<<Entity>>

Strategy
+autoActivate : boolean
+allocation : double
+modules : String
+name : String
+getPortfolioSecuritiesCurrentValueDouble()
+getPortfolioMaintenanceMarginDouble()
+getPortfolioAvailableFundsDouble()
+getSecuritiesCurrentValueDouble()
+getPortfolioCashBalanceDouble()
+getPortfolioNetLiqValueDouble()
+getPortfolioInitialMarginDouble()
+getMaintenanceMarginDouble()
+@findAutoActivateStrategies()
+getAvailableFundsDouble()
+getCashBalanceDouble()
+getNetLiqValueDouble()
+getInitialMarginDouble()
+@findByNameFetched()
+@findByName()
+isBase()
+@findSecuritiesOnActiveWatchlist()
+@findSecuritiesOnWatchlist()
+@findSecuritiesInPortfolio()
+@findByIsinFetched()
+@findByIdFetched()
+getCurrentValue()
+@findBySymbol()
+isOnWatchlist()
+getLastTrade()
+@findByIsin()
+getLastTick()
+getLastAsk()
+getLastBar()
+getLastBid()
+getMargin()
<<Entity>>
Security
+symbol : String [0..1]
+isin : String
<<Entity>>
Position
+maintenanceMargin : Money [0..1]
+exitValue : Double [0..1]
+quantity : long
+@findOpenPositionsByStrategy()
+getMaintenanceMarginDouble()
+@findBySecurityAndStrategy()
+getMarketValueDouble()
+getMarketPriceDouble()
+@findOpenPositions()
+getExitValueDouble()
+@findByIdFetched()
+isOpen()
+isShort()
+isLong()
+isFlat()
+commission : Money [0..1]
+marketClose : Time
+tradeable : boolean
+marketOpen : Time
+currency : Currency
+expirable : boolean
+contractSize : int
+tickSize : double
+market : Market
+name : String
<<Entity>>
SecurityFamily
+@findByIsin()
+getScale()
+commission : Money [0..1]
+type : TransactionType
+currency : Currency
+dateTime : Date
+quantity : long
+price : Money
+@findAllCashflows()
+getValueDouble()
+@findAllTrades()
+getValue()
<<Entity>>
Transaction
<<Entity>>
WatchListItem
+persistent : boolean
+@findByStrategyAndSecurity()
<<Entity>>
<<AlgoTraderEntity>>
Order
+ocoType : OCOType
+tifDate : Date [0..1]
+quantity : long
+number : int
+side : Side
+tif : TIF
<<Entity>>
<<AlgoTraderEntity>>
Fill
+commission : Money
+dateTime : Date
+quantity : long
+price : Money
+side : Side
*
1
*
0..1
*
1
*
* +underlaying
0..1
1
0..1 *
* 0..1
*
+underlaying
0..1
*
+parentOrder
1
*
*
1
*
1
<<Entity>>
Tick
+lastDateTime : Date [0..1]
+settlement : Money [0..1]
+last : Money [0..1]
+openIntrest : int
+ask : Money
+bid : Money
+volAsk : int
+volBid : int
+vol : int
+@findLastTickForSecurityAndMaxDate()
+getBidAskSpreadDouble()
+getCurrentValueDouble()
+getBidAskSpread()
+getCurrentValue()
<<Entity>>
Bar
+adjClose : Money [0..1]
+openInterest : int
+close : Money
+open : Money
+high : Money
+low : Money
+vol : int
+getCurrentValueDouble()
+getCurrentValue()
<<Entity>>
MarketDataEventDefinition
+description : String
+name : String
<<Entity>>
GenericMarketDataEvent
<<Entity>>
NumericMarketDataEvent
+value : double
<<Entity>>
TextualMarketDataEvent
+value : String
<<Entity>>
<<AlgoTraderEntity>>
Trade
<<Entity>>
<<AlgoTraderEntity>>
PriceEvent
+price : Money
+size : long
<<Entity>>
<<AlgoTraderEntity>>
Bid
<<Entity>>
<<AlgoTraderEntity>>
Quote
+extId : String
+valid : Date
<<Entity>>
<<AlgoTraderEntity>>
Ask
<<Entity>>
MarketDataEvent
+dateTime : Date
<<Entity>>
Security
* 1
*
+definition
1
<<Entity>>
<<AlgoTraderEntity>>
Order
+ocoType : OCOType
+tifDate : Date [0..1]
+quantity : long
+number : int
+side : Side
+tif : TIF
<<Entity>>
<<AlgoTraderEntity>>
OrderStatus
+remainingQuantity : long
+filledQuantity : long
+status : Status
<<Entity>>
<<AlgoTraderEntity>>
Fill
+commission : Money
+dateTime : Date
+quantity : long
+price : Money
+side : Side
<<Entity>>
<<AlgoTraderEntity>>
MarketOrder
<<Entity>>
<<AlgoTraderEntity>>
SteppingLimitOrder
+increment : Money
+maxLimit : Money
<<Entity>>
<<AlgoTraderEntity>>
LimitOrder
+limit : Money
<<Entity>>
<<AlgoTraderEntity>>
StopOrder
+stop : Money
<<Entity>>
<<AlgoTraderEntity>>
StopLimitOrder
+stop : Money
+limit : Money
<<Entity>>
<<AlgoTraderEntity>>
TrailingStopOrder
+trailingAmount : Money
LimitOrderInterface
+limit : Money
StopOrderInterface
+stop : Money
<<Entity>>
Transaction
<<Entity>>
Strategy
<<Entity>>
Security
+parentOrder
1
+parentOrder
1
* 1
<<PersistentAssociationEnd>>
{andromda_hibernate_collection_type=list}
+childOrders
0..*
+parentOrder
0..1
* 1
*
1
<<Service>>
TransactionService
+createTransaction( fill : Fill ) : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED}
+propagateTransaction( transaction : Transaction ) : void
+propagateFill( fill : Fill ) : void
<<Service>>
PositionService
+setExitValue( positionId : int, exitValue : double, force : boolean ) : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED}
+setMargin( position : Position ) : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED}
+reducePosition( positionId : int, quantity: long ) : void
+closePosition( positionId : int ) : void
+setMargin( positionId : int ) : void
+setMargins() : void
<<Service>>
SimulationService
{andromda_spring_service_remoting_type=none}
+optimizeSingleParamLinear( strategyName : String, parameter : String, min : double, max: double, increment : double ) : void
+resetDB() : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED}
+getSimulationResultVO( startTime : long ) : SimulationResultVO
+runByUnderlayings() : SimulationResultVO
+simulateWithCurrentParams() : void
+inputCSV() : void
<<Service>>
RuleService
{@algoTrader.service.client,
andromda_spring_service_remoting_type=none}
+deployRule( strategyName : String, moduleName : String, ruleName : String, targetId : Integer ) : void
+getLastEventProperty( strategyName : String, ruleName : String, property: String ) : Object
+coordinate( strategyName : String, csvInputAdapterSpec : CSVInputAdapterSpec ) : void
+getAllEventsProperty( strategyName : String, ruleName : String, property: String ) : List
+undeployRuleByTarget( strategyName : String, ruleName : String, targetId : int ) : void
+deployRule( strategyName : String, moduleName : String, ruleName : String ) : void
+undeployModule( strategyName : String, moduleName : String ) : void
+setProperty( strategyName : String, key: String, value : String ) : void
+deployModule( strategyName : String, moduleName : String ) : void
+setInternalClock( strategyName : String, internal : boolean ) : void
+isDeployed( strategyName : String, ruleName : String ) : boolean
+getLastEvent( strategyName : String, ruleName : String ) : Object
+undeployRule( strategyName : String, ruleName : String ) : void
+getAllEvents( strategyName : String, ruleName : String ) : List
+executeQuery( strategyName : String, query: String ) : List
+setCurrentTime( currentTime : CurrentTimeEvent ) : void
+sendEvent( strategyName : String, object : Object ) : void
+routeEvent( strategyName : String, object : Object ) : void
+destroyServiceProvider( strategyName : String ) : void
+isInternalClock( strategyName : String ) : boolean
+initServiceProvider( strategyName : String ) : void
+deployAllModules( strategyName : String ) : void
+startCoordination( strategyName : String ) : void
+getCurrentTime( strategyName : String ) : long
+initCoordination( strategyName : String ) : void
+isInitialized( strategyName : String ) : boolean
<<Service>>
OrderService
+sendOrder( order : Order ) : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED}
+propagateOrderStatus( orderStatus : OrderStatus ) : void
+modifyExternalOrder( order : Order ) : void
+cancelExternalOrder( order : Order ) : void
+sendExternalOrder( order : Order ) : void
+propagateOrder( order : Order ) : void
+cancelOrder( order : Order ) : void
+modifyOrder( order : Order ) : void
<<Service>>
LookupService
+getPositionBySecurityAndStrategy( securityId : int, strategyName : String ) : Position
+getOpenPositionsByStrategy( strategyName : String ) : Position[]
+getStrategyByNameFetched( name : String ) : Strategy
+getSecurityBySymbol( symbol : String ) : Security
+getStrategyByName( name : String ) : Strategy
+getSecurityFamily( id : int ) : SecurityFamily
+getSecurityByIsin( isin : String ) : Security
+getAllSecuritiesInPortfolio() : Security[]
+getPositionFetched( id : int ) : Position
+getSecuritiesOnWatchlist() : Security[]
+getSecurityFetched( id : int ) : Security
+getTransaction( id : int ) : Transaction
+getPortfolioValue() : PortfolioValueVO
+getAllTransactions() : Transaction[]
+getLastTick( securityId : int ) : Tick
+getAllCashFlows() : Transaction[]
+getAutoActivateStrategies() : List
+getOpenPositions() : Position[]
+getPosition( id : int ) : Position
+getStrategy( id : int ) : Strategy
+getSecurity( id : int ) : Security
+getAllTrades() : Transaction[]
+getAllStrategies() : Strategy[]
+getAllSecurities() : Security[]
+getAllPositions() : Position[]
<<Service>>
MarketDataService
+propagateMarketDataEvent( marketDataEvent : MarketDataEvent ) : void
+removeFromWatchlist( strategyName : String, securityId : int ) : void
+putOnWatchlist( strategyName : String, securityId : int ) : void
+removeFromExternalWatchlist( security : Security ) : void
+putOnExternalWatchlist( security : Security ) : void
+completeRawTick( tick : RawTickVO ) : Tick
+completeBar( bar : BarVO ) : Bar
+persistTick( tick : Tick ) : void
+initWatchlist() : void
<<Service>>
StrategyService
+isStrategyRegistered()
+unregisterStrategy()
+registerStrategy()
+sendEvent()
<<Entity>>
<<AlgoTraderEntity>>
Order
<<Entity>>
<<AlgoTraderEntity>>
Order
<<Service>>
MarketDataService
<<Service>>
MarketDataService
<<Service>>
TransactionService
<<Service>>
TransactionService
<<Service>>
SimulationService
<<Entity>>
MarketDataEvent
BaseEntity
+toString() : String
<<Service>>
StrategyService
<<Service>>
StrategyService
<<Service>>
SessionFactory
<<Service>>
SessionFactory
<<Service>>
SessionFactory
<<Service>>
PositionService
<<Service>>
LookupService
<<Service>>
LookupService
<<Entity>>
WatchListItem
<<Entity>>
SecurityFamily
<<Entity>>
WatchListItem
<<Entity>>
SecurityFamily
<<Entity>>
WatchListItem
<<Service>>
OrderService
<<Service>>
OrderService
<<Entity>>
Transaction
<<Entity>>
Transaction
<<Service>>
RuleService
<<Service>>
RuleService
<<Service>>
RuleService
<<Service>>
RuleService
<<Entity>>
Transaction
<<Service>>
RuleService
<<Entity>>
Transaction
<<Entity>>
Transaction
<<Service>>
RuleService
<<Entity>>
Bar
<<Entity>>
Position
<<Entity>>
Strategy
<<Entity>>
Security
<<Entity>>
Tick
<<Entity>>
Tick
<<Entity>>
Position
<<Entity>>
Strategy
<<Entity>>
Security
<<Entity>>
Strategy
<<Entity>>
Position
<<Entity>>
Security
<<Entity>>
Security
<<Entity>>
Strategy
<<Entity>>
Security
<<Entity>>
Position
<<Entity>>
Position
<<Entity>>
Position
<<Entity>>
Strategy
<<Entity>>
Strategy
<<Entity>>
Security
<<Entity>>
Strategy
<<Entity>>
Tick
<<Entity>>
Security
<<Entity>>
Strategy
<<Entity>>
Position
<<Entity>>
Security
<<Entity>>
Security
<<Entity>>
Bar
+IDEALPRO : String
+NASDAQ : String
+GLOBEX : String
+SOFFEX : String
+ECBOT : String
+OTCBB : String
+NYBOT : String
+NYMEX : String
+SMART : String
+CBOE : String
+CBOT : String
+AUTO : String
+NYSE : String
+AMEX : String
+LMAX : String
+PINK : String
+CME : String
+CFE : String
+DTB : String
<<Enumeration>>
Market
<<Enumeration>>
Status
+PARTIALLY_EXECUTED : String
+PREARRANGED : String
+SUBMITTED : String
+AUTOMATIC : String
+CANCELED : String
+EXECUTED : String
+OPEN : String
+REBALANCE : String
+EXPIRATION : String
+INTREST : String
+REFUND : String
+CREDIT : String
+DEBIT : String
+FEES : String
+SELL : String
+BUY : String
<<Enumeration>>
TransactionType
<<Enumeration>>
OCOType
+REDUCE_OTHERS : String
+CANCEL_OTHERS : String
+NONE : String
+GTC : String
+GTD : String
+FOK : String
+DAY : String
+ATC : String
+ATO : String
+IOC : String
<<Enumeration>>
TIF
<<Enumeration>>
ConnectionState
+DISCONNECTED : String
+SUBSCRIBED : String
+CONNECTED : String
+READY : String
<<Enumeration>>
Currency
+EUR : String
+USD : String
+CHF : String
+GBP : String
<<Enumeration>>
OptionType
+CALL : String
+PUT : String
<<Enumeration>>
Side
+SELL : String
+BUY : String
<<Enumeration>>
MarketDataType
+TICK : String
+BAR : String
<<ValueObject>>
SimulationResultVO
+performanceKeysVO : PerformanceKeysVO
+maxDrawDownVO : MaxDrawDownVO
+monthlyPerformanceVOs : List
+netLiqValue : double
+dataSet : String
+mins : double
+lastDateTime : Date [0..1]
+settlement : Money [0..1]
+midpoint : Money [0..1]
+last : Money [0..1]
+ask : Money [0..1]
+bid : Money [0..1]
+dateTime : Date
+openIntrest : int
+isin : String
+volAsk : int
+volBid : int
+vol : int
<<ValueObject>>
RawTickVO
+adjClose : Money [0..1]
+openInterest : int
+dateTime : Date
+close : Money
+open : Money
+high : Money
+low : Money
+isin : String
+vol : int
<<ValueObject>>
BarVO
<<ValueObject>>
PortfolioValueVO
+securitiesCurrentValue : double
+maintenanceMargin : double
+cashBalance : double
+netLiqValue : double
<<ValueObject>>
PerformanceKeysVO
+sharpRatio : double
+avgM : double
+stdM : double
+avgY : double
+stdY : double
+n : long
<<ValueObject>>
MonthlyPerformanceVO
+value : double
+date : Date
<<ValueObject>>
UnsubscribeTickVO
+securityId : int
<<ValueObject>>
SubscribeTickVO
+tickerId : int
+tick : Tick
<<ValueObject>>
MaxDrawDownVO
+amount : double
+period : long
<<ValueObject>>
ExitValueVO
+value : double
<<Entity>>
Tick
<<Entity>>
Bar
<<Service>>
MarketDataService
+removeFromExternalWatchlist()
+propagateMarketDataEvent()
+putOnExternalWatchlist()
+removeFromWatchlist()
+completeRawTick()
+putOnWatchlist()
+completeBar()
+initWatchlist()
+persistTick()
<<Service>>
OrderService
+propagateOrderStatus()
+modifyExternalOrder()
+cancelExternalOrder()
+sendExternalOrder()
+propagateOrder()
+cancelOrder()
+modifyOrder()
+sendOrder()
<<Service>>
IBMarketDataService
InitializingService
+init() : void
<<Service>>
IBOrderService
+@findSecuritiesOnActiveWatchlist()
+@findSecuritiesOnWatchlist()
+@findSecuritiesInPortfolio()
+@findByIsinFetched()
+@findByIdFetched()
+getCurrentValue()
+@findBySymbol()
+isOnWatchlist()
+getLastTrade()
+@findByIsin()
+getLastTick()
+getLastAsk()
+getLastBar()
+getLastBid()
+getMargin()
<<Entity>>
Security
+symbol : String [0..1]
+isin : String
+commission : Money [0..1]
+marketClose : Time
+tradeable : boolean
+marketOpen : Time
+currency : Currency
+expirable : boolean
+contractSize : int
+tickSize : double
+market : Market
+name : String
<<Entity>>
SecurityFamily
+@findByIsin()
+getScale()
<<Entity>>
Forex
+baseCurrency : Currency
<<Entity>>
StockOption
+type : OptionType
+expiration : Date
+strike : Money
<<Entity>>
Future
+expiration : Date
<<Entity>>
IntrestRate
+duration : long
<<Entity>>
EquityIndex
<<Entity>>
Stock
*
* +underlaying
0..1
*
+underlaying
0..1
+pvDividend: double
+impliedVol : double
+undPrice : double
+optPrice : double
+gamma : double
+delta : double
+theta : double
+vega : double
+tickerId: int
+field : int
<<ValueObject>>
TickOptionComputation
+hasGaps : boolean
+close : double
+open : double
+WAP : double
+high : double
+low: double
+date : String
+volume : int
+count: int
+reqId : int
<<ValueObject>>
HistoricalData
+lastFillPrice : double
+avgFillPrice : double
+whyHeld : String
+remaining: int
+status : String
+parentId : int
+orderId: int
+permId: int
+clientId: int
+filled : int
<<ValueObject>>
OrderStatus
<<ValueObject>>
ContractDetailsCommon
+contractDetails : ContractDetails
+reqId : int
<<ValueObject>>
ScannerData
+contractDetails : ContractDetails
+benchmark: String
+projection: String
+distance : String
+legsStr : String
+reqId : int
+rank : int
+close : double
+open : double
+volume : long
+WAP : double
+high : double
+low: double
+time : long
+count: int
+reqId : int
<<ValueObject>>
RealtimeBar
+formattedBasisPoints : String
+dividendsToExpiry: double
+dividendImpact: double
+impliedFuture : double
+basisPoints : double
+futureExpiry: String
+holdDays : int
+tickerId: int
+field : int
<<ValueObject>>
TickEFP
<<ValueObject>>
UpdatePortfolio
+unrealizedPNL : double
+accountName : String
+averageCost: double
+marketValue : double
+realizedPNL : double
+marketPrice : double
+contract : Contract
+position : int
<<ValueObject>>
DeltaNeutralValidation
+underComp : UnderComp
+i : int
+marketMaker : String
+operation : int
+price : double
+position : int
+tickerId: int
+side : int
+size : int
<<ValueObject>>
UpdateMktDepthL2
<<ValueObject>>
UpdateMktDepth
+operation : int
+price : double
+position : int
+tickerId: int
+side : int
+size : int
<<ValueObject>>
OpenOrder
+orderState : OrderState
+contract : Contract
+order : Order
+orderId: int
<<ValueObject>>
UpdateAccountValue
+accountName : String
+currency: String
+value : String
+key: String
<<ValueObject>>
AccountDownloadEnd
+s : String
<<ValueObject>>
UpdateNewsBulletin
+origExchange : String
+message : String
+msgType : int
+msgId: int
<<ValueObject>>
ExecDetails
+execution : Execution
+contract : Contract
+reqId : int
<<ValueObject>>
ManagedAccounts
+accountsList: String
<<ValueObject>>
ScannerParameters
+xml : String
<<ValueObject>>
TickPrice
+canAutoExecute : int
+price : double
+tickerId: int
+field : int
<<ValueObject>>
UpdateAccountTime
+timeStamp: String
<<ValueObject>>
ContractDetailsEnd
+reqId : int
+errorString: String
+errorCode : int
+id: int
<<ValueObject>>
Error
<<ValueObject>>
ConnectionClosed
<<ValueObject>>
ReceiveFA
+faDataType : long
+xml : String
<<ValueObject>>
FundamentalData
+data : String
+reqId : int
<<ValueObject>>
TickSnapshotEnd
+reqId : int
<<ValueObject>>
ScannerDataEnd
+reqId : int
<<ValueObject>>
CurrentTime
+time : long
<<ValueObject>>
TickSize
+tickerId: int
+field : int
+size : int
<<ValueObject>>
ExecDetailsEnd
+reqId : int
<<ValueObject>>
NextValidId
+orderId: int
<<ValueObject>>
OpenOrderEnd
<<ValueObject>>
TickGeneric
+value : double
+tickType : int
+tickerId: int
<<ValueObject>>
TickString
+value : String
+tickerId: int
+field : int
Real Time
Bars
Executions
Connection
andServer
Market
Scanners
Contract
Details
MarketData
Fundamental
Bars
Financial
Advisors
Accountand
Portfolio
News
Bulletins
Orders
Historical
Data
MarketDepth
<<Service>>
OrderService
+propagateOrderStatus()
+modifyExternalOrder()
+cancelExternalOrder()
+sendExternalOrder()
+propagateOrder()
+cancelOrder()
+modifyOrder()
+sendOrder()
<<Service>>
FixOrderService