public static void PlaceNewSingleOrder()
{
QuickFix44.NewOrderSingle order = new QuickFix44.NewOrderSingle();
#region Order Details
QuickFix.OrderQty orderQty = new QuickFix.OrderQty(10); order.setField(orderQty);
QuickFix.Symbol symbol = new QuickFix.Symbol("EGS48031C016"); order.setField(symbol);
QuickFix.SecurityID secID = new QuickFix.SecurityID("EGS48031C016"); order.setField(secID);
QuickFix.Side side = new QuickFix.Side(Side.SELL); order.setField(side);
QuickFix.OrdType ordType = new QuickFix.OrdType(OrdType.LIMIT); order.setField(ordType);
QuickFix.Price price = new QuickFix.Price(10); order.setField(price);
Currency currency = new Currency("EGP"); order.setField(currency);
Account acc = new Account("1003"); order.setField(acc);
QuickFix.PartyID custody = new PartyID("5004"); order.setField(custody);
TimeInForce tif = new TimeInForce(TimeInForce.DAY); order.setField(tif);
IDSource ids = new IDSource("4"); order.setField(ids);
TransactTime tt = new TransactTime(DateTime.Now); order.setField(tt);
//SenderSubID ss = new SenderSubID("05095a"); order.setField(ss);
#endregion Order Details
#region Fix Order Message IDs
QuickFix.ClOrdID clOrdID = new ClOrdID(Guid.NewGuid().ToString());
order.setField(clOrdID);
#endregion Fix Order Message IDs
#region Exchange
ExDestination exd = new ExDestination("CA"); order.setField(exd);
TradingSessionID tradSession = new TradingSessionID("NOPL"); order.setField(tradSession);
#endregion Exchange
Session.sendToTarget(order, _app.SessionID);
}
//[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.Synchronized)]
public static void PlaceNewSingleOrder(string _clOrderID, string _clientID, string _securityCode, int _quantity, double _price, string _custodyCode,
char _orderSide, char _orderType, string currencyCode, string exDestination, char _timeInForce, string groupID,
char handleInst, DateTime expiration, bool hasAON, int minQty)
{
QuickFix44.NewOrderSingle order = new QuickFix44.NewOrderSingle();
#region Order Details
QuickFix.OrderQty orderQty = new QuickFix.OrderQty(_quantity); order.setField(orderQty);
QuickFix.Symbol symbol = new QuickFix.Symbol(_securityCode); order.setField(symbol);
QuickFix.SecurityID secID = new QuickFix.SecurityID(_securityCode); order.setField(secID);
QuickFix.Side side = new QuickFix.Side(_orderSide); order.setField(side);
QuickFix.OrdType ordType = new QuickFix.OrdType(_orderType); order.setField(ordType);
QuickFix.Price price = new QuickFix.Price(_price); order.setField(price);
Currency currency = new Currency(currencyCode); order.setField(currency);
Account acc = new Account(_clientID); order.setField(acc);
//QuickFix.ClearingFirm custody = new ClearingFirm(_custodyCode);order.setField(custody);
QuickFix.PartyID custody = new PartyID(_custodyCode); order.setField(custody);
//QuickFix.PartyRole pr = new PartyRole(PartyRole.CUSTODIAN); order.setField(pr);
//QuickFix.NoPartyIDs npid = new NoPartyIDs(1); order.setField(npid);
//QuickFix.PartyIDSource pid = new PartyIDSource(PartyIDSource.PROPRIETARY); order.setField(pid);
TimeInForce tif = new TimeInForce(_timeInForce); order.setField(tif);
IDSource ids = new IDSource("4"); order.setField(ids);
TransactTime tt = new TransactTime(DateTime.Now); order.setField(tt);
//SenderSubID ss = new SenderSubID("05095a"); order.setField(ss);
if (_timeInForce == QuickFix.TimeInForce.GOOD_TILL_DATE)
{
ExpireDate ed = new ExpireDate(expiration.ToString("yyyyMMdd")); order.setField(ed);
//ExpireTime et = new ExpireTime(new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, DateTime.Now.Hour + 4, 0, 0)); order.setField(et);
ExpireTime et = new ExpireTime(expiration); order.setField(et);
}
if (hasAON)
{
order.setField(new ExecInst(ExecInst.ALL_OR_NONE.ToString()));
order.setField(new MinQty(minQty));
}
#endregion Order Details
#region Fix Order Message IDs
QuickFix.ClOrdID clOrdID = new QuickFix.ClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, _clOrderID));
order.setField(clOrdID);
#endregion Fix Order Message IDs
#region Reporting
//QuickFix.HandlInst handlInst = new QuickFix.HandlInst(QuickFix.HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION); order.setField(handlInst);
QuickFix.HandlInst handlInst = new QuickFix.HandlInst(handleInst); order.setField(handlInst);
#endregion Reporting
#region Exchange
ExDestination exd = new ExDestination(exDestination); order.setField(exd);
TradingSessionID tradSession = new TradingSessionID(groupID); order.setField(tradSession);
#endregion Exchange
Session.sendToTarget(order, _sessionID);
}
//private void CreateOrder(QuickFix.Side side)
//{
// if (textBox1.Text != string.Empty && textBox2.Text != string.Empty && textBox3.Text != string.Empty)
// {
// ClOrdID clordid =new ClOrdID ( DateTime.Now.ToString("yyMMddHHmmss"));//Ψһ��Ͷ����ָ����
// QuickFix.HandlInst inst = new QuickFix.HandlInst('1'); //1 = Automated execution order, private, no Broker intervention
// //2 = Automated execution order, public, Broker intervention OK
// //3 = Manual order, best execution
// QuickFix.Account account =new Account ("0103137186"); //2009 11 25 add �˺�
// QuickFix.Symbol symbol = new QuickFix.Symbol(textBox1.Text);
// QuickFix.TransactTime time = new QuickFix.TransactTime();
// QuickFix.OrdType ordtype = new QuickFix.OrdType('2');//2 = Limit
// QuickFix42.NewOrderSingle message = new QuickFix42.NewOrderSingle(clordid, inst, symbol, side, time, ordtype);
// message.setString(44, textBox3.Text);
// message.setString(38,textBox2.Text);
// message.setString(207, "SSE"); //207 sh �Ϻ�
// message.setString(1, "0002077141");//1 Account �˺�
// _quickFixWrapper.Send(message);
// }
// else
// {
// MessageBox.Show("ָ���������");
// }
//}
private void CreateOrder()
{
if (textBox1.Text != string.Empty && textBox2.Text != string.Empty && comboBox2.SelectedIndex != -1)
{
string id = GetNextID();
ClOrdID clordid = new ClOrdID(id);//Ψһ��Ͷ����ָ����
//1 = Automated execution order, private, no Broker intervention
//2 = Automated execution order, public, Broker intervention OK
//3 = Manual order, best execution
QuickFix.HandlInst inst = new QuickFix.HandlInst();
if (comboBox6.SelectedIndex == -1)
{
inst.setValue('1');
}
else
{
switch (comboBox6.SelectedItem.ToString())
{
case "ֱͨ˽��":
inst.setValue('1');
break;
case "ֱͨ����":
inst.setValue('2');
break;
case "����̨":
inst.setValue('3');
break;
}
}
QuickFix.Side side = new QuickFix.Side();
switch (comboBox2.SelectedItem.ToString())
{
case "����":
side.setValue('1');
break;
case "���":
side.setValue('2');
break;
case "���":
side.setValue('5');
break;
case "�깺":
side.setValue('D');
break;
case "���":
side.setValue('E');
break;
}
//QuickFix.Account account = new Account("0103137186"); //2009 11 25 add �˺�
QuickFix.OrdType ordtype = new QuickFix.OrdType();
if (comboBox3.SelectedIndex == -1)
{
ordtype.setValue('1');
}
else
{
switch (comboBox3.SelectedItem.ToString())
{
case "�м�":
ordtype.setValue('1');
break;
case "��":
ordtype.setValue('2');
break;
}
}
QuickFix.Symbol symbol = new QuickFix.Symbol(textBox1.Text);
QuickFix.TransactTime time = new QuickFix.TransactTime();
QuickFix42.NewOrderSingle message = new QuickFix42.NewOrderSingle(clordid, inst, symbol, side, time, ordtype);
if (ordtype.getValue () == QuickFix.OrdType.LIMIT)
{
message.setString(44, textBox3.Text);//Limit Price
}
message.setString(38, textBox2.Text);//Quantity
if (textBox1.Text.StartsWith("60"))
{
message.setString(207, "SSE"); //207 sh �Ϻ�
}
else if (textBox1.Text.StartsWith("00"))
{
message.setString(207, "SZSE"); //207 sz ����
}
//message.setString(1, "0002077141");//1 Account �˺�
if (!ordersAll.ContainsKey(id))
{
OrderInfo info = new OrderInfo(message);
ordersAll.Add(id, info);
}
_quickFixWrapper.Send(message);
}
else
{
MessageBox.Show("ָ���������");
}
}