pyRT.crypto.OEMsg Namespace Reference

OEMsg : JSON-ified FlashJ Order Flow Messages

1. NewOrder
2. RplOrder
3. CxlOrder
4. ExecRpt.

More...

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

Functions
def	prc2wire
	Convert price to wire. More...

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

Detailed Description

OEMsg : JSON-ified FlashJ Order Flow Messages

1. NewOrder
2. RplOrder
3. CxlOrder
4. ExecRpt.

Function Documentation

def pyRT.crypto.OEMsg.prc2wire	(		prc,
			prcTck = None
	)

Convert price to wire.

Parameters

prc	- Price
prcTck	- Optional prcTck

Returns

Stringified price

Variable Documentation

string pyRT.crypto.OEMsg._MT_CXL_ORD = 'CxlOrder'

MsgType : Cancel Order.

string pyRT.crypto.OEMsg._MT_EXEC_RPT = 'ExecRpt'

MsgType : Execution Report (Fill / Cancel / Reject)

string pyRT.crypto.OEMsg._MT_GET_ORD = 'GetOpenOrders'

MsgType : Get Open Orders.

string pyRT.crypto.OEMsg._MT_GET_POS = 'GetPosition'

MsgType : Get Positions.

string pyRT.crypto.OEMsg._MT_GET_WALT = 'GetWallet'

MsgType : Get Wallet.

string pyRT.crypto.OEMsg._MT_NEW_ORD = 'NewOrder'

MsgType : New Order.

string pyRT.crypto.OEMsg._MT_RPL_ORD = 'RplOrder'

MsgType : Cancel/Replace (Edit) Order.

string pyRT.crypto.OEMsg._ORDTY_LIMIT = 'LIMIT'

OrdType : Limit.

string pyRT.crypto.OEMsg._ORDTY_MARKET = 'MARKET'

OrdType : Market.

string pyRT.crypto.OEMsg._SIDE_BUY = 'BUY'

Side : Buy.

string pyRT.crypto.OEMsg._SIDE_SELL = 'SELL'

Side : Sell.

string pyRT.crypto.OEMsg._STS_CANCEL = 'CXL'

OrdStatus : Cancelled.

string pyRT.crypto.OEMsg._STS_EX_ACK = 'ACK-EXCH'

OrdStatus : ACK from Exchange.

string pyRT.crypto.OEMsg._STS_EXPIRED = 'EXPIRED'

OrdStatus : Expired.

string pyRT.crypto.OEMsg._STS_FILLED = 'FILLED'

OrdStatus : Filled.

string pyRT.crypto.OEMsg._STS_NEW = 'NEW'

OrdStatus : New Order.

string pyRT.crypto.OEMsg._STS_OMS_ACK = 'ACK-OMS'

OrdStatus : ACK from OMS.

string pyRT.crypto.OEMsg._STS_OPEN = 'OPEN'

OrdStatus : OPEN on OMS.

string pyRT.crypto.OEMsg._STS_PARTIAL = 'PARTIAL'

OrdStatus : Partial Fill.

string pyRT.crypto.OEMsg._STS_PEND_CXL = 'PEND-CXL'

OrdStatus : Pending Cancel.

string pyRT.crypto.OEMsg._STS_PEND_RPL = 'PEND-RPL'

OrdStatus : Pending Replace.

string pyRT.crypto.OEMsg._STS_REJECT = 'REJECT'

OrdStatus : Rejected.

string pyRT.crypto.OEMsg._STS_REPLACE = 'RPL'

OrdStatus : Replaced.

string pyRT.crypto.OEMsg._STS_RPL_REJ = 'RPL-REJECT'

OrdStatus : Replace Rejected.

string pyRT.crypto.OEMsg._STS_STOPPED = 'STOP'

OrdStatus : Stopped.

string pyRT.crypto.OEMsg._TIF_DAY = 'DAY'

TimeInForce : Day.

string pyRT.crypto.OEMsg._TIF_FOK = 'FOK'

TimeInForce : Fill or Kill.

string pyRT.crypto.OEMsg._TIF_GTC = 'GTC'

TimeInForce : Good Till Cancel.

string pyRT.crypto.OEMsg._TIF_IOC = 'IOC'

TimeInForce : Immediate or Cancel.