This document provide the structural idea, how any request and response are implemented.
request represent any packet sent from application Arthur sent to connected backend engine.
response represent following fields Arthur is expecting from backend engine
#define JSON_PARAMS "params"
#define JSON_ID "id"
#define JSON_TOKEN "token"
#define JSON_PRICE "price"
#define JSON_QUANTITY "quantity"
#define JSON_CLIENT "client"
#define JSON_SIDE "side"
#define JSON_ORDER_ID "order_id"
#define JSON_ARGUMENTS "arguments"
#define JSON_PF_NUMBER "pf"
#define JSON_UNIQUE_ID "unique_id"
#define JSON_STRATEGY_NAME "name"
#define JSON_ORDER_TYPE "type"
#define JSON_TIME "time"
#define JSON_FILL_QUANTITY "fill_quantity"
#define JSON_FILL_PRICE "fill_price"
#define JSON_REMAINING "remaining"
#define JSON_MESSAGE "message"
enum SideType {
Side_BUY = 0,
Side_SELL
};
enum OrderType {
OrderType_LIMIT = 0,
OrderType_MARKET,
OrderType_IOC,
OrderType_SPREAD
};
enum RequestType {
RequestType_LOGIN = 0,
// ORDER
RequestType_NEW,
RequestType_MODIFY,
RequestType_CANCEL,
// STRATEGY
RequestType_APPLY,
RequestType_SUBSCRIBE,
RequestType_UNSUBSCRIBE,
RequestType_SUBSCRIBE_APPLY,
};
enum ResponseType {
// ORDER
ResponseType_PLACED = 0,
ResponseType_NEW,
ResponseType_REPLACED,
ResponseType_CANCELLED,
ResponseType_NEW_REJECT,
ResponseType_REPLACE_REJECT,
ResponseType_CANCEL_REJECT,
ResponseType_FILLED,
// STRATEGY
ResponseType_PENDING,
ResponseType_SUBCRIBED,
ResponseType_APPLIED,
ResponseType_UNSUBSCRIBED,
ResponseType_TERMINATED,
ResponseType_UPDATES,
ResponseType_EXCHANGE_DISCONNECT,
// TRACKER
ResponseType_TRACKER,
};
Note : Id in json just respentation of increamental serial number that is transfered to-and-fro Note : Time should be represent in string format nano second Note : Price should be decimal format 100.50 not 10050
{
"id": 21,
"params": {
"token": 500112,
"price": 350.45,
"quantity": 2,
"client": "pro",
"side": SideType,
"type": OrderType
}
}{"id":1,"params":{"client":"Pro","price":"1755296","quantity":50,"side":0,"token":35019,"type":0}}
{"id":2,"params":{"client":"ClientCode1","price":"1755296","quantity":50,"side":0,"token":35019,"type":0}}
{
"id": 23,
"params": {
"price": 355.45,
"quantity": 3,
"order_id": 1000000000011,
"unique_id": "unique_identifier"
}
}{"id":1,"params":{"order_id":1624,"price":"1735049","quantity":7,"unique_id":5}}
{"id":2,"params":{"order_id":52,"price":"1732572","quantity":19,"unique_id":4}}
{"id":3,"params":{"order_id":4979,"price":"1731905","quantity":97,"unique_id":3}}
{"id":4,"params":{"order_id":7208,"price":"1734476","quantity":8,"unique_id":2}}
{
"id": 23,
"params": {
"order_id": 1000000000011,
"unique_id": "unique_identifier"
}
}{"id":5,"params":{"order_id":679,"unique_id":6}}
{"id":6,"params":{"order_id":1624,"unique_id":5}}
{"id":7,"params":{"order_id":52,"unique_id":4}}
{"id":8,"params":{"order_id":4979,"unique_id":3}}
{"id":9,"params":{"order_id":7208,"unique_id":2}}
{"id":10,"params":{"order_id":210,"unique_id":1}}
{
"id": 24,
"params": {
"PF": 1,
"name": "BUTTERFLY",
"arguments": {
"token": 500112,
"side": "BUY",
"other": "such variable"
}
}
}{"id":11,"params":{"arguments":{"Lot":"0","Side1":"BUY","Side2":"BUY","Side3":"BUY","Token1":36694,"Token2":36690,"Token3":36691,"TotalLot":"10","UserGap":"100"},"name":"ButterFly","pf":1}}
{
"id": 2,
"params": {
"name": "ButterFly",
"pf": 1
}
} {
"id": 25,
"params": {
"pf": 1,
"arguments": {
"token": 500112,
"side": "BUY",
"other": "such variable"
}
}
}
{
"id": 25,
"params": {
"pf": 1
}
}{
"id": 25,
"params": {
"pf": 1,
"message": "String Message"
}
}{
"id" : 1,
"params" : {
"pf" : "",
"unique_id" : "",
"token" : "",
"quantity" : "",
"fill_quantity" : "",
"remaining" : "",
"order_id" : "",
"price" : "",
"fill_price" : "",
"side" : "",
"time" : "",
"client" : "",
"message" : "",
}
}