com.trickl.model.oanda.order.LimitOrder Maven / Gradle / Ivy

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package com.trickl.model.oanda.order;

import com.fasterxml.jackson.annotation.JsonFormat;
import com.fasterxml.jackson.annotation.JsonInclude;
import com.fasterxml.jackson.annotation.JsonProperty;
import com.fasterxml.jackson.annotation.JsonPropertyDescription;
import com.fasterxml.jackson.annotation.JsonPropertyOrder;
import com.trickl.model.oanda.instrument.HasInstrument;
import com.trickl.model.oanda.transaction.ClientExtensions;
import com.trickl.model.oanda.transaction.StopLossDetails;
import com.trickl.model.oanda.transaction.TakeProfitDetails;
import com.trickl.model.oanda.transaction.TrailingStopLossDetails;
import java.math.BigDecimal;
import java.time.Instant;
import java.util.List;
import lombok.Builder;
import lombok.Data;

/**
 * A LimitOrder is an order that is created with a price threshold, and will only be filled by a
 * price that is equal to or better than the threshold.
 */
@JsonInclude(JsonInclude.Include.NON_NULL)
@JsonPropertyOrder({
    "id",
    "createTime",
    "state",
    "clientExtensions",
    "type",
    "instrument",
    "units",
    "price",
    "timeInForce",
    "gtdTime",
    "positionFill",
    "triggerCondition",
    "takeProfitOnFill",
    "stopLossOnFill",
    "trailingStopLossOnFill",
    "tradeClientExtensions",
    "fillingTransactionID",
    "filledTime",
    "tradeOpenedID",
    "tradeReducedID",
    "tradeClosedIDs",
    "cancellingTransactionID",
    "cancelledTime",
    "replacesOrderID",
    "replacedByOrderID"
})
@Data
@Builder
public class LimitOrder extends Order 
    implements HasInstrument, HasFilledTime, HasTimeInForce, HasUnits, HasPrice {
    
  /** The type of the Order. */
  @JsonPropertyDescription("The type of the Order.")
  private final OrderType type = OrderType.LIMIT;
   
  /** The Limit Order's Instrument. */
  @JsonPropertyDescription("The Limit Order's Instrument.")
  private String instrument;
  
  /**
   * The quantity requested to be filled by the Limit Order. A posititive number of units results in
   * a long Order, and a negative number of units results in a short Order.
   */
  @JsonPropertyDescription(
      "The quantity requested to be filled by the Limit Order. A posititive number of "
          + "units results in a long Order, and a negative number of units"
          + " results in a short Order.")
  private BigDecimal units;
  
  /**
   * The price threshold specified for the Limit Order. The Limit Order will only be filled by a
   * market price that is equal to or better than this price.
   */
  @JsonPropertyDescription(
      "The price threshold specified for the Limit Order. The Limit Order will only be"
          + " filled by a market price that is equal to or better than this price.")
  private BigDecimal price;
 
  /** The time-in-force requested for the Limit Order. */
  @JsonPropertyDescription("The time-in-force requested for the Limit Order.")
  private TimeInForce timeInForce;
  
  /** The date/time when the Limit Order will be cancelled if its timeInForce is "GTD". */
  @JsonPropertyDescription(
      "The date/time when the Limit Order will be cancelled if its timeInForce is \"GTD\".")
  private String gtdTime;
 
  /** Specification of how Positions in the Account are modified when the Order is filled. */
  @JsonPropertyDescription(
      "Specification of how Positions in the Account are modified when the Order is filled.")
  private OrderPositionFill positionFill;
  
  /**
   * Specification of which price component should be used when determining if an Order should be
   * triggered and filled. This allows Orders to be triggered based on the bid, ask, mid, default
   * (ask for buy, bid for sell) or inverse (ask for sell, bid for buy) price depending on the
   * desired behaviour. Orders are always filled using their default price component. This feature
   * is only provided through the REST API. Clients who choose to specify a non-default trigger
   * condition will not see it reflected in any of OANDA's proprietary or partner trading platforms,
   * their transaction history or their account statements. OANDA platforms always assume that an
   * Order's trigger condition is set to the default value when indicating the distance from an
   * Order's trigger price, and will always provide the default trigger condition when creating or
   * modifying an Order. A special restriction applies when creating a guaranteed Stop Loss Order.
   * In this case the TriggerCondition value must either be "DEFAULT", or the "natural" trigger side
   * "DEFAULT" results in. So for a Stop Loss Order for a long trade valid values are "DEFAULT" and
   * "BID", and for short trades "DEFAULT" and "ASK" are valid.
   */
  @JsonProperty("triggerCondition")
  @JsonPropertyDescription(
      "Specification of which price component should be used when determining if an "
          + "Order should be triggered and filled. This allows Orders to be triggered "
          + "based on the bid, ask, mid, default (ask for buy, bid for sell) "
          + "or inverse (ask for sell, bid for buy) price depending on the desired "
          + "behaviour. Orders are always filled using their default price component."
          + "This feature is only provided through the REST API. Clients who choose "
          + "to specify a non-default trigger condition will not see it reflected "
          + "in any of OANDA's proprietary or partner trading platforms, their transaction "
          + "history or their account statements. OANDA platforms always assume "
          + "that an Order's trigger condition is set to the default value when indicating "
          + "the distance from an Order's trigger price, and will always provide "
          + "the default trigger condition when creating or modifying an Order."
          + "A special restriction applies when creating a guaranteed Stop Loss Order. "
          + "In this case the TriggerCondition value must either be \"DEFAULT\", "
          + "or the \"natural\" trigger side \"DEFAULT\" results in. So for a "
          + "Stop Loss Order for a long trade valid values are \"DEFAULT\" and \"BID\", "
          + "and for short trades \"DEFAULT\" and \"ASK\" are valid.")
  private OrderTriggerCondition triggerCondition;

  private TakeProfitDetails takeProfitOnFill;

  private StopLossDetails stopLossOnFill;

  private TrailingStopLossDetails trailingStopLossOnFill;

  private ClientExtensions tradeClientExtensions;
 
  /**
   * ID of the Transaction that filled this Order (only provided when the Order's state is FILLED).
   */
  @JsonProperty("fillingTransactionID")
  @JsonPropertyDescription(
      "ID of the Transaction that filled this Order (only provided when the Order's "
          + "state is FILLED)")
  private String fillingTransactionId;
 
  /** Date/time when the Order was filled (only provided when the Order's state is FILLED). */  
  @JsonPropertyDescription(
      "Date/time when the Order was filled (only provided when the Order's state is FILLED)")  
  @JsonFormat(pattern = "yyyy-MM-dd'T'HH:mm:ss.nnnnnnnnnX", timezone = "UTC")
  private Instant filledTime;
 
  /**
   * Trade ID of Trade opened when the Order was filled (only provided when the Order's state is
   * FILLED and a Trade was opened as a result of the fill).
   */
  @JsonProperty("tradeOpenedID")
  @JsonPropertyDescription(
      "Trade ID of Trade opened when the Order was filled (only provided when"
          + " the Order's state is FILLED and a Trade was opened as a result of the fill)")
  private String tradeOpenedId;
  
  /**
   * Trade ID of Trade reduced when the Order was filled (only provided when the Order's state is
   * FILLED and a Trade was reduced as a result of the fill).
   */
  @JsonProperty("tradeReducedID")
  @JsonPropertyDescription(
      "Trade ID of Trade reduced when the Order was filled (only provided when "
          + "the Order's state is FILLED and a Trade was reduced as a result of the fill)")
  private String tradeReducedId;
  
  /**
   * Trade IDs of Trades closed when the Order was filled (only provided when the Order's state is
   * FILLED and one or more Trades were closed as a result of the fill).
   */
  @JsonProperty("tradeClosedIDs")
  @JsonPropertyDescription(
      "Trade IDs of Trades closed when the Order was filled (only provided when the "
          + "Order's state is FILLED and one or more Trades were closed as a result of the fill)")
  private List tradeClosedIds = null;
  
  /**
   * ID of the Transaction that cancelled the Order (only provided when the Order's state is
   * CANCELLED).
   */
  @JsonProperty("cancellingTransactionID")
  @JsonPropertyDescription(
      "ID of the Transaction that cancelled the Order (only provided when the "
          + "Order's state is CANCELLED)")
  private String cancellingTransactionId;
  
  /**
   * Date/time when the Order was cancelled (only provided when the state 
   * of the Order is CANCELLED).
   */
  @JsonPropertyDescription(
      "Date/time when the Order was cancelled (only provided when the state "
           + "of the Order is CANCELLED)")
  private String cancelledTime;
 
  /**
   * The ID of the Order that was replaced by this Order (only provided if this Order was created as
   * part of a cancel/replace).
   */
  @JsonProperty("replacesOrderID")
  @JsonPropertyDescription(
      "The ID of the Order that was replaced by this Order (only provided if "
          + "this Order was created as part of a cancel/replace).")
  private String replacesOrderId;
 
  /**
   * The ID of the Order that replaced this Order (only provided if this Order was cancelled as part
   * of a cancel/replace).
   */
  @JsonProperty("replacedByOrderID")
  @JsonPropertyDescription(
      "The ID of the Order that replaced this Order (only provided if this Order "
          + "was cancelled as part of a cancel/replace).")
  private String replacedByOrderId;
}