Trading Engine Integration
Trading Engine Integration gRPC API
Messages and Data Structures
EngineActivePositionGrpcModel
Represents an active position with all its details.
message EngineActivePositionGrpcModel {
string TraderId = 1;
string AccountId = 2;
string Id = 3;
string AssetPair = 4;
EnginePositionSideGrpcModel Side = 5;
double ContractSize = 6;
double LotsAmount = 7;
uint64 Created = 8;
string ProcessIdCreate = 9;
uint64 LastUpdateDate = 10;
string LastUpdateProcessId = 11;
string Base = 12;
string Quote = 13;
string Collateral = 14;
optional double TpInProfit = 15;
optional double SlInProfit = 16;
optional double TpInAssetPrice = 17;
optional double SlInAssetPrice = 18;
map<string, string> Metadata = 19;
string OpenProcessId = 20;
uint64 OpenDate = 21;
EngineBidAsk OpenBidAsk = 22;
double OpenPrice = 23;
EngineBidAsk ActiveBidAsk = 24;
double ActivePrice = 25;
EngineBidAsk MarginBidAsk = 26;
double MarginPrice = 27;
EngineBidAsk ProfitBidAsk = 28;
double ProfitPrice = 29;
double Profit = 30;
double Commissions = 31;
double Swaps = 32;
}EngineClosedPositionGrpcModel
Represents a closed position with all its details.
message EngineClosedPositionGrpcModel {
string TraderId = 1;
string AccountId = 2;
string Id = 3;
string AssetPair = 4;
EnginePositionSideGrpcModel Side = 5;
double ContractSize = 6;
double LotsAmount = 7;
uint64 Created = 8;
string ProcessIdCreate = 9;
uint64 LastUpdateDate = 10;
string LastUpdateProcessId = 11;
string Base = 12;
string Quote = 13;
string Collateral = 14;
optional double TpInProfit = 15;
optional double SlInProfit = 16;
optional double TpInAssetPrice = 17;
optional double SlInAssetPrice = 18;
map<string, string> Metadata = 19;
string OpenProcessId = 20;
uint64 OpenDate = 21;
EngineBidAsk OpenBidAsk = 22;
double OpenPrice = 23;
EngineBidAsk ActiveBidAsk = 24;
double ActivePrice = 25;
EngineBidAsk MarginBidAsk = 26;
double MarginPrice = 27;
EngineBidAsk ProfitBidAsk = 28;
double ProfitPrice = 29;
double Profit = 30;
string CloseProcessId = 31;
uint64 CloseDate = 32;
EngineBidAsk CloseBidAsk = 33;
double ClosePrice = 34;
EngineClosePositionReason CloseReason = 35;
}EnginePendingOrderGrpcModel
Represents a pending order.
message EnginePendingOrderGrpcModel {
string TraderId = 1;
string AccountId = 2;
string Id = 3;
string AssetPair = 4;
EnginePositionSideGrpcModel Side = 5;
double ContractSize = 6;
double LotsAmount = 7;
uint64 Created = 8;
string ProcessIdCreate = 9;
uint64 LastUpdateDate = 10;
string LastUpdateProcessId = 11;
string Base = 12;
string Quote = 13;
string Collateral = 14;
optional double TpInProfit = 15;
optional double SlInProfit = 16;
optional double TpInAssetPrice = 17;
optional double SlInAssetPrice = 18;
map<string, string> Metadata = 19;
double DesirePrice = 20;
EnginePendingOrderType OrderType = 21;
}EngineBidAsk
Represents the bid/ask prices for an instrument.
message EngineBidAsk {
string Symbol = 1;
double Bid = 2;
double Ask = 3;
uint64 Timestamp = 4;
}EngineOperationCode
Defines possible operation statuses.
enum EngineOperationCode {
Ok = 0;
DayOff = 1;
OperationIsTooLow = 2;
OperationIsTooHigh = 3;
MinLotsSizeReached = 4;
MaxLotsSizeReached = 5;
NotEnoughBalance = 6;
NoLiquidity = 7;
PositionNotFound = 8;
TpIsTooClose = 9;
SlIsTooClose = 10;
AccountNotFound = 11;
InstrumentNotFound = 12;
InstrumentIsNotTradable = 13;
HitMaxAmountOfPendingOrders = 14;
TechError = 15;
MultiplierIsNotFound = 16;
TradingDisabled = 17;
MaxPositionsAmount = 18;
TradingGroupNotFound = 19;
TradingProfileNotFound = 20;
TradingProfileInstrumentNotFound = 21;
ABookReject = 22;
ProcessIdDuplicate = 23;
}EngineClosePositionReason
Defines reasons for closing a position.
enum EngineClosePositionReason {
TakeProfit = 0;
StopLoss = 1;
StopOut = 2;
ClientCommand = 3;
AdminCommand = 4;
}EnginePositionSideGrpcModel
Defines the position side (buy/sell).
enum EnginePositionSideGrpcModel {
Buy = 0;
Sell = 1;
}EnginePendingOrderType
Defines the type of pending order.
enum EnginePendingOrderType {
Limit = 0;
Stop = 1;
}Contracts
OpenPendingOrderGrpcRequest
Used to place a pending order.
message OpenPendingOrderGrpcRequest {
string TraderId = 1;
string AccountId = 2;
string ProcessId = 3;
string Instrument = 4;
double Lots = 5;
EnginePositionSideGrpcModel Side = 6;
double DesiredPrice = 7;
optional double TpInCurrency = 8;
optional double SlInCurrency = 9;
optional double TpInAssetPrice = 10;
optional double SlInAssetPrice = 11;
map<string, string> Metadata = 12;
EnginePendingOrderType OrderType = 13;
}OpenPendingGrpcResponse
Response message for placing a pending order.
message OpenPendingGrpcResponse {
EngineOperationCode Status = 1;
optional EnginePendingOrderGrpcModel Order = 2;
}CancelPendingOrderGrpcRequest
Used to cancel a pending order.
message CancelPendingOrderGrpcRequest {
string TraderId = 1;
string AccountId = 2;
string Id = 3;
}CancelPendingGrpcResponse
Response message for canceling a pending order.
message CancelPendingGrpcResponse {
EngineOperationCode Status = 1;
optional EnginePendingOrderGrpcModel Order = 2;
}UpdatePendingOrderSlTpGrpcRequest
Used to update the Stop Loss and Take Profit levels for a pending order.
message UpdatePendingOrderSlTpGrpcRequest {
string TraderId = 1;
string AccountId = 2;
string Id = 3;
optional double TpInCurrency = 4;
optional double SlInCurrency = 5;
optional double TpInAssetPrice = 6;
optional double SlInAssetPrice = 7;
string ProcessId = 8;
}UpdatePendingOrderTpSlResponse
Response message for updating Stop Loss and Take Profit for a pending order.
message UpdatePendingOrderTpSlResponse {
EngineOperationCode Status = 1;
optional EnginePendingOrderGrpcModel Position = 2;
}GetPendingOrdersGrpcRequest
Used to retrieve all pending orders.
message GetPendingOrdersGrpcRequest {
optional string TraderId = 1;
optional string AccountId = 2;
}OpenPositionGrpcRequest
Used to open a new active position.
message OpenPositionGrpcRequest {
string TraderId = 1;
string AccountId =
2;
string ProcessId = 3;
string Instrument = 4;
double Lots = 5;
EnginePositionSideGrpcModel Side = 6;
optional double TpInCurrency = 7;
optional double SlInCurrency = 8;
optional double TpInAssetPrice = 9;
optional double SlInAssetPrice = 10;
map<string, string> Metadata = 11;
}OpenPositionGrpcResponse
Response message for opening a position.
message OpenPositionGrpcResponse {
EngineOperationCode Status = 1;
optional EngineActivePositionGrpcModel Position = 2;
}ClosePositionGrpcRequest
Used to close an active position.
message ClosePositionGrpcRequest {
string TraderId = 1;
string AccountId = 2;
string Id = 3;
string ProcessId = 4;
EngineClosePositionReason Reason = 5;
}ClosePositionGrpcResponse
Response message for closing a position.
message ClosePositionGrpcResponse {
EngineOperationCode Status = 1;
optional EngineClosedPositionGrpcModel Position = 2;
}UpdateActiveSlTpGrpcRequest
Used to update the Stop Loss and Take Profit levels for an active position.
message UpdateActiveSlTpGrpcRequest {
string TraderId = 1;
string AccountId = 2;
string Id = 3;
optional double TpInCurrency = 4;
optional double SlInCurrency = 5;
optional double TpInAssetPrice = 6;
optional double SlInAssetPrice = 7;
string ProcessId = 8;
}UpdateActiveSlTpGrpcResponse
Response message for updating Stop Loss and Take Profit for an active position.
message UpdateActiveSlTpGrpcResponse {
EngineOperationCode Status = 1;
optional EngineClosedPositionGrpcModel Position = 2;
}GetActivePositionsGrpcRequest
Used to retrieve all active positions.
message GetActivePositionsGrpcRequest {
optional string TraderId = 1;
optional string AccountId = 2;
}gRPC Service: EngineIntegrationGrpcService
EngineIntegrationGrpcServiceThis service manages all trading operations, including pending orders, active positions, and position updates.
service EngineIntegrationGrpcService {
rpc OpenPending(OpenPendingOrderGrpcRequest) returns (OpenPendingGrpcResponse);
rpc CancelPending(CancelPendingOrderGrpcRequest) returns (CancelPendingGrpcResponse);
rpc UpdatePendingSlTp(UpdatePendingOrderSlTpGrpcRequest) returns (UpdatePendingOrderTpSlResponse);
rpc GetPendingPositions(GetPendingOrdersGrpcRequest) returns (stream EnginePendingOrderGrpcModel);
rpc OpenPosition(OpenPositionGrpcRequest) returns (OpenPositionGrpcResponse);
rpc ClosePosition(ClosePositionGrpcRequest) returns (ClosePositionGrpcResponse);
rpc UpdateActiveSlTp(UpdateActiveSlTpGrpcRequest) returns (UpdateActiveSlTpGrpcResponse);
rpc GetActivePositions(GetActivePositionsGrpcRequest) returns (stream EngineActivePositionGrpcModel);
}Last updated