public override object GetField(Main.Common.Enums.Fields field) { ExecutionReportFields xrField = (ExecutionReportFields)field; if (xrField == ExecutionReportFields.LastReport) { return(LastReport); } else { return(base.GetField(field)); } }
public override object GetField(Fields field) { ExecutionReportFields xrField = (ExecutionReportFields)field; if (xrField == ExecutionReportFields.PosId) { return(PosId); } else { return(ExecReportWrapper.GetField(field)); } }
public override object GetField(Enums.Fields.Fields field) { ExecutionReportFields xrField = (ExecutionReportFields)field; if (xrField == ExecutionReportFields.ExecType) { return(ExecType.Rejected); } else if (xrField == ExecutionReportFields.OrdStatus) { return(OrdStatus.Rejected); } else if (xrField == ExecutionReportFields.OrdRejReason) { return(ExecutionReportFields.NULL); } else if (xrField == ExecutionReportFields.LeavesQty) { return(0); } else if (xrField == ExecutionReportFields.CumQty) { return(0); } else if (xrField == ExecutionReportFields.Text) { return(Error); } else if (xrField == ExecutionReportFields.TransactTime) { return(DateTime.Now); } else { return(ExecutionReportFields.NULL); } }
public override object GetField(Fields field) { if (ExecutionReport == null) { return(ExecutionReportFields.NULL); } if (field == Fields.KEY) { return(Key); } else { ExecutionReportFields xrField = (ExecutionReportFields)field; if (xrField == ExecutionReportFields.OrderID) { return(GetOrdId(ExecutionReport, QuickFix.Fields.Tags.OrderID)); } else if (xrField == ExecutionReportFields.ClOrdID) { return(GetOrdId(ExecutionReport, QuickFix.Fields.Tags.ClOrdID)); } else if (xrField == ExecutionReportFields.OrigClOrdID) { return(GetOrdId(ExecutionReport, QuickFix.Fields.Tags.OrigClOrdID)); } else if (xrField == ExecutionReportFields.ExecType) { return(GetExecType(ExecutionReport.GetChar(QuickFix.Fields.Tags.ExecType))); } else if (xrField == ExecutionReportFields.ExecID) { return(ExecutionReport.GetString(QuickFix.Fields.Tags.ExecID)); } else if (xrField == ExecutionReportFields.OrdStatus) { return(GetOrdStatus(ExecutionReport.GetChar(QuickFix.Fields.Tags.OrdStatus))); } else if (xrField == ExecutionReportFields.OrdRejReason) { return(FixHelper.GetNullIntFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.OrdRejReason)); } else if (xrField == ExecutionReportFields.LeavesQty) { return(ExecutionReport.GetInt(QuickFix.Fields.Tags.LeavesQty)); } else if (xrField == ExecutionReportFields.CumQty) { return(ExecutionReport.GetInt(QuickFix.Fields.Tags.CumQty)); } else if (xrField == ExecutionReportFields.AvgPx) { return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.AvgPx)); } else if (xrField == ExecutionReportFields.Commission) { return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.Commission)); } else if (xrField == ExecutionReportFields.Text) { return(ExecutionReport.GetField(QuickFix.Fields.Tags.Text)); } else if (xrField == ExecutionReportFields.TransactTime) { return(DateTime.Now); } else if (xrField == ExecutionReportFields.LastQty) { return(FixHelper.GetNullIntFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.LastQty)); } else if (xrField == ExecutionReportFields.LastPx) { return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.LastPx)); } else if (xrField == ExecutionReportFields.LastMkt) { return(FixHelper.GetNullFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.LastMkt)); } else if (xrField == ExecutionReportFields.Symbol) { return(FixHelper.GetNullFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.Symbol)); } else if (xrField == ExecutionReportFields.OrderQty) { return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.OrderQty)); } else if (xrField == ExecutionReportFields.CashOrderQty) { return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.CashOrderQty)); } else if (xrField == ExecutionReportFields.OrdType) { return(GetOrdType(ExecutionReport.GetChar(QuickFix.Fields.Tags.OrdType))); } else if (xrField == ExecutionReportFields.Price) { return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.Price)); } else if (xrField == ExecutionReportFields.StopPx) { return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.StopPx)); } else if (xrField == ExecutionReportFields.Currency) { return(FixHelper.GetNullFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.Currency)); } else if (xrField == ExecutionReportFields.ExpireDate) { return(FixHelper.GetDateTimeFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.ExpireDate)); } else if (xrField == ExecutionReportFields.MinQty) { return(FixHelper.GetNullDoubleFieldIfSet(ExecutionReport, QuickFix.Fields.Tags.MinQty)); } else if (xrField == ExecutionReportFields.Side) { GetSide(ExecutionReport.GetChar(QuickFix.Fields.Tags.Side)); } else if (xrField == ExecutionReportFields.QuantityType) { return(QuantityType.SHARES); } else if (xrField == ExecutionReportFields.PriceType) { return(PriceType.FixedAmount); } else if (xrField == ExecutionReportFields.Account) { return(ExecutionReport.GetField(QuickFix.Fields.Tags.Account)); } else if (xrField == ExecutionReportFields.ExecInst) { return(ExecutionReport.GetField(QuickFix.Fields.Tags.ExecInst)); } } return(ExecutionReportFields.NULL); }
public override object GetField(Main.Common.Enums.Fields field) { ExecutionReportFields xrField = (ExecutionReportFields)field; if (ExecutionReport == null) { return(ExecutionReportFields.NULL); } if (xrField == ExecutionReportFields.ExecType) { return(GetExecTypeFromBitMexStatus(ExecutionReport.ExecType)); } if (xrField == ExecutionReportFields.ExecID) { return(ExecutionReport.ExecID); } else if (xrField == ExecutionReportFields.OrdStatus) { return(GetOrdStatusFromBitMexStatus(ExecutionReport.OrdStatus)); } else if (xrField == ExecutionReportFields.OrdRejReason) { return(GetOrdRejReasonFromBitMexStatus(ExecutionReport.OrdRejReason)); } else if (xrField == ExecutionReportFields.LeavesQty) { return(ExecutionReport.LeavesQty); } else if (xrField == ExecutionReportFields.CumQty) { return(ExecutionReport.CumQty); } else if (xrField == ExecutionReportFields.AvgPx) { return(ExecutionReport.AvgPx); } else if (xrField == ExecutionReportFields.Commission) { return(ExecutionReport.Commission); } else if (xrField == ExecutionReportFields.Text) { return(ExecutionReport.Text); } else if (xrField == ExecutionReportFields.TransactTime) { return(ExecutionReport.TransactTime); } else if (xrField == ExecutionReportFields.LastQty) { return(ExecutionReport.LastQty); } else if (xrField == ExecutionReportFields.LastPx) { return(ExecutionReport.LastPx); } else if (xrField == ExecutionReportFields.LastMkt) { return(ExecutionReport.UnderlyingLastPx); } if (Order == null) { return(ExecutionReportFields.NULL); } if (xrField == ExecutionReportFields.OrderID) { return(Order.OrderId); } else if (xrField == ExecutionReportFields.ClOrdID) { return(Order.ClOrdId); } else if (xrField == ExecutionReportFields.Symbol) { return(Order.SymbolPair); } else if (xrField == ExecutionReportFields.OrderQty) { return(Order.OrderQty); } else if (xrField == ExecutionReportFields.CashOrderQty) { return(ExecutionReportFields.NULL); } else if (xrField == ExecutionReportFields.OrdType) { return(Order.OrdType); } else if (xrField == ExecutionReportFields.Price) { return(Order.Price); } else if (xrField == ExecutionReportFields.StopPx) { return(ExecutionReportFields.NULL); } else if (xrField == ExecutionReportFields.Currency) { return(Order.Currency); } else if (xrField == ExecutionReportFields.ExpireDate) { return(ExecutionReportFields.NULL); } else if (xrField == ExecutionReportFields.MinQty) { return(ExecutionReportFields.NULL); } else if (xrField == ExecutionReportFields.Side) { return(Order.Side); } else if (xrField == ExecutionReportFields.QuantityType) { return(QuantityType.CURRENCY);//In IB v1.0 we only work with SHARE orders } else if (xrField == ExecutionReportFields.PriceType) { return(PriceType.FixedAmount);//In IB v1.0 we only work with FIXED AMMOUNT orders } else if (xrField == ExecutionReportFields.Account) { return(Order.Account);//In IB v1.0 we only work with SHARE orders } return(ExecutionReportFields.NULL); }