public bool AlterarOrdem(OrdemInfo ordem, long ini = 0, long fim = 0, long oriini = 0, long orifim = 0, int delay = 0, string mnemonic = "", string senderSubID = "", string extraTags = "")
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX42.OrderCancelReplaceRequest ordercrr = new QuickFix.FIX42.OrderCancelReplaceRequest();
ordercrr.Set(new Account(ordem.Account.ToString()));
if (!string.IsNullOrEmpty(mnemonic))
{
ordercrr.SetField(new Account(mnemonic), true);
}
if (!string.IsNullOrEmpty(senderSubID))
{
ordercrr.Header.SetField(new SenderSubID(senderSubID), true);
}
ordercrr.Set(new Symbol(ordem.Symbol));
ordercrr.Set(new ClOrdID(ordem.ClOrdID));
ordercrr.Set(new OrigClOrdID(ordem.OrigClOrdID));
if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0)
{
ordercrr.Set(new OrderID(ordem.ExchangeNumberID));
}
// Armazena ClOrdID em Memo (5149) para posterior referência nos tratamentos de retornos
QuickFix.Fields.StringField field5149 = new QuickFix.Fields.StringField(5149, ordem.ClOrdID);
ordercrr.SetField(field5149);
//ordersingle.Set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
ordercrr.Set(new Side(Side.SELL));
}
else
{
ordercrr.Set(new Side(Side.BUY));
}
TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
if (tif != null)
{
ordercrr.Set(tif);
}
ordercrr.Set(new OrderQty(ordem.OrderQty));
if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
{
DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
ordercrr.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
if (ordType != null)
{
ordercrr.Set(ordType);
}
// Para versao 4.2, os novos tipos de OrdType a serem enviados (5, A ou B);
if (!string.IsNullOrEmpty(ordem.Memo5149))
{
ordercrr.SetField(new OrdType(Convert.ToChar(ordem.Memo5149)), true);
}
// Verifica envio do preco
switch (ordem.OrdType)
{
case OrdemTipoEnum.Limitada:
case OrdemTipoEnum.MarketWithLeftOverLimit:
case OrdemTipoEnum.StopLimitada:
ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
case OrdemTipoEnum.StopStart:
ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
ordercrr.Set(new StopPx(Convert.ToDecimal(ordem.StopPrice)));
break;
case OrdemTipoEnum.Mercado:
case OrdemTipoEnum.OnClose:
ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
default:
ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
}
ordercrr.Set(new TransactTime(DateTime.Now));
ordercrr.Set(new HandlInst('1'));
ordercrr.Set(new ExecBroker("227"));
if (ordem.MaxFloor > 0)
{
ordercrr.Set(new MaxFloor(Convert.ToDecimal(ordem.MaxFloor)));
}
if (ordem.MinQty > 0)
{
ordercrr.Set(new MinQty(Convert.ToDecimal(ordem.MinQty)));
}
QuickFix.FIX42.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX42.OrderCancelReplaceRequest.NoAllocsGroup();
noAllocsGrp.Set(new AllocAccount("67"));
ordercrr.AddGroup(noAllocsGrp);
bool bRet = false;
// Tags Customizadas Bloomberg
if (!string.IsNullOrEmpty(extraTags))
{
string[] arr = extraTags.Split(';');
for (int i = 0; i < arr.Length; i++)
{
if (!string.IsNullOrEmpty(arr[i]))
{
string[] valor = arr[i].Split('=');
StringField fld = new StringField(Convert.ToInt32(valor[0]), valor[1]);
ordercrr.SetField(fld);
}
}
}
if (oriini != 0 && orifim != 0)
{
long times = fim - ini;
logger.Info("=====================================> INICIO ALTERAR ORDEM========> Qtd: " + times);
for (long i = 0; i < times; i++)
{
ClOrdID xx = new ClOrdID(ini.ToString());
OrigClOrdID xx2 = new OrigClOrdID(oriini.ToString());
ordercrr.ClOrdID = xx;
ordercrr.OrigClOrdID = xx2;
bRet = Session.SendToTarget(ordercrr, _session.SessionID);
if (!bRet)
{
logger.Info("erro");
break;
}
if (0 != delay)
{
Thread.Sleep(delay);
}
ini++;
oriini++;
}
logger.Info("=====================================> FIM ALTERAR ORDEM========> Qtd: " + times);
}
else
{
bRet = Session.SendToTarget(ordercrr, _session.SessionID);
}
return(bRet);
}
/*
* public void ExecOrders(object arg)
* {
* NewOrderSingle ordem = (NewOrderSingle)arg;
* long clordid = Convert.ToInt64(DateTime.Now.ToString("yyyyMMddhhmmssfff"));
* bool bRet;
* logger.Info("=====================================> INICIO ========> Regs: " + _times);
* for (int i =0; i<_times; i++)
* {
* ClOrdID xx = new ClOrdID(clordid++.ToString());
* ordem.ClOrdID = xx;
* //Thread.Sleep(1);
* bRet = Session.SendToTarget(ordem, _session.SessionID);
* }
* logger.Info("=====================================> FIM ========> Regs: " + _times);
* }
*/
public bool AlterarOrdem(OrdemInfo ordem, long ini = 0, long fim = 0, long oriini = 0, long orifim = 0, int delay = 0, string mnemonic = "")
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX44.OrderCancelReplaceRequest orderCancelReplaceReq = new QuickFix.FIX44.OrderCancelReplaceRequest();
orderCancelReplaceReq.Set(new OrigClOrdID(ordem.OrigClOrdID));
if (ordem.Account > 0)
{
orderCancelReplaceReq.Set(new Account(ordem.Account.ToString()));
}
if (!string.IsNullOrEmpty(mnemonic))
{
orderCancelReplaceReq.SetField(new Account(mnemonic), true);
}
// Instrument Identification Block
orderCancelReplaceReq.Set(new Symbol(ordem.Symbol));
orderCancelReplaceReq.Set(new SecurityID(ordem.SecurityID));
orderCancelReplaceReq.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL));
if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0)
{
orderCancelReplaceReq.Set(new OrderID(ordem.ExchangeNumberID));
}
orderCancelReplaceReq.Set(new ClOrdID(ordem.ClOrdID));
//ordersingle.set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
orderCancelReplaceReq.Set(new Side(Side.SELL));
}
else
{
orderCancelReplaceReq.Set(new Side(Side.BUY));
}
orderCancelReplaceReq.Set(new Price(Convert.ToDecimal(ordem.Price)));
TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
if (tif != null)
{
orderCancelReplaceReq.Set(tif);
}
orderCancelReplaceReq.Set(new OrderQty(ordem.OrderQty));
if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
{
DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
orderCancelReplaceReq.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
if (ordType != null)
{
orderCancelReplaceReq.Set(ordType);
}
//if (ordem.OrdType == OrdemTipoEnum.StopLimitada )
//{
// ordersingle.set(new StopPx(ordem.StopPx));
//}
orderCancelReplaceReq.Set(new TransactTime(DateTime.Now));
// Cliente
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup1.Set(new PartyID(ordem.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
// Location ID
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0)
{
PartyIDGroup3.Set(new PartyID(ordem.SenderLocation));
}
else
{
PartyIDGroup3.Set(new PartyID("GRA"));
}
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(54));
orderCancelReplaceReq.AddGroup(PartyIDGroup1);
orderCancelReplaceReq.AddGroup(PartyIDGroup2);
orderCancelReplaceReq.AddGroup(PartyIDGroup3);
//BEI - 2012-Nov-14
if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID(ordem.ForeignFirm));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
orderCancelReplaceReq.AddGroup(PartyIDGroup4);
}
if (ordem.Account > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup();
noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString()));
noAllocsGrp.Set(new AllocAcctIDSource(99));
orderCancelReplaceReq.AddGroup(noAllocsGrp);
}
//SelfTradeProtection - 2012-Nov-27
if (ordem.InvestorID != null && ordem.InvestorID.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup5.Set(new PartyID(ordem.InvestorID));
PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup5.Set(new PartyRole(PartyRole.INVESTOR_ID));
orderCancelReplaceReq.AddGroup(PartyIDGroup5);
}
if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader));
PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER));
orderCancelReplaceReq.AddGroup(PartyIDGroup7);
}
// Memo Field
if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0)
{
if (ordem.Memo5149.Length > 50)
{
ordem.Memo5149 = ordem.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, ordem.Memo5149);
orderCancelReplaceReq.SetField(memo5149);
}
bool bRet = false;
if (oriini != 0 && orifim != 0)
{
long times = fim - ini;
logger.Info("=====================================> INICIO ALTERAR ORDEM========> Qtd: " + times);
for (long i = 0; i < times; i++)
{
ClOrdID xx = new ClOrdID(ini.ToString());
OrigClOrdID xx2 = new OrigClOrdID(oriini.ToString());
orderCancelReplaceReq.ClOrdID = xx;
orderCancelReplaceReq.OrigClOrdID = xx2;
bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID);
if (!bRet)
{
logger.Info("erro");
break;
}
if (0 != delay)
{
Thread.Sleep(delay);
}
ini++;
oriini++;
//System.Windows.Forms.Application.DoEvents();
}
logger.Info("=====================================> FIM ALTERAR ORDEM========> Qtd: " + times);
}
else
{
bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID);
}
return(bRet);
}
public bool EnviarOrdem(OrdemInfo ordem, long ini = 0, long fim = 0, int delay = 0, string mnemonic = "")
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX44.NewOrderSingle ordersingle = new QuickFix.FIX44.NewOrderSingle();
if (ordem.Account > 0)
{
ordersingle.Set(new Account(ordem.Account.ToString()));
}
if (!string.IsNullOrEmpty(mnemonic))
{
ordersingle.SetField(new Account(mnemonic), true);
}
// Instrument Identification Block
ordersingle.Set(new Symbol(ordem.Symbol));
if (!string.IsNullOrEmpty(ordem.SecurityID))
{
ordersingle.Set(new SecurityID(ordem.SecurityID));
}
ordersingle.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL));
//long clOrd =0;
ordersingle.Set(new ClOrdID(ordem.ClOrdID));
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
ordersingle.Set(new Side(Side.SELL));
}
else
{
ordersingle.Set(new Side(Side.BUY));
}
TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
if (tif != null)
{
ordersingle.Set(tif);
}
ordersingle.Set(new OrderQty(ordem.OrderQty));
if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
{
DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
ordersingle.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
if (ordType != null)
{
ordersingle.Set(ordType);
}
// Verifica envio do preco
switch (ordem.OrdType)
{
case OrdemTipoEnum.Limitada:
case OrdemTipoEnum.MarketWithLeftOverLimit:
ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
case OrdemTipoEnum.StopLimitada:
case OrdemTipoEnum.StopStart:
ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price)));
ordersingle.Set(new StopPx(Convert.ToDecimal(ordem.StopPrice)));
break;
case OrdemTipoEnum.Mercado:
case OrdemTipoEnum.OnClose:
break;
default:
ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
}
ordersingle.Set(new TransactTime(DateTime.Now));
ordersingle.Set(new HandlInst('1'));
if (ordem.MaxFloor > 0)
{
ordersingle.Set(new MaxFloor(Convert.ToDecimal(ordem.MaxFloor)));
}
if (ordem.MinQty > 0)
{
ordersingle.Set(new MinQty(Convert.ToDecimal(ordem.MinQty)));
}
// Cliente
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
//PartyIDGroup1.set(new PartyID(ordem.Account.ToString()));
PartyIDGroup1.Set(new PartyID(ordem.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
// Location ID
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0)
{
PartyIDGroup3.Set(new PartyID(ordem.SenderLocation));
}
else
{
PartyIDGroup3.Set(new PartyID("GRA"));
}
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(PartyRole.SENDER_LOCATION));
// Corretora
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID("245427"));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.ENTERING_FIRM));
ordersingle.AddGroup(PartyIDGroup1);
ordersingle.AddGroup(PartyIDGroup2);
ordersingle.AddGroup(PartyIDGroup3);
//ordersingle.AddGroup(PartyIDGroup4);
//BEI - 2012-Nov-13
if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup5.Set(new PartyID(ordem.ForeignFirm));
PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup5.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
ordersingle.AddGroup(PartyIDGroup5);
}
//SelfTradeProtection - 2012-Nov-27
if (ordem.InvestorID != null && ordem.InvestorID.Length > 0)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup6 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup6.Set(new PartyID(ordem.InvestorID));
PartyIDGroup6.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup6.Set(new PartyRole(PartyRole.INVESTOR_ID));
ordersingle.AddGroup(PartyIDGroup6);
}
if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader));
PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER));
ordersingle.AddGroup(PartyIDGroup7);
}
//if (ordem.Account > 0)
//{
// QuickFix.FIX44.NewOrderSingle.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.NewOrderSingle.NoAllocsGroup();
// noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString()));
// noAllocsGrp.Set(new AllocAcctIDSource(99));
// ordersingle.AddGroup(noAllocsGrp);
//}
if (ordem.PositionEffect != null && ordem.PositionEffect.Equals("C"))
{
ordersingle.Set(new PositionEffect('C'));
}
// Memo Field
if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0)
{
if (ordem.Memo5149.Length > 50)
{
ordem.Memo5149 = ordem.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, ordem.Memo5149);
ordersingle.SetField(memo5149);
}
// AccountType
if (ordem.AcountType == ContaTipoEnum.REMOVE_ACCOUNT_INFORMATION)
{
IntField int581 = new IntField(581, 38);
ordersingle.SetField(int581);
}
else if (ordem.AcountType == ContaTipoEnum.GIVE_UP_LINK_IDENTIFIER)
{
IntField int581 = new IntField(581, 40);
ordersingle.SetField(int581);
}
bool bRet = false;
if (ini == 0)
{
bRet = Session.SendToTarget(ordersingle, _session.SessionID);
}
else
{
//_times = times;
//Thread th = new Thread(new ParameterizedThreadStart(ExecOrders));
//th.Start(ordersingle);
long times = fim - ini;
logger.Info("=====================================> INICIO ========> Qtd: " + times);
for (long i = 0; i < times; i++)
{
//logger.Info("XXX: " + i);
ClOrdID xx = new ClOrdID(ini.ToString());
ordersingle.ClOrdID = xx;
bRet = Session.SendToTarget(ordersingle, _session.SessionID);
if (!bRet)
{
logger.Info("erro");
break;
}
if (0 != delay)
{
Thread.Sleep(delay);
}
ini++;
//System.Windows.Forms.Application.DoEvents();
}
logger.Info("=====================================> FIM ========> Qtd: " + times);
}
return(bRet);
}
public bool AlterarOrdem(OrdemInfo ordem)
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX42.OrderCancelReplaceRequest ordercrr = new QuickFix.FIX42.OrderCancelReplaceRequest();
ordercrr.Set(new Account(ordem.Account.ToString()));
ordercrr.Set(new Symbol(ordem.Symbol));
ordercrr.Set(new ClOrdID(ordem.ClOrdID));
ordercrr.Set(new OrigClOrdID(ordem.OrigClOrdID));
if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0)
{
ordercrr.Set(new OrderID(ordem.ExchangeNumberID));
}
// Armazena ClOrdID em Memo (5149) para posterior referência nos tratamentos de retornos
QuickFix.Fields.StringField field5149 = new QuickFix.Fields.StringField(5149, ordem.ClOrdID);
ordercrr.SetField(field5149);
//ordersingle.Set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
ordercrr.Set(new Side(Side.SELL));
}
else
{
ordercrr.Set(new Side(Side.BUY));
}
TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
if (tif != null)
{
ordercrr.Set(tif);
}
ordercrr.Set(new OrderQty(ordem.OrderQty));
if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
{
DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
ordercrr.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
if (ordType != null)
{
ordercrr.Set(ordType);
}
// Verifica envio do preco
switch (ordem.OrdType)
{
case OrdemTipoEnum.Limitada:
case OrdemTipoEnum.MarketWithLeftOverLimit:
case OrdemTipoEnum.StopLimitada:
ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
case OrdemTipoEnum.StopStart:
ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
ordercrr.Set(new StopPx(Convert.ToDecimal(ordem.StopPrice)));
break;
case OrdemTipoEnum.Mercado:
case OrdemTipoEnum.OnClose:
ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
default:
ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
}
ordercrr.Set(new TransactTime(DateTime.Now));
ordercrr.Set(new HandlInst('1'));
ordercrr.Set(new ExecBroker("227"));
if (ordem.MaxFloor > 0)
{
ordercrr.Set(new MaxFloor(Convert.ToDecimal(ordem.MaxFloor)));
}
if (ordem.MinQty > 0)
{
ordercrr.Set(new MinQty(Convert.ToDecimal(ordem.MinQty)));
}
QuickFix.FIX42.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX42.OrderCancelReplaceRequest.NoAllocsGroup();
noAllocsGrp.Set(new AllocAccount("67"));
ordercrr.AddGroup(noAllocsGrp);
bool bRet = Session.SendToTarget(ordercrr, _session.SessionID);
return(bRet);
}
public bool AlterarOrdem(OrdemInfo ordem)
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX44.OrderCancelReplaceRequest orderCancelReplaceReq = new QuickFix.FIX44.OrderCancelReplaceRequest();
orderCancelReplaceReq.Set(new OrigClOrdID(ordem.OrigClOrdID));
if (ordem.Account > 0)
{
orderCancelReplaceReq.Set(new Account(ordem.Account.ToString()));
}
// Instrument Identification Block
orderCancelReplaceReq.Set(new Symbol(ordem.Symbol));
orderCancelReplaceReq.Set(new SecurityID(ordem.SecurityID));
orderCancelReplaceReq.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL));
if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0)
{
orderCancelReplaceReq.Set(new OrderID(ordem.ExchangeNumberID));
}
orderCancelReplaceReq.Set(new ClOrdID(ordem.ClOrdID));
//ordersingle.set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
orderCancelReplaceReq.Set(new Side(Side.SELL));
}
else
{
orderCancelReplaceReq.Set(new Side(Side.BUY));
}
orderCancelReplaceReq.Set(new Price(Convert.ToDecimal(ordem.Price)));
TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
if (tif != null)
{
orderCancelReplaceReq.Set(tif);
}
orderCancelReplaceReq.Set(new OrderQty(ordem.OrderQty));
if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
{
DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
orderCancelReplaceReq.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
if (ordType != null)
{
orderCancelReplaceReq.Set(ordType);
}
//if (ordem.OrdType == OrdemTipoEnum.StopLimitada )
//{
// ordersingle.set(new StopPx(ordem.StopPx));
//}
orderCancelReplaceReq.Set(new TransactTime(DateTime.Now));
// Cliente
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup1.Set(new PartyID(ordem.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
// Location ID
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0)
{
PartyIDGroup3.Set(new PartyID(ordem.SenderLocation));
}
else
{
PartyIDGroup3.Set(new PartyID("GRA"));
}
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(54));
orderCancelReplaceReq.AddGroup(PartyIDGroup1);
orderCancelReplaceReq.AddGroup(PartyIDGroup2);
orderCancelReplaceReq.AddGroup(PartyIDGroup3);
//BEI - 2012-Nov-14
if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID(ordem.ForeignFirm));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
orderCancelReplaceReq.AddGroup(PartyIDGroup4);
}
if (ordem.Account > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup();
noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString()));
noAllocsGrp.Set(new AllocAcctIDSource(99));
orderCancelReplaceReq.AddGroup(noAllocsGrp);
}
//SelfTradeProtection - 2012-Nov-27
if (ordem.InvestorID != null && ordem.InvestorID.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup5.Set(new PartyID(ordem.InvestorID));
PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup5.Set(new PartyRole(PartyRole.INVESTOR_ID));
orderCancelReplaceReq.AddGroup(PartyIDGroup5);
}
if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader));
PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER));
orderCancelReplaceReq.AddGroup(PartyIDGroup7);
}
// Memo Field
if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0)
{
if (ordem.Memo5149.Length > 50)
{
ordem.Memo5149 = ordem.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, ordem.Memo5149);
orderCancelReplaceReq.SetField(memo5149);
}
bool bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID);
return(bRet);
}
public bool EnviarOrdem(OrdemInfo ordem)
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX44.NewOrderSingle ordersingle = new QuickFix.FIX44.NewOrderSingle();
if (ordem.Account > 0)
{
ordersingle.Set(new Account(ordem.Account.ToString()));
}
// Instrument Identification Block
ordersingle.Set(new Symbol(ordem.Symbol));
ordersingle.Set(new SecurityID(ordem.SecurityID));
ordersingle.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL));
ordersingle.Set(new ClOrdID(ordem.ClOrdID));
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
ordersingle.Set(new Side(Side.SELL));
}
else
{
ordersingle.Set(new Side(Side.BUY));
}
TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
if (tif != null)
{
ordersingle.Set(tif);
}
ordersingle.Set(new OrderQty(ordem.OrderQty));
if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
{
DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
ordersingle.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
if (ordType != null)
{
ordersingle.Set(ordType);
}
// Verifica envio do preco
switch (ordem.OrdType)
{
case OrdemTipoEnum.Limitada:
case OrdemTipoEnum.MarketWithLeftOverLimit:
ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
case OrdemTipoEnum.StopLimitada:
case OrdemTipoEnum.StopStart:
ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price)));
ordersingle.Set(new StopPx(Convert.ToDecimal(ordem.StopPrice)));
break;
case OrdemTipoEnum.Mercado:
case OrdemTipoEnum.OnClose:
break;
default:
ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
}
ordersingle.Set(new TransactTime(DateTime.Now));
ordersingle.Set(new HandlInst('1'));
if (ordem.MaxFloor > 0)
{
ordersingle.Set(new MaxFloor(Convert.ToDecimal(ordem.MaxFloor)));
}
if (ordem.MinQty > 0)
{
ordersingle.Set(new MinQty(Convert.ToDecimal(ordem.MinQty)));
}
// Cliente
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
//PartyIDGroup1.set(new PartyID(ordem.Account.ToString()));
PartyIDGroup1.Set(new PartyID(ordem.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
// Location ID
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0)
{
PartyIDGroup3.Set(new PartyID(ordem.SenderLocation));
}
else
{
PartyIDGroup3.Set(new PartyID("GRA"));
}
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(PartyRole.SENDER_LOCATION));
ordersingle.AddGroup(PartyIDGroup1);
ordersingle.AddGroup(PartyIDGroup2);
ordersingle.AddGroup(PartyIDGroup3);
//BEI - 2012-Nov-13
if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup5.Set(new PartyID(ordem.ForeignFirm));
PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup5.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
ordersingle.AddGroup(PartyIDGroup5);
}
//SelfTradeProtection - 2012-Nov-27
if (ordem.InvestorID != null && ordem.InvestorID.Length > 0)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup6 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup6.Set(new PartyID(ordem.InvestorID));
PartyIDGroup6.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup6.Set(new PartyRole(PartyRole.INVESTOR_ID));
ordersingle.AddGroup(PartyIDGroup6);
}
if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader));
PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER));
ordersingle.AddGroup(PartyIDGroup7);
}
//if (ordem.Account > 0)
//{
// QuickFix.FIX44.NewOrderSingle.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.NewOrderSingle.NoAllocsGroup();
// noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString()));
// noAllocsGrp.Set(new AllocAcctIDSource(99));
// ordersingle.AddGroup(noAllocsGrp);
//}
if (ordem.PositionEffect != null && ordem.PositionEffect.Equals("C"))
{
ordersingle.Set(new PositionEffect('C'));
}
// Memo Field
if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0)
{
if (ordem.Memo5149.Length > 50)
{
ordem.Memo5149 = ordem.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, ordem.Memo5149);
ordersingle.SetField(memo5149);
}
// AccountType
if (ordem.AcountType == ContaTipoEnum.REMOVE_ACCOUNT_INFORMATION)
{
IntField int581 = new IntField(581, 38);
ordersingle.SetField(int581);
}
else if (ordem.AcountType == ContaTipoEnum.GIVE_UP_LINK_IDENTIFIER)
{
IntField int581 = new IntField(581, 40);
ordersingle.SetField(int581);
}
bool bRet = Session.SendToTarget(ordersingle, _session.SessionID);
return(bRet);
}
