feat(trading): new subscription request model (#70)

Author: AkankshaAcharya

README.md

@@ -23,7 +23,7 @@ Add the below dependency to the project's POM:
 <dependency>
     <groupId>com.factset.sdk.eventdriven</groupId>
     <artifactId>factsettrading</artifactId>
-    <version>1.0.0</version>
+    <version>2.0.0-SNAPSHOT</version>
 </dependency>
 ```
 
@@ -37,7 +37,7 @@ repositories {
 }
 
 dependencies {
-    implementation "com.factset.sdk.eventdriven:factsettrading:1.0.0"
+    implementation "com.factset.sdk.eventdriven:factsettrading:2.0.0-SNAPSHOT"
 }
 ```
 
@@ -120,10 +120,15 @@ public class Console {
         // initialize the order update api
         OrderUpdateApi api = new OrderUpdateApi(client);
 
-        // subscribe to order updates,
-        // possible values of subscription are "inboundOutboundParentOrders", "inboundOrders", "parentOrders", "outboundOrders"
-        List<String> subscribeList = Collections.singletonList("inboundOutboundParentOrders");
-        OrderSubscriptionRequest request = new OrderSubscriptionRequest(subscribeList);
+        // subscribe to order updates
+        OrderSubscriptionRequest.Subscribe subscribe = OrderSubscriptionRequest.Subscribe.builder()
+                .inboundOrders(true)
+                .parentOrders(true)
+                .childOrders(true)
+                .inboundMessages(true)
+                .childMessages(true)
+                .build();
+        OrderSubscriptionRequest request = new OrderSubscriptionRequest(subscribe);
 
         Subscription subscription = api.subscribeOrderUpdates(request)
                 .onSnapshotEvent((snapshotEvent) -> {

src/main/java/com/factset/sdk/eventdriven/client/Error.java

@@ -14,7 +14,7 @@ public class Error {
     private String code;
     private String title;
     private Links links;
-    private String details;
+    private String detail;
     private Source source;
 
     @Data

src/main/java/com/factset/sdk/eventdriven/factsettrading/model/OrderSubscriptionRequest.java

@@ -1,23 +1,32 @@
 package com.factset.sdk.eventdriven.factsettrading.model;
 
+import lombok.Builder;
 import lombok.Data;
 import lombok.NoArgsConstructor;
 
-import java.util.ArrayList;
-import java.util.List;
 
 @Data
 @NoArgsConstructor
 public class OrderSubscriptionRequest {
     Meta meta = new Meta("OrderSubscriptionRequest");
     SubscriptionData data = new SubscriptionData();
 
-    public OrderSubscriptionRequest(List<String> subscribeTo) {
-        this.data.subscribe.addAll(subscribeTo);
+    public OrderSubscriptionRequest(Subscribe subscribeTo) {
+        this.data.subscribe = subscribeTo;
     }
 
     @Data
     public static class SubscriptionData {
-        List<String> subscribe = new ArrayList<>();
+        Subscribe subscribe = Subscribe.builder().build();
+    }
+
+    @Data
+    @Builder
+    public static class Subscribe{
+        boolean inboundOrders;
+        boolean parentOrders;
+        boolean childOrders;
+        boolean inboundMessages;
+        boolean childMessages;
     }
 }

src/main/java/com/factset/sdk/eventdriven/factsettrading/model/SnapshotEventData.java

@@ -7,10 +7,8 @@
 @Data
 public class SnapshotEventData {
     Integer seqNo;
-    Boolean isDone;
     String requestId;
-    InitialLoadType initialLoadType;
     OrderUpdateEvent inboundOrderSnapshot;
     ParentOrderUpdateEvent parentOrderSnapshot;
-    OrderUpdateEvent outboundOrderSnapshot;
+    OrderUpdateEvent childOrderSnapshot;
 }

src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/BasicMessage.java

@@ -29,7 +29,7 @@ public class BasicMessage {
     Boolean transmit;
     String destName;
     Map<String, Map<Integer, Integer>> repeatingGroups;
-    Map<String, Integer> userDefinedFields;
+    Map<Integer, String> userDefinedFields;
     String customFields;
 }
 

src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/ChildMessage.java

@@ -0,0 +1,14 @@
+package com.factset.sdk.eventdriven.factsettrading.model.tradeevents;
+
+import lombok.Data;
+
+@Data
+public class ChildMessage {
+    NewOrderEvent newOrder;
+    DKTradeEvent dkTrade;
+    ExecutionEvent execution;
+    OrderCancelEvent orderCancel;
+    OrderReplaceEvent orderReplace;
+    OrderStatusEvent orderStatus;
+    CancelRejectEvent cancelReject;
+}

src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/NewOrderEvent.java

@@ -0,0 +1,83 @@
+package com.factset.sdk.eventdriven.factsettrading.model.tradeevents;
+
+import com.factset.sdk.eventdriven.factsettrading.model.enums.*;
+import lombok.Data;
+
+@Data
+public class NewOrderEvent {
+    BasicMessage basicMessage;
+    String account;
+    String clientOrderId;
+    Double commission;
+    CommissionType commissionType;
+    String currency;
+    ExecutionInstruction executionInstruction;
+    HandlingInstruction handlingInstructions;
+    IdSource idSource;
+    String ioiId;
+    String orderId;
+    Double orderQuantity;
+    OrderStatus orderStatus;
+    OrderType orderType;
+    String originalClientOrderId;
+    Double price;
+    Rule80A rule80A;
+    String securityId;
+    Side side;
+    String symbol;
+    String text;
+    TimeInForce timeInForce;
+    String transactTime;
+    SettlementType settlementType;
+    String settlementDate;
+    String symbolSuffix;
+    String executingBroker;
+    OpenClose openClose;
+    String processCode;
+    Double stopPrice;
+    String executionDestination;
+    String issuer;
+    String securityDescription;
+    String clientId;
+    Double minimumQuantity;
+    Double maximumFloor;
+    ReportToExchange reportToExchange;
+    Boolean locateRequired;
+    String quoteId;
+    String settlementCurrency;
+    ForexRequest forexRequest;
+    String expireTime;
+    Double prevClosePrice;
+    Double cashOrderQuantity;
+    String effectiveTime;
+    SecurityType securityType;
+    Double orderQuantity2;
+    String settlementDate2;
+    String maturityMonthYear;
+    PutOrCall putOrCall;
+    Double strikePrice;
+    CoveredOrUncovered coveredOrUncovered;
+    CustomerOrFirm customerOrFirm;
+    String maturityDay;
+    String optionAttribute;
+    String securityExchange;
+    Double maximumShow;
+    Double pegDifference;
+    DiscretionInstruction discretionInstruction;
+    Double discretionOffset;
+    String expireDate;
+    Product product;
+    String cfiCode;
+    Double price2;
+    String key;
+    String sendingDate;
+    Integer pegSelectionIndex;
+    String cancelType;
+    Double bidPrice;
+    Double askPrice;
+    Double lastPrice;
+    Integer bidSize;
+    Integer askSize;
+    Integer volume;
+    String ticketId;
+}

src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/OrderReplaceEvent.java

@@ -12,7 +12,7 @@ public class OrderReplaceEvent {
     CommissionType commissionType;
     String currency;
     ExecutionInstruction executionInstruction;
-    HandlingInstruction handlingInstruction;
+    HandlingInstruction handlingInstructions;
     IdSource idSource;
     String ioiId;
     String orderId;

src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/OrderUpdateEvent.java

@@ -11,12 +11,12 @@ public class OrderUpdateEvent {
     CommissionType commissionType;
     String currency;
     ExecutionInstruction executionInstruction;
-    HandlingInstruction handlingInstruction;
+    HandlingInstruction handlingInstructions;
     IdSource idSource;
     String ioiId;
     String orderId;
     Double orderQuantity;
-    OrderStatus orderStatus;
+    String orderStatus;
     OrderType orderType;
     String originalClientOrderId;
     Double price;
@@ -79,4 +79,7 @@ public class OrderUpdateEvent {
     Double executedQuantity;
     Double averagePrice;
     Double leavesQuantity;
+    Double executedValue;
+    ChildMessage[] childMessage;
+    Boolean containsAllChildMessages;
 }

src/main/java/com/factset/sdk/eventdriven/factsettrading/model/tradeevents/TradeEventDataData.java

@@ -22,4 +22,6 @@ public class TradeEventDataData {
     OrderReplaceEvent orderReplace;
     OrderStatusEvent orderStatus;
     CancelRejectEvent cancelReject;
+
+    String eventTime;
 }