OEMsg.py File Reference

Classes
class	pyRT.crypto.OEMsg._OEMsg
	Common base class for all OE Messages. More...
class	pyRT.crypto.OEMsg.CxlOrder
	Cancel Order to Exchange. More...
class	pyRT.crypto.OEMsg.ExecRpt
	Execution Report from Exchange. More...
class	pyRT.crypto.OEMsg.NewOrder
	New Order to Exchange. More...
class	pyRT.crypto.OEMsg.OEMsgException
	Bad OEMsg. More...
class	pyRT.crypto.OEMsg.RplOrder
	Replace Order to Exchange. More...

Namespaces
	pyRT.crypto.OEMsg
	OEMsg : JSON-ified FlashJ Order Flow Messages NewOrder RplOrder CxlOrder ExecRpt.

Functions
def	pyRT.crypto.OEMsg.prc2wire
	Convert price to wire. More...

Variables
string	pyRT.crypto.OEMsg._MT_CXL_ORD = 'CxlOrder'
	MsgType : Cancel Order. More...
string	pyRT.crypto.OEMsg._MT_EXEC_RPT = 'ExecRpt'
	MsgType : Execution Report (Fill / Cancel / Reject) More...
string	pyRT.crypto.OEMsg._MT_GET_ORD = 'GetOpenOrders'
	MsgType : Get Open Orders. More...
string	pyRT.crypto.OEMsg._MT_GET_POS = 'GetPosition'
	MsgType : Get Positions. More...
string	pyRT.crypto.OEMsg._MT_GET_WALT = 'GetWallet'
	MsgType : Get Wallet. More...
string	pyRT.crypto.OEMsg._MT_NEW_ORD = 'NewOrder'
	MsgType : New Order. More...
string	pyRT.crypto.OEMsg._MT_RPL_ORD = 'RplOrder'
	MsgType : Cancel/Replace (Edit) Order. More...
string	pyRT.crypto.OEMsg._ORDTY_LIMIT = 'LIMIT'
	OrdType : Limit. More...
string	pyRT.crypto.OEMsg._ORDTY_MARKET = 'MARKET'
	OrdType : Market. More...
string	pyRT.crypto.OEMsg._SIDE_BUY = 'BUY'
	Side : Buy. More...
string	pyRT.crypto.OEMsg._SIDE_SELL = 'SELL'
	Side : Sell. More...
string	pyRT.crypto.OEMsg._STS_CANCEL = 'CXL'
	OrdStatus : Cancelled. More...
string	pyRT.crypto.OEMsg._STS_EX_ACK = 'ACK-EXCH'
	OrdStatus : ACK from Exchange. More...
string	pyRT.crypto.OEMsg._STS_EXPIRED = 'EXPIRED'
	OrdStatus : Expired. More...
string	pyRT.crypto.OEMsg._STS_FILLED = 'FILLED'
	OrdStatus : Filled. More...
string	pyRT.crypto.OEMsg._STS_NEW = 'NEW'
	OrdStatus : New Order. More...
string	pyRT.crypto.OEMsg._STS_OMS_ACK = 'ACK-OMS'
	OrdStatus : ACK from OMS. More...
string	pyRT.crypto.OEMsg._STS_OPEN = 'OPEN'
	OrdStatus : OPEN on OMS. More...
string	pyRT.crypto.OEMsg._STS_PARTIAL = 'PARTIAL'
	OrdStatus : Partial Fill. More...
string	pyRT.crypto.OEMsg._STS_PEND_CXL = 'PEND-CXL'
	OrdStatus : Pending Cancel. More...
string	pyRT.crypto.OEMsg._STS_PEND_RPL = 'PEND-RPL'
	OrdStatus : Pending Replace. More...
string	pyRT.crypto.OEMsg._STS_REJECT = 'REJECT'
	OrdStatus : Rejected. More...
string	pyRT.crypto.OEMsg._STS_REPLACE = 'RPL'
	OrdStatus : Replaced. More...
string	pyRT.crypto.OEMsg._STS_RPL_REJ = 'RPL-REJECT'
	OrdStatus : Replace Rejected. More...
string	pyRT.crypto.OEMsg._STS_STOPPED = 'STOP'
	OrdStatus : Stopped. More...
string	pyRT.crypto.OEMsg._TIF_DAY = 'DAY'
	TimeInForce : Day. More...
string	pyRT.crypto.OEMsg._TIF_FOK = 'FOK'
	TimeInForce : Fill or Kill. More...
string	pyRT.crypto.OEMsg._TIF_GTC = 'GTC'
	TimeInForce : Good Till Cancel. More...
string	pyRT.crypto.OEMsg._TIF_IOC = 'IOC'
	TimeInForce : Immediate or Cancel. More...