*

<<Entity>> <<Entity>>
WatchListItem <<AlgoTraderEntity>>
Order
+persistent : boolean
+number : int
+@findByStrategyAndSecurity()
* +side : Side
* +quantity : long
1 +tif : TIF 1 <<Entity>>
+tifDate : Date [0..1] Strategy
<<Entity>> +ocoType : OCOType
Security +name : String
+underlaying *
1 +autoActivate : boolean
0..1 +isin : String +parentOrder +allocation : double
+symbol : String [0..1] +modules : String
<<Entity>>
+getCurrentValue() <<AlgoTraderEntity>> +isBase()
+getLastTrade() +getCashBalanceDouble()
Fill
+getLastBid() +getSecuritiesCurrentValueDouble()
+getLastAsk() +dateTime : Date +getMaintenanceMarginDouble()
+getLastTick() +side : Side +getInitialMarginDouble()
<<Entity>> * +underlaying +getLastBar() +quantity : long +getNetLiqValueDouble()
+getMargin() +price : Money +getAvailableFundsDouble()
SecurityFamily 0..1
+isOnWatchlist() +commission : Money +getPortfolioCashBalanceDouble()
+name : String * +@findByIdFetched() +getPortfolioSecuritiesCurrentValueDouble()
*
+market : Market +@findByIsin() +getPortfolioMaintenanceMarginDouble()
1
+currency : Currency +@findByIsinFetched() 0..1 * +getPortfolioInitialMarginDouble()
+contractSize : int +@findBySymbol() <<Entity>> +getPortfolioNetLiqValueDouble()
+tickSize : double +@findSecuritiesInPortfolio() +getPortfolioAvailableFundsDouble()
Transaction
+commission : Money [0..1] +@findSecuritiesOnWatchlist() +@findByName()
+marketOpen : Time +@findSecuritiesOnActiveWatchlist() +dateTime : Date +@findByNameFetched()
+marketClose : Time * +quantity : long +@findAutoActivateStrategies()
1
+tradeable : boolean +price : Money 0..1 1
+expirable : boolean <<Entity>> 0..1 * +commission : Money [0..1]
+currency : Currency *
+@findByIsin() Position
+type : TransactionType
+quantity : long
+getValue()
+exitValue : Double [0..1]
+getValueDouble()
+maintenanceMargin : Money [0..1]
+@findAllTrades()
+isOpen() +@findAllCashflows()
+isLong()
+isShort()
+isFlat()
+getMarketPriceDouble() *
+getMarketValueDouble()
+getMaintenanceMarginDouble()
+getExitValueDouble()
+@findOpenPositions()
+@findOpenPositionsByStrategy()
+@findByIdFetched()
+@findBySecurityAndStrategy()
 <<Entity>> * 1
MarketDataEvent
<<Entity>>
+dateTime : Date
Security

<<Entity>> <<Entity>> <<Entity>>

<<AlgoTraderEntity>> Bar Tick
PriceEvent
+open : Money +last : Money [0..1]
+price : Money +high : Money +lastDateTime : Date [0..1]
+size : long +low : Money +vol : int
+close : Money +volBid : int
+adjClose : Money [0..1] +volAsk : int
+vol : int +bid : Money
+openInterest : int +ask : Money
<<Entity>> <<Entity>> +openIntrest : int
+getCurrentValueDouble() +settlement : Money [0..1]
<<AlgoTraderEntity>> <<AlgoTraderEntity>> +getCurrentValue()
Trade Quote +getCurrentValue()
+extId : String +getCurrentValueDouble()
+getBidAskSpread()
+valid : Date
+getBidAskSpreadDouble()
+@findLastTickForSecurityAndMaxDate()

<<Entity>> <<Entity>>
<<AlgoTraderEntity>> <<AlgoTraderEntity>>
Bid Ask
 <<Entity>>
Strategy
1
0..1
+parentOrder *
<<Entity>>
<<AlgoTraderEntity>> <<Entity>>
+childOrders * 1
<<Entity>> <<AlgoTraderEntity>>
Order
<<AlgoTraderEntity>> 0..* <<Entity>> Fill
OrderStatus +number : int Security
+side : Side +dateTime : Date * 1
+status : Status 1 +quantity : long 1 +side : Side
+quantity : long <<Entity>>
+filledQuantity : long +parentOrder +tif : TIF +parentOrder +price : Money Transaction
+remainingQuantity : long +tifDate : Date [0..1]
+ocoType : OCOType +commission : Money

<<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>>

<<AlgoTraderEntity>> <<AlgoTraderEntity>> <<AlgoTraderEntity>> <<AlgoTraderEntity>> <<AlgoTraderEntity>>
MarketOrder LimitOrder StopOrder StopLimitOrder TrailingStopOrder

+limit : Money +stop : Money +limit : Money +trailingAmount : Money

+stop : Money

StopOrderInterface

+stop : Money

LimitOrderInterface

+limit : Money
 <<Service>> <<Service>>
MarketDataService RuleService

+completeRawTick( tick : RawTickVO ) : Tick {@algoTrader.service.client,

+completeBar( bar : BarVO ) : Bar andromda_spring_service_remoting_type=none}
+propagateMarketDataEvent( marketDataEvent : MarketDataEvent ) : void +initServiceProvider( strategyName : String ) : void
+initWatchlist() : void +isInitialized( strategyName : String ) : boolean
+reinitWatchlist() : void +destroyServiceProvider( strategyName : String ) : void
+putOnWatchlist( strategy : Strategy, security : Security ) : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED} +deployRule( strategyName : String, moduleName : String, ruleName : String ) : void
+putOnWatchlist( strategyName : String, securityId : int ) : void +deployRule( strategyName : String, moduleName : String, ruleName : String, targetId : Integer ) : void
+removeFromWatchlist( strategy : Strategy, security : Security ) : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED} +deployModule( strategyName : String, moduleName : String ) : void
+removeFromWatchlist( strategyName : String, securityId : int ) : void +deployAllModules( strategyName : String ) : void
+putOnExternalWatchlist( security : Security ) : int +isDeployed( strategyName : String, ruleName : String ) : boolean
+removeFromExternalWatchlist( security : Security ) : void +undeployRule( strategyName : String, ruleName : String ) : void
<<Service>> +undeployRuleByTarget( strategyName : String, ruleName : String, targetId : int ) : void
OrderService +undeployModule( strategyName : String, moduleName : String ) : void
+sendEvent( strategyName : String, object : Object ) : void
+sendOrder( order : Order ) : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED} +routeEvent( strategyName : String, object : Object ) : void
+sendExternalOrder( order : Order ) : void +getLastEvent( strategyName : String, ruleName : String ) : Object
+cancelOrder( orderId : int ) : void +getLastEventProperty( strategyName : String, ruleName : String, property : String ) : Object
+cancelExternalOrder( orderId : int ) : void +getAllEvents( strategyName : String, ruleName : String ) : List
+modifyOrder( orderId : int, order : Order ) : void +getAllEventsProperty( strategyName : String, ruleName : String, property : String ) : List
+modifyExternalOrder( orderId : int, order : Order ) : void +executeQuery( strategyName : String, query : String ) : List
+propagateOrder( order : Order ) : void +setInternalClock( strategyName : String, internal : boolean ) : void
<<Service>>
+propagateOrderStatus( orderStatus : OrderStatus ) : void +isInternalClock( strategyName : String ) : boolean
PositionService
+setCurrentTime( currentTime : CurrentTimeEvent ) : void
+closePosition( positionId : int ) : void +getCurrentTime( strategyName : String ) : long
+reducePosition( positionId : int, quantity : long ) : void +initCoordination( strategyName : String ) : void
+setExitValue( positionId : int, exitValue : double, force : boolean ) : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED} +coordinate( strategyName : String, csvInputAdapterSpec : CSVInputAdapterSpec ) : void
+setMargins() : void +startCoordination( strategyName : String ) : void
+setMargin( positionId : int ) : void +setProperty( strategyName : String, key : String, value : String ) : void
+setMargin( position : Position ) : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED}
<<Service>>
<<Service>> LookupService
TransactionService +getSecurity( id : int ) : Security
+createTransaction( fill : Fill ) : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED} +getSecurityByIsin( isin : String ) : Security
+propagateTransaction( transaction : Transaction ) : void +getSecurityBySymbol( symbol : String ) : Security
+propagateFill( fill : Fill ) : void +getSecurityFetched( id : int ) : Security
+getAllSecurities() : Security[]
<<Service>> +getAllSecuritiesInPortfolio() : Security[]
SimulationService +getSecuritiesOnWatchlist() : Security[]
+getStrategy( id : int ) : Strategy
{andromda_spring_service_remoting_type=none} +getStrategyByName( name : String ) : Strategy
+resetDB() : void{andromda_spring_transaction_type=PROPAGATION_REQUIRED} +getStrategyByNameFetched( name : String ) : Strategy
+inputCSV() : void +getAutoActivateStrategies() : List
+runByUnderlayings() : SimulationResultVO +getAllStrategies() : Strategy[]
+simulateWithCurrentParams() : void +getSecurityFamily( id : int ) : SecurityFamily
+optimizeSingleParamLinear( strategyName : String, parameter : String, min : double, max : double, increment : double ) : void +getPosition( id : int ) : Position
+getSimulationResultVO( startTime : long ) : SimulationResultVO +getPositionFetched( id : int ) : Position
+getAllPositions() : Position[]
+getOpenPositions() : Position[]
<<Service>> +getOpenPositionsByStrategy( strategyName : String ) : Position[]
StrategyService +getTransaction( id : int ) : Transaction
+getAllTransactions() : Transaction[]
+registerStrategy() +getAllTrades() : Transaction[]
+unregisterStrategy() +getAllCashFlows() : Transaction[]
+isStrategyRegistered() +getLastTick( securityId : int ) : Tick
+sendEvent() +getPortfolioValue() : PortfolioValueVO
+getPositionBySecurityAndStrategy( securityId : int, strategyName : String ) : Position
 <<Service>> <<Service>>
<<Service>> <<Service>> <<Service>> <<Service>>
TransactionService SessionFactory
SessionFactory MarketDataService RuleService RuleService
<<Entity>> <<Entity>> <<Entity>> <<Entity>>
Tick Strategy <<AlgoTraderEntity>> Bar
Order

<<Entity>> <<Entity>> <<Entity>> <<Entity>>

<<Entity>> Security Strategy Position Transaction
<<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>>
Bar <<Entity>> <<Entity>>
Security Tick Strategy WatchListItem Security Transaction Position
Security Security

<<Service>>
LookupService
<<Service>>
<<Service>> <<Service>>
StrategyService
RuleService SimulationService

<<Entity>>
<<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>>
Strategy
Position Strategy Tick Security Transaction SecurityFamily Security Transaction Position WatchListItem Strategy

<<Service>>
<<Service>> <<Service>> <<Service>> <<Service>> <<Service>>
<<Service>> RuleService
OrderService PositionService RuleService RuleService TransactionService
OrderService

<<Service>> <<Service>> <<Service>>

<<Service>>
SessionFactory LookupService StrategyService
MarketDataService
<<Entity>>
Position <<Entity>> <<Entity>>
Strategy Security

BaseEntity
+toString() : String

<<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>>

<<AlgoTraderEntity>> Position Strategy Transaction WatchListItem MarketDataEvent Security SecurityFamily
Order
<<Enumeration>> <<Enumeration>> <<Enumeration>> <<Enumeration>> <<Enumeration>>
Market Currency Side OptionType ConnectionState

+AMEX : String +CHF : String +BUY : String +CALL : String +DISCONNECTED : String
+AUTO : String +EUR : String +SELL : String +PUT : String +CONNECTED : String
+CBOE : String +USD : String +READY : String
+CBOT : String +GBP : String +SUBSCRIBED : String
+CFE : String
<<Enumeration>> <<Enumeration>>
+CME : String <<Enumeration>>
+DTB : String TIF MarketDataType
Status
+GLOBEX : String +DAY : String +TICK : String
+ECBOT : String +OPEN : String +GTC : String +BAR : String
+IDEALPRO : String +SUBMITTED : String +GTD : String
+NYBOT : String +PARTIALLY_EXECUTED : String
+NYMEX : String +EXECUTED : String
+NASDAQ : String +CANCELED : String
+NYSE : String +AUTOMATIC : String
+OTCBB : String +PREARRANGED : String
+PINK : String
+SMART : String <<Enumeration>>
+SOFFEX : String TransactionType <<Enumeration>>
+LMAX : String OCOType
+BUY : String
+SELL : String +NONE : String
+EXPIRATION : String +CANCEL_OTHERS : String
+CREDIT : String +REDUCE_OTHERS : String
+DEBIT : String
+INTREST : String
+FEES : String
+REBALANCE : String
 <<Entity>> <<Entity>>
Tick Bar

<<ValueObject>> <<ValueObject>> <<ValueObject>> <<ValueObject>> <<ValueObject>> <<ValueObject>>

RawTickVO BarVO SimulationResultVO PerformanceKeysVO PortfolioValueVO SubscribeTickEvent
+isin : String +isin : String +mins : double +n : long +securitiesCurrentValue : double +tick : Tick
+dateTime : Date +dateTime : Date +dataSet : String +avgM : double +cashBalance : double +tickerId : int
+last : Money [0..1] +open : Money +netLiqValue : double +stdM : double +maintenanceMargin : double
+lastDateTime : Date [0..1] +high : Money +monthlyPerformanceVOs : List +avgY : double +netLiqValue : double
+vol : int +low : Money +performanceKeysVO : PerformanceKeysVO +stdY : double <<ValueObject>>
+volBid : int +close : Money +maxDrawDownVO : MaxDrawDownVO +sharpRatio : double UnsubscribeTickEvent
+volAsk : int +adjClose : Money [0..1]
+bid : Money [0..1] +vol : int +securityId : int
+midpoint : Money [0..1] +openInterest : int <<ValueObject>> <<ValueObject>> <<ValueObject>>
+ask : Money [0..1] MonthlyPerformanceVO ExitValueVO MaxDrawDownVO
+openIntrest : int
+settlement : Money [0..1] +date : Date +value : double +amount : double
+value : double +period : long
 <<Service>> <<Service>>
OrderService MarketDataService

+sendOrder() +completeRawTick()
+sendExternalOrder() +completeBar()
+cancelOrder() +propagateMarketDataEvent()
+cancelExternalOrder() +initWatchlist()
+modifyOrder() +reinitWatchlist()
+modifyExternalOrder() +putOnWatchlist()
+propagateOrder() +putOnWatchlist()
+propagateOrderStatus() +removeFromWatchlist()
+removeFromWatchlist()
+putOnExternalWatchlist()
+removeFromExternalWatchlist()

<<Service>> <<Service>>
IBOrderService IBMarketDataService
 0..1
+underlaying
<<Entity>>
*
Security
<<Entity>>
+isin : String
SecurityFamily
+symbol : String [0..1] +underlaying *
0..1 +name : String
+getCurrentValue()
+market : Market
+getLastTrade()
+currency : Currency
+getLastBid()
+contractSize : int
+getLastAsk() *
+tickSize : double
+getLastTick()
+commission : Money [0..1]
+getLastBar()
+marketOpen : Time
+getMargin()
+marketClose : Time
+isOnWatchlist()
+tradeable : boolean
+@findByIdFetched()
+expirable : boolean
+@findByIsin()
+@findByIsinFetched() +@findByIsin()
+@findBySymbol()
+@findSecuritiesInPortfolio()
+@findSecuritiesOnWatchlist()
+@findSecuritiesOnActiveWatchlist()

<<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>> <<Entity>>

Stock Forex IntrestRate Future StockOption EquityIndex

+baseCurrency : Currency +duration : long +expiration : Date +expiration : Date

+strike : Money
+type : OptionType
 <<ValueObject>> <<ValueObject>> <<ValueObject>>
Connection
and Server CurrentTime ConnectionClosed Error
+time : long +id : int
+errorCode : int
+errorString : String

<<ValueObject>> <<ValueObject>> <<ValueObject>> <<ValueObject>> <<ValueObject>> <<ValueObject>> <<ValueObject>>

Market Data
TickPrice TickSize TickOptionComputation TickGeneric TickString TickEFP TickSnapshotEnd
+tickerId : int +tickerId : int +tickerId : int +tickerId : int +tickerId : int +tickerId : int +reqId : int
+field : int +field : int +field : int +tickType : int +field : int +field : int
+price : double +size : int +impliedVol : double +value : double +value : String +basisPoints : double
+canAutoExecute : int +delta : double +formattedBasisPoints : String
+optPrice : double +impliedFuture : double
+pvDividend : double +holdDays : int
+gamma : double +futureExpiry : String
+vega : double +dividendImpact : double
+theta : double +dividendsToExpiry : double
+undPrice : double

<<ValueObject>> <<ValueObject>> <<ValueObject>> <<ValueObject>>

Orders OrderStatus OpenOrder NextValidId OpenOrderEnd
+orderId : int +orderId : int +orderId : int
+status : String +contract : Contract
+filled : int +order : Order
+remaining : int +orderState : OrderState
+avgFillPrice : double
+permId : int
+parentId : int
+lastFillPrice : double
+clientId : int
+whyHeld : String

<<ValueObject>> <<ValueObject>> <<ValueObject>> <<ValueObject>>

Account and
Portfolio UpdateAccountValue UpdatePortfolio UpdateAccountTime AccountDownloadEnd
+key : String +contract : Contract +timeStamp : String +s : String
+value : String +position : int
+currency : String +marketPrice : double
+accountName : String +marketValue : double
+averageCost : double
+unrealizedPNL : double
+realizedPNL : double
+accountName : String

<<ValueObject>> <<ValueObject>>
Contract ContractDetailsCommon ContractDetailsEnd
Details
+reqId : int +reqId : int
+contractDetails : ContractDetails

<<ValueObject>> <<ValueObject>>
Executions ExecDetails ExecDetailsEnd
+reqId : int +reqId : int
+contract : Contract
+execution : Execution

<<ValueObject>> <<ValueObject>>
Market Depth UpdateMktDepth UpdateMktDepthL2
+tickerId : int +tickerId : int
+position : int +position : int
+operation : int +marketMaker : String
+side : int +operation : int
+price : double +side : int
+size : int +price : double
+size : int

<<ValueObject>>
News UpdateNewsBulletin
Bulletins
+msgId : int
+msgType : int
+message : String
+origExchange : String

<<ValueObject>> <<ValueObject>>
Financial
Advisors ManagedAccounts ReceiveFA
+accountsList : String +faDataType : long
+xml : String

<<ValueObject>>
HistoricalData
+reqId : int
Historical +date : String
Data +open : double
+high : double
+low : double
+close : double
+volume : int
+count : int
+WAP : double
+hasGaps : boolean

<<ValueObject>> <<ValueObject>> <<ValueObject>>

Market
Scanners ScannerParameters ScannerData ScannerDataEnd
+xml : String +reqId : int +reqId : int
+rank : int
+contractDetails : ContractDetails
+distance : String
+benchmark : String
+projection : String
+legsStr : String

<<ValueObject>>
Real Time RealtimeBar
Bars
+reqId : int
+time : long
+open : double
+high : double
+low : double
+close : double
+volume : long
+WAP : double
+count : int

<<ValueObject>>
Fundamental
Bars FundamentalData

+reqId : int
+data : String

<<ValueObject>>
DeltaNeutralValidation
+i : int
+underComp : UnderComp