package protocol

Get desktop application:
View/edit binary Protocol Buffers messages

• rpc Connection (stream InMessage, stream OutMessage)

  exchange.proto:6

  message InMessage

  exchange.proto:9

  • oneof request

    • LoginRequest login = 1

    • CreateOrderRequest create = 2

    • ModifyOrderRequest modify = 3

    • CancelOrderRequest cancel = 4

    • MassQuoteRequest massquote = 5

    • SecurityDefinitionRequest secdefreq = 6

    • DownloadRequest download = 7

  message OutMessage

  exchange.proto:21

  • oneof reply

    • LoginReply login = 1

    • ExecutionReport execrpt = 2

    • SecurityDefinition secdef = 3

    • SessionReject reject = 4

Used in: InMessage

• int32 clOrdId = 1

Used in: InMessage

• int32 clOrdId = 1

• string symbol = 2

• double price = 3

• double quantity = 4

• CreateOrderRequest.OrderType orderType = 5

• CreateOrderRequest.OrderSide orderSide = 6

Used in: CreateOrderRequest, ExecutionReport

• Buy = 0

• Sell = 1

Used in: CreateOrderRequest

• Market = 0

• Limit = 1

Used in: InMessage

(message has no fields)

Used in: OutMessage

• string Symbol = 1

• int32 clOrdId = 2

• string exOrdId = 3

• ExecutionReport.OrderState orderState = 4

• ExecutionReport.ReportType reportType = 5

• double price = 6

• double quantity = 7

• double remaining = 8

• double lastPrice = 9

• double lastQuantity = 10

• CreateOrderRequest.OrderSide side = 11

• string rejectReason = 12

Used in: ExecutionReport

• Booked = 0

• Rejected = 1

• Partial = 2

• Filled = 3

• Cancelled = 4

Used in: ExecutionReport

• Status = 0

• Fill = 1

Used in: OutMessage

• string error = 2

Used in: InMessage

• string username = 1

• string password = 2

Used in: InMessage

• string symbol = 1

• double bidPrice = 2

• double bidQuantity = 3

• double askPrice = 4

• double askQuantity = 5

Used in: InMessage

• int32 clOrdId = 1

• double price = 2

• double quantity = 3

Used in: OutMessage

• string symbol = 1

• int64 instrumentID = 2

Used in: InMessage

• string symbol = 1

Used in: OutMessage

• string error = 1