders if the service monitor manages orders). Should typically be the amount specified in NewOrder.

side

string side
Side active in the market.

status

string status
A free-form string describing what has happened to the order - may contain an error message (e.g. "User is not allowed to place orders".

symbol

string symbol
As given in NewOrder, unless the market has modified it.

type

string type
Type of order active in the market.

unknownState

boolean unknownState
Whether the order is in an unknown state - this is an error condition.