com.caplin.motif.fx.trading.orders.submission

Class ExpirationDate

java.lang.Object

com.caplin.motif.fx.trading.orders.submission.OrderValidityDate

com.caplin.motif.fx.trading.orders.submission.ExpirationDate

public class ExpirationDate
extends OrderValidityDate

The date an order should expire. This can be a recognised string from a backend trading system just as GFD (Good for Day) or can be a date and time with a location or UTC offset.

Field Summary

Fields

Modifier and Type	Field and Description
static ExpirationDate	FOK An instance of ExpirationDate that represents Fill or Kill.
static ExpirationDate	GFD An instance of ExpirationDate that represents Good for Day.
static ExpirationDate	GTC An instance of ExpirationDate that represents Good til Canceled.
static ExpirationDate	IOC An instance of ExpirationDate that represents Immediate or Cancel.

Fields inherited from class com.caplin.motif.fx.trading.orders.submission.OrderValidityDate

DATE_PATTERN, dateStr, datetime, isLocal, LOCAL, location, offset, timeStr, ZEROED_OFFSET

Constructor Summary

Constructors

Constructor and Description
ExpirationDate(String date, String time, String location, String offset) Constructs a GTD (Good til Date) ExpirationDate which represents a specific date, time and location.

Method Summary

Methods

Modifier and Type	Method and Description
boolean	isFillOrKill() A 'Fill or Kill' expiration means that the order must immediately be fully filled by the backend trading system, or it should be canceled.
boolean	isGoodForDay() A 'Good For Day' expiration means that the order should stay in effect until the end of the trading day, at which point the order should be canceled by the back end system.
boolean	isGoodTillCanceled() A 'Good Till Canceled' expiration means that the order should stay in effect until the client decides to cancel it.
boolean	isGoodTillDate() A 'Good Till Date' expiration means that the order should stay in effect until the date and time specified by the client.
boolean	isImmediateOrCancel() An 'Immediate or Cancel' expiration means that the order must be at least immediately partially filled by the backend trading system, or it should be cancelled.
String	toString()

Methods inherited from class com.caplin.motif.fx.trading.orders.submission.OrderValidityDate

equals, getDateAsString, getDateTime, getLocation, getOffset, getTimeAsString, hashCode, isLocal, parse

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Field Detail

GTC

public static final ExpirationDate GTC

An instance of ExpirationDate that represents Good til Canceled.

GFD

public static final ExpirationDate GFD

An instance of ExpirationDate that represents Good for Day.

FOK

public static final ExpirationDate FOK

An instance of ExpirationDate that represents Fill or Kill.

IOC

public static final ExpirationDate IOC

An instance of ExpirationDate that represents Immediate or Cancel.

Constructor Detail

ExpirationDate

public ExpirationDate(String date,
              String time,
              String location,
              String offset)
               throws OrderConfigurationException

Constructs a GTD (Good til Date) ExpirationDate which represents a specific date, time and location. If you don't want a GTD expiration date, you can use one of the static instances provided as fields on this class:

• GTC
• GFD
• FOK
• IOC

Parameters:

date - The date as string in the format "YYYYMMDD".

time - The time as string in the format "HH:MM:SS".

location - The location pertaining to the date and time the order should expire. This can either be an entry in the tz database such as "Europe/London", or the string "LOCAL" (OrderValidityDate.LOCAL).

offset - The UTC offset if the location was specified as "LOCAL", i.e local to the user. If a specific location is provided then this value must be null, because the offset can be inferred from the date, time and location.

Throws:

OrderConfigurationException - If any of the criteria specified by OrderValidityDate.parse(String, String, String, String) are not met. In particular, make sure you only provide a location or an offset, but not both. One of those two parameters must be null, or an exception will be thrown.

Method Detail

isGoodTillCanceled

public boolean isGoodTillCanceled()

A 'Good Till Canceled' expiration means that the order should stay in effect until the client decides to cancel it.

Returns:

A boolean representing whether or not the expiration of the order is 'Good Till Canceled' (GTC)

isGoodForDay

public boolean isGoodForDay()

A 'Good For Day' expiration means that the order should stay in effect until the end of the trading day, at which point the order should be canceled by the back end system.

Returns:

A boolean representing whether or not the expiration date is 'Good For Day' (GFD)

isGoodTillDate

public boolean isGoodTillDate()

A 'Good Till Date' expiration means that the order should stay in effect until the date and time specified by the client. s

Returns:

A boolean representing whether or not the expiration date is 'Good Till Date' (GTD)

isFillOrKill

public boolean isFillOrKill()

A 'Fill or Kill' expiration means that the order must immediately be fully filled by the backend trading system, or it should be canceled.

Returns:

A boolean representing whether or not the expiration date is 'Fill or Kill' (FOK)

isImmediateOrCancel

public boolean isImmediateOrCancel()

An 'Immediate or Cancel' expiration means that the order must be at least immediately partially filled by the backend trading system, or it should be cancelled.

Returns:

A boolean representing whether or not the expiration date is 'Immediate or Cancel' (IOC)

toString

public String toString()

Overrides:

toString in class OrderValidityDate