Constants
- EXCH_EVENT = 2147483648
Indicates that it is a valid event to be handled by the exchange processor at the exchange timestamp.
- LOCAL_EVENT = 1073741824
Indicates that it is a valid event to be handled by the local processor at the local timestamp.
- BUY_EVENT = 536870912
Indicates a buy, with specific meaning that can vary depending on the situation. For example, when combined with a depth event, it means a bid-side event, while when combined with a trade event, it means that the trade initiator is a buyer.
- SELL_EVENT = 268435456
Indicates a sell, with specific meaning that can vary depending on the situation. For example, when combined with a depth event, it means an ask-side event, while when combined with a trade event, it means that the trade initiator is a seller.
- MARKET = 1
MARKET
- LIMIT = 0
LIMIT
- BUY = 1
In the market depth event, this indicates the bid side; in the market trade event, it indicates that the trade initiator is a buyer.
- SELL = -1
In the market depth event, this indicates the ask side; in the market trade event, it indicates that the trade initiator is a seller.
- NONE = 0
NONE
- NEW = 1
NEW
- EXPIRED = 2
EXPIRED
- FILLED = 3
FILLED
- PARTIALLY_FILLED = 5
PARTIALLY_FILLED
- CANCELED = 4
CANCELED
- REJECTED = 6
REJECTED
- GTC = 0
Good ‘till cancel
- GTX = 1
Post only
- FOK = 2
Fill or kill
- IOC = 3
Immediate or cancel
- ALL_ASSETS = -1
Indicates all assets.
- DEPTH_EVENT = 1
Indicates that the market depth is changed.
- TRADE_EVENT = 2
Indicates that a trade occurs in the market.
- DEPTH_CLEAR_EVENT = 3
Indicates that the market depth is cleared.
- DEPTH_SNAPSHOT_EVENT = 4
Indicates that the market depth snapshot is received.
- UNTIL_END_OF_DATA = 9223372036854775807
Indicates that one should continue until the end of the data.