Example #1
0
 //[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.Synchronized)]
 public static void CancelOrder(string account, string securityCode, string clOrderID, string OrigClOrdID, char orderSide)
 {
     QuickFix44.OrderCancelRequest cancel = new QuickFix44.OrderCancelRequest();
     cancel.setField(new Account(account));
     cancel.setField(new ClOrdID(clOrderID));
     cancel.setField(new OrigClOrdID(OrigClOrdID));
     cancel.setField(new Symbol(securityCode));
     cancel.setField(new TransactTime(DateTime.Now));
     cancel.setField(new QuickFix.Side(orderSide));
     Session.sendToTarget(cancel, Application.m_sessionID);
 }
Example #2
0
 //[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.Synchronized)]
 public static void CancelOrder(string account, string securityCode, string clOrderID, string OrigClOrdID, char orderSide)
 {
     QuickFix44.OrderCancelRequest cancel = new QuickFix44.OrderCancelRequest();
     cancel.setField(new Account(account));
     //cancel.setField(new ClOrdID(clOrderID));
     cancel.setField(new QuickFix.ClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, clOrderID)));
     cancel.setField(new OrigClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, OrigClOrdID)));
     cancel.setField(new Symbol(securityCode));
     cancel.setField(new TransactTime(DateTime.Now));
     cancel.setField(new QuickFix.Side(orderSide));
     Session.sendToTarget(cancel, _sessionID);
 }
        /// <summary>
        /// genera un mensaje especifico para Dukascopy
        /// </summary>
        /// <param name="id"></param>
        /// <param name="ticker"></param>
        /// <param name="side"></param>
        public static void CancelOrder(string clOrdID, string orderID, string ticker, Side side)
        {
            QuickFix44.OrderCancelRequest message = new QuickFix44.OrderCancelRequest(
                new OrigClOrdID(clOrdID),
                new ClOrdID(clOrdID),
                side,
                new TransactTime(DateTime.UtcNow));

            message.set(new OrderID(orderID));
            message.set(new Symbol(ticker));

            Credential dukascopyCredential = CredentialFactory.GetCredential(Counterpart.Dukascopy);

            Session.sendToTarget(message, dukascopyCredential.TradingSenderCompID, dukascopyCredential.TradingTargetCompID);
        }