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Trading-Objects-and-Constants

Trading-Objects-and-Constants

作者: yzw0921 | 来源:发表于2017-12-27 23:20 被阅读0次

    :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.

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