public QuickFix42.NewOrderSingle SendMarketOrder(string clOrdId, string symbol, int qty, string side, string route, string clientid, string channel = "X")
{
Side sd = new Side(Side.BUY);
LocateReqd lReqd = new LocateReqd(true);
bool isLocateReqd = false;
if (side.Equals("B") || side.Equals("b") || side.Equals("buy") || side.Equals("BUY"))
{
sd = new Side(Side.BUY);
}
else if (side.Equals("S") || side.Equals("s") || side.Equals("sell") || side.Equals("SELL"))
{
sd = new Side(Side.SELL);
}
else if (side.Equals("SS") || side.Equals("ss") || side.Equals("ssell") || side.Equals("SSELL") || side.Equals("SHORT") || side.Equals("short"))
{
sd = new Side(Side.SELL_SHORT);
isLocateReqd = true;
}
QuickFix42.NewOrderSingle msg = new QuickFix42.NewOrderSingle(new ClOrdID(clOrdId), new HandlInst('1'), new Symbol(symbol), sd, new TransactTime(DateTime.UtcNow), new OrdType(OrdType.MARKET));
if (isLocateReqd)
{
msg.set(lReqd);
}
msg.set(new OrderQty(qty));
msg.set(new Account("54321"));
msg.set(new TimeInForce(TimeInForce.DAY));
msg.setField(57, route);
// msg.setField(50, route);
msg.setField(9102, channel);
if (route.Equals("JPMVWAP") || route.Equals("RAVAT") || route.Equals("TWAPJP") || route.Equals("MISMTW") || route.Equals("SGMISMTW"))
{
msg.setField(6203, DateTime.UtcNow.ToString());
msg.setField(6205, DateTime.UtcNow.Add(new TimeSpan(0, 5, 0)).ToString());
}
Handler.Add(msg);
return(msg);
}
public QuickFix42.NewOrderSingle SendLimitOrder(string clOrdId, string symbol, int qty, string side, double price, string route = "NEFAN", string channel = "X")
{
Side sd = new Side(Side.BUY);
LocateReqd lReqd = new LocateReqd(true);
bool isLocateReqd = false;
if (side.Equals("B") || side.Equals("b") || side.Equals("buy") || side.Equals("BUY"))
{
sd = new Side(Side.BUY);
}
else if (side.Equals("S") || side.Equals("s") || side.Equals("sell") || side.Equals("SELL"))
{
sd = new Side(Side.SELL);
}
else if (side.Equals("SS") || side.Equals("ss") || side.Equals("ssell") || side.Equals("SSELL") || side.Equals("SHORT") || side.Equals("short"))
{
sd = new Side(Side.SELL_SHORT);
isLocateReqd = true;
}
QuickFix42.NewOrderSingle msg2 = new QuickFix42.NewOrderSingle(new ClOrdID(clOrdId), new HandlInst('1'), new Symbol(symbol), sd, new TransactTime(DateTime.UtcNow), new OrdType(OrdType.LIMIT));
//additional required fields
if (isLocateReqd)
{
msg2.set(lReqd);
}
msg2.set(new OrderQty(qty));
msg2.set(new Account("12345"));
msg2.set(new TimeInForce(TimeInForce.DAY));
msg2.set(new Price(price));
//For RMG Routing
msg2.setField(57, route);
msg2.setField(9102, channel);
Handler.Add(msg2);
return(msg2);
}