Record Class ExecutionReport

java.lang.Object
java.lang.Record
com.quantfinlib.fix.ExecutionReport
public record ExecutionReport(String orderId, String execId, char execType, char ordStatus, String clOrdId, String symbol, Side side, double lastQty, double lastPrice, double cumQty, double leavesQty, double avgPrice) extends Record
Typed view of a FIX ExecutionReport (35=8) — the venue's answer to an order: acknowledgement, fill, or rejection.

  • Field Details

  • Constructor Details

    • ExecutionReport

      public ExecutionReport(String orderId, String execId, char execType, char ordStatus, String clOrdId, String symbol, Side side, double lastQty, double lastPrice, double cumQty, double leavesQty, double avgPrice)
      Creates an instance of a ExecutionReport record class.
      Parameters:
      orderId - the value for the orderId record component
      execId - the value for the execId record component
      execType - the value for the execType record component
      ordStatus - the value for the ordStatus record component
      clOrdId - the value for the clOrdId record component
      symbol - the value for the symbol record component
      side - the value for the side record component
      lastQty - the value for the lastQty record component
      lastPrice - the value for the lastPrice record component
      cumQty - the value for the cumQty record component
      leavesQty - the value for the leavesQty record component
      avgPrice - the value for the avgPrice record component

  • Method Details

    • isFill

      public boolean isFill()

    • accepted

      public static ExecutionReport accepted(NewOrderSingle order, String orderId, String execId)
      Venue-side convenience: acknowledge a new order.

    • filled

      public static ExecutionReport filled(NewOrderSingle order, String orderId, String execId, double fillPrice)
      Venue-side convenience: full fill at one price.

    • canceled

      public static ExecutionReport canceled(OrderCancelRequest request, String orderId, String execId, double cumQty)
      Venue-side convenience: confirm a cancel (cumQty already executed).

    • replaced

      public static ExecutionReport replaced(OrderCancelReplaceRequest request, String orderId, String execId, double cumQty)
      Venue-side convenience: confirm a cancel/replace with the new working quantity.

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. Reference components are compared with Objects::equals(Object,Object); primitive components are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • orderId

      public String orderId()
      Returns the value of the orderId record component.
      Returns:
      the value of the orderId record component

    • execId

      public String execId()
      Returns the value of the execId record component.
      Returns:
      the value of the execId record component

    • execType

      public char execType()
      Returns the value of the execType record component.
      Returns:
      the value of the execType record component

    • ordStatus

      public char ordStatus()
      Returns the value of the ordStatus record component.
      Returns:
      the value of the ordStatus record component

    • clOrdId

      public String clOrdId()
      Returns the value of the clOrdId record component.
      Returns:
      the value of the clOrdId record component

    • symbol

      public String symbol()
      Returns the value of the symbol record component.
      Returns:
      the value of the symbol record component

    • side

      public Side side()
      Returns the value of the side record component.
      Returns:
      the value of the side record component

    • lastQty

      public double lastQty()
      Returns the value of the lastQty record component.
      Returns:
      the value of the lastQty record component

    • lastPrice

      public double lastPrice()
      Returns the value of the lastPrice record component.
      Returns:
      the value of the lastPrice record component

    • cumQty

      public double cumQty()
      Returns the value of the cumQty record component.
      Returns:
      the value of the cumQty record component

    • leavesQty

      public double leavesQty()
      Returns the value of the leavesQty record component.
      Returns:
      the value of the leavesQty record component

    • avgPrice

      public double avgPrice()
      Returns the value of the avgPrice record component.
      Returns:
      the value of the avgPrice record component