limebrokerage.trading.api

Class Client

java.lang.Object

limebrokerage.trading.api.Client

public class Client
extends java.lang.Object

Interface to trade with a Lime-Brokerage trading-server.

The trading client creates background threads. If a trading client instance is discarded without disconnect being called on it, these threads will linger in the background and prevent you from logging back into the same account.

In general, calls into the trading client will not block and will return immediately. The only exception is if the socket to the trading-server is full. In this case, the call will block until there is enough space in the socket to write all necessary data.

Instances of the trading client are not safe for use by multiple threads. If such synchronization is required, then one should use their own synchronization primitives to ensure this. Calling back into the trading client via a Callback method is never safe, as the client is not re-entrant.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	Client.NotConnectedException Thrown by the trading client to indicate an attempt was made to use it before it successfully connected or after it had disconnected.

Field Summary

Fields

Modifier and Type	Field and Description
static long	CURRENT_EVENT When instantiating a trading client, provide this as the last event-id to indicate you want no replays at all and to start at the current event.
static int	DEFAULT_PORT Default port to use when connecting to the trading-server.
static long	MARKET_PRICE Represents a market price when placing a new order.
static int	PERCENT_SCALE Minimum Trigger Percentage is scaled.
static int	PRICE_SCALE All prices are scaled by this constant.
static long	SAME_PRICE When cancel-replacing, means that the price of the replacement order should remain the same as the original order.
static int	SAME_QUANTITY When cancel-replacing, means that the quantity of the replacement order should remain the same as the original order.

Constructor Summary

Constructors

Constructor and Description
Client(Callback callback, java.lang.String hostname, int port, java.lang.String account, java.lang.String username, java.lang.String password, long lastEventId, boolean cancelOnDisconnect) Connect to a trading-server.

Method Summary

Methods

Modifier and Type	Method and Description
void	cancel(long orderId) Attempt to cancel the specified order.
void	cancelAll() Attempt to cancel all open orders.
void	disconnect() Disconnect from the trading-server.
void	partialCancel(long orderId, int quantityLeft) Attempt to partially cancel the specified order.
void	place(long orderId, int quantity, long price, Side side, java.lang.String symbol, java.lang.String route) Places a new US-Equities order.
void	place(long orderId, int quantity, long price, Side side, java.lang.String symbol, java.lang.String route, OrderOptions options) Places a new US-Equities order.
void	placeAlgo(long orderId, int quantity, long price, Side side, java.lang.String symbol, java.lang.String route, java.lang.String strategy) Places a new Algo order for a US-Equities security.
void	placeAlgo(long orderId, int quantity, long price, Side side, java.lang.String symbol, java.lang.String route, java.lang.String strategy, AlgoOrderOptions options) Places a new Algo order for a US-Equities security.
void	placeUSOptions(long orderId, int quantity, long price, Side side, PositionEffect positionEffect, USOptionsSymbol symbol, java.lang.String route) Places a new US-Options order.
void	placeUSOptions(long orderId, int quantity, long price, Side side, PositionEffect positionEffect, USOptionsSymbol symbol, java.lang.String route, USOptionsOrderOptions options) Places a new US-Options order.
void	placeUSOptionsAlgo(long orderId, int quantity, long price, Side side, PositionEffect positionEffect, USOptionsSymbol symbol, java.lang.String route, java.lang.String strategy) Places a new Algo order for a US-Options security.
void	placeUSOptionsAlgo(long orderId, int quantity, long price, Side side, PositionEffect positionEffect, USOptionsSymbol symbol, java.lang.String route, java.lang.String strategy, USOptionsAlgoOrderOptions options) Places a new Algo order for a US-Options security.
void	replace(long originalOrderId, long orderId, int newQuantity, long newPrice) Cancel-replaces an existing US-Equities order.
void	replace(long originalOrderId, long orderId, int newQuantity, long newPrice, ReplaceOptions options) Cancel-replaces an existing US-Equities order.
void	replaceAlgo(long originalOrderId, long orderId, int newQuantity, long newPrice) Cancel-replaces an existing Algo-US-Equities order.
void	replaceAlgo(long originalOrderId, long orderId, int newQuantity, long newPrice, AlgoReplaceOptions options) Cancel-replaces an existing Algo-US-Equities order.
void	replaceUSOptions(long originalOrderId, long orderId, int newQuantity, long newPrice) Cancel-replaces an existing US-Options order.
void	replaceUSOptionsAlgo(long originalOrderId, long orderId, int newQuantity, long newPrice) Cancel-replaces an existing Algo-US-Options order.
void	replaceUSOptionsAlgo(long originalOrderId, long orderId, int newQuantity, long newPrice, USOptionsAlgoReplaceOptions options) Cancel-replaces an existing Algo-US-Options order.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT_PORT

public static final int DEFAULT_PORT

Default port to use when connecting to the trading-server. Use this constant when instantiating the trading client unless told otherwise.

See Also:

Client(limebrokerage.trading.api.Callback, java.lang.String, int, java.lang.String, java.lang.String, java.lang.String, long, boolean), Constant Field Values

MARKET_PRICE

public static final long MARKET_PRICE

Represents a market price when placing a new order.

See Also:

place(long, int, long, limebrokerage.trading.api.Side, java.lang.String, java.lang.String), placeUSOptions(long, int, long, limebrokerage.trading.api.Side, limebrokerage.trading.api.PositionEffect, limebrokerage.trading.api.USOptionsSymbol, java.lang.String), Constant Field Values

SAME_PRICE

public static final long SAME_PRICE

When cancel-replacing, means that the price of the replacement order should remain the same as the original order.

See Also:

replace(long, long, int, long), replaceUSOptions(long, long, int, long), Constant Field Values

PRICE_SCALE

public static final int PRICE_SCALE

All prices are scaled by this constant. To avoid precision errors, all prices are represented using implicitely scaled integers (rather than floating-point numbers).

See Also:

Constant Field Values

SAME_QUANTITY

public static final int SAME_QUANTITY

When cancel-replacing, means that the quantity of the replacement order should remain the same as the original order.

See Also:

replace(long, long, int, long), replaceUSOptions(long, long, int, long), Constant Field Values

CURRENT_EVENT

public static final long CURRENT_EVENT

When instantiating a trading client, provide this as the last event-id to indicate you want no replays at all and to start at the current event.

See Also:

Client(limebrokerage.trading.api.Callback, java.lang.String, int, java.lang.String, java.lang.String, java.lang.String, long, boolean), Constant Field Values

PERCENT_SCALE

public static final int PERCENT_SCALE

Minimum Trigger Percentage is scaled. To avoid precision errors, all prices are represented using implicitely scaled integers (rather than floating-point numbers).

See Also:

Constant Field Values

Constructor Detail

Client

public Client(Callback callback,
      java.lang.String hostname,
      int port,
      java.lang.String account,
      java.lang.String username,
      java.lang.String password,
      long lastEventId,
      boolean cancelOnDisconnect)

Connect to a trading-server. The connection attempt happens asynchronously and starts as soon as the client is instantiated.

A successful connect results in a onConnect callback, while an unsuccessful connect results in a onDisconnect callback. Note that you may receive either of these callbacks before the constructor even returns. In addition, immediately after onConnect, the trading-server may replay missed events (based on the provided last event-id parameter).

disconnect can be used to disconnect the client after connection, or to abort a connection attempt before it has succeeded.

Parameters:

callback - interface to receive order events

hostname - hostname to connect to

port - port to connect to (DEFAULT_PORT unless told otherwise)

account - account to log into

username - user to use for authentication

password - user password

lastEventId - last event-id received via a callback from a previous client instance (or CURRENT_EVENT if no replaying is desired)

cancelOnDisconnect - whether the trading-server will automatically attempt to cancel any live orders upon a disconnect

Throws:

java.lang.IllegalArgumentException

See Also:

Callback.onConnect(), Callback.onDisconnect(java.lang.String)

Method Detail

disconnect

public void disconnect()

Disconnect from the trading-server. Note this only begins the disconnection process, which happens asynchronously. The onDisconnect callback signals that the client has successfully disconnected. At that point it is safe to dispose of the client as no more callbacks will trigger at that point.

If the client is already disconnected, than this call is a no-op. If the client is attempting to connect, but has not yet successfully connected, this call will abort the connection attempt.

See Also:

Callback.onDisconnect(java.lang.String)

place

public void place(long orderId,
         int quantity,
         long price,
         Side side,
         java.lang.String symbol,
         java.lang.String route)
           throws Client.NotConnectedException

Places a new US-Equities order.

Once placed, the order will either be accepted (designated by an onOrderAck callback), or rejected (designated by an onOrderReject callback). Note that you may receive either of these callbacks before the place call even returns.

Parameters:

orderId - client specified identifier

quantity - desired size of trade

price - desired price of trade (scaled by PRICE_SCALE), or MARKET_PRICE for market orders

side - type of trade

symbol - security to be traded

route - destination venue market

Throws:

java.lang.IllegalArgumentException

Client.NotConnectedException

See Also:

Callback.onOrderAck(long, long, long, limebrokerage.trading.api.AckOptions), Callback.onOrderReject(long, long, java.lang.String)

place

public void place(long orderId,
         int quantity,
         long price,
         Side side,
         java.lang.String symbol,
         java.lang.String route,
         OrderOptions options)
           throws Client.NotConnectedException

Places a new US-Equities order.

Once placed, the order will either be accepted (designated by an onOrderAck callback), or rejected (designated by an onOrderReject callback). Note that you may receive either of these callbacks before the place call even returns.

This method is identical to the version of place without the options parameter, but allows one to specify additional special order options.

Parameters:

orderId - client specified identifier

quantity - desired size of trade

price - desired price of trade (scaled by PRICE_SCALE), or MARKET_PRICE for market orders

side - type of trade

symbol - security to be traded

route - destination venue market

options - desired special options (must not be null)

Throws:

java.lang.IllegalArgumentException

Client.NotConnectedException

See Also:

Callback.onOrderAck(long, long, long, limebrokerage.trading.api.AckOptions), Callback.onOrderReject(long, long, java.lang.String)

placeUSOptions

public void placeUSOptions(long orderId,
                  int quantity,
                  long price,
                  Side side,
                  PositionEffect positionEffect,
                  USOptionsSymbol symbol,
                  java.lang.String route)
                    throws Client.NotConnectedException

Places a new US-Options order.

Once placed, the order will either be accepted (designated by an onOrderAck callback), or rejected (designated by an onOrderReject callback). Note that you may receive either of these callbacks before the placeUSOptions call even returns.

Parameters:

orderId - client specified identifier

quantity - desired size of trade

price - desired price of trade (scaled by PRICE_SCALE), or MARKET_PRICE for market orders

side - type of trade

positionEffect - effect of trade on position

symbol - contract to be traded

route - destination venue market

Throws:

java.lang.IllegalArgumentException

Client.NotConnectedException

See Also:

Callback.onOrderAck(long, long, long, limebrokerage.trading.api.AckOptions), Callback.onOrderReject(long, long, java.lang.String)

placeUSOptions

public void placeUSOptions(long orderId,
                  int quantity,
                  long price,
                  Side side,
                  PositionEffect positionEffect,
                  USOptionsSymbol symbol,
                  java.lang.String route,
                  USOptionsOrderOptions options)
                    throws Client.NotConnectedException

Places a new US-Options order.

Once placed, the order will either be accepted (designated by an onOrderAck callback), or rejected (designated by an onOrderReject callback). Note that you may receive either of these callbacks before the placeUSOptions call even returns.

This method is identical to the version of place without the options parameter, but allows one to specify additional special order options.

Parameters:

orderId - client specified identifier

quantity - desired size of trade

price - desired price of trade (scaled by PRICE_SCALE), or MARKET_PRICE for market orders

side - type of trade

positionEffect - effect of trade on position

symbol - contract to be traded

route - destination venue market

options - desired special options (must not be null)

Throws:

java.lang.IllegalArgumentException

Client.NotConnectedException

See Also:

Callback.onOrderAck(long, long, long, limebrokerage.trading.api.AckOptions), Callback.onOrderReject(long, long, java.lang.String)

placeAlgo

public void placeAlgo(long orderId,
             int quantity,
             long price,
             Side side,
             java.lang.String symbol,
             java.lang.String route,
             java.lang.String strategy)
               throws Client.NotConnectedException

Places a new Algo order for a US-Equities security.

Once placed, the order will either be accepted (designated by an onOrderAck callback), or rejected (designated by an onOrderReject callback). Note that you may receive either of these callbacks before the place call even returns.

Parameters:

orderId - client specified identifier

quantity - desired size of trade

price - desired price of trade (scaled by PRICE_SCALE), or MARKET_PRICE for market orders

side - type of trade

symbol - security to be traded

route - destination venue market

strategy - name of the strategy to execute

Throws:

java.lang.IllegalArgumentException

Client.NotConnectedException

See Also:

Callback.onOrderAck(long, long, long, limebrokerage.trading.api.AckOptions), Callback.onOrderReject(long, long, java.lang.String)

placeAlgo

public void placeAlgo(long orderId,
             int quantity,
             long price,
             Side side,
             java.lang.String symbol,
             java.lang.String route,
             java.lang.String strategy,
             AlgoOrderOptions options)
               throws Client.NotConnectedException

Places a new Algo order for a US-Equities security.

Once placed, the order will either be accepted (designated by an onOrderAck callback), or rejected (designated by an onOrderReject callback). Note that you may receive either of these callbacks before the place call even returns.

This method is identical to the version of place without the options parameter, but allows one to specify additional special order options.

Parameters:

orderId - client specified identifier

quantity - desired size of trade

price - desired price of trade (scaled by PRICE_SCALE), or MARKET_PRICE for market orders

side - type of trade

symbol - security to be traded

route - destination venue market

strategy - name of the strategy to execute

options - desired special options (must not be null)

Throws:

java.lang.IllegalArgumentException

Client.NotConnectedException

See Also:

Callback.onOrderAck(long, long, long, limebrokerage.trading.api.AckOptions), Callback.onOrderReject(long, long, java.lang.String)

placeUSOptionsAlgo

public void placeUSOptionsAlgo(long orderId,
                      int quantity,
                      long price,
                      Side side,
                      PositionEffect positionEffect,
                      USOptionsSymbol symbol,
                      java.lang.String route,
                      java.lang.String strategy)
                        throws Client.NotConnectedException

Places a new Algo order for a US-Options security.

Once placed, the order will either be accepted (designated by an onOrderAck callback), or rejected (designated by an onOrderReject callback). Note that you may receive either of these callbacks before the placeUSOptions call even returns.

Parameters:

orderId - client specified identifier

quantity - desired size of trade

price - desired price of trade (scaled by PRICE_SCALE), or MARKET_PRICE for market orders

side - type of trade

positionEffect - effect of trade on position

symbol - contract to be traded

route - destination venue market

strategy - name of the strategy to execute

Throws:

java.lang.IllegalArgumentException

Client.NotConnectedException

See Also:

Callback.onOrderAck(long, long, long, limebrokerage.trading.api.AckOptions), Callback.onOrderReject(long, long, java.lang.String)

placeUSOptionsAlgo

public void placeUSOptionsAlgo(long orderId,
                      int quantity,
                      long price,
                      Side side,
                      PositionEffect positionEffect,
                      USOptionsSymbol symbol,
                      java.lang.String route,
                      java.lang.String strategy,
                      USOptionsAlgoOrderOptions options)
                        throws Client.NotConnectedException

Places a new Algo order for a US-Options security.

Once placed, the order will either be accepted (designated by an onOrderAck callback), or rejected (designated by an onOrderReject callback). Note that you may receive either of these callbacks before the placeUSOptions call even returns.

This method is identical to the version of place without the options parameter, but allows one to specify additional special order options.

Parameters:

orderId - client specified identifier

quantity - desired size of trade

price - desired price of trade (scaled by PRICE_SCALE), or MARKET_PRICE for market orders

side - type of trade

positionEffect - effect of trade on position

symbol - contract to be traded

route - destination venue market

strategy - name of the strategy to execute

options - desired special options (must not be null)

Throws:

java.lang.IllegalArgumentException

Client.NotConnectedException

See Also:

Callback.onOrderAck(long, long, long, limebrokerage.trading.api.AckOptions), Callback.onOrderReject(long, long, java.lang.String)

replace

public void replace(long originalOrderId,
           long orderId,
           int newQuantity,
           long newPrice)
             throws Client.NotConnectedException

Cancel-replaces an existing US-Equities order. Cancel-replacing is a way to modify order parameters without explicitely cancelling and placing a new order. Lime-Brokerage currently only supports changing the quantity and/or price of an order.

Replaces logically create a new order with a new order-id. Therefore the request requires both the order-id of the original order, and the desired order-id of the replacement order.

Once placed, the replace will either be accepted (designated by an onReplaceAck callback), or rejected (designated by an onReplaceReject callback). If the replace is acked, the original order is dead, and the replacement order is live. If the replace is rejected, the replacement order is dead, and the original order continues to be live (if it was live to begin with). Note that you may receive either of these callbacks before the replace call even returns.

Parameters:

originalOrderId - client identifier of order to be replaced

orderId - client identifier of replacement order

newQuantity - quantity of replacement order (or SAME_QUANTITY if unchanged from original)

newPrice - price of replacement order (scaled by PRICE_SCALE) or SAME_PRICE if unchanged from original

Throws:

Client.NotConnectedException

See Also:

Callback.onReplaceAck(long, long, long, long, limebrokerage.trading.api.AckOptions), Callback.onReplaceReject(long, long, long, java.lang.String)

replace

public void replace(long originalOrderId,
           long orderId,
           int newQuantity,
           long newPrice,
           ReplaceOptions options)
             throws Client.NotConnectedException

Cancel-replaces an existing US-Equities order. Cancel-replacing is a way to modify order parameters without explicitely cancelling and placing a new order. Lime-Brokerage currently only supports changing the quantity and/or price of an order.

Replaces logically create a new order with a new order-id. Therefore the request requires both the order-id of the original order, and the desired order-id of the replacement order.

Once placed, the replace will either be accepted (designated by an onReplaceAck callback), or rejected (designated by an onReplaceReject callback). If the replace is acked, the original order is dead, and the replacement order is live. If the replace is rejected, the replacement order is dead, and the original order continues to be live (if it was live to begin with). Note that you may receive either of these callbacks before the replace call even returns.

This method is identical to the version of replace without the options parameter, but allows one to specify additional special replace options.

Parameters:

originalOrderId - client identifier of order to be replaced

orderId - client identifier of replacement order

newQuantity - quantity of replacement order (or SAME_QUANTITY if unchanged from original)

newPrice - price of replacement order (scaled by PRICE_SCALE) or SAME_PRICE if unchanged from original

options - special options

Throws:

Client.NotConnectedException

See Also:

Callback.onReplaceAck(long, long, long, long, limebrokerage.trading.api.AckOptions), Callback.onReplaceReject(long, long, long, java.lang.String)

replaceUSOptions

public void replaceUSOptions(long originalOrderId,
                    long orderId,
                    int newQuantity,
                    long newPrice)
                      throws Client.NotConnectedException

Cancel-replaces an existing US-Options order. Cancel-replacing is a way to modify order parameters without explicitely cancelling and placing a new order. Lime-Brokerage currently only supports changing the quantity and/or price of an order.

Replaces logically create a new order with a new order-id. Therefore the request requires both the order-id of the original order, and the desired order-id of the replacement order.

Once placed, the replace will either be accepted (designated by an onReplaceAck callback), or rejected (designated by an onReplaceReject callback). If the replace is acked, the original order is dead, and the replacement order is live. If the replace is rejected, the replacement order is dead, and the original order continues to be live (if it was live to begin with). Note that you may receive either of these callbacks before the replaceUSOptions call even returns.

Parameters:

originalOrderId - client identifier of order to be replaced

orderId - client identifier of replacement order

newQuantity - quantity of replacement order (or SAME_QUANTITY if unchanged from original)

newPrice - price of replacement order (scaled by PRICE_SCALE) or SAME_PRICE if unchanged from original

Throws:

Client.NotConnectedException

See Also:

Callback.onReplaceAck(long, long, long, long, limebrokerage.trading.api.AckOptions), Callback.onReplaceReject(long, long, long, java.lang.String)

replaceAlgo

public void replaceAlgo(long originalOrderId,
               long orderId,
               int newQuantity,
               long newPrice)
                 throws Client.NotConnectedException

Cancel-replaces an existing Algo-US-Equities order. Cancel-replacing is a way to modify order parameters without explicitely cancelling and placing a new order. Lime-Brokerage currently only supports changing the quantity and/or price of an order.

Replaces logically create a new order with a new order-id. Therefore the request requires both the order-id of the original order, and the desired order-id of the replacement order.

Once placed, the replace will either be accepted (designated by an onReplaceAck callback), or rejected (designated by an onReplaceReject callback). If the replace is acked, the original order is dead, and the replacement order is live. If the replace is rejected, the replacement order is dead, and the original order continues to be live (if it was live to begin with). Note that you may receive either of these callbacks before the replace call even returns.

Parameters:

originalOrderId - client identifier of order to be replaced

orderId - client identifier of replacement order

newQuantity - quantity of replacement order (or SAME_QUANTITY if unchanged from original)

newPrice - price of replacement order (scaled by PRICE_SCALE) or SAME_PRICE if unchanged from original

Throws:

Client.NotConnectedException

See Also:

Callback.onReplaceAck(long, long, long, long, limebrokerage.trading.api.AckOptions), Callback.onReplaceReject(long, long, long, java.lang.String)

replaceAlgo

public void replaceAlgo(long originalOrderId,
               long orderId,
               int newQuantity,
               long newPrice,
               AlgoReplaceOptions options)
                 throws Client.NotConnectedException

Cancel-replaces an existing Algo-US-Equities order. Cancel-replacing is a way to modify order parameters without explicitely cancelling and placing a new order. Lime-Brokerage currently only supports changing the quantity and/or price of an order.

Replaces logically create a new order with a new order-id. Therefore the request requires both the order-id of the original order, and the desired order-id of the replacement order.

Once placed, the replace will either be accepted (designated by an onReplaceAck callback), or rejected (designated by an onReplaceReject callback). If the replace is acked, the original order is dead, and the replacement order is live. If the replace is rejected, the replacement order is dead, and the original order continues to be live (if it was live to begin with). Note that you may receive either of these callbacks before the replace call even returns.

This method is identical to the version of replace without the options parameter, but allows one to specify additional special replace options.

Parameters:

originalOrderId - client identifier of order to be replaced

orderId - client identifier of replacement order

newQuantity - quantity of replacement order (or SAME_QUANTITY if unchanged from original)

newPrice - price of replacement order (scaled by PRICE_SCALE) or SAME_PRICE if unchanged from original

options - special options

Throws:

Client.NotConnectedException

See Also:

Callback.onReplaceAck(long, long, long, long, limebrokerage.trading.api.AckOptions), Callback.onReplaceReject(long, long, long, java.lang.String)

replaceUSOptionsAlgo

public void replaceUSOptionsAlgo(long originalOrderId,
                        long orderId,
                        int newQuantity,
                        long newPrice)
                          throws Client.NotConnectedException

Cancel-replaces an existing Algo-US-Options order. Cancel-replacing is a way to modify order parameters without explicitely cancelling and placing a new order. Lime-Brokerage currently only supports changing the quantity and/or price of an order.

Replaces logically create a new order with a new order-id. Therefore the request requires both the order-id of the original order, and the desired order-id of the replacement order.

Once placed, the replace will either be accepted (designated by an onReplaceAck callback), or rejected (designated by an onReplaceReject callback). If the replace is acked, the original order is dead, and the replacement order is live. If the replace is rejected, the replacement order is dead, and the original order continues to be live (if it was live to begin with). Note that you may receive either of these callbacks before the replace call even returns.

Parameters:

originalOrderId - client identifier of order to be replaced

orderId - client identifier of replacement order

newQuantity - quantity of replacement order (or SAME_QUANTITY if unchanged from original)

newPrice - price of replacement order (scaled by PRICE_SCALE) or SAME_PRICE if unchanged from original

Throws:

Client.NotConnectedException

See Also:

Callback.onReplaceAck(long, long, long, long, limebrokerage.trading.api.AckOptions), Callback.onReplaceReject(long, long, long, java.lang.String)

replaceUSOptionsAlgo

public void replaceUSOptionsAlgo(long originalOrderId,
                        long orderId,
                        int newQuantity,
                        long newPrice,
                        USOptionsAlgoReplaceOptions options)
                          throws Client.NotConnectedException

Cancel-replaces an existing Algo-US-Options order. Cancel-replacing is a way to modify order parameters without explicitely cancelling and placing a new order. Lime-Brokerage currently only supports changing the quantity and/or price of an order.

Replaces logically create a new order with a new order-id. Therefore the request requires both the order-id of the original order, and the desired order-id of the replacement order.

Once placed, the replace will either be accepted (designated by an onReplaceAck callback), or rejected (designated by an onReplaceReject callback). If the replace is acked, the original order is dead, and the replacement order is live. If the replace is rejected, the replacement order is dead, and the original order continues to be live (if it was live to begin with). Note that you may receive either of these callbacks before the replace call even returns.

This method is identical to the version of replace without the options parameter, but allows one to specify additional special replace options.

Parameters:

originalOrderId - client identifier of order to be replaced

orderId - client identifier of replacement order

newQuantity - quantity of replacement order (or SAME_QUANTITY if unchanged from original)

newPrice - price of replacement order (scaled by PRICE_SCALE) or SAME_PRICE if unchanged from original

options - special options

Throws:

Client.NotConnectedException

See Also:

Callback.onReplaceAck(long, long, long, long, limebrokerage.trading.api.AckOptions), Callback.onReplaceReject(long, long, long, java.lang.String)

cancel

public void cancel(long orderId)
            throws Client.NotConnectedException

Attempt to cancel the specified order. The cancel request can either succeed (resulting in a onCancelAck callback), or fail (possibly resulting in a onCancelReject callback).

Parameters:

orderId - client identifier of the order to cancel

Throws:

Client.NotConnectedException

See Also:

Callback.onCancelAck(long, long), Callback.onCancelReject(long, long, java.lang.String)

partialCancel

public void partialCancel(long orderId,
                 int quantityLeft)
                   throws Client.NotConnectedException

Attempt to partially cancel the specified order. The cancel request can either succeed (resulting in a onPartialCancelAck callback), or fail (possibly resulting in a onCancelReject callback).

Parameters:

orderId - client identifier of the order to cancel

quantityLeft - quantity to remain open

Throws:

Client.NotConnectedException

See Also:

Callback.onPartialCancelAck(long, long, int), Callback.onCancelReject(long, long, java.lang.String)

cancelAll

public void cancelAll()
               throws Client.NotConnectedException

Attempt to cancel all open orders. This request is the equivalent of calling cancel on every open order (though done directly on the trading-server).

The cancel requests can fail or succeed on an individual order basis, so one will receive a sequence of onCancelAck and possibly onCancelReject callbacks for every open order in response to this request.

Throws:

Client.NotConnectedException

See Also:

Callback.onCancelAck(long, long), Callback.onCancelReject(long, long, java.lang.String)