public static void ReplaceOrder(OrderID orderID, ClOrdID clOrdID, decimal price, OrdType ordType, TimeInForce timeInForce, Symbol symbol,
OrderQty orderQty, Side side, ExpireTime expireTime, Account account, decimal?slippage)
{
QuickFix44.OrderCancelReplaceRequest message = new QuickFix44.OrderCancelReplaceRequest(
new OrigClOrdID(clOrdID.getValue()),
clOrdID,
side,
new TransactTime(DateTime.UtcNow),
ordType);
message.set(orderID);
message.set(new Price((double)price));
message.set(timeInForce);
message.set(symbol);
message.set(orderQty);
if (expireTime != null)
{
message.set(expireTime);
}
if (account != null)
{
message.set(account);
}
if (slippage.HasValue)
{
message.setDouble(7011, (double)slippage.Value);
}
Credential dukascopyCredential = CredentialFactory.GetCredential(Counterpart.Dukascopy);
Session.sendToTarget(message, dukascopyCredential.TradingSenderCompID, dukascopyCredential.TradingTargetCompID);
}
//public static void ResetSequence()
//{
// QuickFix44.SequenceReset resetSeq = new QuickFix44.SequenceReset();
// Session.sendToTarget(resetSeq, Application.m_sessionID);
//}
//public static void ResetSequence(int seqNo)
//{
// QuickFix44.SequenceReset resetSeq = new QuickFix44.SequenceReset(new NewSeqNo(seqNo));
// Session.sendToTarget(resetSeq, Application.m_sessionID);
//}
//[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.Synchronized)]
public static void ModifyCancelOrder(string account, string securityCode, string clOrderID, string OrigClOrdID, int quantity, double price, char timeInForce, char orderType, char orderSide, bool hasAON, int minQty)
{
QuickFix44.OrderCancelReplaceRequest modify = new QuickFix44.OrderCancelReplaceRequest();
modify.setField(new Account(account));
modify.setField(new QuickFix.ClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, clOrderID)));
modify.setField(new OrigClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, OrigClOrdID)));
modify.setField(new Symbol(securityCode));
modify.setField(new OrderQty((int)quantity));
modify.setField(new Price((double)price));
modify.setField(new TimeInForce((char)timeInForce));
modify.setField(new QuickFix.Side(orderSide));
modify.setField(new QuickFix.OrdType(orderType));
modify.setField(new TransactTime(DateTime.Now));
modify.setField(new QuickFix.HandlInst(QuickFix.HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION));
if (hasAON)
{
modify.setField(new ExecInst(ExecInst.ALL_OR_NONE.ToString()));
modify.setField(new MinQty(minQty));
}
Session.sendToTarget(modify, _sessionID);
}
