finos#644 | Add Order and OrderLeg Context Types

nemery-flextrade · Sep 29, 2022 · 342173f · 342173f
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -7,6 +7,7 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/).
 ## [Unreleased]
 
 ### Added
+* Added a context type representing an Order (`fdc3.order`). ([]())
 
 ### Changed
 

diff --git a/docs/context/ref/Order.md b/docs/context/ref/Order.md
@@ -0,0 +1,36 @@
+---
+id: Order
+sidebar_label: Order
+title: Order
+hide_title: true
+---
+# `Order`
+
+A context type representing the details of an order, which may be used to transmit a new order to a third party or share details of an existing order.
+
+When the intenet is to create an Order in a downstream system at least one OrderLeg MUST be populated.
+
+When the intent is to lookup an Order in a downstream system at least one entry MUST be populated in the id field and other fields are not required.
+
+## Type
+
+`fdc3.order`
+
+## Schema
+
+https://fdc3.finos.org/scehmas/next/order.schema.json
+
+## Details
+
+| Property| Type| Required| Example
+| -| -| -| -
+| `id` | object | Yes | `{'OMS': '123456789'}`
+| `id.OMS` | string | No | `'123456789'`
+| `id.EMS` | string | No | `'EMSID1234'`
+| `id.PMS` | string | No | `'PMS12345'`
+| `sendingTime` | string | Yes | `'2022-03-30T15:44:44+00:00'`
+| `timeInForce` | fdc3.timeRange| No | `{type: "fdc3.timeRange", startTime: "2020-09-01T08:00:00.000Z", endTime: "2020-10-31T08:00:00.000Z"}`
+| `orderLegs` | fdc3.orderLeg[] | Yes | 
+| `notes` |  String |  No
+
+
diff --git a/docs/context/ref/OrderLeg.md b/docs/context/ref/OrderLeg.md
@@ -0,0 +1,50 @@
+---
+id: OrderLeg
+sidebar_label: OrderLeg
+title: OrderLeg
+hide_title: true
+---
+# `OrderLeg`
+
+A context type representing the details of an individual order leg, which MAY be used as part of an Order context when creating a new Order and MAY be transmitted separately to look up details of an existing OrderLeg.
+
+When the OrderLeg is part of an Order context with the intent to CREATE a new Order fields MUST be populated as indicated.
+
+When the intent is to lookup an OrderLeg in a downstream system at least one entry MUST be populated in the id field and other fields are NOT required.
+
+## Type
+
+`fdc3.orderLeg`
+
+## Schema
+
+https://fdc3.finos.org/scehmas/next/orderLeg.schema.json
+
+| Property| Type| Required| Example
+| -| -| -| -
+| `type` | String | Yes | `fdc3.orderLeg`
+| `id` | object | Yes | `{'OMS': '123456789-leg1'}`
+| `product` | object | Yes | `{'instrument': {'ticker':'MSFT'}} \| {'productDefinition': '...'}`
+| `product.instrument` | fdc3.Instrument | No | `{'instrument': {'ticker':'MSFT'}}`
+| `product.productDefinition` | object | No | `{'productDefinition': '...'}`
+| `quantity` | object | Yes | `{'units': 100000.00}`
+| `quantity.units` | double | No | `1000000.00`
+| `quantity.cashValue` | double | No | `5000000.00`
+| `quantity.proceedsFrom` | string | No | `{'OMS': '123456789-leg2'}`
+| `currency` | fdc3.currency | No | `{type: 'fdc3.currency', name: 'US Dollar', id: {CURRENCY_ISOCODE: "USD"}}`
+| `side` | string | Yes | `'B' \| 'S' \| 'P' \| 'R'...`
+| `price` | object | Yes | `{'orderType': 'limit', 'limitPrice': 123.45}`
+| `price.priceType` | string | No | `'absolute' \| 'percentage' \| 'yield' \| 'spread'...`
+| `price.orderType` | string | Yes | `'limit' \| 'market' \| 'stopMarket' \| 'stopLimit'...`
+| `price.limitPrice` | double | No | `1.15`
+| `price.stopPrice` | double | No | `1.20`
+| `settlement` | object | No | `{currency: {type: 'fdc3.currency', name: 'Pound Sterling', id: {CURRENCY_ISOCODE: "GBP"}, 'date': '2022-03-30T15:44:44+00:00'}`
+| `settlement.currency` | fdc3.currency | No | `{type: 'fdc3.currency', name: 'Pound Sterling', id: {CURRENCY_ISOCODE: "GBP"}`
+| `settlement.date` | string | No | `'2022-03-30T15:44:44+00:00'`
+| `allocations` | object[] | No | `[{'account': 'TRADEACCOUNT1', 'quantity': 1000000.00, 'positionEffect': 'O'}]`
+| `allocations[i].account` | string | Yes | `TRADEACCOUNT1`
+| `allocations[i].quantity` | double | No | `1000000.00`
+| `allocations[i].positionEffect` | string | No | `'O' \| 'C'`
+| `partyIdentifiers` |  object[] |  No | `[{'role': 'executingFirm', 'id': {'LEI': '549300UO56I4KIWC0U51'}]`
+| `partyIdentifiers[i].role` | string | Yes | `'executingFirm'`
+| `partyIdentifiers[i].id` | string | Yes | `{'LEI': '549300UO56I4KIWC0U51'}`
diff --git a/src/context/schemas.json b/src/context/schemas.json
@@ -10,6 +10,8 @@
   "Instrument": ["https://fdc3.finos.org/schemas/next/instrument.schema.json"],
   "InstrumentList": ["https://fdc3.finos.org/schemas/next/instrumentList.schema.json"],
   "Nothing": ["https://fdc3.finos.org/schemas/next/nothing.schema.json"],
+  "Order": ["https://fdc3.finos.org/schemas/next/order.schema.json"],
+  "OrderLeg": ["https://fdc3.finos.org/schemas/next/orderLeg.schema.json"],
   "Organization": ["https://fdc3.finos.org/schemas/next/organization.schema.json"],
   "Portfolio": ["https://fdc3.finos.org/schemas/next/portfolio.schema.json"],
   "Position": ["https://fdc3.finos.org/schemas/next/position.schema.json"],

diff --git a/src/context/schemas/order.schema.json b/src/context/schemas/order.schema.json
@@ -0,0 +1,44 @@
+{
+    "$schema": "http://json-schema.org/draft-07/schema#",
+    "$id": "https://fdc3.finos.org/schemas/next/order.schema.json",
+    "type": "object",
+    "title": "Order",
+    "allOf": [
+        {
+            "$ref": "context.schema.json#"
+        }
+    ],
+    "properties": {
+        "type": {
+            "const": "fdc3.order"
+        },
+        "id": {
+            "properties": {
+                "EMS": {
+                    "type": "string"
+                },
+                "OMS": {
+                    "type": "string"
+                },
+                "PMS": {
+                    "type": "string"
+                }
+            }
+        },
+        "sendingTime": {
+            "type": "string"
+        },
+        "timeInForce": {
+            "$ref": "timerange.schema.json#"
+        },
+        "orderLegs": {
+            "type": "array",
+            "items": {
+                "$ref": "orderLeg.schema.json#"
+            }
+        },
+        "notes": {
+            "type": "string"
+        }
+    }
+}
diff --git a/src/context/schemas/orderLeg.schema.json b/src/context/schemas/orderLeg.schema.json
@@ -0,0 +1,166 @@
+{
+    "$schema": "http://json-schema.org/draft-07/schema#",
+    "$id": "https://fdc3.finos.org/schemas/next/orderLeg.schema.json",
+    "type": "object",
+    "title": "orderLeg",
+    "allOf": [
+        {
+            "$ref": "context.schema.json#"
+        }
+    ],
+    "properties": {
+        "type": {
+            "const": "fdc3.orderLeg"
+        },
+        "id": {
+            "properties": {
+                "EMS": {
+                    "type": "string"
+                },
+                "OMS": {
+                    "type": "string"
+                },
+                "PMS": {
+                    "type": "string"
+                }
+            }
+        },
+        "product": {
+            "type": "object",
+            "properties": {
+                "oneof": {
+                    "instrument": {
+                        "$ref": "instrument.schema.json#"
+                    },
+                    "productDefinition": {
+                        "type": "object"
+                    }
+                }
+            }
+        },
+        "quantity": {
+            "type": "object",
+            "properties": {
+                "oneof": {
+                    "units": {
+                        "type": "number"
+                    },
+                    "cashValue": {
+                        "type": "number"
+                    },
+                    "proceedsFrom": {
+                        "type": "string"
+                    }
+                }
+            }
+        },
+        "currency": {
+            "$ref": "currency.schema.json#"
+        },
+        "side": {
+            "type": "string",
+            "enum": [
+                "B",
+                "S",
+                "P",
+                "R",
+                "BS",
+                "SS"
+            ]
+        },
+        "price": {
+            "type": "object",
+            "properties": {
+                "orderType": {
+                    "type": "string",
+                    "enum": [
+                        "limit",
+                        "market",
+                        "stopMarket",
+                        "stopLimit"
+                    ]
+                },
+                "limitPrice": {
+                    "type": "number"
+                },
+                "stopPrice": {
+                    "type": "number"
+                },
+                "priceType": {
+                    "type": "string",
+                    "enum": [
+                        "absolute",
+                        "percentage",
+                        "yield",
+                        "spread"
+                    ]
+                }
+            },
+            "required": [
+                "orderType"
+            ]
+        },
+        "settlement": {
+            "type": "object",
+            "properties": {
+                "currency": {
+                    "$ref": "currency.schema.json#"
+                },
+                "date": {
+                    "type": "string"
+                }
+            }
+        },
+        "allocations": {
+            "type": "array",
+            "items": {
+                "type": "object",
+                "properties": {
+                    "account": {
+                        "type": "string"
+                    },
+                    "quantity": {
+                        "type": "number"
+                    },
+                    "positionEffect": {
+                        "type": "string",
+                        "enum": [
+                            "O",
+                            "C"
+                        ]
+                    }
+                },
+                "required": [
+                    "account"
+                ]
+            }
+        },
+        "partyIdentifiers": {
+            "type": "array",
+            "items": {
+                "type": "object",
+                "properties": {
+                    "role": {
+                        "type": "string"
+                    },
+                    "id": {
+                        "type": "object",
+                        "properties": {
+                            "LEI": {
+                                "type": "string"
+                            }
+                        }
+                    }
+                }
+            }
+        }
+    },
+    "required": [
+        "type",
+        "id",
+        "price",
+        "side",
+        "product",
+        "quantity"
+    ]
+}
diff --git a/website/sidebars.json b/website/sidebars.json
@@ -70,6 +70,8 @@
           "context/ref/Instrument",
           "context/ref/InstrumentList",
           "context/ref/Nothing",
+          "context/ref/Order",
+          "context/ref/OrderLeg",
           "context/ref/Organization",
           "context/ref/Portfolio",
           "context/ref/Position",

diff --git a/website/static/schemas/next/order.schema.json b/website/static/schemas/next/order.schema.json
@@ -0,0 +1,44 @@
+{
+    "$schema": "http://json-schema.org/draft-07/schema#",
+    "$id": "https://fdc3.finos.org/schemas/next/order.schema.json",
+    "type": "object",
+    "title": "Order",
+    "allOf": [
+        {
+            "$ref": "context.schema.json#"
+        }
+    ],
+    "properties": {
+        "type": {
+            "const": "fdc3.order"
+        },
+        "id": {
+            "properties": {
+                "EMS": {
+                    "type": "string"
+                },
+                "OMS": {
+                    "type": "string"
+                },
+                "PMS": {
+                    "type": "string"
+                }
+            }
+        },
+        "sendingTime": {
+            "type": "string"
+        },
+        "timeInForce": {
+            "$ref": "timerange.schema.json#"
+        },
+        "orderLegs": {
+            "type": "array",
+            "items": {
+                "$ref": "orderLeg.schema.json#"
+            }
+        },
+        "notes": {
+            "type": "string"
+        }
+    }
+}