Example #1
0
        public byte[] tradeconfermioc2ndleg(MS_SPD_OE_REQUEST obj)
        {

            var obj1 = new MS_TRADE_CONFIRM_TR()
            {

                TransactionCode = IPAddress.NetworkToHostOrder((short)(20222)),
                ResponseOrderNumber = obj.OrderNumber1,

                Contr_dec_tr_Obj =
                {
                    InstrumentName = obj.leg2.ms_oe_obj.InstrumentName,
                    Symbol = obj.leg2.ms_oe_obj.Symbol,
                    ExpiryDate = obj.leg2.ms_oe_obj.ExpiryDate,
                    StrikePrice = obj.leg2.ms_oe_obj.StrikePrice,
                    OptionType = obj.leg2.ms_oe_obj.OptionType,

                },
                AccountNumber = obj.AccountNumber1,
				Buy_SellIndicator = obj.leg2.BuySell2,
                DisclosedVolume = obj.DisclosedVolRemaining1,
                FillQuantity = obj.leg2.Volume2,
                Price = obj.leg2.Price2,
                OpenClose = obj.leg2.OpenClose2,
                TraderId = obj.TraderId1,
                BrokerId = obj.BrokerId1,
                Token = obj.leg2.token,
                VolumeFilledToday = obj.leg2.Volume2,

                RemainingVolume = obj.leg2.TotalVolRemaining2,
                FillNumber = IPAddress.NetworkToHostOrder(++tradectfillno),
                LogTime = (int)Logic.Instance.ConvertToTimestamp(System.DateTime.Now),
                FillPrice = obj.leg2.Price2,
                GoodTillDate = obj.GoodTillDate1,
                Timestamp = 0,
                Reserved = obj.obj_add_order_flg.Reserved1,
                Timestamp1 = 0,
                Timestamp2 = 0,


            };
			Console.WriteLine ("FillQuantity1  "+IPAddress.HostToNetworkOrder(obj.Volume1));
			Console.WriteLine ("FillQuantity2  "+obj.Volume1);
            return DataPacket.RawSerialize(obj1);
        }
Example #2
0
        public void tradeconfermiocistleg(MS_SPD_OE_REQUEST obj) // 
        // public byte[] tradeconfermiocistleg(MS_SPD_OE_REQUEST obj)
        {
			Console.WriteLine ("IPAddress.NetworkToHostOrder(obj.Volume1)"+IPAddress.NetworkToHostOrder(obj.Volume1));
            int LotCount = IPAddress.NetworkToHostOrder(obj.Volume1) / 25;//

            var obj1 = new MS_TRADE_CONFIRM_TR()
            {

                TransactionCode = IPAddress.NetworkToHostOrder((short)(20222)),
                ResponseOrderNumber = obj.OrderNumber1,

                Contr_dec_tr_Obj =
                {
                    InstrumentName = obj.ms_oe_obj.InstrumentName,
                    Symbol = obj.ms_oe_obj.Symbol,
                    ExpiryDate = obj.ms_oe_obj.ExpiryDate,
                    StrikePrice = obj.ms_oe_obj.StrikePrice,
                    OptionType = obj.ms_oe_obj.OptionType,
                },
                AccountNumber = obj.AccountNumber1,

                Buy_SellIndicator = obj.BuySell1,
                DisclosedVolume = obj.DisclosedVolRemaining1,
				FillQuantity = obj.Volume1,//
                Price = obj.Price1,
                OpenClose = obj.OpenClose1,
                TraderId = obj.TraderId1,
                BrokerId = obj.BrokerId1,
                Token = obj.Token1,
                VolumeFilledToday = obj.VolumeFilledToday1,
                RemainingVolume = obj.TotalVolRemaining1,
                FillNumber = IPAddress.NetworkToHostOrder(tradectfillno),
                LogTime = (int)Logic.Instance.ConvertToTimestamp(System.DateTime.Now),
                FillPrice = obj.Price1,
                GoodTillDate = obj.GoodTillDate1,
                Timestamp = 0,
                Reserved = obj.obj_add_order_flg.Reserved1,
				Timestamp1 = IPAddress.NetworkToHostOrder(ToEpochTime(DateTime.Now)),
				Timestamp2 = IPAddress.NetworkToHostOrder(ToEpochTime(DateTime.Now)),
                OriginalVolume = obj.Volume1,

            };
			Console.WriteLine ("FillQuantity1  "+IPAddress.HostToNetworkOrder(obj.Volume1));
			Console.WriteLine ("FillQuantity2  "+obj.Volume1);
            var VolFillToday = 0;
            while (LotCount > 0)//
            {
                VolFillToday = VolFillToday + IPAddress.HostToNetworkOrder(obj1.FillQuantity);
                obj1.VolumeFilledToday = IPAddress.HostToNetworkOrder(VolFillToday);
                sendbuffer(Logic.Instance.GetPF(DataPacket.RawSerialize(obj1)));
                obj1.FillPrice = IPAddress.HostToNetworkOrder(IPAddress.NetworkToHostOrder(obj.Price1) + 50);
                --LotCount;
            }
            // return DataPacket.RawSerialize(obj1);
        }