Order Detail Records
| This documentation is for FX Professional 2.18 and earlier. From version 2.19 (2 Jun 2019), FX Professional requires back end adapters to implement the FX Integration API 3. For documentation on FX Integration API 3 messages, see FX Integration API. |
This section describes the set of subscriptions, messages and fields that allow you to successfully request the details of an order, either into a ticket in order to clone an order, or into a confirmation ticket.
Architecture
For trade types with more just one leg, loading the confirmation ticket from the blotter utilises the blotter record for field values. This is not possible for multi-leg orders as each order is a separate row within the blotter, meaning that you might have a row out of view that is required to load a strategy. For this reason orders and strategy information are loaded from a subscription.
For the back-end adapters, the FXIntegrationAPI consumes the client subscription. The subscription request is handled by an Adapter that instantiates the FXOrdersAdapter object and registers an StrategyDetailsRequestListener (see the FX Integration API documentation for more information on Adapters). The FX Integration API provides a StrategyDetailsCallback which can be used to send the details of the strategy back to the client.
Liberator Subscription
The subscription from the front end should be:
/PRIVATE/ORDERDETAILS/<orderid>(/<suffix>)
The suffix after the order ID is optional.
Liberator mapping will be used to insert the username after the /PRIVATE token, as done for all of our private subjects (blotters, trade channels etc). This ensures that existing view permissions for patterns like "/PRIVATE/%u.*" will apply to the new subject. The username is essential because the adapter must check that the user is entitled to view the details for the requested order ID, otherwise any user with a connection to Liberator would be able to view details for any order in the system.
When the request arrives at the adapter it will look like:
/PRIVATE/<username>/ORDERDETAILS/<orderid>(/<suffix>)
The "small U mapping" (i.e %u rather than %U) is used so that Liberator only maps the username and not the username plus session ID. The config line to add to your rttpd.conf should look like this:
object-map "/PRIVATE/ORDERDETAILS/%1" "/PRIVATE/%u/ORDERDETAILS/%1"
The subscription will return information used for loading the strategy based on the order id. It’s likely that the back end will need to rebuild the structure by getting any child orders or parent order etc.
Subscription Update [s]
In this message, [s] denotes that the message is sent by the server. The FXOrderAdpater must update the message for the subscription described above, this update should contain the following fields.
Fields that are not prefixed with L1_, belong to the strategy.
For each leg on the strategy you will need to provide an additional set of LX_ prefixed fields - where 'X' is number of the leg, L1_ is used in the example below.
| Field Name | Value | Example |
|---|---|---|
CurrencyPair |
The currency pair for all orders in this strategy |
GBPUSD |
StrategyType |
The type of strategy that the user is editing |
SINGLE, OCO, IF-DONE, IF-DONE-OCO |
OrderCount |
The number of orders in the strategy |
3 |
Account |
The account the strategy was submitted on, in the form "<description>|<ID>" |
My Account|Acc1 |
ActivationDate |
What date the strategy should be activated |
GFA or a date in the form 20130606 (GFA=Good From Activation) |
ActivationTime |
What time the strategy should be activated if the ActivationDate was in the format of yyyymmdd |
12:12:12 |
ActivationLocation |
When location should be used to evaluate the time to activate if the ActivationDate was in the format of yyyymmdd |
Usually an entry in the tz database e.g "Europe/London" - see the "TZ" column on this page https://en.wikipedia.org/wiki/List_of_tz_database_time_zones |
ExpirationDate |
What date the strategy should expire |
GTC, GFD, 20130606 GTC=Good Till Cancelled GFD=Good For Day (valid for the current trading day only). |
ExpirationTime |
What time the strategy should be activated if the ExpirationDate was in the format of yyyymmdd |
12:12:12 |
ExpirationLocation |
When location should be used to evaluate the time to expire if the ExpirationDate was in the format of yyyymmdd |
Usually an entry in the tz database e.g "Europe/London" - see the "TZ" column on this page https://en.wikipedia.org/wiki/List_of_tz_database_time_zones |
AlertType |
The types of alerts that should be sent for this strategy |
SMS, EMAIL (comma separated list, zero or more values) |
SubmittedBy |
Who the strategy was submitted by |
|
SubmittedFor |
Who the strategy was submitted for. |
user1@mybnakcom |
| Field Name | Value | Example |
|---|---|---|
L1_OrderID |
The id of the order |
|
L1_ParentID |
The id of the parent order, if there is one |
empty unless this is one of the OCO legs of an If-Done OCO, or the Done leg of an If-Done |
L1_RelatedID |
The id of the related order on the same level as this order |
e.g. the other half of an OCO. Empty for single orders and the parent order in an If-Done OCO |
L1_RelationshipType |
The relationship type of L1_RelatedID |
OCO, or empty if this is a single order |
L1_Amount |
The amount to trade |
100000 |
L1_Filled |
The amount filled so far |
75000 |
L1_Remaining |
The amount remaining |
25000 |
L1_BenchmarkType |
The type of benchmark to fix to, if this is a benchmark order |
ECB, WMR |
L1_BuySell |
The trade direction of the base currency, from the perspective of the user. Valid values: "BUY", "SELL". |
BUY |
L1_DealtCurrency |
The currency that the amount is specified in |
GBP |
L1_ExecutionType |
How this order should be executed |
CALL-ORDER, TAKE-PROFIT, STOP-LOSS, MARKET, BENCHMARK |
L1_FillRate |
The rate at which this order should be filled |
1.1232, or empty if this is a market order |
L1_Status |
The current status of the order |
deactivated |
L1_Remarks |
Comment/remarks by the client |
Call Mike when filled |
L1_AllowedActions |
A containing comma separated list of zero, one or multiple values from this list Orders Solution Brief |
A comman seperated list of actions, see Allowed Actions below |
Allowed Actions
Each order item should send field AllowedActions containing comma separated list of zero, one or multiple values from this list:
| Action | Explanation |
|---|---|
InactiveEdit |
Edit action is NOT executable. |
InactiveDeactivate |
Deactivate button is visible but the action is NOT executable |
InactiveCancel |
Cancel button is visible but the action is NOT executable |
InactiveActivate |
Activate button is visible but the action is NOT executable |
Edit |
Edit action is executable |
Deactivate |
Deactivate button is visible and cancel action is executable |
Cancel |
Cancel button is visible and cancel action is executable |
Activate |
Activate button is visible and cancel action is executable |
Example Update Message for Subscription of an If-Done Strategy
The table below gives an example of the fields that would be sent on the subscription of an If-Done Strategy
| Trade Fields | Leg 1 Fields (Parent Order) | Leg 2 Fields (Child Order) |
|---|---|---|
CurrencyPair=GBPUSD StrategyType=IF-DONE Account=GBP Acct 1|LDN_GBP_ACCT_1 ActivationDate=20130623 ActivationTime=17:00:00 ActivationLocation=Europe/London ExpirationDate=20130624 ExpirationTime=17:00:00 ExpirationLocation=Europe/London SubmittedBy=Trader1 SubmittedFor=Client1 AlertType=SMS,EMAIL OrderCount=2 |
L1_OrderID=54678 L1_ParentID= #EMPTY L1_RelatedID= #EMPTY L1_Amount=10000 L1_Filled=0 L1_Remaining=10000 L1_BenchmarkType= #EMPTY L1_BuySell=BUY L1_DealtCurrency=GBP L1_ExecutionType=TAKE-PROFIT L1_FillRate=1.6500 L1_Status=Working L1_Editable=true L1_Remarks=Please call Mark when this fills L1_AllowedActions=Activate,Edit |
L2_OrderID=54679 L2_ParentID=54678 L2_RelatedID= L2_Amount=10000 L2_Filled=0 L2_Remaining=10000 L2_BenchmarkType= L2_BuySell=SELL L2_DealtCurrency=GBP L2_ExecutionType=TAKE-PROFIT L2_FillRate=1.6300 L2_Status=Accepted L2_Editable=true L2_Remarks=Please call Mark when this fills L2_AllowedActions=Cancel |
See also: