SterlingExecutionEngine/RTypes.proto at master · hayyan85/SterlingExecutionEngine · GitHub

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package Serializable;

message CustROrder_ser
{
optional string bstrAccount = 1 ;
optional string bstrDestination = 2 ;
optional int32 nOrderStatus = 3;
optional string bstrSymbol = 4 ;
optional string bstrClOrderId = 5 ;
optional string bstrAction = 6 ;
optional string Side = 7 ;
optional int32 nQuantity = 8;
optional int32 nLvsQuantity = 9;
optional string bstrLogMessage = 10 ;
optional float LmtPrice = 11;
optional string bstrUser = 12 ;
optional int32 TotalExecutedQty = 13;
optional int32 ExecutedQty = 14;
optional string cust_cancelOrderID = 15 ;
optional string cust_orderCategory = 16 ;
optional EPriceType PriceType = 17 ;
optional string TIF = 18 ;
optional string DateTime = 19;
optional string strategy = 20;
optional string  maturity = 22;
optional string putcall  = 23;
optional string instrument = 24;
optional float strikeprice = 25;
optional string underlying = 26;
optional string nOrderRecordId = 27; //This is used for canceling. Sterling uses this for internal tracking
enum EPriceType {
    Lmt = 0;
  }
}

message ROrderPosition
{
optional int32 position = 1;
optional float execution_price = 2;
}

message RUpdatePacket
{
optional CustROrder_ser custOrd = 1;
optional ROrderPosition pos = 2;
}

message ExtraRFields
{
optional string FormID = 1 ;
optional string OrderType = 2;
}