Ejemplo n.º 1
0
        public int amendOrder(ref OrderStruct os)
        {
            if (!isOrderAmendPossible(os.OrderStatus))
            {
                return(-1);
            }
            OrderDAO ord   = new OrderDAO();
            int      ordNo = ord.amendOrder(ref os);

            Console.WriteLine("TODO: Send FIX - cancel for os.LinkedOrderID ; Send FIX - New for os.ID");
            //Send FIX - cancel for os.LinkedOrderID
            //Send FIX - New for os.ID
            return(ordNo);
        }
Ejemplo n.º 2
0
        public int amendOrder(ref OrderStruct os)
        {
            if (!isOrderAmendPossible(os.OrderStatus))
            {
                return(-1);
            }
            OrderDAO ord      = new OrderDAO();
            int      newOrdID = ord.amendOrder(ref os); // OrderID is the last FixAccepted version

            Console.WriteLine("TODO: Send FIX - cancel for os.LinkedOrderID ; Send FIX - New for os.ID");
            OrigClOrdID origCLOrdID = new OrigClOrdID(Convert.ToString(os.ID));
            ClOrdID     OrdId       = new ClOrdID(Convert.ToString(newOrdID));
            string      symboldata  = sanitiseField(os.symbol);
            Symbol      symbol      = new Symbol(symboldata);
            Side        side        = new Side(Side.BUY);

            if (os.direction == 'S')
            {
                side = new Side(Side.SELL);
            }
            OrdType ordType = new OrdType(OrdType.LIMIT);

            if (os.orderType == 1)
            {
                ordType = new OrdType(OrdType.MARKET);
            }
            var orderMod = new QuickFix.FIX42.OrderCancelReplaceRequest(origCLOrdID, OrdId, new HandlInst('1'), symbol, side, new TransactTime(DateTime.Now.ToUniversalTime()), ordType);
            int Qty      = (int)os.quantity;

            orderMod.Price = new Price((decimal)os.price);
            orderMod.SetField(new OrderQty(Qty));
            Console.WriteLine("Modifying origOrdId/FixAcceptedID : " + os.ID + " newOrderID : " + newOrdID);
            Console.WriteLine("symboldata : " + symboldata + " side : " + side + " Price : " + os.price + " qty : " + os.quantity);
            Session.SendToTarget(orderMod, FixClient.MySess);
            return(os.OrderNo);
        }