public virtual void onMessage( ExecutionReport message, QuickFix.SessionID session )
{ throw new QuickFix.UnsupportedMessageType(); }
internal void UpdateValues(NewOrderSingle fixorder, ExecutionReport rpt)
{
try
{
double avgpx = rpt.getAvgPx().getValue();
double cumqty = rpt.getCumQty().getValue();
double price = rpt.getPrice().getValue();
double qty = rpt.getOrderQty().getValue();
char status = rpt.getOrdStatus().getValue();
//string ordtype = rpt.getOrdType().ToString();
switch (status)
{
case QuickFix.OrdStatus.PARTIALLY_FILLED:
base.BackColor = Color.SkyBlue;
break;
case QuickFix.OrdStatus.FILLED:
base.BackColor = Color.Aquamarine;
break;
case QuickFix.OrdStatus.CANCELED:
base.BackColor = Color.Pink;
break;
}
string priceDisplay = "F2";
string pctDisplay = "P0";
string numDisplay = "N0";
double pct = cumqty / order.getOrderQty().getValue();
if (rpt.getExecType().getValue() == ExecType.REPLACE)
{
string clordid = fixorder.getClOrdID().getValue();
base.SubItems[0].Text = clordid;
base.SubItems[1].Text = rpt.getTransactTime().getValue().ToLocalTime().ToString("HH:mm:ss");
this.Name = clordid;
this.order = fixorder;
}
else
{
base.SubItems[0].Text = this.order.getClOrdID().getValue();
base.SubItems[1].Text = order.getTransactTime().getValue().ToLocalTime().ToString("HH:mm:ss");
}
base.SubItems[2].Text = this.order.getSymbol().getValue();
base.SubItems[3].Text = FixDataDictionary.getEnumString(FixDataDictionary.FixField.Side, this.order.getSide().ToString());
if (stratidtag != FIELDORDTYPE)
{
if (order.isSetField(stratidtag))
{
base.SubItems[4].Text = order.getField(stratidtag);
}
}
else
{
if (rpt.isSetOrdType())
{
base.SubItems[4].Text = FixDataDictionary.getEnumString(FixDataDictionary.FixField.OrdType, rpt.getOrdType().ToString());
}
else
{
base.SubItems[4].Text = FixDataDictionary.getEnumString(FixDataDictionary.FixField.OrdType, this.order.getOrdType().ToString());
}
}
if (rpt.isSetOrderQty())
{
base.SubItems[5].Text = qty.ToString(numDisplay);
}
else
{
base.SubItems[5].Text = this.order.getOrderQty().getValue().ToString();
}
if (rpt.isSetPrice())
{
base.SubItems[6].Text = price.ToString(priceDisplay);
}
else
{
base.SubItems[6].Text = this.order.getPrice().getValue().ToString(priceDisplay);
}
base.SubItems[7].Text = avgpx.ToString(priceDisplay);
base.SubItems[8].Text = pct.ToString(pctDisplay);
base.SubItems[9].Text = FixDataDictionary.getEnumString(FixDataDictionary.FixField.OrderStatus, status.ToString());
ordstatus = status;
}
catch (QuickFix.FieldNotFound e)
{
Console.WriteLine("Missing field " + e.field);
}
//order.
}
private void RejectExecution(string id, ExecutionReport executionReport)
{
if (!ordersAll.ContainsKey(id))
{
OrderID ordid = executionReport.getOrderID();
ExecID execid = executionReport.getExecID();
QuickFix.Side side = executionReport.getSide();
Symbol symbol = executionReport.getSymbol();
DKReason dkreason = new DKReason (DKReason.NO_MATCHING_ORDER);
QuickFix42.DontKnowTrade dk = new DontKnowTrade(ordid, execid, dkreason, symbol, side);
_quickFixWrapper.Send(dk);
}
}
private void UpdateListView(ListView view, ExecutionReport rpt, OrderInfo ord)
{
try
{
string key = null;
NewOrderSingle order = ord.Order;
char exec = rpt.getExecType().getValue();
if (exec == ExecType.PENDING_CANCEL || exec == ExecType.CANCELED || exec == ExecType.PENDING_REPLACE || exec == ExecType.REPLACE)
{
if (rpt.isSetOrigClOrdID())//�Ӵ��̶�ȡ�����ָ��û�б���origclordid
{
key = rpt.getOrigClOrdID().getValue();
}
else
{
key = rpt.getClOrdID().getValue();
}
}
else
{
key = rpt.getClOrdID().getValue();
}
OrderViewItem item = (OrderViewItem)view.Items[key];
if (item == null)
{
if (view.Name == "listView1")
{
OrderViewItem item1 = new OrderViewItem(order);
view.Items.Insert(0, item1);
item1.UpdateValues(order, rpt);
}
}
else
{
if (view.Name == "listView1")
{
item.UpdateValues(order, rpt);
}
}
}
catch (IncorrectDataFormat e)
{
Console.WriteLine(e.TargetSite);
}
}
public void Add(ExecutionReport report)
{
char exec = report.getExecType().getValue();
if (exec == ExecType.REPLACE)
{
ordid = report.getOrderID().getValue();
string clordid = report.getClOrdID().getValue();
UpdateOrder(clordid);
}
else if (exec == ExecType.NEW)
{
if (report.isSetOrderID())
{
ordid = report.getOrderID().getValue();
}
}
else if (ordid == null)
{
if (report.isSetOrderID())
{
ordid = report.getOrderID().getValue();
}
}
//ExecutionReportViewItem item = new ExecutionReportViewItem(report);
//rptlist.Add(item);
}
