public ExecutionReport(
QuickFix.Fields.OrderID aOrderID,
QuickFix.Fields.ExecID aExecID,
QuickFix.Fields.ExecTransType aExecTransType,
QuickFix.Fields.OrdStatus aOrdStatus,
QuickFix.Fields.Symbol aSymbol,
QuickFix.Fields.Side aSide,
QuickFix.Fields.OrderQty aOrderQty,
QuickFix.Fields.LastShares aLastShares,
QuickFix.Fields.LastPx aLastPx,
QuickFix.Fields.CumQty aCumQty,
QuickFix.Fields.AvgPx aAvgPx
) : this()
{
this.OrderID = aOrderID;
this.ExecID = aExecID;
this.ExecTransType = aExecTransType;
this.OrdStatus = aOrdStatus;
this.Symbol = aSymbol;
this.Side = aSide;
this.OrderQty = aOrderQty;
this.LastShares = aLastShares;
this.LastPx = aLastPx;
this.CumQty = aCumQty;
this.AvgPx = aAvgPx;
}
public OrderCancelReject(
QuickFix.Fields.OrderID aOrderID,
QuickFix.Fields.ClOrdID aClOrdID
) : this()
{
this.OrderID = aOrderID;
this.ClOrdID = aClOrdID;
}
public void TCRGroupFieldGetterSetterTest()
{
QuickFix.FIX44.TradeCaptureReport.NoSidesGroup noSides = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup();
OrderID ordId = new OrderID("fooey");
Assert.That(noSides.IsSet(ordId), Is.False);
Assert.That(noSides.IsSetOrderID(), Is.False);
noSides.Set(ordId);
Assert.That(noSides.IsSet(ordId), Is.True);
Assert.That(noSides.IsSetOrderID(), Is.True);
Assert.That(noSides.OrderID.getValue(), Is.EqualTo("fooey"));
}
public OrderCancelReject(
QuickFix.Fields.OrderID aOrderID,
QuickFix.Fields.ClOrdID aClOrdID,
QuickFix.Fields.OrdStatus aOrdStatus,
QuickFix.Fields.CxlRejResponseTo aCxlRejResponseTo
) : this()
{
this.OrderID = aOrderID;
this.ClOrdID = aClOrdID;
this.OrdStatus = aOrdStatus;
this.CxlRejResponseTo = aCxlRejResponseTo;
}
public OrderCancelReject(
QuickFix.Fields.OrderID aOrderID,
QuickFix.Fields.ClOrdID aClOrdID,
QuickFix.Fields.OrigClOrdID aOrigClOrdID,
QuickFix.Fields.OrdStatus aOrdStatus
) : this()
{
this.OrderID = aOrderID;
this.ClOrdID = aClOrdID;
this.OrigClOrdID = aOrigClOrdID;
this.OrdStatus = aOrdStatus;
}
public DontKnowTrade(
QuickFix.Fields.OrderID aOrderID,
QuickFix.Fields.ExecID aExecID,
QuickFix.Fields.DKReason aDKReason,
QuickFix.Fields.Symbol aSymbol,
QuickFix.Fields.Side aSide
) : this()
{
this.OrderID = aOrderID;
this.ExecID = aExecID;
this.DKReason = aDKReason;
this.Symbol = aSymbol;
this.Side = aSide;
}
/// <summary>
/// Creates a FIX4.4 OrderCancelRequest message for Fxcm
/// </summary>
/// <param name="order"></param>
/// <returns></returns>
public QuickFix.FIX44.OrderCancelRequest OrderCancelRequest(Order order)
{
char orderSide = default(char);
if (order.OrderSide == Constants.OrderSide.BUY)
{
orderSide = Side.BUY;
}
else if (order.OrderSide == Constants.OrderSide.SELL)
{
orderSide = Side.SELL;
}
if (orderSide.Equals(default(char)))
{
_logger.Error("Invalid Order Side", _type.FullName, "OrderCancelRequest");
return(null);
}
QuickFix.FIX44.OrderCancelRequest orderCancelRequest = new QuickFix.FIX44.OrderCancelRequest();
QuickFix.Fields.OrderID orderId = new QuickFix.Fields.OrderID(order.BrokerOrderID);
orderCancelRequest.SetField(orderId);
QuickFix.Fields.OrigClOrdID origClOrdId = new QuickFix.Fields.OrigClOrdID(order.OrderID);
orderCancelRequest.SetField(origClOrdId);
QuickFix.Fields.ClOrdID clOrdId = new QuickFix.Fields.ClOrdID(DateTime.Now.ToString(("yyMMddHmsfff")));
orderCancelRequest.SetField(clOrdId);
var account = new QuickFix.Fields.Account(_account);
orderCancelRequest.SetField(account);
QuickFix.Fields.Symbol symbol = new QuickFix.Fields.Symbol(order.Security.Symbol);
orderCancelRequest.SetField(symbol);
QuickFix.Fields.Side side = new QuickFix.Fields.Side(orderSide);
orderCancelRequest.SetField(side);
QuickFix.Fields.TransactTime transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime);
orderCancelRequest.SetField(transactTime);
QuickFix.Fields.Product product = new QuickFix.Fields.Product(FixCommon.Constants.Product.Currency);
orderCancelRequest.SetField(product);
return(orderCancelRequest);
}
public void Set(QuickFix.Fields.OrderID val)
{
this.OrderID = val;
}
public bool IsSet(QuickFix.Fields.OrderID val)
{
return(IsSetOrderID());
}
public QuickFix.Fields.OrderID Get(QuickFix.Fields.OrderID val)
{
GetField(val);
return(val);
}
public void Set(QuickFix.Fields.OrderID val)
{
this.OrderID = val;
}
public void set(OrderID field)
{
// 37
SetField(field);
}
