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QuickFIX/J example application - Order Match
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/*******************************************************************************
 * Copyright (c) quickfixengine.org  All rights reserved.
 *
 * This file is part of the QuickFIX FIX Engine
 *
 * This file may be distributed under the terms of the quickfixengine.org
 * license as defined by quickfixengine.org and appearing in the file
 * LICENSE included in the packaging of this file.
 *
 * This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
 * THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
 * PARTICULAR PURPOSE.
 *
 * See http://www.quickfixengine.org/LICENSE for licensing information.
 *
 * Contact [email protected] if any conditions of this licensing
 * are not clear to you.
 ******************************************************************************/

package quickfix.examples.ordermatch;

import quickfix.field.Side;

public class Order {
    private final long entryTime;
    private final String clientOrderId;
    private final String symbol;
    private final String owner;
    private final String target;
    private final char side;
    private final char type;
    private final double price;
    private final long quantity;
    private long openQuantity;
    private long executedQuantity;
    private double avgExecutedPrice;
    private double lastExecutedPrice;
    private long lastExecutedQuantity;

    public Order(String clientId, String symbol, String owner, String target, char side, char type,
            double price, long quantity) {
        super();
        this.clientOrderId = clientId;
        this.symbol = symbol;
        this.owner = owner;
        this.target = target;
        this.side = side;
        this.type = type;
        this.price = price;
        this.quantity = quantity;
        openQuantity = quantity;
        entryTime = System.currentTimeMillis();
    }

    public double getAvgExecutedPrice() {
        return avgExecutedPrice;
    }

    public String getClientOrderId() {
        return clientOrderId;
    }

    public long getExecutedQuantity() {
        return executedQuantity;
    }

    public long getLastExecutedQuantity() {
        return lastExecutedQuantity;
    }

    public long getOpenQuantity() {
        return openQuantity;
    }

    public String getOwner() {
        return owner;
    }

    public double getPrice() {
        return price;
    }

    public long getQuantity() {
        return quantity;
    }

    public char getSide() {
        return side;
    }

    public String getSymbol() {
        return symbol;
    }

    public String getTarget() {
        return target;
    }

    public char getType() {
        return type;
    }

    public boolean isFilled() {
        return quantity == executedQuantity;
    }

    public void cancel() {
        openQuantity = 0;
    }

    public boolean isClosed() {
        return openQuantity == 0;
    }

    public void execute(double price, long quantity) {
        avgExecutedPrice = ((quantity * price) + (avgExecutedPrice * executedQuantity))
                / (quantity + executedQuantity);

        openQuantity -= quantity;
        executedQuantity += quantity;
        lastExecutedPrice = price;
        lastExecutedQuantity = quantity;
    }

    public String toString() {
        return (side == Side.BUY ? "BUY" : "SELL") + " " + quantity + "@$" + price + " (" + openQuantity + ")";
    }

    public long getEntryTime() {
        return entryTime;
    }

    public double getLastExecutedPrice() {
        return lastExecutedPrice;
    }
}