public void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
IOrder key = OrderManager.Orders.All[request.OrigClOrdID];
Order order = Map.SQ_OQ_Order[key] as Order;
this.provider.CallReplace(order);
}
private void M9IPlabLYo(OrderCancelReplaceRequest request)
{
zo21q6cy3fImtUHATQ zo21q6cy3fImtUhatq = this.MyIPdEI7fi[request.OrigClOrdID] as zo21q6cy3fImtUHATQ;
if (zo21q6cy3fImtUhatq == null)
{
return;
}
if (request.OrderQty > 0.0)
{
zo21q6cy3fImtUhatq.CfcFBQBLXe((FIXOrderCancelReplaceRequest)request);
}
else
{
OrderCancelReject orderCancelReject = new OrderCancelReject();
orderCancelReject.OrigClOrdID = request.OrigClOrdID;
orderCancelReject.ClOrdID = request.ClOrdID;
orderCancelReject.CxlRejResponseTo = CxlRejResponseTo.CancelReplaceRequest;
orderCancelReject.CxlRejReason = CxlRejReason.BrokerOption;
orderCancelReject.Text = "";
orderCancelReject.OrdStatus = zo21q6cy3fImtUhatq.x6qFCwTWN2().OrdStatus;
orderCancelReject.TransactTime = Clock.Now;
this.FxSP7oxcnT(orderCancelReject);
}
}
public virtual void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
if (this.IsConnected)
{
this.application.Send((FIXOrderCancelReplaceRequest)request);
}
else
{
OrderCancelReject reject = new OrderCancelReject();
reject.TransactTime = Clock.Now;
reject.OrigClOrdID = request.OrigClOrdID;
reject.ClOrdID = reject.OrigClOrdID;
reject.CxlRejResponseTo = FreeQuant.FIX.CxlRejResponseTo.CancelReplaceRequest;
reject.CxlRejReason = FreeQuant.FIX.CxlRejReason.BrokerOption;
reject.OrdStatus = FreeQuant.FIX.OrdStatus.Undefined;
reject.Text = BeAEwTZGlZaeOmY5cm.J00weU3cM6(4342);
if (this.GZq4XSlmZH != null)
{
this.GZq4XSlmZH((object)this, new OrderCancelRejectEventArgs(reject));
}
if (this.j4t4Wyi2Ea == null)
{
return;
}
this.j4t4Wyi2Ea(new ProviderErrorEventArgs((IProvider)this, -1, -1, BeAEwTZGlZaeOmY5cm.J00weU3cM6(4396)));
}
}
public static OrderCancelReplaceRequest ToOrderCancelReplaceRequest(this ExecutionReport er, string clOrdId)
{
var request = new OrderCancelReplaceRequest
{
MsgType = MsgTypes.OrderCancelReplaceRequest,
ClOrdId = clOrdId,
OrigClOrdId = er.OrigClOrdId,
OrderId = er.OrderId,
Symbol = er.Symbol,
Side = er.Side,
Account = er.Account,
OrderQty = er.OrderQty,
Price = er.Price,
StopPx = er.StopPx,
CapPrice = er.CapPrice,
PegPriceType = er.PegPriceType,
PegOffsetType = er.PegOffsetType,
PegOffsetValue = er.PegOffsetValue,
TransactTime = Functions.NowUnixNano(),
};
request.ExecInst.AddRange(er.ExecInst);
request.SLTP.AddRange(er.SLTP);
return(request);
}
public void OnMessage(OrderCancelReplaceRequest msg, SessionID s)
{
var ocj = CreateFix42Message.CreateOrderCancelReplaceReject(
msg,
CxlRejReason.OTHER,
"Server currently does not support order cancel/replaces");
_fixFacade.SendToTarget(ocj, s);
}
public void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
if (this.Latency == 0)
{
this.M9IPlabLYo(request);
}
else
{
Clock.AddReminder(new ReminderEventHandler(this.gFqPLKYI6J), DateTime.Now.AddMilliseconds(this.Latency), request);
}
}
public override void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
if (!request.ContainsField(1) && !string.IsNullOrWhiteSpace(this.DefaultAccount))
{
request.Account = this.DefaultAccount.Trim();
}
if (!request.ContainsField(109) && !string.IsNullOrWhiteSpace(this.DefaultClientID))
{
request.SetStringValue(109, this.DefaultClientID.Trim());
}
base.SendOrderCancelReplaceRequest(request);
}
public void OnMessage(OrderCancelReplaceRequest ocrr, SessionID s)
{
try
{
TODropCopyDB to = new TODropCopyDB();
to.MensagemQF = ocrr;
to.Sessao = s;
to.TipoMsg = MsgType.ORDER_CANCEL_REPLACE_REQUEST;
this._addMessage(to);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem de OrderCancelReplaceRequest: " + ex.Message, ex);
}
}
public static OrderCancelReject CreateOrderCancelReplaceReject(OrderCancelReplaceRequest msg,
int rejectReason,
string rejectReasonText)
{
var orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
var ocj = new OrderCancelReject(
new OrderID(orderid),
msg.ClOrdID,
msg.OrigClOrdID,
new OrdStatus(OrdStatus.REJECTED),
new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST))
{
CxlRejReason = new CxlRejReason(rejectReason),
Text = new Text(rejectReasonText)
};
return(ocj);
}
public static OrderCancelReject CreateOrderCancelReplaceReject(OrderCancelReplaceRequest msg,
int rejectReason,
string rejectReasonText)
{
var orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
var ocj = new OrderCancelReject(
new OrderID(orderid),
msg.ClOrdID,
msg.OrigClOrdID,
new OrdStatus(OrdStatus.REJECTED),
new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST))
{
CxlRejReason = new CxlRejReason(rejectReason),
Text = new Text(rejectReasonText)
};
return ocj;
}
/// <summary>
/// Creates and returns a new <see cref="OrderCancelReplaceRequest"/> FIX message.
/// </summary>
/// <param name="order">The order.</param>
/// <param name="modifiedQuantity">The quantity to modify the order to.</param>
/// <param name="modifiedPrice">The price to modify the order to.</param>
/// <param name="transactionTime">The transaction time.</param>
/// <returns>The FIX message.</returns>
public static OrderCancelReplaceRequest Create(
Order order,
decimal modifiedQuantity,
decimal modifiedPrice,
ZonedDateTime transactionTime)
{
Debug.NotDefault(transactionTime, nameof(transactionTime));
var message = new OrderCancelReplaceRequest();
message.SetField(new OrigClOrdID(order.Id.Value));
message.SetField(new OrderID(order.IdBroker?.Value));
message.SetField(new ClOrdID(order.Id.Value));
message.SetField(new Symbol(order.Symbol.Code));
message.SetField(new Quantity(modifiedQuantity));
message.SetField(FxcmMessageHelper.GetFixOrderSide(order.OrderSide));
message.SetField(new TransactTime(transactionTime.ToDateTimeUtc()));
message.SetField(FxcmMessageHelper.GetFixOrderType(order.OrderType));
// Set the order price depending on order type.
switch (order.OrderType)
{
case OrderType.Limit:
message.SetField(new Price(modifiedPrice));
break;
case OrderType.StopLimit:
message.SetField(new StopPx(modifiedPrice));
break;
case OrderType.Stop:
message.SetField(new StopPx(modifiedPrice));
break;
case OrderType.Market:
case OrderType.Undefined:
goto default;
default:
throw ExceptionFactory.InvalidSwitchArgument(order.OrderType, nameof(order.OrderType));
}
return(message);
}
/// <summary>
/// Обработать транзакцию <see cref="ModifyOrderTransaction"/>
/// </summary>
/// <param name="transaction">
/// Транзакция для обработки
/// </param>
void ITransactionVisitor.Visit(ModifyOrderTransaction transaction)
{
if (!_orders.GetOrderParams(transaction.OrderExchangeId, out var _, out var symbol, out var _, out var side))
{
SendMessage(TransactionReply.Rejected(transaction, $"Unknown order: {transaction.OrderExchangeId}"));
return;
}
var msg = new OrderCancelReplaceRequest();
msg.OrderID = new OrderID(transaction.OrderExchangeId);
msg.Price = new Price(transaction.Price);
msg.OrderQty = new OrderQty(transaction.Quantity);
msg.Symbol = new Symbol(symbol);
msg.TransactTime = new TransactTime(DateTime.UtcNow);
msg.Side = new Side(side);
var clOrderId = _modifyOrderTransactions.Add(transaction);
msg.ClOrdID = new ClOrdID(clOrderId);
SendFixMessage(msg);
}
public void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
SendOrderCancelReplaceRequest(request as FIXOrderCancelReplaceRequest);
}
public void OnMessage(OrderCancelReplaceRequest msg, SessionID sessionID)
{
_fix44MessageHandler.OnMessage(msg, sessionID);
}
internal static void ReplaceOrder(SingleOrder order)
{
if (order.Provider == null)
{
throw new ApplicationException("null");
}
OrderCancelReplaceRequest request = new OrderCancelReplaceRequest();
request.ClOrdID = OrderManager.GetOrdId();
request.OrigClOrdID = order.ClOrdID;
if (order.ContainsField(37))
{
request.OrderID = order.OrderID;
}
request.Side = order.Side;
request.OrdType = !order.ReplaceOrder.ContainsField(40) ? order.OrdType : order.ReplaceOrder.OrdType;
request.TimeInForce = !order.ReplaceOrder.ContainsField(59) ? order.TimeInForce : order.ReplaceOrder.TimeInForce;
if (order.ReplaceOrder.ContainsField(126))
{
request.ExpireTime = order.ReplaceOrder.ExpireTime;
}
if (order.ReplaceOrder.ContainsField(44))
{
request.Price = order.ReplaceOrder.Price;
}
else
{
request.Price = order.Price;
}
if (order.ReplaceOrder.ContainsField(99))
{
request.StopPx = order.ReplaceOrder.StopPx;
}
else
{
request.StopPx = order.StopPx;
}
if (order.ReplaceOrder.ContainsField(10701))
{
request.TrailingAmt = order.ReplaceOrder.TrailingAmt;
}
else
{
request.TrailingAmt = order.TrailingAmt;
}
if (order.ReplaceOrder.ContainsField(38))
{
request.OrderQty = order.ReplaceOrder.OrderQty;
}
else
{
request.OrderQty = order.OrderQty;
}
request.TransactTime = Clock.Now;
request.Account = order.Account;
request.HandlInst = order.HandlInst;
request.Symbol = order.Symbol;
request.SecurityType = order.SecurityType;
request.SecurityExchange = order.SecurityExchange;
request.SecurityID = order.SecurityID;
request.Currency = order.Currency;
request.SetStringValue(109, order.GetStringValue(109));
order.Provider.SendOrderCancelReplaceRequest(request);
}
private void SendSelectedRequest()
{
switch (DataContainer.Data[_listBoxSelectedIndexNo].MsgType)
{
case "U1000":
MsgAIR requestData = (MsgAIR)DataContainer.Data[_listBoxSelectedIndexNo];
AccountInfoRequest request = new AccountInfoRequest();
request.Set(new Account(Properties.Settings.Default.Account));
request.Set(new AccReqID(requestData.AccReqID));
//testforJack
//request.Set(new SubscriptionRequestType('1'));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
case "D":
MsgNOSR requestData1 = (MsgNOSR)DataContainer.Data[_listBoxSelectedIndexNo];
NewOrderSingle request1 = new NewOrderSingle();
request1.Set(new Account(Properties.Settings.Default.Account));
request1.Set(new ClOrdID(requestData1.ClOrdID));
request1.Set(new OrderQty(decimal.Parse(requestData1.OrderQty)));
request1.Set(new OrdType(char.Parse(requestData1.OrdType)));
request1.Set(new Side(char.Parse(requestData1.Side)));
request1.Set(new Symbol(requestData1.Symbol));
request1.Set(new TransactTime(DateTime.Now));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request1, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
case "H":
MsgOSR requestData2 = (MsgOSR)DataContainer.Data[_listBoxSelectedIndexNo];
OrderStatusRequest request2 = new OrderStatusRequest();
request2.Set(new Account(Properties.Settings.Default.Account));
request2.Set(new ClOrdID(requestData2.ClOrdID));
request2.Set(new Side(char.Parse(requestData2.Side)));
request2.Set(new Symbol(requestData2.Symbol));
request2.Set(new OrderID(requestData2.OrderID));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request2, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
case "AF2":
MsgBOIR requestData3 = (MsgBOIR)DataContainer.Data[_listBoxSelectedIndexNo];
OrderMassStatusRequest request3 = new OrderMassStatusRequest();
request3.Set(new Account(Properties.Settings.Default.Account));
request3.Set(new Symbol(requestData3.Symbol));
request3.Set(new MassStatusReqID(requestData3.MassStatusReqID));
//request3.Set(new NoStatuses(int.Parse(requestData3.GroupNums)));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request3, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
case "G":
MsgOCRR requestData4 = (MsgOCRR)DataContainer.Data[_listBoxSelectedIndexNo];
OrderCancelReplaceRequest request4 = new OrderCancelReplaceRequest();
request4.Set(new Account(Properties.Settings.Default.Account));
request4.Set(new ClOrdID(requestData4.ClOrdID));
request4.Set(new OrderQty(decimal.Parse(requestData4.OrderQty)));
request4.Set(new OrderID(requestData4.OrderID));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request4, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
case "F":
MsgOCR requestData5 = (MsgOCR)DataContainer.Data[_listBoxSelectedIndexNo];
OrderCancelRequest request5 = new OrderCancelRequest();
request5.Set(new Account(Properties.Settings.Default.Account));
request5.Set(new ClOrdID(requestData5.ClOrdID));
request5.Set(new OrderID(requestData5.OrderID));
request5.Set(new Symbol(requestData5.Symbol));
request5.Set(new TransactTime(DateTime.Now));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request5, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
default:
break;
}
}
public void ProcessOrderCancelReplaceRequest(NewOrderSingle nos,
OrderCancelReplaceRequest msg)
{
}
public static void ConsistirAlteracaoOrdem(OrderCancelReplaceRequest occr, string exchange)
{
// Basic order identification
if (string.IsNullOrEmpty(occr.Account.ToString()))
{
throw new ArgumentException("Account field must be provided");
}
if (string.IsNullOrEmpty(occr.OrigClOrdID.ToString()))
{
//if (ordem.OrigClOrdID == null || ordem.OrigClOrdID.Length <= 0)
throw new ArgumentException("OrigClOrdID field must be provided");
}
if (string.IsNullOrEmpty(occr.ClOrdID.ToString()))
{
throw new ArgumentException("ClOrdID field must be provided");
}
// Instrument Identification Block
if (string.IsNullOrEmpty(occr.Symbol.ToString()))
{
throw new ArgumentException("Symbol must be provided");
}
// "obrigatorio" somente para bmf (nao obrigatorio na mensageria, mas dah erro se enviar
// sem este campo para bmf)
//if (exchange.Equals(ExchangePrefixes.BMF, StringComparison.InvariantCultureIgnoreCase))
//{
// if (string.IsNullOrEmpty(occr.SecurityID.ToString()))
// throw new ArgumentException("SecurityID field must be provided");
//}
if (string.IsNullOrEmpty(occr.OrderQty.ToString()))
{
throw new ArgumentException("OrderQty must be > 0 ");
}
if (occr.IsSetField(Tags.NoPartyIDs))
{
try
{
Group partyIDs = occr.GetGroup(1, Tags.NoPartyIDs);
if (string.IsNullOrEmpty(partyIDs.GetField(Tags.PartyID)))
{
throw new ArgumentException("ExecBroker must be provided");
}
}
catch
{
throw new ArgumentException("ExecBroker must be provided");
}
}
// Valido somente se estiver atribuido, campo nao obrigatorio
if (occr.IsSetField(Tags.TimeInForce))
{
TimeInForce tif = occr.TimeInForce;
if (tif == null)
{
throw new ArgumentException("TimeInForce is invalid");
}
if (tif.ToString().Equals(TimeInForce.GOOD_TILL_DATE.ToString()))
{
if (!string.IsNullOrEmpty(occr.ExpireDate.ToString()))
{
DateTime dtExpireDate = DateTime.ParseExact(occr.ExpireDate.ToString(), "yyyyMMdd", CultureInfo.InvariantCulture);
if (dtExpireDate.Date < DateTime.Now.Date)
{
throw new ArgumentException("ExpireDate is invalid");
}
}
else
{
throw new ArgumentException("ExpireDate is invalid");
}
}
}
OrdType ordType = occr.OrdType;
if (ordType == null)
{
throw new ArgumentException("OrdType is invalid");
}
// Verifica envio do preco
switch (ordType.ToString()[0])
{
case OrdType.LIMIT: // OrdemTipoEnum.Limitada:
case OrdType.MARKET_WITH_LEFTOVER_AS_LIMIT: // OrdemTipoEnum.MarketWithLeftOverLimit:
if (occr.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
break;
case OrdType.STOP_LIMIT: // OrdemTipoEnum.StopLimitada:
//case OrdemTipoEnum.StopStart:
if (occr.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
if (occr.StopPx.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("StopPrice must be > 0");
}
break;
case OrdType.MARKET: // OrdemTipoEnum.Mercado:
case OrdType.ON_CLOSE: //OrdemTipoEnum.OnClose:
break;
default:
if (occr.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
break;
}
if (occr.IsSetMaxFloor())
{
if (occr.MaxFloor.getValue() < new Decimal(0))
{
throw new ArgumentException("MaxFloor must be >= 0");
}
}
if (occr.IsSetMinQty())
{
if (occr.MinQty.getValue() < new Decimal(0))
{
throw new ArgumentException("MinQty must be >= 0");
}
}
}
public void SendOrderReplaceCancelRequest(string symbol, int quantity, decimal? price, decimal? stop, decimal? gain, string account, SessionID session)
{
origClOrdID = clOrdId;
clOrdId = DateTime.Now.Ticks.ToString();
var replace = new OrderCancelReplaceRequest(new OrigClOrdID(origClOrdID),
new ClOrdID(clOrdId),
new Symbol(lastSymbol),
new Side(Side.BUY),
new TransactTime(DateTime.Now),
new OrdType(gain.HasValue ? 'X' : stop.HasValue ? OrdType.STOP : price.HasValue ? OrdType.LIMIT : OrdType.MARKET))
{
Account = new Account(lastAccount.ToString()),
OrderQty = new OrderQty(quantity),
};
if (stop.HasValue)
replace.StopPx = new StopPx(stop.Value);
if (price.HasValue)
replace.Price = new Price(price.Value);
if (gain.HasValue)
replace.SetField(new DecimalField(6001, gain.Value));
Session.SendToTarget(replace, session);
}
/// <inheritdoc />
public async Task <ExecutionReport> ReplaceOrderAsync(
OrderCancelReplaceRequest command,
CancellationToken cancellationToken = default)
{
return(await PostAsync <ExecutionReport>(ReplaceOrderPath, command, cancellationToken).ConfigureAwait(false));
}
public void ProcessOrderCancelReplaceRequest(NewOrderSingle nos,
OrderCancelReplaceRequest msg)
{
}
public virtual void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
}
public void OnMessage(OrderCancelReplaceRequest msg, SessionID sessionID)
{
MessageDisplay(msg, sessionID, MessageDisplayer.Sender);
}
/// <inheritdoc />
public async Task CancelReplaceOrderAsync(OrderCancelReplaceRequest request)
{
await SendCommandAsync(request).ConfigureAwait(false);
}
public virtual void onMessage(OrderCancelReplaceRequest message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
static void Main(string[] args)
{
TestFixApp testFixApp = new TestFixApp(args.FirstOrDefault());
testFixApp.Start();
Account account = new Account("54b97c9e-202b-11b2-be90-529049f1f1bb");
ClOrdID clOrdId = new ClOrdID(Guid.NewGuid().ToString());
Symbol symbol = new Symbol("BTC/USD");
Side side = new Side(Side.BUY);
#region SecurityListRequest
SecurityListRequest securityListRequest = new SecurityListRequest(
new SecurityReqID(Guid.NewGuid().ToString()),
new SecurityListRequestType(SecurityListRequestType.SYMBOL)
)
{
Symbol = symbol
};
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(securityListRequest);
testFixApp.WaitResponces(1);
#endregion SecurityListRequest
#region MarketDataRequest
MarketDataRequest marketDataRequest = new MarketDataRequest(
new MDReqID(Guid.NewGuid().ToString()),
new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT),
new MarketDepth(5))
{
MDUpdateType = new MDUpdateType(MDUpdateType.FULL_REFRESH),
};
var bid = new MarketDataRequest.NoMDEntryTypesGroup()
{
MDEntryType = new MDEntryType(MDEntryType.BID)
};
var ask = new MarketDataRequest.NoMDEntryTypesGroup()
{
MDEntryType = new MDEntryType(MDEntryType.OFFER)
};
var symGroup = new MarketDataRequest.NoRelatedSymGroup
{
Symbol = symbol
};
marketDataRequest.AddGroup(bid);
marketDataRequest.AddGroup(ask);
marketDataRequest.AddGroup(symGroup);
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(marketDataRequest);
testFixApp.WaitResponces(1);
#endregion MarketDataRequest
#region NewOrderSingle
NewOrderSingle newOrderSingle = new NewOrderSingle(
clOrdId,
symbol,
side,
new TransactTime(DateTime.Now),
new OrdType(OrdType.LIMIT))
{
OrderQty = new OrderQty(0.1m),
Price = new Price(1m),
Account = account,
AcctIDSource = new AcctIDSource(AcctIDSource.OTHER)
};
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(newOrderSingle);
testFixApp.WaitResponces(2);
#endregion NewOrderSingle
#region OrderCancelReplaceRequest
OrderCancelReplaceRequest orderCancelReplaceRequest = new OrderCancelReplaceRequest(
new OrigClOrdID(clOrdId.ToString()),
clOrdId = new ClOrdID(Guid.NewGuid().ToString()),
symbol,
side,
new TransactTime(DateTime.Now),
new OrdType(OrdType.LIMIT))
{
Price = new Price(2m),
OrderQty = new OrderQty(0.2m)
};
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(orderCancelReplaceRequest);
testFixApp.WaitResponces(2);
#endregion OrderCancelReplaceRequest
#region OrderStatusRequest
OrderStatusRequest orderStatusRequest = new OrderStatusRequest(
clOrdId,
symbol,
side
);
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(orderStatusRequest);
testFixApp.WaitResponces(1);
#endregion OrderStatusRequest
#region OrderCancelRequest
OrderCancelRequest orderCancelRequest = new OrderCancelRequest(
new OrigClOrdID(clOrdId.ToString()),
new ClOrdID(Guid.NewGuid().ToString()),
symbol,
side,
new TransactTime(DateTime.Now)
)
{
OrderQty = new OrderQty(0.1m)
};
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(orderCancelRequest);
testFixApp.WaitResponces(3);
#endregion region OrderCancelRequest
#region OrderMassStatusRequest
OrderMassStatusRequest orderMassStatusRequest = new OrderMassStatusRequest(
new MassStatusReqID(Guid.NewGuid().ToString()),
new MassStatusReqType(MassStatusReqType.STATUS_FOR_ALL_ORDERS))
{
Side = side,
Symbol = symbol
};
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(orderMassStatusRequest);
#endregion OrderMassStatusRequest
Console.WriteLine("Press enter to exit");
Console.ReadLine();
testFixApp.Stop();
}
public void OnMessage(OrderCancelReplaceRequest msg, SessionID sessionID)
{
var ocj = CreateFix44Message.CreateOrderCancelReplaceReject(
msg,
CxlRejReason.OTHER,
"Server currently does not support order cancel/replaces");
_fixFacade.SendToTarget(ocj, sessionID);
}
public void OnMessage(OrderCancelReplaceRequest msg, SessionID sessionId)
{
}
public void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
IOrder iorder = ((InstrumentOrderListTable)OrderManager.Orders).All[request.OrigClOrdID];
this.provider.CallReplace(Map.FQ_OQ_Order[(object)iorder] as Order);
}
public void ProcessOrderCancelReplaceRequest(QuickFix.Message msg, string bolsa)
{
try
{
OrderCancelReplaceRequest ocrr = (OrderCancelReplaceRequest)msg;
string origclordid = ocrr.OrigClOrdID.getValue();
int account;
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = ocrr.Account.getValue();
acc = (acc.Remove(acc.Length - 1));
account = Convert.ToInt32(acc);
}
else
{
account = Convert.ToInt32(ocrr.Account.getValue());
}
// Buscar ordem original
OrderDbInfo orderOrig = _db.BuscarOrdem(origclordid, account, ocrr.Symbol.getValue());
// Adicionar as informacoes da ordem original na tabela de upodate
if (orderOrig.OrderID == 0)
{
logger.Info("OCRR - Nao achou a ordem em questao!!!: " + origclordid);
return;
}
// Adicionar informacoes originais na tabela update
OrderDbUpdateInfo updt = new OrderDbUpdateInfo();
updt.Account = orderOrig.Account;
updt.Instrumento = orderOrig.Symbol;
updt.OrderID = orderOrig.OrderID;
updt.ClOrdID = orderOrig.ClOrdID;
updt.OrdStatusID = orderOrig.OrdStatus;
updt.Price = orderOrig.Price;
updt.Quantidade = orderOrig.OrderQty;
updt.Quantidade_Exec = orderOrig.CumQty;
updt.Quantidade_Aparente = Convert.ToInt32(orderOrig.OrderQtyApar);
updt.Quantidade_Minima = Convert.ToInt32(orderOrig.OrderQtyMin);
updt.Dt_Validade = orderOrig.ExpireDate;
updt.Dt_Atualizacao = orderOrig.TransactTime;
updt.TimeInForce = orderOrig.TimeInForce;
if (!_db.InserirOrdermUpdate(updt))
{
logger.Error("Erro ao inserir o registro na tabela tb_fix_order_update");
return;
}
// Adicionar as novas informacoes pertinentes na tabela detail
OrderDbDetalheInfo detail = new OrderDbDetalheInfo();
detail.OrderID = orderOrig.OrderID;
detail.TransactID = "";
detail.OrderQty = Convert.ToInt32(ocrr.OrderQty.getValue());
detail.Price = ocrr.IsSetField(Tags.Price)? ocrr.Price.getValue(): Decimal.Zero;
detail.OrderStatusID = (int)FixOrderStatus.SUBSTITUICAO_SOLICITADA;
detail.TransactTime = ocrr.TransactTime.getValue();
detail.Description = DescMsg.OCRR_PENDING_MODIFICATION;
detail.FixMsgSeqNum = Convert.ToInt32(ocrr.Header.GetField(Tags.MsgSeqNum));
if (!_db.InserirOrdemDetalhe(detail, orderOrig.ClOrdID))
{
logger.Error("Erro ao inserir o registro na tabela tb_fix_order_update - msg de modificacao");
return;
}
// Atualizar a informacao original na tabela tb_fix_order
// Atualiza os campos gravados na tabela tb_fix_order_update
// Ordem original já se encontra em orderOrig
orderOrig.OrigClOrdID = ocrr.OrigClOrdID.getValue();
orderOrig.ClOrdID = ocrr.ClOrdID.getValue();
orderOrig.OrdStatus = (int)FixOrderStatus.SUBSTITUICAO_SOLICITADA;
orderOrig.TransactTime = ocrr.TransactTime.getValue();
if (ocrr.IsSetField(Tags.ExpireDate))
{
orderOrig.ExpireDate = DateTime.ParseExact(ocrr.ExpireDate.getValue() + "235959", "yyyyMMddHHmmss", CultureInfo.InvariantCulture);
}
else
{
orderOrig.ExpireDate = DateTime.MinValue;
}
orderOrig.TimeInForce = ocrr.IsSetField(Tags.TimeInForce) ? ocrr.TimeInForce.getValue().ToString() : "0";
orderOrig.OrderQty = Convert.ToInt32(ocrr.OrderQty.getValue());
orderOrig.OrderQtyMin = ocrr.IsSetField(Tags.MinQty) ? ocrr.MinQty.getValue() : 0;
orderOrig.OrderQtyApar = ocrr.IsSetField(Tags.MaxFloor) ? ocrr.MaxFloor.getValue() : 0;
orderOrig.Price = ocrr.IsSetField(Tags.Price)? ocrr.Price.getValue(): Decimal.Zero;
orderOrig.Memo = ocrr.IsSetField(Tags.Memo) ? ocrr.GetField(Tags.Memo): string.Empty;
orderOrig.FixMsgSeqNum = Convert.ToInt32(ocrr.Header.GetField(Tags.MsgSeqNum));
orderOrig.MsgFix = ocrr.ToString().Replace('\x01', '|');
orderOrig.HandlInst = ocrr.IsSetField(Tags.HandlInst) ? ocrr.HandlInst.getValue().ToString() : string.Empty;
if (!_db.AtualizarOrdem(orderOrig))
{
logger.Info("Problemas na atualizacao da ordem (mensagem de modificacao). ClOrdID: " + orderOrig.ClOrdID);
return;
}
DropCopyCallbackManager.Instance.EnqueueCallback(orderOrig);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem OrderCancelReplaceRequest: " + ex.Message, ex);
}
}
public void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
IOrder key = OrderManager.Orders.All[request.OrigClOrdID];
Order order = Map.SQ_OQ_Order[key] as Order;
this.provider.CallReplace(order);
}
public void SendOrderCancelReplaceRequest(OrderCancelReplaceRequest request)
{
SendOrderCancelReplaceRequest(request as FIXOrderCancelReplaceRequest);
}
public void OnMessage(OrderCancelReplaceRequest msg, SessionID sessionID)
{
_fix44MessageHandler.OnMessage(msg, sessionID);
}
