orderconst

Documentation

Index

• type OrderAction
  • func (oa OrderAction) String() string
• type OrderEvent
  • func (oe OrderEvent) String() string
• type OrderExchange
  • func (oe OrderExchange) String() string
• type OrderExpiry
  • func (oe OrderExpiry) String() string
• type OrderInt8
  • func (v OrderInt8) String() string
• type OrderSpecialInstructions
  • func (osi OrderSpecialInstructions) String() string
• type OrderType
  • func (ot OrderType) String() string

Types

type OrderAction

type OrderAction int

OrderAction defines actions available for an order (buytoopen/selltoopen/etc)

const (
	InvalidOrderAction OrderAction = iota
	BuyToOpen
	BuyToClose
	SellToOpen
	SellToClose
)

enumeration values for OrderAction

func (OrderAction) String

func (oa OrderAction) String() string

type OrderEvent

type OrderEvent int

OrderEvent represents an Order Event that arrives from brokerage

const (
	OrderEventInvalid OrderEvent = iota
	OrderEventNil
	OrderBroken          // After an order was filled, the trade is reversed or "Broken" and the order is changed to Canceled.
	OrderManualExecution // The order is manually entered (and filled) by the broker.  Usually due to some system issue.
	OrderActivation      // A Stop order has been Activated
	OrderCancelReplace   // A request to modify an order (Cancel/Replace) has been received (You will also get a UROUT for the original order)
	OrderCancel          // A request to cancel an order has been received
	OrderEntry           // A new order has been submitted
	OrderFill            // An order has been completely filled
	OrderPartialFill     // An order has been partial filled
	OrderRejection       // An order was rejected
	OrderTooLateToCancel // A request to cancel an order has been received but the order cannot be canceled either because it was already canceled, filled, or for some other reason
	OrderOut             // Indicates "You Are Out" - that the order has been canceled
)

Order event values

func (OrderEvent) String

func (oe OrderEvent) String() string

type OrderExchange

type OrderExchange int

OrderExchange defines type to handle exchanges to which to send the order to

const (
	Auto OrderExchange = iota
	ISEX
	CBOE
	AMEX
	PHLX
	PACX
	BOSX
)

enumerations for OrderExchange

func (OrderExchange) String

func (oe OrderExchange) String() string

type OrderExpiry

type OrderExpiry int

OrderExpiry defines expiration types of an order (day/gtc)

const (
	InvalidOrderExpiry OrderExpiry = iota
	Day
	GTC
)

enumeration values for OrderExpiry

func (OrderExpiry) String

func (oe OrderExpiry) String() string

type OrderInt8

type OrderInt8 int8

OrderInt8 is used to return string value "" if the value is 0, otherwise it returns the string value of the int

func (OrderInt8) String

func (v OrderInt8) String() string

String returns the string of v. if the value is 0 return "", otherwise it returns the string value of the int

type OrderSpecialInstructions

type OrderSpecialInstructions int

OrderSpecialInstructions define special instruction for order, such as fill or kill, all or none

const (
	None OrderSpecialInstructions = iota //none
	Fok                                  //fill or kill
	Aon                                  // all or none
)

enumerations for OrderSpecialInstructions

func (OrderSpecialInstructions) String

func (osi OrderSpecialInstructions) String() string

type OrderType

type OrderType int

OrderType defines type of order (ie Limit/market/etc)

const (
	InvalidOrderType OrderType = iota
	Limit
	Market
	StopMarket
	StopLimit
)

enumerations values for OrderType

func (OrderType) String

func (ot OrderType) String() string