Use OANDA order classes instead of our own

build.gradle

@@ -26,6 +26,7 @@ dependencies {
     implementation 'commons-cli:commons-cli:1.4'
     implementation 'joda-time:joda-time:2.9.9'
     implementation 'com.fasterxml.jackson.datatype:jackson-datatype-joda:2.9.5'
+    implementation 'com.oanda.v20:v20:3.0.25'
 }
 
 repositories {

src/main/java/DebugTradingManager.java

@@ -1,7 +1,10 @@
+import java.math.BigDecimal;
+
+import org.joda.time.DateTime;
 import org.slf4j.Logger;
 import org.slf4j.LoggerFactory;
 
-import ats.orders.OrderRequest;
+import ats.orders.OrderReply;
 
 
 /**
@@ -9,6 +12,19 @@ import ats.orders.OrderRequest;
  */
 public class DebugTradingManager implements TradingManager {
     static final Logger log = LoggerFactory.getLogger("DebugTradingManager");
+    static int orderID = 1;
+    private EsperProcessor processor;
+
+
+    public DebugTradingManager() {
+    }
+
+    /**
+     * Set the Esper processor for this trading manager.
+     */
+    public void setProcessor(EsperProcessor processor) {
+        this.processor = processor;
+    }
 
     /**
      * Place an order request.

src/main/java/EsperProcessor.java

@@ -2,18 +2,20 @@ import java.util.Arrays;
 import java.util.stream.Collectors;
 
 import com.espertech.esper.client.Configuration;
+import com.espertech.esper.client.EPOnDemandPreparedQueryParameterized;
+import com.espertech.esper.client.EPOnDemandQueryResult;
 import com.espertech.esper.client.EPServiceProvider;
 import com.espertech.esper.client.EPServiceProviderManager;
 import com.espertech.esper.client.EPStatement;
 import com.espertech.esper.client.StatementAwareUpdateListener;
 import com.espertech.esper.client.UpdateListener;
+import com.espertech.esper.client.soda.EPStatementObjectModel;
 import com.espertech.esper.client.time.CurrentTimeEvent;
 
 import org.joda.time.DateTime;
 import org.slf4j.Logger;
 import org.slf4j.LoggerFactory;
 
-import ats.orders.MarketOrderRequest;
 import ats.plugin.OHLCEvent;
 import ats.plugin.OHLCPlugInViewFactory;
 
@@ -26,6 +28,7 @@ public class EsperProcessor implements TickProcessor {
 
     public EsperProcessor(String epl, TradingManager trader) {
         this.trader = trader;
+        trader.setProcessor(this);
         Configuration config = new Configuration();
 
         // disable esper's internal clock.  we use tick data for our
@@ -196,6 +199,39 @@ public class EsperProcessor implements TickProcessor {
         return statement;
     }
 
+    /**
+     * Add a single fire and forget EPL statement to the Esper engine.
+     */
+    public void executeQuery(String query) {
+        // EPStatement statement = engine.getEPAdministrator().create(query);
+        // log.debug("Adding query: {}", statement.getText());
+
+        EPOnDemandQueryResult result = engine.getEPRuntime().executeQuery(query);
+        log.info(result.toString());
+    }
+
+    /**
+     * Add a single fire and forget EPL statement to the Esper engine.
+     */
+    public void executeQuery(EPStatementObjectModel query) {
+        // EPStatement statement = engine.getEPAdministrator().create(query);
+        // log.debug("Adding query: {}", statement.getText());
+
+        EPOnDemandQueryResult result = engine.getEPRuntime().executeQuery(query);
+        log.info(result.toString());
+    }
+
+    /**
+     * Add a single fire and forget EPL statement to the Esper engine.
+     */
+    public void executeQuery(EPOnDemandPreparedQueryParameterized query) {
+        // EPStatement statement = engine.getEPAdministrator().create(query);
+        // log.debug("Adding query: {}", statement.getText());
+
+        EPOnDemandQueryResult result = engine.getEPRuntime().executeQuery(query);
+        log.info(result.toString());
+    }
+
     /**
      * Send a single TickEvent to Esper.
      */

src/main/java/OANDATradingManager.java

@@ -1,16 +1,28 @@
-import java.io.BufferedReader;
+import java.math.BigDecimal;
-import java.io.DataOutputStream;
-import java.io.IOException;
-import java.io.InputStream;
-import java.io.InputStreamReader;
-import java.net.HttpURLConnection;
-import java.net.URL;
-import java.nio.charset.StandardCharsets;
 
+import com.google.gson.Gson;
+import com.google.gson.GsonBuilder;
+import com.oanda.v20.Context;
+import com.oanda.v20.ExecuteException;
+import com.oanda.v20.RequestException;
+import com.oanda.v20.account.AccountID;
+import com.oanda.v20.order.MarketOrderRequest;
+import com.oanda.v20.order.Order;
+import com.oanda.v20.order.OrderAdapter;
+import com.oanda.v20.order.OrderCreateRequest;
+import com.oanda.v20.order.OrderCreateResponse;
+import com.oanda.v20.transaction.OrderCancelReason;
+import com.oanda.v20.transaction.OrderCancelTransaction;
+import com.oanda.v20.transaction.OrderFillTransaction;
+import com.oanda.v20.transaction.Transaction;
+import com.oanda.v20.transaction.TransactionAdapter;
+
+import org.joda.time.DateTime;
 import org.slf4j.Logger;
 import org.slf4j.LoggerFactory;
 
-import ats.orders.OrderRequest;
+import ats.orders.OrderReply;
+
 
 /**
  * OANDATradingManager manages orders via the OANDA API.
@@ -18,6 +30,7 @@ import ats.orders.OrderRequest;
 public class OANDATradingManager implements TradingManager {
     static final Logger log = LoggerFactory.getLogger("OANDATradingManager");
     private Config config;
+    private EsperProcessor processor;
 
 
     /**
@@ -27,73 +40,82 @@ public class OANDATradingManager implements TradingManager {
     public OANDATradingManager(Config config) {
         this.config = config;
     }
-    
+
     /**
-     * Place an order request.
+     * Set the Esper processor for this trading manager.
      */
-	@Override
+    public void setProcessor(EsperProcessor processor) {
-	public void placeOrder(OrderRequest order) {
+        this.processor = processor;
-        log.info("Placing order: {}", order);
+    }
 
+    /**
+     * Place an order request to open a new position.
+     */
+    @Override
+    public OrderReply openPosition(String instrument, BigDecimal requestUnits) {
         try {
-            String orderJSON = order.toJSON();
+            MarketOrderRequest orderRequest = new MarketOrderRequest();
-            byte[] postData = orderJSON.getBytes(StandardCharsets.UTF_8);
+            orderRequest.setInstrument(instrument);
-            int postDataLength = postData.length;
+            orderRequest.setUnits(requestUnits);
 
-            URL url = new URL(orderURL());
+            OrderCreateRequest createRequest = new OrderCreateRequest(new AccountID(config.accountID()));
+            createRequest.setOrder(orderRequest);
 
-            HttpURLConnection conn = (HttpURLConnection)url.openConnection();
+			OrderCreateResponse response = getContext().order.create(createRequest);
-            conn.setDoOutput(true);
-            conn.setInstanceFollowRedirects(false);
-            conn.setRequestMethod("POST");
-            conn.setRequestProperty("Content-Type", "application/json");
-            conn.setRequestProperty("charset", "utf-8");
-            conn.setRequestProperty("Content-Length", Integer.toString(postDataLength));
-            conn.setRequestProperty("Authorization", "Bearer " + config.accessToken());
-            conn.setUseCaches(false);
 
-            try (DataOutputStream dos = new DataOutputStream(conn.getOutputStream())) {
+            Gson gson = new GsonBuilder()
-                dos.write(postData);
+                .setPrettyPrinting()
-                dos.flush();
+                .registerTypeAdapter(Order.class, new OrderAdapter())
-                dos.close();
+                .registerTypeAdapter(Transaction.class, new TransactionAdapter())
+                .create();
+
+            // log.info(gson.toJson(response));
+
+            // Transaction create = response.getOrderCreateTransaction();
+            // log.info(create.toString());
+
+            OrderFillTransaction fill = response.getOrderFillTransaction();
+            // log.info(fill.toString());
+
+            if (fill == null) {
+                OrderCancelTransaction cancel = response.getOrderCancelTransaction();
+                OrderCancelReason reason = cancel.getReason();
+                log.warn("Open position order cancelled.  Reason: " + reason.toString());
+                log.info(cancel.toString());
+                return null;
             }
 
-            int responseCode = conn.getResponseCode();
+            String orderID = fill.getOrderID().toString();
+            DateTime time = DateTime.parse(fill.getTime().toString());
+            BigDecimal price = fill.getTradeOpened().getPrice().bigDecimalValue();
+            BigDecimal actualUnits = fill.getTradeOpened().getUnits().bigDecimalValue();
+            OrderReply orderReply = new OrderReply(orderID, time, instrument, price, actualUnits);
 
-            log.debug("Sending request to " + url);
+            // log.info(response.toString());
-            log.debug("Params: " + new String(postData));
-            log.debug("Response code: " + responseCode);
 
-            // read response
+            processor.executeQuery(orderReply.toEPL());
-            InputStream is;
-            if (responseCode < 400) {
-                log.debug("Reading input stream");
-                is = conn.getInputStream();
-            } else {
-                log.debug("Reading error stream");
-                is = conn.getErrorStream();
-            }                
-            BufferedReader in = new BufferedReader(new InputStreamReader(is));
-            String inputLine;
-            StringBuffer response = new StringBuffer();
-            while ((inputLine = in.readLine()) != null) {
-                response.append(inputLine);
-            }
-            in.close();
 
-            log.info("Response: " + response);
+            return orderReply;
-            log.info("Finished placing order.");
+		} catch (RequestException | ExecuteException e) {
-        } catch (IOException e) {
+            log.warn("Error opening position", e);
-            log.warn("Error sending order", e);
+            return null;
 		}
     }
 
     /**
-     * Return the OANDA API endpoint for placing orders.
+     * Place an order request to close an existing position.
      */
-    private String orderURL() {
+    @Override
+    public void closePosition(String orderID) {
+        throw new UnsupportedOperationException();
+    }
+
+    /**
+     * Return the OANDA context.
+     */
+    private Context getContext() {
         String type = config.isLiveAccount() ? "fxlive" : "fxpractice";
-        return String.format("https://api-%s.oanda.com/v3/accounts/%s/orders",
+        String url = String.format("https://api-%s.oanda.com/", type);
-                             type, config.accountID());
+        return new Context(url, config.accessToken());
     }
 }

src/main/java/TradingManager.java

@@ -1,4 +1,6 @@
-import ats.orders.OrderRequest;
+import java.math.BigDecimal;
+
+import ats.orders.OrderReply;
 
 /**
  * TradingManager describes the interface with a trading system.
@@ -6,8 +8,23 @@ import ats.orders.OrderRequest;
 interface TradingManager {
 
     /**
-     * Place an order request.
+     * Set the Esper processor for this trading manager.
      */
-    public void placeOrder(OrderRequest order);
+    public void setProcessor(EsperProcessor processor);
 
+    /**
+     * Place an order request to open a new position.
+     */
+    public OrderReply openPosition(String instrument, BigDecimal units);
+
+    /**
+     * Place an order request to close an existing position.
+     */
+	public void closePosition(String orderID);
+
+    /**
+     * Place an order request.  Lower level than openPosition() and
+     * closePosition().
+     */
+	// public void placeOrder(OrderRequest order);
 }

src/main/java/ats/orders/ClientExtensions.java

@@ -1,26 +0,0 @@
-package ats.orders;
-
-/**
- * A ClientExtensions object allows a client to attach a clientID, tag
- * and comment to Orders and Trades in their Account.  Do not set,
- * modify, or delete this field if your account is associated with
- * MT4.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/transaction-df/#ClientExtensions">OANDA API docs</a>
- */
-public class ClientExtensions {
-    /** 
-     * The Client ID of the Order/Trade 
-     */
-    public String id;
-
-    /** 
-     * A tag associated with the Order/Trade 
-     */
-    public String tag;
-
-    /**
-     * A comment associated with the Order/Trade 
-     */
-    public String comment;
-}

src/main/java/ats/orders/LimitOrderRequest.java

@@ -1,248 +0,0 @@
-package ats.orders;
-
-import com.oanda.v20.order.OrderTriggerCondition;
-
-import org.joda.time.DateTime;
-
-/**
- * Create a new limit order request to send to the OANDA API.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#LimitOrderRequest">OANDA API docs</a>
- */
-public class LimitOrderRequest extends OrderRequest {
-
-    /**
-     * Instrument to open the order on.  Example: "EUR_USD"
-     */
-    public String instrument;
-
-    /**
-     * The quantity requested to be filled by the Order. A
-     * posititive number of units results in a long Order, and a
-     * negative number of units results in a short Order.
-     */
-    public int units;
-
-    /**
-     * The price threshold specified for the Limit Order. The Limit
-     * Order will only be filled by a market price that is equal to or
-     * better than this price.
-     */
-    public String price;
-
-    /**
-     * The time-in-force requested for the Order.
-     */
-    public TimeInForce timeInForce;
-
-    /**
-     * The date/time when the Limit Order will be cancelled if its
-     * timeInForce is “GTD”.
-     */
-    public DateTime gtdTime;
-
-    /**
-     * Specification of how Positions in the Account are modified when
-     * the Order is filled.
-     */
-    public OrderPositionFill positionFill;
-
-    /**
-     * Specification of which price component should be used when
-     * determining if an Order should be triggered and filled. This
-     * allows Orders to be triggered based on the bid, ask, mid,
-     * default (ask for buy, bid for sell) or inverse (ask for sell,
-     * bid for buy) price depending on the desired behaviour. Orders
-     * are always filled using their default price component.  This
-     * feature is only provided through the REST API. Clients who
-     * choose to specify a non-default trigger condition will not see
-     * it reflected in any of OANDA’s proprietary or partner trading
-     * platforms, their transaction history or their account
-     * statements. OANDA platforms always assume that an Order’s
-     * trigger condition is set to the default value when indicating
-     * the distance from an Order’s trigger price, and will always
-     * provide the default trigger condition when creating or
-     * modifying an Order. A special restriction applies when creating
-     * a guaranteed Stop Loss Order. In this case the TriggerCondition
-     * value must either be “DEFAULT”, or the “natural” trigger side
-     * “DEFAULT” results in. So for a String top Loss Order for a long
-     * trade valid values are “DEFAULT” and “BID”, and for short
-     * trades “DEFAULT” and “ASK” are valid.
-     */
-    public OrderTriggerCondition triggerCondition;
-
-    /**
-     * The client extensions to add to the Order. Do not set, modify,
-     * or delete clientExtensions if your account is associated with
-     * MT4.
-     */
-	public ClientExtensions clientExtensions;
-
-    /**
-     * TakeProfitDetails specifies the details of a Take Profit Order
-     * to be created on behalf of a client. This may happen when an
-     * Order is filled that opens a Trade requiring a Take Profit, or
-     * when a Trade’s dependent Take Profit Order is modified directly
-     * through the Trade.
-     */
-    public TakeProfitDetails takeProfitOnFill;
-
-    /**
-     * StopLossDetails specifies the details of a Stop Loss Order to
-     * be created on behalf of a client. This may happen when an Order
-     * is filled that opens a Trade requiring a Stop Loss, or when a
-     * Trade’s dependent Stop Loss Order is modified directly through
-     * the Trade.
-     */
-    public StopLossDetails stopLossOnFill;
-
-    /**
-     * TrailingStopLossDetails specifies the details of a Trailing
-     * Stop Loss Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a
-     * Trailing Stop Loss, or when a Trade’s dependent Trailing Stop
-     * Loss Order is modified directly through the Trade.
-     */
-    public TrailingStopLossDetails trailingStopLossOnFill;
-
-    /**
-     * Client Extensions to add to the Trade created when the Order is
-     * filled (if such a Trade is created). Do not set, modify, or
-     * delete tradeClientExtensions if your account is associated with
-     * MT4.
-     */
-    public ClientExtensions tradeClientExtensions;
-
-
-
-    /**
-     * Create a new limit order request to send to the OANDA API.
-     *
-     * @param instrument Instrument to open the order on.
-     * Example: "EUR_USD"
-     *
-     * @param units The quantity requested to be filled by the
-     * Order. A posititive number of units results in a long Order,
-     * and a negative number of units results in a short Order.
-     * 
-     * @param price The price threshold specified for the Limit
-     * Order. The Limit Order will only be filled by a market price
-     * that is equal to or better than this price.
-     */
-	public LimitOrderRequest(String instrument, int units, String price)
-    {
-        this(instrument, units, price, null, null, null,
-             null, null, null, null, null, null);
-    }
-
-    /**
-     * Create a new limit order request to send to the OANDA API.
-     *
-     * @param instrument Instrument to open the order on.
-     * Example: "EUR_USD"
-     *
-     * @param units The quantity requested to be filled by the
-     * Order. A posititive number of units results in a long Order,
-     * and a negative number of units results in a short Order.
-     *
-     * @param price The price threshold specified for the Limit
-     * Order. The Limit Order will only be filled by a market price
-     * that is equal to or better than this price.
-     *
-     * @param timeInForce The time-in-force requested for the Limit
-     * Order.  The default is TimeInForce.GTC.
-     *
-     * @param gtdTime The date when the Limit Order will be cancelled
-     * on if timeInForce is GTD.
-     *
-     * @param positionFill Specification of how Positions in the Account
-     * are modified when the Order is filled.  The default is
-     * OrderPositionFill.DEFAULT.
-     *
-     * @param triggerCondition Specification of which price component
-     * should be used when determining if an Order should be triggered
-     * and filled. This allows Orders to be triggered based on the
-     * bid, ask, mid, default (ask for buy, bid for sell) or inverse
-     * (ask for sell, bid for buy) price depending on the desired
-     * behaviour. Orders are always filled using their default price
-     * component.  This feature is only provided through the REST
-     * API. Clients who choose to specify a non-default trigger
-     * condition will not see it reflected in any of OANDA’s
-     * proprietary or partner trading platforms, their transaction
-     * history or their account statements. OANDA platforms always
-     * assume that an Order’s trigger condition is set to the default
-     * value when indicating the distance from an Order’s trigger
-     * price, and will always provide the default trigger condition
-     * when creating or modifying an Order. A special restriction
-     * applies when creating a guaranteed Stop Loss Order. In this
-     * case the TriggerCondition value must either be “DEFAULT”, or
-     * the “natural” trigger side “DEFAULT” results in. So for a Stop
-     * Loss Order for a long trade valid values are “DEFAULT” and
-     * “BID”, and for short trades “DEFAULT” and “ASK” are valid.
-     * The default is OrderTriggerCondition.DEFAULT.
-     *
-     * @param clientExtensions The client extensions to add to the
-     * Order. Do not set, modify, or delete clientExtensions if your
-     * account is associated with MT4.
-     *
-     * @param takeProfitOnFill TakeProfitDetails specifies the details of
-     * a Take Profit Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a Take
-     * Profit, or when a Trade’s dependent Take Profit Order is modified
-     * directly through the Trade.
-     *
-     * @param stopLossOnFill StopLossDetails specifies the details of a
-     * Stop Loss Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a Stop
-     * Loss, or when a Trade’s dependent Stop Loss Order is modified
-     * directly through the Trade.
-     *
-     * @param trailingStopLossOnFill TrailingStopLossDetails specifies the
-     * details of a Trailing Stop Loss Order to be created on behalf of a
-     * client. This may happen when an Order is filled that opens a Trade
-     * requiring a Trailing Stop Loss, or when a Trade’s dependent
-     * Trailing Stop Loss Order is modified directly through the Trade.
-     *
-     * @param tradeClientExtensions Client Extensions to add to the Trade
-     * created when the Order is filled (if such a Trade is created). Do
-     * not set, modify, or delete tradeClientExtensions if your account is
-     * associated with MT4.
-     */
-	public LimitOrderRequest(String instrument,
-                             int units,
-                             String price,
-                             TimeInForce timeInForce,
-                             DateTime gtdTime,
-                             OrderPositionFill positionFill,
-                             OrderTriggerCondition triggerCondition,
-                             ClientExtensions clientExtensions,
-                             TakeProfitDetails takeProfitOnFill,
-                             StopLossDetails stopLossOnFill,
-                             TrailingStopLossDetails trailingStopLossOnFill,
-                             ClientExtensions tradeClientExtensions)
-    {
-        super(OrderType.LIMIT);
-
-        this.instrument = instrument;
-        this.units = units;
-        this.price = price;
-        this.timeInForce = timeInForce;
-        this.gtdTime = gtdTime;
-        this.positionFill = positionFill;
-        this.triggerCondition = triggerCondition;
-        this.clientExtensions = clientExtensions;
-        this.takeProfitOnFill = takeProfitOnFill;
-        this.stopLossOnFill = stopLossOnFill;
-        this.trailingStopLossOnFill = trailingStopLossOnFill;
-        this.tradeClientExtensions = tradeClientExtensions;
-
-        if (this.timeInForce == null)
-            this.timeInForce = TimeInForce.GTC;
-
-        if (this.positionFill == null)
-            this.positionFill = OrderPositionFill.DEFAULT;
-
-        if (this.triggerCondition == null)
-            this.triggerCondition = OrderTriggerCondition.DEFAULT;
-    }
-}

src/main/java/ats/orders/MarketIfTouchedOrderRequest.java

@@ -1,272 +0,0 @@
-package ats.orders;
-
-import com.oanda.v20.order.OrderTriggerCondition;
-
-import org.joda.time.DateTime;
-
-/**
- * Create a new market-if-touched order request to send to the OANDA API.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#MarketIfTouchedOrderRequest">OANDA API docs</a>
- */
-public class MarketIfTouchedOrderRequest extends OrderRequest {
-
-    /**
-     * Instrument to open the order on.  Example: "EUR_USD"
-     */
-    public String instrument;
-
-    /**
-     * The quantity requested to be filled by the order. A posititive
-     * number of units results in a long Order, and a negative number
-     * of units results in a short Order.
-     */
-    public int units;
-
-    /**
-     * The price threshold specified for the MarketIfTouched
-     * Order. The MarketIfTouched Order will only be filled by a
-     * market price that crosses this price from the direction of the
-     * market price at the time when the Order was created (the
-     * initialMarketPrice). Depending on the value of the Order’s
-     * price and initialMarketPrice, the MarketIfTouchedOrder will
-     * behave like a Limit or a Stop Order.
-     */
-    public String price;
-
-    /**
-     * The worst market price that may be used to fill this
-     * MarketIfTouched Order.
-     */
-    public String priceBound;
-
-    /**
-     * The time-in-force requested for the order. The default is
-     * TimeInForce.GTC.
-     */
-    public TimeInForce timeInForce;
-
-    /**
-     * The date/time when the order will be cancelled if its
-     * timeInForce is “GTD”.
-     */
-    public DateTime gtdTime;
-
-    /**
-     * Specification of how Positions in the Account are modified when
-     * the Order is filled.
-     */
-    public OrderPositionFill positionFill;
-
-    /**
-     * Specification of which price component should be used when
-     * determining if an Order should be triggered and filled. This
-     * allows Orders to be triggered based on the bid, ask, mid,
-     * default (ask for buy, bid for sell) or inverse (ask for sell,
-     * bid for buy) price depending on the desired behaviour. Orders
-     * are always filled using their default price component.  This
-     * feature is only provided through the REST API. Clients who
-     * choose to specify a non-default trigger condition will not see
-     * it reflected in any of OANDA’s proprietary or partner trading
-     * platforms, their transaction history or their account
-     * statements. OANDA platforms always assume that an Order’s
-     * trigger condition is set to the default value when indicating
-     * the distance from an Order’s trigger price, and will always
-     * provide the default trigger condition when creating or
-     * modifying an Order. A special restriction applies when creating
-     * a guaranteed Stop Loss Order. In this case the TriggerCondition
-     * value must either be “DEFAULT”, or the “natural” trigger side
-     * “DEFAULT” results in. So for a String top Loss Order for a long
-     * trade valid values are “DEFAULT” and “BID”, and for short
-     * trades “DEFAULT” and “ASK” are valid.
-     */
-    public OrderTriggerCondition triggerCondition;
-
-    /**
-     * The client extensions to add to the Order. Do not set, modify,
-     * or delete clientExtensions if your account is associated with
-     * MT4.
-     */
-	public ClientExtensions clientExtensions;
-
-    /**
-     * TakeProfitDetails specifies the details of a Take Profit Order
-     * to be created on behalf of a client. This may happen when an
-     * Order is filled that opens a Trade requiring a Take Profit, or
-     * when a Trade’s dependent Take Profit Order is modified directly
-     * through the Trade.
-     */
-    public TakeProfitDetails takeProfitOnFill;
-
-    /**
-     * StopLossDetails specifies the details of a Stop Loss Order to
-     * be created on behalf of a client. This may happen when an Order
-     * is filled that opens a Trade requiring a Stop Loss, or when a
-     * Trade’s dependent Stop Loss Order is modified directly through
-     * the Trade.
-     */
-    public StopLossDetails stopLossOnFill;
-
-    /**
-     * TrailingStopLossDetails specifies the details of a Trailing
-     * Stop Loss Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a
-     * Trailing Stop Loss, or when a Trade’s dependent Trailing Stop
-     * Loss Order is modified directly through the Trade.
-     */
-    public TrailingStopLossDetails trailingStopLossOnFill;
-
-    /**
-     * Client Extensions to add to the Trade created when the Order is
-     * filled (if such a Trade is created). Do not set, modify, or
-     * delete tradeClientExtensions if your account is associated with
-     * MT4.
-     */
-    public ClientExtensions tradeClientExtensions;
-
-
-
-    /**
-     * Create a new stop order request to send to the OANDA API.
-     *
-     * @param instrument Instrument to open the order on.
-     * Example: "EUR_USD"
-     *
-     * @param units The quantity requested to be filled by the
-     * Order. A posititive number of units results in a long Order,
-     * and a negative number of units results in a short Order.
-     *
-     * @param price The price threshold specified for the
-     * MarketIfTouched Order. The MarketIfTouched Order will only be
-     * filled by a market price that crosses this price from the
-     * direction of the market price at the time when the Order was
-     * created (the initialMarketPrice). Depending on the value of the
-     * Order’s price and initialMarketPrice, the MarketIfTouchedOrder
-     * will behave like a Limit or a Stop Order.
-     */
-	public MarketIfTouchedOrderRequest(String instrument, int units, String price)
-    {
-        this(instrument, units, price, null, null, null,
-             null, null, null, null, null, null, null);
-    }
-
-    /**
-     * Create a new stop order request to send to the OANDA API.
-     *
-     * @param instrument Instrument to open the order on.
-     * Example: "EUR_USD"
-     *
-     * @param units The quantity requested to be filled by the
-     * Order. A posititive number of units results in a long Order,
-     * and a negative number of units results in a short Order.
-     *
-     * @param price The price threshold specified for the
-     * MarketIfTouched Order. The MarketIfTouched Order will only be
-     * filled by a market price that crosses this price from the
-     * direction of the market price at the time when the Order was
-     * created (the initialMarketPrice). Depending on the value of the
-     * Order’s price and initialMarketPrice, the MarketIfTouchedOrder
-     * will behave like a Limit or a Stop Order.
-     *
-     * @param priceBound The worst market price that may be used to
-     * fill this MarketIfTouched Order.
-     *
-     * @param timeInForce The time-in-force requested for the Order.
-     * The default is TimeInForce.GTC.
-     *
-     * @param gtdTime The date when the Order will be cancelled on if
-     * timeInForce is GTD.
-     *
-     * @param positionFill Specification of how Positions in the Account
-     * are modified when the Order is filled.  The default is
-     * OrderPositionFill.DEFAULT.
-     *
-     * @param triggerCondition Specification of which price component
-     * should be used when determining if an Order should be triggered
-     * and filled. This allows Orders to be triggered based on the
-     * bid, ask, mid, default (ask for buy, bid for sell) or inverse
-     * (ask for sell, bid for buy) price depending on the desired
-     * behaviour. Orders are always filled using their default price
-     * component.  This feature is only provided through the REST
-     * API. Clients who choose to specify a non-default trigger
-     * condition will not see it reflected in any of OANDA’s
-     * proprietary or partner trading platforms, their transaction
-     * history or their account statements. OANDA platforms always
-     * assume that an Order’s trigger condition is set to the default
-     * value when indicating the distance from an Order’s trigger
-     * price, and will always provide the default trigger condition
-     * when creating or modifying an Order. A special restriction
-     * applies when creating a guaranteed Stop Loss Order. In this
-     * case the TriggerCondition value must either be “DEFAULT”, or
-     * the “natural” trigger side “DEFAULT” results in. So for a Stop
-     * Loss Order for a long trade valid values are “DEFAULT” and
-     * “BID”, and for short trades “DEFAULT” and “ASK” are valid.
-     * The default is OrderTriggerCondition.DEFAULT.
-     *
-     * @param clientExtensions The client extensions to add to the
-     * Order. Do not set, modify, or delete clientExtensions if your
-     * account is associated with MT4.
-     *
-     * @param takeProfitOnFill TakeProfitDetails specifies the details of
-     * a Take Profit Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a Take
-     * Profit, or when a Trade’s dependent Take Profit Order is modified
-     * directly through the Trade.
-     *
-     * @param stopLossOnFill StopLossDetails specifies the details of a
-     * Stop Loss Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a Stop
-     * Loss, or when a Trade’s dependent Stop Loss Order is modified
-     * directly through the Trade.
-     *
-     * @param trailingStopLossOnFill TrailingStopLossDetails specifies the
-     * details of a Trailing Stop Loss Order to be created on behalf of a
-     * client. This may happen when an Order is filled that opens a Trade
-     * requiring a Trailing Stop Loss, or when a Trade’s dependent
-     * Trailing Stop Loss Order is modified directly through the Trade.
-     *
-     * @param tradeClientExtensions Client Extensions to add to the Trade
-     * created when the Order is filled (if such a Trade is created). Do
-     * not set, modify, or delete tradeClientExtensions if your account is
-     * associated with MT4.
-     */
-	public MarketIfTouchedOrderRequest(String instrument,
-                                       int units,
-                                       String price,
-                                       String priceBound,
-                                       TimeInForce timeInForce,
-                                       DateTime gtdTime,
-                                       OrderPositionFill positionFill,
-                                       OrderTriggerCondition triggerCondition,
-                                       ClientExtensions clientExtensions,
-                                       TakeProfitDetails takeProfitOnFill,
-                                       StopLossDetails stopLossOnFill,
-                                       TrailingStopLossDetails trailingStopLossOnFill,
-                                       ClientExtensions tradeClientExtensions)
-    {
-        super(OrderType.MARKET_IF_TOUCHED);
-
-        this.instrument = instrument;
-        this.units = units;
-        this.price = price;
-        this.priceBound = priceBound;
-        this.timeInForce = timeInForce;
-        this.gtdTime = gtdTime;
-        this.positionFill = positionFill;
-        this.triggerCondition = triggerCondition;
-        this.clientExtensions = clientExtensions;
-        this.takeProfitOnFill = takeProfitOnFill;
-        this.stopLossOnFill = stopLossOnFill;
-        this.trailingStopLossOnFill = trailingStopLossOnFill;
-        this.tradeClientExtensions = tradeClientExtensions;
-
-        if (this.timeInForce == null)
-            this.timeInForce = TimeInForce.GTC;
-
-        if (this.positionFill == null)
-            this.positionFill = OrderPositionFill.DEFAULT;
-
-        if (this.triggerCondition == null)
-            this.triggerCondition = OrderTriggerCondition.DEFAULT;
-    }
-}

src/main/java/ats/orders/MarketOrderRequest.java

@@ -1,177 +0,0 @@
-package ats.orders;
-
-/**
- * Create a new market order request to send to the OANDA API.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#MarketOrderRequest">OANDA API docs</a>
- */
-public class MarketOrderRequest extends OrderRequest {
-
-    /**
-     * Instrument to open the order on.  Example: "EUR_USD"
-     */
-    public String instrument;
-
-    /**
-     * The quantity requested to be filled by the Market Order. A
-     * posititive number of units results in a long Order, and a
-     * negative number of units results in a short Order.
-     */
-    public int units;
-    
-    /**
-     * The time-in-force requested for the Market Order. Restricted to
-     * FOK or IOC for a MarketOrder.
-     */
-    public TimeInForce timeInForce;
-    
-    /**
-     * The worst price that the client is willing to have the Market
-     * Order filled at.
-     */
-    public String priceBound;
-    
-    /**
-     * Specification of how Positions in the Account are modified when
-     * the Order is filled.
-     */
-    public OrderPositionFill positionFill;
-    
-    /**
-     * The client extensions to add to the Order. Do not set, modify,
-     * or delete clientExtensions if your account is associated with
-     * MT4.
-     */
-	public ClientExtensions clientExtensions;
-    
-    /**
-     * TakeProfitDetails specifies the details of a Take Profit Order
-     * to be created on behalf of a client. This may happen when an
-     * Order is filled that opens a Trade requiring a Take Profit, or
-     * when a Trade’s dependent Take Profit Order is modified directly
-     * through the Trade.
-     */
-    public TakeProfitDetails takeProfitOnFill;
-    
-    /**
-     * StopLossDetails specifies the details of a Stop Loss Order to
-     * be created on behalf of a client. This may happen when an Order
-     * is filled that opens a Trade requiring a Stop Loss, or when a
-     * Trade’s dependent Stop Loss Order is modified directly through
-     * the Trade.
-     */
-    public StopLossDetails stopLossOnFill;
-    
-    /**
-     * TrailingStopLossDetails specifies the details of a Trailing
-     * Stop Loss Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a
-     * Trailing Stop Loss, or when a Trade’s dependent Trailing Stop
-     * Loss Order is modified directly through the Trade.
-     */
-    public TrailingStopLossDetails trailingStopLossOnFill;
-    
-    /**
-     * Client Extensions to add to the Trade created when the Order is
-     * filled (if such a Trade is created). Do not set, modify, or
-     * delete tradeClientExtensions if your account is associated with
-     * MT4.
-     */
-    public ClientExtensions tradeClientExtensions;
-
-
-    /**
-     * Create a new market order request to send to the OANDA API.
-     * Use empty or default values for any unspecified properties.
-     *
-     * @param instrument Instrument to open the order on.
-     * Example: "EUR_USD"
-     *
-     * @param units The quantity requested to be filled by the Market
-     * Order. A posititive number of units results in a long Order, and a
-     * negative number of units results in a short Order.
-     */
-	public MarketOrderRequest(String instrument, int units)
-    {
-        this(instrument, units, null, null, null, null, null, null, null, null);
-    }
-
-    /**
-     * Create a new market order request to send to the OANDA API.
-     *
-     * @param instrument Instrument to open the order on.
-     * Example: "EUR_USD"
-     *
-     * @param units The quantity requested to be filled by the Market
-     * Order. A posititive number of units results in a long Order, and a
-     * negative number of units results in a short Order.
-     *
-     * @param timeInForce The time-in-force requested for the Market
-     * Order. Restricted to FOK or IOC for a MarketOrder.  The default is
-     * TimeInForce.FOK.
-     *
-     * @param priceBound The worst price that the client is willing to
-     * have the Market Order filled at.
-     *
-     * @param positionFill Specification of how Positions in the Account
-     * are modified when the Order is filled.  The default is
-     * OrderPositionFill.DEFAULT.
-     *
-     * @param clientExtensions The client extensions to add to the
-     * Order. Do not set, modify, or delete clientExtensions if your
-     * account is associated with MT4.
-     *
-     * @param takeProfitOnFill TakeProfitDetails specifies the details of
-     * a Take Profit Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a Take
-     * Profit, or when a Trade’s dependent Take Profit Order is modified
-     * directly through the Trade.
-     *
-     * @param stopLossOnFill StopLossDetails specifies the details of a
-     * Stop Loss Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a Stop
-     * Loss, or when a Trade’s dependent Stop Loss Order is modified
-     * directly through the Trade.
-     *
-     * @param trailingStopLossOnFill TrailingStopLossDetails specifies the
-     * details of a Trailing Stop Loss Order to be created on behalf of a
-     * client. This may happen when an Order is filled that opens a Trade
-     * requiring a Trailing Stop Loss, or when a Trade’s dependent
-     * Trailing Stop Loss Order is modified directly through the Trade.
-     *
-     * @param tradeClientExtensions Client Extensions to add to the Trade
-     * created when the Order is filled (if such a Trade is created). Do
-     * not set, modify, or delete tradeClientExtensions if your account is
-     * associated with MT4.
-     */
-	public MarketOrderRequest(String instrument,
-                              int units,
-                              TimeInForce timeInForce,
-                              String priceBound,
-                              OrderPositionFill positionFill,
-                              ClientExtensions clientExtensions,
-                              TakeProfitDetails takeProfitOnFill,
-                              StopLossDetails stopLossOnFill,
-                              TrailingStopLossDetails trailingStopLossOnFill,
-                              ClientExtensions tradeClientExtensions)
-    {
-        super(OrderType.MARKET);
-
-        this.instrument = instrument;
-        this.units = units;
-        this.timeInForce = timeInForce;
-        this.priceBound = priceBound;
-        this.positionFill = positionFill;
-        this.clientExtensions = clientExtensions;
-        this.takeProfitOnFill = takeProfitOnFill;
-        this.stopLossOnFill = stopLossOnFill;
-        this.trailingStopLossOnFill = trailingStopLossOnFill;
-        this.tradeClientExtensions = tradeClientExtensions;
-
-        if (this.timeInForce == null)
-            this.timeInForce = TimeInForce.FOK;
-
-        if (this.positionFill == null)
-            this.positionFill = OrderPositionFill.DEFAULT;
-    }
-}

src/main/java/ats/orders/OrderPositionFill.java

@@ -1,33 +0,0 @@
-package ats.orders;
-
-/**
- * Specification of how Positions in the Account are modified when the
- * Order is filled.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#OrderPositionFill">OANDA API docs</a>
- */
-public enum OrderPositionFill {
-    /**
-     * When the Order is filled, only allow Positions to be opened
-     * or extended.
-     */
-    OPEN_ONLY,
-
-    /**
-     * When the Order is filled, always fully reduce an existing
-     * Position before opening a new Position.
-     */
-    REDUCE_FIRST,
-
-    /**
-     * When the Order is filled, only reduce an existing Position.
-     */
-    REDUCE_ONLY,
-
-    /**
-     * When the Order is filled, use REDUCE_FIRST behaviour for
-     * non-client hedging Accounts, and OPEN_ONLY behaviour for
-     * client hedging Accounts.
-     */
-    DEFAULT
-};

src/main/java/ats/orders/OrderReply.java

@@ -0,0 +1,66 @@
+package ats.orders;
+
+import java.math.BigDecimal;
+
+import com.espertech.esper.client.EPOnDemandPreparedQueryParameterized;
+import com.espertech.esper.client.soda.ConstantExpression;
+import com.espertech.esper.client.soda.EPStatementObjectModel;
+import com.espertech.esper.client.soda.FireAndForgetInsert;
+import com.espertech.esper.client.soda.FromClause;
+import com.espertech.esper.client.soda.InsertIntoClause;
+import com.espertech.esper.client.soda.SelectClause;
+import com.espertech.esper.core.service.EPPreparedStatementImpl;
+
+import org.joda.time.DateTime;
+
+/**
+ * TODO
+ */
+public class OrderReply {
+    private String orderID;
+    private DateTime time;
+    private String instrument;
+    private BigDecimal price;
+    private BigDecimal units;
+
+
+    public OrderReply(String orderID, DateTime time, String instrument,
+                      BigDecimal price, BigDecimal actualUnits)
+    {
+        this.orderID = orderID;
+        this.time = time;
+        this.instrument = instrument;
+        this.price = price;
+        this.units = actualUnits;
+    }
+    
+    /**
+     * Return an epl insert statement to add this to the Esper order
+     * table.
+     */
+    public EPOnDemandPreparedQueryParameterized toEPL() {
+        EPStatementObjectModel model = new EPStatementObjectModel();
+        model.setFireAndForgetClause(new FireAndForgetInsert());
+        model.insertInto(InsertIntoClause.create("OrderTable", "id", "time", "instrument", "price", "units", "open", "stopBarCount"));
+
+        SelectClause select = SelectClause.create();
+        select.add(new ConstantExpression(orderID));
+        select.add(new ConstantExpression(time));
+        select.add(new ConstantExpression(instrument));
+        select.add(new ConstantExpression(price));
+        select.add(new ConstantExpression(units));
+        select.add(new ConstantExpression(true)); // open
+        select.add(new ConstantExpression(0)); // stopBarCount
+        model.setSelectClause(select);
+
+        model.setFromClause(FromClause.create());
+
+        return new EPPreparedStatementImpl(model, null, null);
+    }
+
+    @Override
+    public String toString() {
+        return String.format("OrderReply[id=%s, time=%s, instr=%s, units=%d, price=%s]",
+                             orderID, time, instrument, units, price);
+    }
+}

src/main/java/ats/orders/OrderRequest.java

@@ -1,72 +0,0 @@
-package ats.orders;
-
-import java.util.HashMap;
-import java.util.Map;
-
-import com.fasterxml.jackson.annotation.JsonInclude.Include;
-import com.fasterxml.jackson.core.JsonProcessingException;
-import com.fasterxml.jackson.databind.ObjectMapper;
-import com.fasterxml.jackson.databind.SerializationFeature;
-import com.fasterxml.jackson.datatype.joda.JodaModule;
-
-import org.slf4j.Logger;
-import org.slf4j.LoggerFactory;
-
-/**
- * Base class for order requests to send to the OANDA API.
- */
-public class OrderRequest {
-    final Logger log = LoggerFactory.getLogger(OrderRequest.class);
-
-    /**
-     * The type of the Order to Create.
-     */
-    public OrderType type;
-
-
-    /**
-     * Create an order.  Subclasses only will call this.  Not for user
-     * code.
-     */
-	public OrderRequest(OrderType orderType)
-    {
-        this.type = orderType;
-    }
-
-    /**
-     * Create a JSON representation of the order suitable for sending
-     * to the OANDA API.
-     *
-     * @see <a href="https://developer.oanda.com/rest-live-v20/order-ep/">OANDA API docs</a>
-     */
-    public String toJSON() throws JsonProcessingException {
-        Map<String, Object> order = new HashMap<>();
-        order.put("order", this);
-        return getJSONMapper().writeValueAsString(order);
-    }
-
-    /**
-     * Return a new JSON object mapper suitable for serializing orders
-     * for the OANDA api.
-     */
-    public static ObjectMapper getJSONMapper() {
-        ObjectMapper mapper = new ObjectMapper();
-        mapper.registerModule(new JodaModule());
-        mapper.disable(SerializationFeature.WRITE_DATES_AS_TIMESTAMPS);
-        mapper.setSerializationInclusion(Include.NON_NULL);
-        return mapper;
-    }
-
-    /**
-     * Return a better description of the order.
-     */
-    @Override
-    public String toString() {
-        try {
-            return toJSON();
-        } catch (JsonProcessingException e) {
-            log.warn("Error converting to JSON", e);
-            return super.toString();
-        }
-    }
-}

src/main/java/ats/orders/OrderTriggerCondition.java

@@ -1,59 +0,0 @@
-package ats.orders;
-
-/**
- * Specification of which price component should be used when
- * determining if an Order should be triggered and filled. This allows
- * Orders to be triggered based on the bid, ask, mid, default (ask for
- * buy, bid for sell) or inverse (ask for sell, bid for buy) price
- * depending on the desired behaviour. Orders are always filled using
- * their default price component.
- *
- * This feature is only provided through the REST API. Clients who
- * choose to specify a non-default trigger condition will not see it
- * reflected in any of OANDA’s proprietary or partner trading
- * platforms, their transaction history or their account
- * statements. OANDA platforms always assume that an Order’s trigger
- * condition is set to the default value when indicating the distance
- * from an Order’s trigger price, and will always provide the default
- * trigger condition when creating or modifying an Order.
- *
- * A special restriction applies when creating a guaranteed Stop Loss
- * Order. In this case the TriggerCondition value must either be
- * “DEFAULT”, or the “natural” trigger side “DEFAULT” results in. So
- * for a Stop Loss Order for a long trade valid values are “DEFAULT”
- * and “BID”, and for short trades “DEFAULT” and “ASK” are valid.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#OrderPositionFill">OANDA API docs</a>
- */
-public enum OrderTriggerCondition {
-
-    /**
-     * Trigger an Order the “natural” way: compare its price to the
-     * ask for long Orders and bid for short Orders.
-     */
-    DEFAULT,
-    
-    /**
-     * Trigger an Order the opposite of the “natural” way: compare its
-     * price the bid for long Orders and ask for short Orders.
-     */
-    INVERSE,
-    
-    /**
-     * Trigger an Order by comparing its price to the bid regardless
-     * of whether it is long or short.
-     */
-    BID,
-    
-    /**
-     * Trigger an Order by comparing its price to the ask regardless
-     * of whether it is long or short.
-     */
-    ASK,
-    
-    /**
-     * Trigger an Order by comparing its price to the midpoint
-     * regardless of whether it is long or short.
-     */
-    MID
-}

src/main/java/ats/orders/OrderType.java

@@ -1,17 +0,0 @@
-package ats.orders;
-
-/**
- * Order type.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#OrderType">OANDA API docs</a>
- */
-public enum OrderType {
-    MARKET,
-    LIMIT,
-    STOP,
-    MARKET_IF_TOUCHED,
-    TAKE_PROFIT,
-    STOP_LOSS,
-    TRAILING_STOP_LOSS,
-    FIXED_PRICE
-};

src/main/java/ats/orders/StopLossDetails.java

@@ -1,57 +0,0 @@
-package ats.orders;
-
-import java.math.BigDecimal;
-
-import org.joda.time.DateTime;
-
-/**
- * StopLossDetails specifies the details of a Stop Loss Order to be
- * created on behalf of a client. This may happen when an Order is
- * filled that opens a Trade requiring a Stop Loss, or when a Trade’s
- * dependent Stop Loss Order is modified directly through the Trade.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/transaction-df/#StopLossDetails">OANDA API docs</a>
- */
-public class StopLossDetails {
-
-    /**
-     * The price that the Stop Loss Order will be triggered
-     * at. Only one of the price and distance fields may be
-     * specified.
-     */
-    public String price;
-
-    /**
-     * Specifies the distance (in price units) from the Trade’s
-     * open price to use as the Stop Loss Order price. Only one of
-     * the distance and price fields may be specified.
-     */
-    public BigDecimal distance;
-
-    /**
-     * The time in force for the created Stop Loss Order. This may
-     * only be GTC, GTD or GFD.  The default is GTC.
-     */
-    public TimeInForce timeInForce = TimeInForce.GTC;
-
-    /**
-     * The date when the Stop Loss Order will be cancelled on if
-     * timeInForce is GTD.
-     */
-    public DateTime gtdTime;
-
-    /**
-     * The Client Extensions to add to the Stop Loss Order when
-     * created.
-     */
-    public ClientExtensions clientExtensions;
-
-    /**
-     * Flag indicating that the price for the Stop Loss Order is
-     * guaranteed. The default value depends on the
-     * GuaranteedStopLossOrderMode of the account, if it is
-     * REQUIRED, the default will be true, for DISABLED or ENABLED
-     * the default is false.
-     */
-    public boolean guaranteed;
-}

src/main/java/ats/orders/StopLossOrderRequest.java

@@ -1,185 +0,0 @@
-package ats.orders;
-
-import com.oanda.v20.order.OrderTriggerCondition;
-
-import org.joda.time.DateTime;
-
-/**
- * Create a new stop loss order request to send to the OANDA API.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#StopLossOrderRequest">OANDA API docs</a>
- */
-public class StopLossOrderRequest extends OrderRequest {
-
-    /**
-     * The ID of the Trade to close when the price threshold is
-     * breached.
-     */
-    public String tradeID;
-
-    /**
-     * The client ID of the Trade to be closed when the price
-     * threshold is breached.
-     */
-    public String clientTradeID;
-
-    /**
-     * The price threshold specified for the Stop Loss Order. If the
-     * guaranteed flag is false, the associated Trade will be closed
-     * by a market price that is equal to or worse than this
-     * threshold. If the flag is true the associated Trade will be
-     * closed at this price.
-     */
-    public String price;
-
-    /**
-     * Specifies the distance (in price units) from the Account’s
-     * current price to use as the StopLoss Order price. If the Trade
-     * is short the Instrument’s bid price is used, and for long
-     * Trades the ask is used.
-     */
-    public String distance;
-
-    /**
-     * The time-in-force requested for the StopLoss Order. Restricted
-     * to “GTC”, “GFD” and “GTD” for StopLoss Orders.  The default
-     * is TimeInForce.GTC.
-     */
-    public TimeInForce timeInForce;
-
-    /**
-     * The date/time when the order will be cancelled if its
-     * timeInForce is “GTD”.
-     */
-    public DateTime gtdTime;
-
-    /**
-     * Specification of which price component should be used when
-     * determining if an Order should be triggered and filled. This
-     * allows Orders to be triggered based on the bid, ask, mid,
-     * default (ask for buy, bid for sell) or inverse (ask for sell,
-     * bid for buy) price depending on the desired behaviour. Orders
-     * are always filled using their default price component. This
-     * feature is only provided through the REST API. Clients who
-     * choose to specify a non-default trigger condition will not see
-     * it reflected in any of OANDA’s proprietary or partner trading
-     * platforms, their transaction history or their account
-     * statements. OANDA platforms always assume that an Order’s
-     * trigger condition is set to the default value when indicating
-     * the distance from an Order’s trigger price, and will always
-     * provide the default trigger condition when creating or
-     * modifying an Order. A special restriction applies when creating
-     * a guaranteed Stop Loss Order. In this case the TriggerCondition
-     * value must either be “DEFAULT”, or the “natural” trigger side
-     * “DEFAULT” results in. So for a Stop Loss Order for a long trade
-     * valid values are “DEFAULT” and “BID”, and for short trades
-     * “DEFAULT” and “ASK” are valid.  The default is
-     * OrderTriggerCondition.DEFAULT.
-     */
-    public OrderTriggerCondition triggerCondition;
-
-    /**
-     * The client extensions to add to the Order. Do not set, modify,
-     * or delete clientExtensions if your account is associated with
-     * MT4.
-     */
-	public ClientExtensions clientExtensions;
-
-
-
-    /**
-     * Create a new stop loss order request to send to the OANDA API.
-     *
-     * @param tradeID The ID of the Trade to close when the price
-     * threshold is breached.
-     *
-     * @param clientTradeID The client ID of the Trade to be closed
-     * when the price threshold is breached.
-     *
-     * @param price The price threshold specified for the TakeProfit
-     * Order. The associated Trade will be closed by a market price
-     * that is equal to or better than this threshold.
-     */
-	public StopLossOrderRequest(String tradeID, String clientTradeID, String price)
-    {
-        this(tradeID, clientTradeID, price, null, null, null, null, null);
-    }
-
-    /**
-     * Create a new stop loss order request to send to the OANDA API.
-     *
-     * @param tradeID The ID of the Trade to close when the price
-     * threshold is breached.
-     *
-     * @param clientTradeID The client ID of the Trade to be closed
-     * when the price threshold is breached.
-     *
-     * @param price The price threshold specified for the TakeProfit
-     * Order. The associated Trade will be closed by a market price
-     * that is equal to or better than this threshold.
-     *
-     * @param distance Specifies the distance (in price units) from
-     * the Account’s current price to use as the Stop Loss Order
-     * price. If the Trade is short the Instrument’s bid price is
-     * used, and for long Trades the ask is used.
-     *
-     * @param timeInForce The time-in-force requested for the Order.
-     * Restricted to “GTC”, “GFD” and “GTD” for StopLoss Orders.
-     * The default is TimeInForce.GTC.
-     *
-     * @param gtdTime The date when the Order will be cancelled on if
-     * timeInForce is GTD.
-     *
-     * @param triggerCondition Specification of which price component
-     * should be used when determining if an Order should be triggered
-     * and filled. This allows Orders to be triggered based on the
-     * bid, ask, mid, default (ask for buy, bid for sell) or inverse
-     * (ask for sell, bid for buy) price depending on the desired
-     * behaviour. Orders are always filled using their default price
-     * component. This feature is only provided through the REST
-     * API. Clients who choose to specify a non-default trigger
-     * condition will not see it reflected in any of OANDA’s
-     * proprietary or partner trading platforms, their transaction
-     * history or their account statements. OANDA platforms always
-     * assume that an Order’s trigger condition is set to the default
-     * value when indicating the distance from an Order’s trigger
-     * price, and will always provide the default trigger condition
-     * when creating or modifying an Order. A special restriction
-     * applies when creating a guaranteed Stop Loss Order. In this
-     * case the TriggerCondition value must either be “DEFAULT”, or
-     * the “natural” trigger side “DEFAULT” results in. So for a Stop
-     * Loss Order for a long trade valid values are “DEFAULT” and
-     * “BID”, and for short trades “DEFAULT” and “ASK” are valid.
-     * The default is OrderTriggerCondition.DEFAULT.
-     *
-     * @param clientExtensions The client extensions to add to the
-     * Order. Do not set, modify, or delete clientExtensions if your
-     * account is associated with MT4.
-     */
-	public StopLossOrderRequest(String tradeID,
-                                String clientTradeID,
-                                String price,
-                                String distance,
-                                TimeInForce timeInForce,
-                                DateTime gtdTime,
-                                OrderTriggerCondition triggerCondition,
-                                ClientExtensions clientExtensions)
-    {
-        super(OrderType.STOP_LOSS);
-
-        this.tradeID = tradeID;
-        this.clientTradeID = clientTradeID;
-        this.price = price;
-        this.distance = distance;
-        this.timeInForce = timeInForce;
-        this.gtdTime = gtdTime;
-        this.triggerCondition = triggerCondition;
-        this.clientExtensions = clientExtensions;
-
-        if (this.timeInForce == null)
-            this.timeInForce = TimeInForce.GTC;
-
-        if (this.triggerCondition == null)
-            this.triggerCondition = OrderTriggerCondition.DEFAULT;
-    }
-}

src/main/java/ats/orders/StopOrderRequest.java

@@ -1,264 +0,0 @@
-package ats.orders;
-
-import com.oanda.v20.order.OrderTriggerCondition;
-
-import org.joda.time.DateTime;
-
-/**
- * Create a new stop order request to send to the OANDA API.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#StopOrderRequest">OANDA API docs</a>
- */
-public class StopOrderRequest extends OrderRequest {
-
-    /**
-     * Instrument to open the order on.  Example: "EUR_USD"
-     */
-    public String instrument;
-
-    /**
-     * The quantity requested to be filled by the order. A
-     * posititive number of units results in a long Order, and a
-     * negative number of units results in a short Order.
-     */
-    public int units;
-
-    /**
-     * The price threshold specified for the order. The order will
-     * only be filled by a market price that is equal to or worse than
-     * this price.
-     */
-    public String price;
-
-    /**
-     * The worst market price that may be used to fill this Stop
-     * Order. If the market gaps and crosses through both the price
-     * and the priceBound, the Stop Order will be cancelled instead of
-     * being filled.
-     */
-    public String priceBound;
-
-    /**
-     * The time-in-force requested for the order. The default is
-     * TimeInForce.GTC.
-     */
-    public TimeInForce timeInForce;
-
-    /**
-     * The date/time when the order will be cancelled if its
-     * timeInForce is “GTD”.
-     */
-    public DateTime gtdTime;
-
-    /**
-     * Specification of how Positions in the Account are modified when
-     * the Order is filled.
-     */
-    public OrderPositionFill positionFill;
-
-    /**
-     * Specification of which price component should be used when
-     * determining if an Order should be triggered and filled. This
-     * allows Orders to be triggered based on the bid, ask, mid,
-     * default (ask for buy, bid for sell) or inverse (ask for sell,
-     * bid for buy) price depending on the desired behaviour. Orders
-     * are always filled using their default price component.  This
-     * feature is only provided through the REST API. Clients who
-     * choose to specify a non-default trigger condition will not see
-     * it reflected in any of OANDA’s proprietary or partner trading
-     * platforms, their transaction history or their account
-     * statements. OANDA platforms always assume that an Order’s
-     * trigger condition is set to the default value when indicating
-     * the distance from an Order’s trigger price, and will always
-     * provide the default trigger condition when creating or
-     * modifying an Order. A special restriction applies when creating
-     * a guaranteed Stop Loss Order. In this case the TriggerCondition
-     * value must either be “DEFAULT”, or the “natural” trigger side
-     * “DEFAULT” results in. So for a String top Loss Order for a long
-     * trade valid values are “DEFAULT” and “BID”, and for short
-     * trades “DEFAULT” and “ASK” are valid.
-     */
-    public OrderTriggerCondition triggerCondition;
-
-    /**
-     * The client extensions to add to the Order. Do not set, modify,
-     * or delete clientExtensions if your account is associated with
-     * MT4.
-     */
-	public ClientExtensions clientExtensions;
-
-    /**
-     * TakeProfitDetails specifies the details of a Take Profit Order
-     * to be created on behalf of a client. This may happen when an
-     * Order is filled that opens a Trade requiring a Take Profit, or
-     * when a Trade’s dependent Take Profit Order is modified directly
-     * through the Trade.
-     */
-    public TakeProfitDetails takeProfitOnFill;
-
-    /**
-     * StopLossDetails specifies the details of a Stop Loss Order to
-     * be created on behalf of a client. This may happen when an Order
-     * is filled that opens a Trade requiring a Stop Loss, or when a
-     * Trade’s dependent Stop Loss Order is modified directly through
-     * the Trade.
-     */
-    public StopLossDetails stopLossOnFill;
-
-    /**
-     * TrailingStopLossDetails specifies the details of a Trailing
-     * Stop Loss Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a
-     * Trailing Stop Loss, or when a Trade’s dependent Trailing Stop
-     * Loss Order is modified directly through the Trade.
-     */
-    public TrailingStopLossDetails trailingStopLossOnFill;
-
-    /**
-     * Client Extensions to add to the Trade created when the Order is
-     * filled (if such a Trade is created). Do not set, modify, or
-     * delete tradeClientExtensions if your account is associated with
-     * MT4.
-     */
-    public ClientExtensions tradeClientExtensions;
-
-
-
-    /**
-     * Create a new stop order request to send to the OANDA API.
-     *
-     * @param instrument Instrument to open the order on.
-     * Example: "EUR_USD"
-     *
-     * @param units The quantity requested to be filled by the
-     * Order. A posititive number of units results in a long Order,
-     * and a negative number of units results in a short Order.
-     *
-     * @param price The price threshold specified for the order. The
-     * order will only be filled by a market price that is equal to or
-     * worse than this price.
-     */
-	public StopOrderRequest(String instrument, int units, String price)
-    {
-        this(instrument, units, price, null, null, null,
-             null, null, null, null, null, null, null);
-    }
-
-    /**
-     * Create a new stop order request to send to the OANDA API.
-     *
-     * @param instrument Instrument to open the order on.
-     * Example: "EUR_USD"
-     *
-     * @param units The quantity requested to be filled by the
-     * Order. A posititive number of units results in a long Order,
-     * and a negative number of units results in a short Order.
-     *
-     * @param price The price threshold specified for the Order. The
-     * Order will only be filled by a market price that is equal to or
-     * worse than this price.
-     *
-     * @param priceBound The worst market price that may be used to
-     * fill this Stop Order. If the market gaps and crosses through
-     * both the price and the priceBound, the Stop Order will be
-     * cancelled instead of being filled.
-     *
-     * @param timeInForce The time-in-force requested for the Order.
-     * The default is TimeInForce.GTC.
-     *
-     * @param gtdTime The date when the Order will be cancelled on if
-     * timeInForce is GTD.
-     *
-     * @param positionFill Specification of how Positions in the Account
-     * are modified when the Order is filled.  The default is
-     * OrderPositionFill.DEFAULT.
-     *
-     * @param triggerCondition Specification of which price component
-     * should be used when determining if an Order should be triggered
-     * and filled. This allows Orders to be triggered based on the
-     * bid, ask, mid, default (ask for buy, bid for sell) or inverse
-     * (ask for sell, bid for buy) price depending on the desired
-     * behaviour. Orders are always filled using their default price
-     * component.  This feature is only provided through the REST
-     * API. Clients who choose to specify a non-default trigger
-     * condition will not see it reflected in any of OANDA’s
-     * proprietary or partner trading platforms, their transaction
-     * history or their account statements. OANDA platforms always
-     * assume that an Order’s trigger condition is set to the default
-     * value when indicating the distance from an Order’s trigger
-     * price, and will always provide the default trigger condition
-     * when creating or modifying an Order. A special restriction
-     * applies when creating a guaranteed Stop Loss Order. In this
-     * case the TriggerCondition value must either be “DEFAULT”, or
-     * the “natural” trigger side “DEFAULT” results in. So for a Stop
-     * Loss Order for a long trade valid values are “DEFAULT” and
-     * “BID”, and for short trades “DEFAULT” and “ASK” are valid.
-     * The default is OrderTriggerCondition.DEFAULT.
-     *
-     * @param clientExtensions The client extensions to add to the
-     * Order. Do not set, modify, or delete clientExtensions if your
-     * account is associated with MT4.
-     *
-     * @param takeProfitOnFill TakeProfitDetails specifies the details of
-     * a Take Profit Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a Take
-     * Profit, or when a Trade’s dependent Take Profit Order is modified
-     * directly through the Trade.
-     *
-     * @param stopLossOnFill StopLossDetails specifies the details of a
-     * Stop Loss Order to be created on behalf of a client. This may
-     * happen when an Order is filled that opens a Trade requiring a Stop
-     * Loss, or when a Trade’s dependent Stop Loss Order is modified
-     * directly through the Trade.
-     *
-     * @param trailingStopLossOnFill TrailingStopLossDetails specifies the
-     * details of a Trailing Stop Loss Order to be created on behalf of a
-     * client. This may happen when an Order is filled that opens a Trade
-     * requiring a Trailing Stop Loss, or when a Trade’s dependent
-     * Trailing Stop Loss Order is modified directly through the Trade.
-     *
-     * @param tradeClientExtensions Client Extensions to add to the Trade
-     * created when the Order is filled (if such a Trade is created). Do
-     * not set, modify, or delete tradeClientExtensions if your account is
-     * associated with MT4.
-     */
-	public StopOrderRequest(String instrument,
-                            int units,
-                            String price,
-                            String priceBound,
-                            TimeInForce timeInForce,
-                            DateTime gtdTime,
-                            OrderPositionFill positionFill,
-                            OrderTriggerCondition triggerCondition,
-                            ClientExtensions clientExtensions,
-                            TakeProfitDetails takeProfitOnFill,
-                            StopLossDetails stopLossOnFill,
-                            TrailingStopLossDetails trailingStopLossOnFill,
-                            ClientExtensions tradeClientExtensions)
-    {
-        super(OrderType.STOP);
-
-        this.instrument = instrument;
-        this.units = units;
-        this.price = price;
-        this.priceBound = priceBound;
-        this.timeInForce = timeInForce;
-        this.gtdTime = gtdTime;
-        this.positionFill = positionFill;
-        this.triggerCondition = triggerCondition;
-        this.clientExtensions = clientExtensions;
-        this.takeProfitOnFill = takeProfitOnFill;
-        this.stopLossOnFill = stopLossOnFill;
-        this.trailingStopLossOnFill = trailingStopLossOnFill;
-        this.tradeClientExtensions = tradeClientExtensions;
-
-        if (this.timeInForce == null)
-            this.timeInForce = TimeInForce.GTC;
-
-        if (this.positionFill == null)
-            this.positionFill = OrderPositionFill.DEFAULT;
-
-        if (this.triggerCondition == null)
-            this.triggerCondition = OrderTriggerCondition.DEFAULT;
-    }
-}

src/main/java/ats/orders/TakeProfitDetails.java

@@ -1,40 +0,0 @@
-package ats.orders;
-
-import org.joda.time.DateTime;
-
-/**
- * TakeProfitDetails specifies the details of a Take Profit Order to
- * be created on behalf of a client. This may happen when an Order is
- * filled that opens a Trade requiring a Take Profit, or when a
- * Trade’s dependent Take Profit Order is modified directly through
- * the Trade.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/transaction-df/#TakeProfitDetails">OANDA API docs</a>
- */
-public class TakeProfitDetails {
-
-    /**
-     * The price that the Take Profit Order will be triggered
-     * at. Only one of the price and distance fields may be
-     * specified.
-     */
-    public String price;
-
-    /**
-     * The time in force for the created Take Profit Order. This
-     * may only be GTC, GTD or GFD.  Default is GTC.
-     */
-    public TimeInForce timeInForce = TimeInForce.GTC;
-
-    /**
-     * The date when the Take Profit Order will be cancelled on if
-     * timeInForce is GTD.
-     */
-    public DateTime gtdTime;
-
-    /**
-     * The Client Extensions to add to the Take Profit Order when
-     * created.
-     */
-    public ClientExtensions clientExtensions;
-}

src/main/java/ats/orders/TakeProfitOrderRequest.java

@@ -1,170 +0,0 @@
-package ats.orders;
-
-import com.oanda.v20.order.OrderTriggerCondition;
-
-import org.joda.time.DateTime;
-
-/**
- * Create a new market-if-touched order request to send to the OANDA API.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#MarketIfTouchedOrderRequest">OANDA API docs</a>
- */
-public class TakeProfitOrderRequest extends OrderRequest {
-
-    /**
-     * The ID of the Trade to close when the price threshold is
-     * breached.
-     */
-    public String tradeID;
-
-    /**
-     * The client ID of the Trade to be closed when the price
-     * threshold is breached.
-     */
-    public String clientTradeID;
-
-    /**
-     * The price threshold specified for the TakeProfit Order. The
-     * associated Trade will be closed by a market price that is equal
-     * to or better than this threshold.
-     */
-    public String price;
-
-    /**
-     * The time-in-force requested for the TakeProfit
-     * Order. Restricted to “GTC”, “GFD” and “GTD” for TakeProfit
-     * Orders.  The default is TimeInForce.GTC.
-     */
-    public TimeInForce timeInForce;
-
-    /**
-     * The date/time when the order will be cancelled if its
-     * timeInForce is “GTD”.
-     */
-    public DateTime gtdTime;
-
-    /**
-     * Specification of which price component should be used when
-     * determining if an Order should be triggered and filled. This
-     * allows Orders to be triggered based on the bid, ask, mid,
-     * default (ask for buy, bid for sell) or inverse (ask for sell,
-     * bid for buy) price depending on the desired behaviour. Orders
-     * are always filled using their default price component. This
-     * feature is only provided through the REST API. Clients who
-     * choose to specify a non-default trigger condition will not see
-     * it reflected in any of OANDA’s proprietary or partner trading
-     * platforms, their transaction history or their account
-     * statements. OANDA platforms always assume that an Order’s
-     * trigger condition is set to the default value when indicating
-     * the distance from an Order’s trigger price, and will always
-     * provide the default trigger condition when creating or
-     * modifying an Order. A special restriction applies when creating
-     * a guaranteed Stop Loss Order. In this case the TriggerCondition
-     * value must either be “DEFAULT”, or the “natural” trigger side
-     * “DEFAULT” results in. So for a Stop Loss Order for a long trade
-     * valid values are “DEFAULT” and “BID”, and for short trades
-     * “DEFAULT” and “ASK” are valid.  The default is
-     * OrderTriggerCondition.DEFAULT.
-     */
-    public OrderTriggerCondition triggerCondition;
-
-    /**
-     * The client extensions to add to the Order. Do not set, modify,
-     * or delete clientExtensions if your account is associated with
-     * MT4.
-     */
-	public ClientExtensions clientExtensions;
-
-
-
-    /**
-     * Create a new take profit order request to send to the OANDA
-     * API.
-     *
-     * @param tradeID The ID of the Trade to close when the price
-     * threshold is breached.
-     *
-     * @param clientTradeID The client ID of the Trade to be closed
-     * when the price threshold is breached.
-     *
-     * @param price The price threshold specified for the TakeProfit
-     * Order. The associated Trade will be closed by a market price
-     * that is equal to or better than this threshold.
-     */
-	public TakeProfitOrderRequest(String tradeID, String clientTradeID, String price)
-    {
-        this(tradeID, clientTradeID, price, null, null, null, null);
-    }
-
-    /**
-     * Create a new take profit order request to send to the OANDA
-     * API.
-     *
-     * @param tradeID The ID of the Trade to close when the price
-     * threshold is breached.
-     *
-     * @param clientTradeID The client ID of the Trade to be closed
-     * when the price threshold is breached.
-     *
-     * @param price The price threshold specified for the TakeProfit
-     * Order. The associated Trade will be closed by a market price
-     * that is equal to or better than this threshold.
-     *
-     * @param timeInForce The time-in-force requested for the Order.
-     * Restricted to “GTC”, “GFD” and “GTD” for TakeProfit Orders.
-     * The default is TimeInForce.GTC.
-     *
-     * @param gtdTime The date when the Order will be cancelled on if
-     * timeInForce is GTD.
-     *
-     * @param triggerCondition Specification of which price component
-     * should be used when determining if an Order should be triggered
-     * and filled. This allows Orders to be triggered based on the
-     * bid, ask, mid, default (ask for buy, bid for sell) or inverse
-     * (ask for sell, bid for buy) price depending on the desired
-     * behaviour. Orders are always filled using their default price
-     * component. This feature is only provided through the REST
-     * API. Clients who choose to specify a non-default trigger
-     * condition will not see it reflected in any of OANDA’s
-     * proprietary or partner trading platforms, their transaction
-     * history or their account statements. OANDA platforms always
-     * assume that an Order’s trigger condition is set to the default
-     * value when indicating the distance from an Order’s trigger
-     * price, and will always provide the default trigger condition
-     * when creating or modifying an Order. A special restriction
-     * applies when creating a guaranteed Stop Loss Order. In this
-     * case the TriggerCondition value must either be “DEFAULT”, or
-     * the “natural” trigger side “DEFAULT” results in. So for a Stop
-     * Loss Order for a long trade valid values are “DEFAULT” and
-     * “BID”, and for short trades “DEFAULT” and “ASK” are valid.
-     * The default is OrderTriggerCondition.DEFAULT.
-     *
-     * @param clientExtensions The client extensions to add to the
-     * Order. Do not set, modify, or delete clientExtensions if your
-     * account is associated with MT4.
-     */
-	public TakeProfitOrderRequest(String tradeID,
-                                  String clientTradeID,
-                                  String price,
-                                  TimeInForce timeInForce,
-                                  DateTime gtdTime,
-                                  OrderTriggerCondition triggerCondition,
-                                  ClientExtensions clientExtensions)
-    {
-        super(OrderType.TAKE_PROFIT);
-
-        this.tradeID = tradeID;
-        this.clientTradeID = clientTradeID;
-        this.price = price;
-        this.timeInForce = timeInForce;
-        this.gtdTime = gtdTime;
-        this.triggerCondition = triggerCondition;
-        this.clientExtensions = clientExtensions;
-
-        if (this.timeInForce == null)
-            this.timeInForce = TimeInForce.GTC;
-
-        if (this.triggerCondition == null)
-            this.triggerCondition = OrderTriggerCondition.DEFAULT;
-    }
-}

src/main/java/ats/orders/TimeInForce.java

@@ -1,35 +0,0 @@
-package ats.orders;
-
-/**
- * The time-in-force of an Order. TimeInForce describes how long
- * an Order should remain pending before being automatically
- * cancelled by the execution system.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#TimeInForce">OANDA API docs</a>
- */
-public enum TimeInForce {
-    /**
-     * The Order is “Good unTil Cancelled”
-     */
-    GTC,
-
-    /**
-     * The Order is “Good unTil Date” and will be cancelled at the provided time
-     */
-    GTD,
-
-    /**
-     * The Order is “Good For Day” and will be cancelled at 5pm New York time
-     */
-    GFD,
-
-    /**
-     * The Order must be immediately “Filled Or Killed”
-     */
-    FOK,
-
-    /**
-     *  The Order must be “Immediatedly paritally filled Or Cancelled”
-     */
-    IOC
-};

src/main/java/ats/orders/TrailingStopLossDetails.java

@@ -1,41 +0,0 @@
-package ats.orders;
-
-import java.math.BigDecimal;
-
-import org.joda.time.DateTime;
-
-/**
- * TrailingStopLossDetails specifies the details of a Trailing
- * Stop Loss Order to be created on behalf of a client. This may
- * happen when an Order is filled that opens a Trade requiring a
- * Trailing Stop Loss, or when a Trade’s dependent Trailing Stop
- * Loss Order is modified directly through the Trade.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/transaction-df/#TrailingStopLossDetails">OANDA API docs</a>
- */
-public class TrailingStopLossDetails {
-    /**
-     * The distance (in price units) from the Trade’s fill price
-     * that the Trailing Stop Loss Order will be triggered at.
-     */
-    public BigDecimal distance;
-            
-    /**
-     * The time in force for the created Trailing Stop Loss
-     * Order. This may only be GTC, GTD or GFD.  The default is
-     * GTC.
-     */
-    public TimeInForce timeInForce = TimeInForce.GTC;
-
-    /**
-     * The date when the Trailing Stop Loss Order will be
-     * cancelled on if timeInForce is GTD.
-     */
-    public DateTime gtdTime;
-
-    /**
-     * The Client Extensions to add to the Trailing Stop Loss Order when
-     * created.
-     */
-    public ClientExtensions clientExtensions;
-}

src/main/java/ats/orders/TrailingStopLossOrderRequest.java

@@ -1,166 +0,0 @@
-package ats.orders;
-
-import com.oanda.v20.order.OrderTriggerCondition;
-
-import org.joda.time.DateTime;
-
-/**
- * Create a new trailing stop loss order request to send to the OANDA API.
- *
- * @see <a href="https://developer.oanda.com/rest-live-v20/order-df/#TrailingStopLossOrderRequest">OANDA API docs</a>
- */
-public class TrailingStopLossOrderRequest extends OrderRequest {
-
-    /**
-     * The ID of the Trade to close when the price threshold is
-     * breached.
-     */
-    public String tradeID;
-
-    /**
-     * The client ID of the Trade to be closed when the price
-     * threshold is breached.
-     */
-    public String clientTradeID;
-
-    /**
-     * The price distance (in price units) specified for the
-     * TrailingStopLoss Order.
-     */
-    public String distance;
-
-    /**
-     * The time-in-force requested for the TrailingStopLoss
-     * Order. Restricted to “GTC”, “GFD” and “GTD” for
-     * TrailingStopLoss Orders.  The default is TimeInForce.GTC.
-     */
-    public TimeInForce timeInForce;
-
-    /**
-     * The date/time when the order will be cancelled if its
-     * timeInForce is “GTD”.
-     */
-    public DateTime gtdTime;
-
-    /**
-     * Specification of which price component should be used when
-     * determining if an Order should be triggered and filled. This
-     * allows Orders to be triggered based on the bid, ask, mid,
-     * default (ask for buy, bid for sell) or inverse (ask for sell,
-     * bid for buy) price depending on the desired behaviour. Orders
-     * are always filled using their default price component. This
-     * feature is only provided through the REST API. Clients who
-     * choose to specify a non-default trigger condition will not see
-     * it reflected in any of OANDA’s proprietary or partner trading
-     * platforms, their transaction history or their account
-     * statements. OANDA platforms always assume that an Order’s
-     * trigger condition is set to the default value when indicating
-     * the distance from an Order’s trigger price, and will always
-     * provide the default trigger condition when creating or
-     * modifying an Order. A special restriction applies when creating
-     * a guaranteed Stop Loss Order. In this case the TriggerCondition
-     * value must either be “DEFAULT”, or the “natural” trigger side
-     * “DEFAULT” results in. So for a Stop Loss Order for a long trade
-     * valid values are “DEFAULT” and “BID”, and for short trades
-     * “DEFAULT” and “ASK” are valid.  The default is
-     * OrderTriggerCondition.DEFAULT.
-     */
-    public OrderTriggerCondition triggerCondition;
-
-    /**
-     * The client extensions to add to the Order. Do not set, modify,
-     * or delete clientExtensions if your account is associated with
-     * MT4.
-     */
-	public ClientExtensions clientExtensions;
-
-
-
-    /**
-     * Create a new stop loss order request to send to the OANDA API.
-     *
-     * @param tradeID The ID of the Trade to close when the price
-     * threshold is breached.
-     *
-     * @param clientTradeID The client ID of the Trade to be closed
-     * when the price threshold is breached.
-     *
-     * @param price The price threshold specified for the TakeProfit
-     * Order. The associated Trade will be closed by a market price
-     * that is equal to or better than this threshold.
-     */
-	public TrailingStopLossOrderRequest(String tradeID, String clientTradeID, String distance)
-    {
-        this(tradeID, clientTradeID, distance, null, null, null, null);
-    }
-
-    /**
-     * Create a new stop loss order request to send to the OANDA API.
-     *
-     * @param tradeID The ID of the Trade to close when the price
-     * threshold is breached.
-     *
-     * @param clientTradeID The client ID of the Trade to be closed
-     * when the price threshold is breached.
-     *
-     * @param distance The price distance (in price units) specified
-     * for the TrailingStopLoss Order.
-     *
-     * @param timeInForce The time-in-force requested for the Order.
-     * Restricted to “GTC”, “GFD” and “GTD” for TrailingStopLoss Orders.
-     * The default is TimeInForce.GTC.
-     *
-     * @param gtdTime The date when the Order will be cancelled on if
-     * timeInForce is GTD.
-     *
-     * @param triggerCondition Specification of which price component
-     * should be used when determining if an Order should be triggered
-     * and filled. This allows Orders to be triggered based on the
-     * bid, ask, mid, default (ask for buy, bid for sell) or inverse
-     * (ask for sell, bid for buy) price depending on the desired
-     * behaviour. Orders are always filled using their default price
-     * component. This feature is only provided through the REST
-     * API. Clients who choose to specify a non-default trigger
-     * condition will not see it reflected in any of OANDA’s
-     * proprietary or partner trading platforms, their transaction
-     * history or their account statements. OANDA platforms always
-     * assume that an Order’s trigger condition is set to the default
-     * value when indicating the distance from an Order’s trigger
-     * price, and will always provide the default trigger condition
-     * when creating or modifying an Order. A special restriction
-     * applies when creating a guaranteed Stop Loss Order. In this
-     * case the TriggerCondition value must either be “DEFAULT”, or
-     * the “natural” trigger side “DEFAULT” results in. So for a Stop
-     * Loss Order for a long trade valid values are “DEFAULT” and
-     * “BID”, and for short trades “DEFAULT” and “ASK” are valid.
-     * The default is OrderTriggerCondition.DEFAULT.
-     *
-     * @param clientExtensions The client extensions to add to the
-     * Order. Do not set, modify, or delete clientExtensions if your
-     * account is associated with MT4.
-     */
-	public TrailingStopLossOrderRequest(String tradeID,
-                                String clientTradeID,
-                                String distance,
-                                TimeInForce timeInForce,
-                                DateTime gtdTime,
-                                OrderTriggerCondition triggerCondition,
-                                ClientExtensions clientExtensions)
-    {
-        super(OrderType.TRAILING_STOP_LOSS);
-
-        this.tradeID = tradeID;
-        this.clientTradeID = clientTradeID;
-        this.distance = distance;
-        this.timeInForce = timeInForce;
-        this.gtdTime = gtdTime;
-        this.triggerCondition = triggerCondition;
-        this.clientExtensions = clientExtensions;
-
-        if (this.timeInForce == null)
-            this.timeInForce = TimeInForce.GTC;
-
-        if (this.triggerCondition == null)
-            this.triggerCondition = OrderTriggerCondition.DEFAULT;
-    }
-}

src/test/java/ats/orders/MarketOrderRequestTest.java

@@ -1,64 +0,0 @@
-package ats.orders;
-
-import java.math.BigDecimal;
-
-import com.fasterxml.jackson.core.JsonProcessingException;
-
-import org.joda.time.DateTime;
-import org.json.JSONException;
-import org.junit.Test;
-
-/**
- * MarketOrderRequestTest tests JSON format serialization of
- * MarketOrderRequest objects.
- */
-public class MarketOrderRequestTest extends OrderSerializationTestBase {
-
-
-    /**
-     * Test the simplest form, including default values.
-     */
-    @Test
-    public void testToJSONSmall()
-        throws JsonProcessingException, JSONException
-    {
-        MarketOrderRequest obj = new MarketOrderRequest("EUR_USD", 34);
-
-        String expected = "{\"type\":\"MARKET\",\"instrument\":\"EUR_USD\",\"units\":34,\"timeInForce\":\"FOK\",\"positionFill\":\"DEFAULT\"}";
-
-        doTest(obj, expected);
-    }
-
-    /**
-     * Test a fully filled out object.
-     */
-    @Test
-    public void testToJSONLarge()
-        throws JsonProcessingException, JSONException
-    {
-        TakeProfitDetails tpd = new TakeProfitDetails();
-        tpd.price = "66.2";
-        tpd.timeInForce = TimeInForce.GTD;
-        tpd.gtdTime = new DateTime("2010-10-10T14:15:16.000Z");
-
-        StopLossDetails sld = new StopLossDetails();
-        sld.distance = new BigDecimal("22.7");
-        sld.timeInForce = TimeInForce.IOC;
-        sld.gtdTime = new DateTime("2012-12-12T14:15:16.000Z");
-        sld.guaranteed = true;
-
-        TrailingStopLossDetails tsld = new TrailingStopLossDetails();
-        tsld.distance = new BigDecimal("33.6");
-        tsld.timeInForce = TimeInForce.IOC;
-        tsld.gtdTime = new DateTime("2013-3-13T14:15:16.000Z");
-        
-        MarketOrderRequest obj =
-            new MarketOrderRequest("EUR_USD", 34, TimeInForce.IOC,
-                                   "99.44", OrderPositionFill.REDUCE_ONLY,
-                                   null, tpd, sld, tsld, null);
-
-        String expected = "{\"stopLossOnFill\":{\"distance\":22.7,\"timeInForce\":\"IOC\",\"gtdTime\":\"2012-12-12T14:15:16.000Z\",\"guaranteed\":true},\"takeProfitOnFill\":{\"price\":\"66.2\",\"timeInForce\":\"GTD\",\"gtdTime\":\"2010-10-10T14:15:16.000Z\"},\"instrument\":\"EUR_USD\",\"units\":34,\"priceBound\":\"99.44\",\"type\":\"MARKET\",\"timeInForce\":\"IOC\",\"positionFill\":\"REDUCE_ONLY\",\"trailingStopLossOnFill\":{\"distance\":33.6,\"timeInForce\":\"IOC\",\"gtdTime\":\"2013-03-13T14:15:16.000Z\"}}";
-
-        doTest(obj, expected);
-    }
-}

src/test/java/ats/orders/OrderSerializationTestBase.java

@@ -1,42 +0,0 @@
-package ats.orders;
-
-import com.fasterxml.jackson.core.JsonProcessingException;
-import com.fasterxml.jackson.databind.ObjectMapper;
-
-import org.json.JSONException;
-import org.skyscreamer.jsonassert.JSONAssert;
-import org.slf4j.Logger;
-import org.slf4j.LoggerFactory;
-
-/**
- * OrderSerializationTestBase is a base class for testing JSON format
- * serialization of order types for sending to the OANDA api.
- */
-public class OrderSerializationTestBase {
-	private static final Logger log = LoggerFactory.getLogger(OrderSerializationTestBase.class);
-
-    /**
-     * Test an object against its expected json representation.
-     */
-    protected void doTest(Object obj, String expected)
-        throws JsonProcessingException, JSONException
-    {
-        doTest(obj, expected, false);
-    }
-    
-    /**
-     * Test an object against its expected json representation.
-     *
-     * @param verbose Log a little extra if true.
-     */
-    protected void doTest(Object obj, String expected, boolean verbose)
-        throws JsonProcessingException, JSONException
-    {
-        ObjectMapper mapper = OrderRequest.getJSONMapper();
-        String actual = mapper.writeValueAsString(obj);
-
-        if (verbose) log.warn(actual);
-
-        JSONAssert.assertEquals(expected, actual, true);
-    }
-}

src/test/java/ats/orders/StopLossDetailsTest.java

@@ -1,53 +0,0 @@
-package ats.orders;
-
-import java.math.BigDecimal;
-
-import com.fasterxml.jackson.core.JsonProcessingException;
-
-import org.joda.time.DateTime;
-import org.json.JSONException;
-import org.junit.Test;
-
-/**
- * StopLossDetailsTest tests JSON format serialization of
- * StopLossDetails objects.
- */
-public class StopLossDetailsTest extends OrderSerializationTestBase {
-
-
-    /**
-     * Test the simplest form, including default values.
-     */
-    @Test
-    public void testToJSONSmall()
-        throws JsonProcessingException, JSONException
-    {
-        StopLossDetails obj = new StopLossDetails();
-        obj.price = "12.34";
-
-        String expected = "{\"price\":\"12.34\",\"timeInForce\":\"GTC\",\"guaranteed\":false}";
-
-        doTest(obj, expected);
-    }
-
-    /**
-     * Test a fully filled out object.
-     */
-    @Test
-    public void testToJSONLarge()
-        throws JsonProcessingException, JSONException
-    {
-        StopLossDetails obj = new StopLossDetails();
-        obj.distance = new BigDecimal("12.34");
-        obj.timeInForce = TimeInForce.GFD;
-        obj.gtdTime = new DateTime("2000-09-17T18:02:52.957Z");
-
-        obj.clientExtensions = new ClientExtensions();
-        obj.clientExtensions.id = "my id";
-        obj.clientExtensions.tag = "my tag";
-        obj.clientExtensions.comment = "my comment";
-
-        String expected = "{\"distance\":12.34,\"timeInForce\":\"GFD\",\"gtdTime\":\"2000-09-17T18:02:52.957Z\",\"clientExtensions\":{\"id\":\"my id\",\"tag\":\"my tag\",\"comment\":\"my comment\"},\"guaranteed\":false}";
-        doTest(obj, expected);
-    }
-}

src/test/java/ats/orders/TakeProfitDetailsTest.java

@@ -1,46 +0,0 @@
-package ats.orders;
-
-import com.fasterxml.jackson.core.JsonProcessingException;
-
-import org.joda.time.DateTime;
-import org.json.JSONException;
-import org.junit.Test;
-
-/**
- * TakeProfitDetailsTest tests JSON format serialization of
- * TakeProfitDetails objects.
- */
-public class TakeProfitDetailsTest extends OrderSerializationTestBase {
-
-
-    /**
-     * Test the simplest form, including default values.
-     */
-    @Test
-    public void testToJSONSmall() throws JsonProcessingException, JSONException {
-        TakeProfitDetails obj = new TakeProfitDetails();
-        obj.price = "12.34";
-
-        String expected = "{\"price\":\"12.34\",\"timeInForce\":\"GTC\"}";
-        doTest(obj, expected);
-    }
-
-    /**
-     * Test a fully filled out object.
-     */
-    @Test
-    public void testToJSONLarge() throws JsonProcessingException, JSONException {
-        TakeProfitDetails obj = new TakeProfitDetails();
-        obj.price = "12.34";
-        obj.timeInForce = TimeInForce.GFD;
-        obj.gtdTime = new DateTime("2000-09-17T18:02:52.957Z");
-
-        obj.clientExtensions = new ClientExtensions();
-        obj.clientExtensions.id = "my id";
-        obj.clientExtensions.tag = "my tag";
-        obj.clientExtensions.comment = "my comment";
-
-        String expected = "{\"price\":\"12.34\",\"timeInForce\":\"GFD\",\"gtdTime\":\"2000-09-17T18:02:52.957Z\",\"clientExtensions\":{\"id\":\"my id\",\"tag\":\"my tag\",\"comment\":\"my comment\"}}";
-        doTest(obj, expected);
-    }
-}

src/test/java/ats/orders/TakeProfitOrderRequestTest.java

@@ -1,54 +0,0 @@
-package ats.orders;
-
-import com.fasterxml.jackson.core.JsonProcessingException;
-import com.oanda.v20.order.OrderTriggerCondition;
-
-import org.joda.time.DateTime;
-import org.json.JSONException;
-import org.junit.Test;
-
-/**
- * TakeProfitOrderRequestTest tests JSON format serialization of
- * TakeProfitOrderRequest objects.
- */
-public class TakeProfitOrderRequestTest extends OrderSerializationTestBase {
-
-
-    /**
-     * Test the simplest form, including default values.
-     */
-    @Test
-    public void testToJSONSmall()
-        throws JsonProcessingException, JSONException
-    {
-        TakeProfitOrderRequest obj = new TakeProfitOrderRequest("12", "23", "45.67");
-
-        String expected = "{\"type\":\"TAKE_PROFIT\",\"tradeID\":\"12\",\"clientTradeID\":\"23\",\"price\":\"45.67\",\"timeInForce\":\"GTC\",\"triggerCondition\":\"DEFAULT\"}";
-
-        doTest(obj, expected);
-    }
-
-    /**
-     * Test a fully filled out object.
-     */
-    @Test
-    public void testToJSONLarge()
-        throws JsonProcessingException, JSONException
-    {
-        ClientExtensions clientExtensions = new ClientExtensions();
-        clientExtensions.id = "my id";
-        clientExtensions.tag = "my tag";
-        clientExtensions.comment = "my comment";
-
-        TakeProfitOrderRequest obj = new TakeProfitOrderRequest("12", "23", "45.67",
-                                                                TimeInForce.IOC,
-                                                                new DateTime("2000-09-17T18:02:52.957Z"),
-                                                                OrderTriggerCondition.MID,
-                                                                clientExtensions);
-
-        
-        String expected = "{\"type\":\"TAKE_PROFIT\",\"tradeID\":\"12\",\"clientTradeID\":\"23\",\"price\":\"45.67\",\"timeInForce\":\"IOC\",\"gtdTime\":\"2000-09-17T18:02:52.957Z\",\"triggerCondition\":\"MID\",\"clientExtensions\":{\"id\":\"my id\",\"tag\":\"my tag\",\"comment\":\"my comment\"}}";
-
-        doTest(obj, expected);
-    }
-}

src/test/java/ats/orders/TrailingStopLossDetailsTest.java

@@ -1,53 +0,0 @@
-package ats.orders;
-
-import java.math.BigDecimal;
-
-import com.fasterxml.jackson.core.JsonProcessingException;
-
-import org.joda.time.DateTime;
-import org.json.JSONException;
-import org.junit.Test;
-
-/**
- * TrailingStopLossDetailsTest tests JSON format serialization of
- * TrailingStopLossDetails objects.
- */
-public class TrailingStopLossDetailsTest extends OrderSerializationTestBase {
-
-
-    /**
-     * Test the simplest form, including default values.
-     */
-    @Test
-    public void testToJSONSmall()
-        throws JsonProcessingException, JSONException
-    {
-        TrailingStopLossDetails obj = new TrailingStopLossDetails();
-        obj.distance = new BigDecimal("12.34");
-
-        String expected = "{\"distance\":12.34,\"timeInForce\":\"GTC\"}";
-
-        doTest(obj, expected);
-    }
-
-    /**
-     * Test a fully filled out object.
-     */
-    @Test
-    public void testToJSONLarge()
-        throws JsonProcessingException, JSONException
-    {
-        TrailingStopLossDetails obj = new TrailingStopLossDetails();
-        obj.distance = new BigDecimal("12.34");
-        obj.timeInForce = TimeInForce.GFD;
-        obj.gtdTime = new DateTime("2000-09-17T18:02:52.957Z");
-
-        obj.clientExtensions = new ClientExtensions();
-        obj.clientExtensions.id = "my id";
-        obj.clientExtensions.tag = "my tag";
-        obj.clientExtensions.comment = "my comment";
-
-        String expected = "{\"distance\":12.34,\"timeInForce\":\"GFD\",\"gtdTime\":\"2000-09-17T18:02:52.957Z\",\"clientExtensions\":{\"id\":\"my id\",\"tag\":\"my tag\",\"comment\":\"my comment\"}}";
-        doTest(obj, expected);
-    }
-}