private void SendOrder(Side side)
{
try
{
Trace.WriteLine(String.Format("Send New Order: Type={0} Side={1} Symbol=[{2}] Qty=[{3}] LimitPrice=[{4}] TIF={5}",
this.OrderType.ToString(), side.ToString(), this.Symbol,
this.OrderQtyString, this.LimitPriceString, this.TimeInForce.ToString()));
Dictionary <int, string> customFieldsDict = new Dictionary <int, string>();
foreach (CustomFieldRecord cfr in this.CustomFields)
{
customFieldsDict[cfr.Tag] = cfr.Value;
}
int orderQty = int.Parse(this.OrderQtyString);
decimal limitPrice = decimal.Parse(this.LimitPriceString);
QuickFix.FIX42.NewOrderSingle nos = MessageCreator42.NewOrderSingle(
customFieldsDict,
this.OrderType, side, this.Symbol, orderQty, this.TimeInForce, limitPrice);
OrderRecord r = new OrderRecord(nos);
lock (_ordersLock)
{
Orders.Add(r);
}
_qfapp.Send(nos);
}
catch (Exception e)
{
Trace.WriteLine("Failed to send order\n" + e.ToString());
}
}
// commands
private void SendNews(object ignored)
{
try
{
Trace.WriteLine(String.Format("Send news: Head=[{0}] Line1=[{1}]", this.Headline, this.Line1Text));
string h = this.Headline;
IList <string> lines = new List <string>();
if (this.IsLine1Enabled)
{
lines.Add(this.Line1Text);
}
if (this.IsLine2Enabled)
{
lines.Add(this.Line2Text);
}
if (this.IsLine3Enabled)
{
lines.Add(this.Line3Text);
}
QuickFix.FIX42.News news = MessageCreator42.News(h, lines);
_qfapp.Send(news);
}
catch (Exception e)
{
Trace.WriteLine("Failed to send news message.\n" + e.ToString());
}
}
/// <summary>
///
/// </summary>
/// <param name="or"></param>
/// <param name="newQty"></param>
/// <param name="newPrice">ignored if not applicable for order type</param>
/// <param name="customFields">other custom fields to be added</param>
public void CancelReplaceOrder(OrderRecord or, int newQty, decimal newPrice, Dictionary <int, string> customFields)
{
try
{
QuickFix.FIX42.OrderCancelReplaceRequest ocrq = MessageCreator42.OrderCancelReplaceRequest(
customFields, or.OriginalNOS, newQty, newPrice);
ocrq.OrderID = new QuickFix.Fields.OrderID(or.OrderID);
_strategy.ProcessOrderCancelReplaceRequest(or.OriginalNOS, ocrq);
_qfapp.Send(ocrq);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
public void CancelOrder(OrderRecord or)
{
try
{
QuickFix.FIX42.OrderCancelRequest ocq = new QuickFix.FIX42.OrderCancelRequest(
new QuickFix.Fields.OrigClOrdID(or.ClOrdID),
MessageCreator42.GenerateClOrdID(),
new QuickFix.Fields.Symbol(or.Symbol),
or.OriginalNOS.Side,
new QuickFix.Fields.TransactTime(DateTime.Now));
ocq.OrderID = new QuickFix.Fields.OrderID(or.OrderID);
_strategy.ProcessOrderCancelRequest(or.OriginalNOS, ocq);
_qfapp.Send(ocq);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
