Trading-Objects-and-Constants

:chart: All content on this page is relevant for [[Trading Terminal]] only.

NOTE: If you use TypeScript - you can import this constants/interfaces/types from broker-api.d.ts file.

Broker Configuration

configFlags: object

This is an object that should be passed in the constuctor of the Trading Terminal to [[brokerConfig|Widget-Constructor#brokerConfig]]. Each field should have a boolean value (true/false):

  • supportReversePosition

    Broker supports reverse of a position.
    If it is not supported by broker, Chart will have the reverse button, but it will place a reverse order.

  • supportClosePosition

    Broker supports close of a position.
    If it is not supported by broker, Chart will have the close button, but it will place a close order.

  • supportReducePosition

    Broker supports changing of a position without orders.

  • supportPLUpdate

    Broker provides PL for a position. If the broker calculates profit/loss by itself it should call [[plUpdate|Trading-Host#plupdatepositionid-pl]] as soon as PL is changed. Otherwise Chart will calculate PL as a difference between current trade and an average price of the position.

  • supportOrderBrackets

    Broker supports brackets (take profit and stop loss) for orders. If this flag is true the Chart will display additional fields in the order ticket and Modify button on a chart and in the Account Manager.

  • supportPositionBrackets

    Broker supports brackets (take profit and stop loss orders) for positions. If this flag is true the Chart will display an Edit button for positions and add Edit position... to the context menu of a position.

  • supportTradeBrackets

    Broker supports brackets for single trades (take profit and stop loss orders). If this flag is true the Chart will display an Edit button for trades (individual positions) and add Edit position... to the context menu of a trade.

  • supportTrades

    Broker supports individual positions (trades). If it is set to true, there will be two tabs in the Account Manager - Individual Positions and Net Positions.

  • requiresFIFOCloseTrades

    Trading account requires closing of trades in FIFO order.

  • supportCloseTrade

    Individual positions (trades) can be closed.

  • supportMultiposition

    Supporting multiposition prevents creating default implementation for reverse position.

  • showQuantityInsteadOfAmount

    This flag can be used to change "Amount" to "Quantity" in the order dialog

  • supportLevel2Data

    Level2 data is used for DOM widget. subscribeDepth and unsubscribeDepth should be implemented.

  • supportStopLimitOrders

    This flag adds stop-limit orders type to the order dialog.

  • supportMarketBrackets
    Using this flag you can disable brackets for market orders. By default it is enabled.

  • supportModifyDuration
    Using this flag you can enable modification of the duration of the existing order. By default it is disabled.

durations: array of objects

List of expiration options of orders. It is optional. Do not set it if you don't want the durations to be displayed in the order ticket.
The objects have two kes: { name, value }.

Example:

durations: [{ name: 'DAY', value: 'DAY' }, { name: 'GTC', value: 'GTC' }]

customNotificationFields: array of strings

Optional field. You can use it if you have custom fields in orders or positions that should be taken into account when showing notifications.

For example, if you have field additionalType in orders and you want the chart to show a notification when it is changed, you should set:

customNotificationFields: ['additionalType']

Order

Describes a single order.

  • id : String
  • symbol : String
  • brokerSymbol : String. Can be empty if broker symbol is the same as TV symbol.
  • type : [[OrderType|Trading-Objects-and-Constants#ordertype]]
  • side : [[Side|Trading-Objects-and-Constants#side]]
  • qty : Double
  • status : [[OrderStatus|Trading-Objects-and-Constants#orderstatus]]
  • limitPrice : double
  • stopPrice : double
  • avgPrice : double
  • filledQty : double
  • parentId : String. If order is a bracket parentOrderId should contain base order/position id.
  • parentType: [[ParentType|Trading-Objects-and-Constants#parenttype]]
  • duration: [[OrderDuration|Trading-Objects-and-Constants#duration]]

Position

Describes a single position.

  • id: String. Usually id should be equal to brokerSymbol
  • symbol : String
  • brokerSymbol : String. Can be empty if broker symbol is the same as TV symbol.
  • qty : positive number
  • side: [[Side|Trading-Objects-and-Constants#side]]
  • avgPrice : number

Trade

Describes a single trade (individual position).

  • id: String. Usually id should be equal to brokerSymbol
  • symbol : String
  • date: number (UNIX timestamp in milliseconds)
  • brokerSymbol : String. Can be empty if broker symbol is the same as TV symbol.
  • qty : Double positive
  • side: [[Side|Trading-Objects-and-Constants#side]]
  • price : number

Execution

Describes a single execution. Execution is a mark on a chart that displays trade information.

  • symbol : String
  • brokerSymbol : String. Can be empty if broker symbol is the same as TV symbol.
  • price : number
  • time: Date
  • side : [[Side|Trading-Objects-and-Constants#side]]
  • qty : number

ActionMetainfo

Describes a single action to put it into a dropdown or a context menu. It is a structure.

  • text : String
  • checkable : Boolean. Set it to true if you need a checkbox.
  • checked : Boolean. Value of the checkbox.
  • enabled: Boolean
  • action: function. Action is executed when user clicks the item. It has 1 argument - value of the checkbox if exists.

OrderType

Number constants to describe an order status.

OrderType.Limit = 1
OrderType.Market = 2
OrderType.Stop = 3
OrderType.StopLimit = 4

Side

Number constants to describe an order/execution side.

Side.Buy = 1
Side.Sell = -1

ParentType

Number constants to describe a bracket owner.

ParentType.Order = 1
ParentType.Position = 2

OrderStatus

Number constants to describe an order status.

OrderStatus.Canceled = 1 # order is canceled
OrderStatus.Filled = 2 # order is fully executed
OrderStatus.Inactive = 3 # bracket order is created but waiting for a base order to be filled
OrderStatus.Placing = 4 # order is not created on a broker side yet
OrderStatus.Rejected = 5 # order is rejected for some reason
OrderStatus.Working = 6 # order is created but not executed yet

OrderDuration

Duration or expiration of an order.

  • type: string identifier from the list that you passes to [[durations|Trading-Objects-and-Constants#durations]]
  • datetime: number

DOMEObject

Object that describes a single DOME response.

  • snapshot: Boolean
    Positive value means that previous data should be cleaned

  • asks: array of DOMELevel sorted by price ascendingly

  • bids: array of DOMELevel sorted by price ascendingly

DOMELevel

Single DOME price level object.

  • price: double
  • volume: double

OrderTicketFocusControl

Number constants to set focus when you open standard Order dialog or Position dialog.

OrderTicketFocusControl.StopLoss = 1 # focus stop loss control
OrderTicketFocusControl.StopPrice = 2 # focus stop price for StopLimit orders
OrderTicketFocusControl.TakeProfit = 3 # focus take profit control

Brackets

stopLoss: double

takeProfit: double

Formatter

An object with format method that can be used to format number to string.

最后編輯于
?著作權歸作者所有,轉載或內容合作請聯系作者
平臺聲明:文章內容(如有圖片或視頻亦包括在內)由作者上傳并發布,文章內容僅代表作者本人觀點,簡書系信息發布平臺,僅提供信息存儲服務。
  • 序言:七十年代末,一起剝皮案震驚了整個濱河市,隨后出現的幾起案子,更是在濱河造成了極大的恐慌,老刑警劉巖,帶你破解...
    沈念sama閱讀 229,565評論 6 539
  • 序言:濱河連續發生了三起死亡事件,死亡現場離奇詭異,居然都是意外死亡,警方通過查閱死者的電腦和手機,發現死者居然都...
    沈念sama閱讀 99,115評論 3 423
  • 文/潘曉璐 我一進店門,熙熙樓的掌柜王于貴愁眉苦臉地迎上來,“玉大人,你說我怎么就攤上這事。” “怎么了?”我有些...
    開封第一講書人閱讀 177,577評論 0 382
  • 文/不壞的土叔 我叫張陵,是天一觀的道長。 經常有香客問我,道長,這世上最難降的妖魔是什么? 我笑而不...
    開封第一講書人閱讀 63,514評論 1 316
  • 正文 為了忘掉前任,我火速辦了婚禮,結果婚禮上,老公的妹妹穿的比我還像新娘。我一直安慰自己,他們只是感情好,可當我...
    茶點故事閱讀 72,234評論 6 410
  • 文/花漫 我一把揭開白布。 她就那樣靜靜地躺著,像睡著了一般。 火紅的嫁衣襯著肌膚如雪。 梳的紋絲不亂的頭發上,一...
    開封第一講書人閱讀 55,621評論 1 326
  • 那天,我揣著相機與錄音,去河邊找鬼。 笑死,一個胖子當著我的面吹牛,可吹牛的內容都是我干的。 我是一名探鬼主播,決...
    沈念sama閱讀 43,641評論 3 444
  • 文/蒼蘭香墨 我猛地睜開眼,長吁一口氣:“原來是場噩夢啊……” “哼!你這毒婦竟也來了?” 一聲冷哼從身側響起,我...
    開封第一講書人閱讀 42,822評論 0 289
  • 序言:老撾萬榮一對情侶失蹤,失蹤者是張志新(化名)和其女友劉穎,沒想到半個月后,有當地人在樹林里發現了一具尸體,經...
    沈念sama閱讀 49,380評論 1 335
  • 正文 獨居荒郊野嶺守林人離奇死亡,尸身上長有42處帶血的膿包…… 初始之章·張勛 以下內容為張勛視角 年9月15日...
    茶點故事閱讀 41,128評論 3 356
  • 正文 我和宋清朗相戀三年,在試婚紗的時候發現自己被綠了。 大學時的朋友給我發了我未婚夫和他白月光在一起吃飯的照片。...
    茶點故事閱讀 43,319評論 1 371
  • 序言:一個原本活蹦亂跳的男人離奇死亡,死狀恐怖,靈堂內的尸體忽然破棺而出,到底是詐尸還是另有隱情,我是刑警寧澤,帶...
    沈念sama閱讀 38,879評論 5 362
  • 正文 年R本政府宣布,位于F島的核電站,受9級特大地震影響,放射性物質發生泄漏。R本人自食惡果不足惜,卻給世界環境...
    茶點故事閱讀 44,548評論 3 348
  • 文/蒙蒙 一、第九天 我趴在偏房一處隱蔽的房頂上張望。 院中可真熱鬧,春花似錦、人聲如沸。這莊子的主人今日做“春日...
    開封第一講書人閱讀 34,970評論 0 28
  • 文/蒼蘭香墨 我抬頭看了看天上的太陽。三九已至,卻和暖如春,著一層夾襖步出監牢的瞬間,已是汗流浹背。 一陣腳步聲響...
    開封第一講書人閱讀 36,229評論 1 291
  • 我被黑心中介騙來泰國打工, 沒想到剛下飛機就差點兒被人妖公主榨干…… 1. 我叫王不留,地道東北人。 一個月前我還...
    沈念sama閱讀 52,048評論 3 397
  • 正文 我出身青樓,卻偏偏與公主長得像,于是被迫代替她去往敵國和親。 傳聞我的和親對象是個殘疾皇子,可洞房花燭夜當晚...
    茶點故事閱讀 48,285評論 2 376

推薦閱讀更多精彩內容