order.java

网上期货交易的外挂原码,可实现自动交易功能,自动添加模块

/*
 * Order.java
 *
 */
package com.ib.client;

public class Order {
    final public static int CUSTOMER = 0;
    final public static int FIRM = 1;
    final public static char OPT_UNKNOWN = '?';
    final public static char OPT_BROKER_DEALER = 'b';
    final public static char OPT_CUSTOMER = 'c';
    final public static char OPT_FIRM = 'f';
    final public static char OPT_ISEMM = 'm';
    final public static char OPT_FARMM = 'n';
    final public static char OPT_SPECIALIST = 'y';
    final public static int AUCTION_MATCH = 1;
    final public static int AUCTION_IMPROVEMENT = 2;
    final public static int AUCTION_TRANSPARENT = 3;
    final public static String EMPTY_STR = "";

    // main order fields
    public int m_orderId;
    public int m_clientId;
    public int m_permId;
    public String m_action;
    public int m_totalQuantity;
    public String m_orderType;
    public double m_lmtPrice;
    public double m_auxPrice;

    // extended order fields
    public String m_tif; // "Time in Force" - DAY, GTC, etc.
    public String m_ocaGroup; // one cancels all group name
    public int m_ocaType; // 1 = CANCEL_WITH_BLOCK, 2 = REDUCE_WITH_BLOCK, 3 = REDUCE_NON_BLOCK
    public String m_orderRef;
    public boolean m_transmit; // if false, order will be created but not transmited
    public int m_parentId; // Parent order Id, to associate Auto STP or TRAIL orders with the original order.
    public boolean m_blockOrder;
    public boolean m_sweepToFill;
    public int m_displaySize;
    public int m_triggerMethod; // 0=Default, 1=Double_Bid_Ask, 2=Last, 3=Double_Last, 4=Bid_Ask, 7=Last_or_Bid_Ask, 8=Mid-point
    public boolean m_ignoreRth;
    public boolean m_hidden;
    public String m_goodAfterTime; // FORMAT: 20060505 08:00:00 {time zone}
    public String m_goodTillDate; // FORMAT: 20060505 08:00:00 {time zone}
    public boolean m_rthOnly;
    public boolean m_overridePercentageConstraints;
    public String m_rule80A; // Individual = 'I', Agency = 'A', AgentOtherMember = 'W', IndividualPTIA = 'J', AgencyPTIA = 'U', AgentOtherMemberPTIA = 'M', IndividualPT = 'K', AgencyPT = 'Y', AgentOtherMemberPT = 'N'
    public boolean m_allOrNone;
    public int m_minQty;
    public double m_percentOffset; // REL orders only
    public double m_trailStopPrice; // for TRAILLIMIT orders only
    public String m_sharesAllocation; // deprecated

    // Financial advisors only
    public String m_faGroup;
    public String m_faProfile;
    public String m_faMethod;
    public String m_faPercentage;

    // Institutional orders only
    public String m_account;
    public String m_settlingFirm;
    public String m_openClose; // O=Open, C=Close
    public int m_origin; // 0=Customer, 1=Firm
    public int m_shortSaleSlot; // 1 if you hold the shares, 2 if they will be delivered from elsewhere.  Only for Action="SSHORT
    public String m_designatedLocation; // set when slot=2 only.

    // SMART routing only
    public double m_discretionaryAmt;
    public boolean m_eTradeOnly;
    public boolean m_firmQuoteOnly;
    public double m_nbboPriceCap;

    // BOX or VOL ORDERS ONLY
    public int m_auctionStrategy; // 1=AUCTION_MATCH, 2=AUCTION_IMPROVEMENT, 3=AUCTION_TRANSPARENT

    // BOX ORDERS ONLY
    public double m_startingPrice;
    public double m_stockRefPrice;
    public double m_delta;

    // pegged to stock or VOL orders
    public double m_stockRangeLower;
    public double m_stockRangeUpper;

    // VOLATILITY ORDERS ONLY
    public double m_volatility;
    public int m_volatilityType; // 1=daily, 2=annual
    public int m_continuousUpdate;
    public int m_referencePriceType; // 1=Average, 2 = BidOrAsk
    public String m_deltaNeutralOrderType;
    public double m_deltaNeutralAuxPrice;

    public Order() {
        m_openClose = "O";
        m_origin = CUSTOMER;
        m_transmit = true;
        m_designatedLocation = EMPTY_STR;
        m_minQty = Integer.MAX_VALUE;
        m_percentOffset = Double.MAX_VALUE;
        m_nbboPriceCap = Double.MAX_VALUE;
        m_startingPrice = Double.MAX_VALUE;
        m_stockRefPrice = Double.MAX_VALUE;
        m_delta = Double.MAX_VALUE;
        m_stockRangeLower = Double.MAX_VALUE;
        m_stockRangeUpper = Double.MAX_VALUE;
        m_volatility = Double.MAX_VALUE;
        m_volatilityType = Integer.MAX_VALUE;
        m_deltaNeutralOrderType = EMPTY_STR;
        m_deltaNeutralAuxPrice = Double.MAX_VALUE;
        m_referencePriceType = Integer.MAX_VALUE;
        m_trailStopPrice = Double.MAX_VALUE;
    }

    public boolean equals(Object p_other) {
        if (this == p_other) {
            return true;
        } else if (p_other == null) {
            return false;
        }

        Order l_theOther = (Order) p_other;

        if (m_permId == l_theOther.m_permId) {
            return true;
        }

        boolean firstSetEquals = m_orderId == l_theOther.m_orderId && m_clientId == l_theOther.m_clientId &&
                                 m_totalQuantity == l_theOther.m_totalQuantity && m_lmtPrice == l_theOther.m_lmtPrice &&
                                 m_auxPrice == l_theOther.m_auxPrice && m_origin == l_theOther.m_origin &&
                                 m_transmit == l_theOther.m_transmit && m_parentId == l_theOther.m_parentId &&
                                 m_blockOrder == l_theOther.m_blockOrder && m_sweepToFill == l_theOther.m_sweepToFill &&
                                 m_displaySize == l_theOther.m_displaySize &&
                                 m_triggerMethod == l_theOther.m_triggerMethod && m_ignoreRth == l_theOther.m_ignoreRth &&
                                 m_hidden == l_theOther.m_hidden && m_discretionaryAmt == l_theOther.m_discretionaryAmt &&
                                 m_shortSaleSlot == l_theOther.m_shortSaleSlot &&
                                 m_designatedLocation == l_theOther.m_designatedLocation &&
                                 m_ocaType == l_theOther.m_ocaType && m_rthOnly == l_theOther.m_rthOnly &&
                                 m_allOrNone == l_theOther.m_allOrNone && m_minQty == l_theOther.m_minQty &&
                                 m_percentOffset == l_theOther.m_percentOffset &&
                                 m_eTradeOnly == l_theOther.m_eTradeOnly &&
                                 m_firmQuoteOnly == l_theOther.m_firmQuoteOnly &&
                                 m_nbboPriceCap == l_theOther.m_nbboPriceCap &&
                                 m_auctionStrategy == l_theOther.m_auctionStrategy &&
                                 m_startingPrice == l_theOther.m_startingPrice &&
                                 m_stockRefPrice == l_theOther.m_stockRefPrice && m_delta == l_theOther.m_delta &&
                                 m_stockRangeLower == l_theOther.m_stockRangeLower &&
                                 m_stockRangeUpper == l_theOther.m_stockRangeUpper &&
                                 m_volatility == l_theOther.m_volatility &&
                                 m_volatilityType == l_theOther.m_volatilityType &&
                                 m_deltaNeutralAuxPrice == l_theOther.m_deltaNeutralAuxPrice &&
                                 m_continuousUpdate == l_theOther.m_continuousUpdate &&
                                 m_referencePriceType == l_theOther.m_referencePriceType &&
                                 m_trailStopPrice == l_theOther.m_trailStopPrice;

        if (!firstSetEquals) {
            return false;
        } else {
            String l_thisAction = m_action != null ? m_action : EMPTY_STR;
            String l_thisOrderType = m_orderType != null ? m_orderType : EMPTY_STR;
            String l_thisTif = m_tif != null ? m_tif : EMPTY_STR;
            String l_thisOcaGroup = m_ocaGroup != null ? m_ocaGroup : EMPTY_STR;
            String l_thisAccount = m_account != null ? m_account : EMPTY_STR;
            String l_thisOpenClose = m_openClose != null ? m_openClose : EMPTY_STR;
            String l_thisOrderRef = m_orderRef != null ? m_orderRef : EMPTY_STR;
            String l_thisRule80A = m_rule80A != null ? m_rule80A : EMPTY_STR;
            String l_thisSettlingFirm = m_settlingFirm != null ? m_settlingFirm : EMPTY_STR;
            String l_thisDeltaNeutralOrderType = m_deltaNeutralOrderType != null ? m_deltaNeutralOrderType : EMPTY_STR;

            String l_otherAction = l_theOther.m_action != null ? l_theOther.m_action : EMPTY_STR;
            String l_otherOrderType = l_theOther.m_orderType != null ? l_theOther.m_orderType : EMPTY_STR;
            String l_otherTif = l_theOther.m_tif != null ? l_theOther.m_tif : EMPTY_STR;
            String l_otherOcaGroup = l_theOther.m_ocaGroup != null ? l_theOther.m_ocaGroup : EMPTY_STR;
            String l_otherAccount = l_theOther.m_account != null ? l_theOther.m_account : EMPTY_STR;
            String l_otherOpenClose = l_theOther.m_openClose != null ? l_theOther.m_openClose : EMPTY_STR;
            String l_otherOrderRef = l_theOther.m_orderRef != null ? l_theOther.m_orderRef : EMPTY_STR;
            String l_otherOrderGoodAfterTime = l_theOther.m_goodAfterTime != null ? l_theOther.m_goodAfterTime :
                                               EMPTY_STR;
            String l_otherOrderGoodTillDate = l_theOther.m_goodTillDate != null ? l_theOther.m_goodTillDate : EMPTY_STR;
            String l_otherRule80A = l_theOther.m_rule80A != null ? l_theOther.m_rule80A : EMPTY_STR;
            String l_otherSettlingFirm = l_theOther.m_settlingFirm != null ? l_theOther.m_settlingFirm : EMPTY_STR;
            String l_otherDeltaNeutralOrderType = l_theOther.m_deltaNeutralOrderType != null ?
                                                  l_theOther.m_deltaNeutralOrderType : EMPTY_STR;

            return l_thisAction.equals(l_otherAction) && l_thisOrderType.equals(l_otherOrderType) &&
                    l_thisTif.equals(l_otherTif) && l_thisOcaGroup.equals(l_otherOcaGroup) &&
                    l_thisAccount.equals(l_otherAccount) && l_thisOpenClose.equals(l_otherOpenClose) &&
                    l_thisOrderRef.equals(l_otherOrderRef) &&
                    l_otherOrderGoodAfterTime.equals(l_otherOrderGoodAfterTime) &&
                    l_otherOrderGoodTillDate.equals(l_otherOrderGoodTillDate) && l_thisRule80A.equals(l_otherRule80A) &&
                    l_thisSettlingFirm.equals(l_otherSettlingFirm) &&
                    l_thisDeltaNeutralOrderType.equals(l_otherDeltaNeutralOrderType);
        }
    }
}