/// <summary>
/// Apply order details
/// </summary>
/// <param name="message"></param>
/// <returns></returns>
public bool ApplyOrderDetails(FIXMessage message)
{
bool bRetVal = true;
//add details
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESTickerMnemonic,m_sESTickerMnemonic);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESTickerSymbol,m_sESTickerSymbol);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESExchange, ESExchange);
message.set_AsNumber(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESPriceFormatCode,m_lESPriceFormatCode);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagSecurityExchange, SecurityExchange);
message.set_AsNumber(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagPutOrCall, m_nOptionType);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagSecurityType, CommodityType);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagSymbol,m_sSymbol);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESStrategyCode,m_sStrategyCode);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagSecurityID,m_sSecurityID);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagIDSource,m_sIDSource);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagCFICode,m_sCFICode);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagCurrency,m_sCurrency);
message.set_AsNumber(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESDecimalPlaces,m_nESDecimalPlaces);
message.set_AsDouble(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESUnitTickValue,m_dUnitTickValue);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESCombinedCommodityCode, m_sCombinedCommodityCode);
message.set_AsString(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESClearingHouse, m_sClearingHouse);
message.set_AsDouble(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESCompositeDelta, m_dCompositeDelta);
message.set_AsDouble(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESShortOptAdjust, m_dESShortOptAdjust);
ApplyRiskArray(message);
return bRetVal;
}
//to do
/// <summary>
/// Basic defaults that are hard coded and not required
/// </summary>
/// <param name="message"></param>
private void AddConstants(FIXMessage message)
{
//cannot be arsed as eurex does not care for this fields :) - TO DO
message.set_AsString(FIXTagConstants.esFIXTagOpenClose, MESSAGEFIX3Lib.FIXOpenCloseConstants.esFIXOpen);
message.set_AsNumber(FIXTagConstants.esFIXTagStopPx, 0);
//Confusion in eat
message.set_AsString(FIXTagConstants.esFIXTagTradingSessionID, MESSAGEFIX3Lib.FIXSessionConstants.esFIXSessionNormal);
if(m_nPrimaryBOID != 0)
{
message.set_AsNumber(FIXTagConstants.esFIXTagESBOIDPrimary,m_nPrimaryBOID);
}
}
/// <summary>
/// Apply ticker defaults
/// </summary>
/// <param name="sExchange"></param>
/// <param name="message"></param>
public void ApplyDefaults(string sExchange, FIXMessage message)
{
int iClientID;
if (!message.GetNumber(out iClientID, MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESAccountID) && m_nAccountID.HasValue)
message.set_AsNumber(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESAccountID, (int)m_nAccountID.Value);
TickerDefaults tickerDefaults = GetTickerDefaults(sExchange);
if (tickerDefaults != null)
{
tickerDefaults.ApplyTickerDefaults(message);
}
}
//TODO: [16/04/07] YKC - Hack as i donot care about order types etc
/// <summary>
/// Generate a fix message
/// </summary>
/// <param name="MsgType"></param>
/// <returns></returns>
public FIXMessage CreateFixMessage(MESSAGEFIX3Lib.FIXMsgConstants MsgType)
{
FIXMessage message = new FIXMessage();
if (Instrument != null)
{
message.MsgType = MsgType;
Instrument.ApplyOrderDetails(message);
AddConstants(message);
//Add order details
if (m_dPrice.HasValue)
message.set_AsDouble(FIXTagConstants.esFIXTagPrice, m_dPrice.Value);
message.set_AsNumber(FIXTagConstants.esFIXTagOrderQty, (int)m_nOrderQty);
message.set_AsString(FIXTagConstants.esFIXTagSide, m_sSide);
message.set_AsString(FIXTagConstants.esFIXTagTimeInForce, GetFIXTimeInForce());
message.set_AsString(FIXTagConstants.esFIXTagOrdType, GetFIXOrderType());
if (m_iAccountID.HasValue)
message.set_AsNumber(FIXTagConstants.esFIXTagESAccountID, (int)m_iAccountID.Value);
return message;
}
return null;
}
