/// <summary>
/// Create request for order cancellation
/// </summary>
/// <param name="order"></param>
/// <returns></returns>
public static Message CreateOrderCancelRequest(Order order)
{
QuickFix.FIX44.OrderCancelRequest OrderCancelRequest = new QuickFix.FIX44.OrderCancelRequest();
OrderCancelRequest.Set(new ClOrdID(GetFreeID));
OrderCancelRequest.Set(new OrigClOrdID(order.ClientOrderID.ToString()));
OrderCancelRequest.Set(new Side(order.Side));
OrderCancelRequest.Set(TradeSymbol);
OrderCancelRequest.Set(new TransactTime(DateTime.Now));
return(OrderCancelRequest);
}
/**
* 取消订单请求
*/
public static Message createOrderCancelRequest()
{
QuickFix.FIX44.OrderCancelRequest OrderCancelRequest = new QuickFix.FIX44.OrderCancelRequest();
OrderCancelRequest.Set(new ClOrdID("QQAAAA"));
OrderCancelRequest.Set(new OrigClOrdID("110296341"));//订单编号
OrderCancelRequest.Set(new Side('1')); //1买入;2卖出
OrderCancelRequest.Set(new Symbol("LTC/CNY")); //BTC/CNY or LTC/CNY
OrderCancelRequest.Set(new TransactTime(DateTime.Now));
return OrderCancelRequest;
}
/**
* 取消订单请求
*/
public static Message createOrderCancelRequest()
{
QuickFix.FIX44.OrderCancelRequest OrderCancelRequest = new QuickFix.FIX44.OrderCancelRequest();
OrderCancelRequest.Set(new ClOrdID("QQAAAA"));
OrderCancelRequest.Set(new OrigClOrdID("110296341")); //订单编号
OrderCancelRequest.Set(new Side('1')); //1买入;2卖出
OrderCancelRequest.Set(new Symbol("LTC/CNY")); //BTC/CNY or LTC/CNY
OrderCancelRequest.Set(new TransactTime(DateTime.Now));
return(OrderCancelRequest);
}
public static Message CreateOrderCancelRequest(int orderID)
{
QuickFix.FIX44.OrderCancelRequest orderCancelRequest = new QuickFix.FIX44.OrderCancelRequest();
orderCancelRequest.Set(new ClOrdID("123"));
return(orderCancelRequest);
}
private QuickFix.FIX44.OrderCancelRequest QueryOrderCancelRequest44()
{
QuickFix.FIX44.OrderCancelRequest orderCancelRequest = new QuickFix.FIX44.OrderCancelRequest(
QueryOrigClOrdID(),
QueryClOrdID(),
QuerySymbol(),
QuerySide(),
new TransactTime(DateTime.Now));
orderCancelRequest.Set(QueryOrderQty());
return(orderCancelRequest);
}
public void OrderCancelRequest(string strOrigClOrdID, char chSide)
{
try
{
if (m_SessionID == null)
{
return;
}
string strCIOrdID = "KYO" + DateTime.UtcNow.ToString("yyyyMMddHHmmssffff");
QuickFix.FIX44.OrderCancelRequest orderCancelRequest = new QuickFix.FIX44.OrderCancelRequest();
orderCancelRequest.Set(new OrigClOrdID(strOrigClOrdID));
orderCancelRequest.Set(new ClOrdID(strCIOrdID));
orderCancelRequest.Set(new Side(chSide));
orderCancelRequest.Set(new TransactTime(DateTime.UtcNow));
Session.SendToTarget(orderCancelRequest, m_SessionID);
Logger.Instance().Log($"REQUEST (OrderCancelRequest) => {orderCancelRequest.ToString()}");
}
catch (Exception ex)
{
Logger.Instance().LogToFile(ex.ToString());
}
}
private QuickFix.FIX44.OrderCancelRequest QueryOrderCancelRequest44()
{
QuickFix.FIX44.OrderCancelRequest orderCancelRequest = new QuickFix.FIX44.OrderCancelRequest(
QueryOrigClOrdID(),
QueryClOrdID(),
QuerySymbol(),
QuerySide(),
new TransactTime(DateTime.Now));
orderCancelRequest.Set(QueryOrderQty());
return orderCancelRequest;
}