Classes to manage trade information and creates order.

Data.

Trade package class diagram
Trade package class diagram

OrderCreationResultDTO.

OrderCreationResultDTO is returned after an order is created. It contains either the order id or the error message.

Field Description
orderId Order ID (filled if order creation is successful)
errorMessage Error message (filled if order creation failed)
exception Exception (filled if order creation failed)

OrderDTO.

OrderDTO represents order information from the exchange. A market order is a request by an investor to buy or sell in the current market.

Field Description
type Order type i.e. bid or ask
originalAmount Amount to be ordered / amount that was ordered
currencyPair The currency pair
id An identifier set by the exchange that uniquely identifies the order
userReference An identifier provided by the user on placement that uniquely identifies the order
timestamp The timestamp on the order according to the exchange’s server, null if not provided
status Status of order during it lifecycle
cumulativeAmount Amount to be ordered / amount that has been matched against order on the order book/filled
averagePrice Weighted Average price of the fills in the order
fee The total of the fees incurred for all transactions related to this order
leverage The leverage to use for margin related to this order
limitPrice The limit price

OrderTypeDTO.

OrderTypeDTO describes the different types of order.

Field Description
BID Buying order
ASK Selling order

OrderStatusDTO.

OrderStatusDTO describes the different status of an order.

Field Description
PENDING_NEW Initial order when instantiated
NEW Initial order when placed on the order book at exchange
PARTIALLY_FILLED Partially match against opposite order on order book at exchange
FILLED Fully match against opposite order on order book at exchange
PENDING_CANCEL Waiting to be removed from order book at exchange
PARTIALLY_CANCELED Order was partially canceled at exchange
CANCELED Removed from order book at exchange
PENDING_REPLACE Waiting to be replaced by another order on order book at exchange
REPLACED Order has been replace by another order on order book at exchange
STOPPED Order has been triggered at stop price
REJECTED Order has been rejected by exchange and not place on order book
EXPIRED Order has expired it’s time to live or trading session and been removed from order book
UNKNOWN The exchange returned a state which is not in the exchange’s API documentation. The state of the order cannot be confirmed

Service.

Trade service.

Trade service and its XChange implementation :

Method Description
createBuyMarketOrder() Creates a buy market order
createSellMarketOrder() Creates a sell market order
createBuyLimitOrder() Creates a buy limit order
createSellLimitOrder() Creates a sell limit order
getOpenOrderByOrderId() Get an open order by its id
getOpenOrders() Get open orders
cancelOrder() Cancel order

This service uses org.knowm.xchange.service.trade.TradeService.