public bool EnviarOrdemCross(OrdemCrossInfo crossinfo)
{
OrdemInfo ordemCompra = crossinfo.OrdemInfoCompra;
OrdemInfo ordemVenda = crossinfo.OrdemInfoVenda;
// Cria mensagem de new order cross -
// Essa mensagem nao é padrao do 4.2 - some weird f*****g things can
// f*****g happen with this f*****g shit code
QuickFix.FIX44.NewOrderCross ordercross = new QuickFix.FIX44.NewOrderCross();
ordercross.Set(new CrossID(crossinfo.CrossID));
// Unico valor aceito 1 - Negocio executado total ou parcial
ordercross.Set(new CrossType(1));
// Prioridade de uma das pontas. Unico valor aceito: 0 - nenhuma
ordercross.Set(new CrossPrioritization(0));
// Ordem cross, sempre 2 pernas
// Informacoes da perna de compra
QuickFix.FIX44.NewOrderCross.NoSidesGroup sideGroupC = new QuickFix.FIX44.NewOrderCross.NoSidesGroup();
sideGroupC.Set(new Side(Side.BUY));
sideGroupC.Set(new ClOrdID(ordemCompra.ClOrdID));
if (ordemCompra.Account > 0)
{
sideGroupC.Set(new Account(ordemCompra.Account.ToString()));
}
sideGroupC.Set(new OrderQty(ordemCompra.OrderQty));
//sideGroupC.Set(new PositionEffect('C'));
if (ordemCompra.PositionEffect != null && ordemCompra.PositionEffect.Equals("C"))
{
sideGroupC.Set(new PositionEffect('C'));
}
// PartIDs Compra
// Cliente
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroupC1 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroupC1.Set(new PartyID(ordemCompra.ExecBroker));
PartyIDGroupC1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroupC1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroupC2 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroupC2.Set(new PartyID("227"));
PartyIDGroupC2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroupC2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
// Sender Location
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroupC3 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroupC3.Set(new PartyID("GRA"));
PartyIDGroupC3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroupC3.Set(new PartyRole(54));
// Adiciono os partIDs ao Side (perna de Compra)
sideGroupC.AddGroup(PartyIDGroupC1);
sideGroupC.AddGroup(PartyIDGroupC2);
sideGroupC.AddGroup(PartyIDGroupC3);
//BEI - 2012-Nov-14
if (ordemCompra.ForeignFirm != null && ordemCompra.ForeignFirm.Length > 0)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroupC4 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroupC4.Set(new PartyID(ordemCompra.ForeignFirm));
PartyIDGroupC4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroupC4.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
sideGroupC.AddGroup(PartyIDGroupC4);
}
//SelfTradeProtection - 2012-Nov-27
if (ordemCompra.InvestorID != null && ordemCompra.InvestorID.Length > 0)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID(ordemCompra.InvestorID));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.INVESTOR_ID));
sideGroupC.AddGroup(PartyIDGroup4);
}
if (ordemCompra.Account > 0)
{
QuickFix.FIX44.NewOrderSingle.NoAllocsGroup noAllocsGrpC = new QuickFix.FIX44.NewOrderSingle.NoAllocsGroup();
noAllocsGrpC.Set(new AllocAccount(ordemCompra.Account.ToString()));
noAllocsGrpC.Set(new AllocAcctIDSource(99));
sideGroupC.AddGroup(noAllocsGrpC);
}
// Insere informacoes da perna de venda
QuickFix.FIX44.NewOrderCross.NoSidesGroup sideGroupV = new QuickFix.FIX44.NewOrderCross.NoSidesGroup();
sideGroupV.Set(new Side(Side.SELL));
sideGroupV.Set(new ClOrdID(ordemVenda.ClOrdID));
if (ordemVenda.Account > 0)
{
sideGroupV.Set(new Account(ordemVenda.Account.ToString()));
}
sideGroupV.Set(new OrderQty(ordemVenda.OrderQty));;
sideGroupV.Set(new PositionEffect('C'));
if (ordemVenda.PositionEffect != null && ordemVenda.PositionEffect.Equals("C"))
{
sideGroupV.Set(new PositionEffect('C'));
}
// Cliente
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup1.Set(new PartyID(ordemVenda.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
// Sender Location ID
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup3.Set(new PartyID("GRA"));
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(54));
// Adiciono os partIDs ao Side (perna de venda)
sideGroupV.AddGroup(PartyIDGroup1);
sideGroupV.AddGroup(PartyIDGroup2);
sideGroupV.AddGroup(PartyIDGroup3);
//BEI - 2012-Nov-14
if (ordemVenda.ForeignFirm != null && ordemVenda.ForeignFirm.Length > 0)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroupV4 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroupV4.Set(new PartyID(ordemVenda.ForeignFirm));
PartyIDGroupV4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroupV4.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
sideGroupV.AddGroup(PartyIDGroupV4);
}
//SelfTradeProtection - 2012-Nov-27
if (ordemVenda.InvestorID != null && ordemVenda.InvestorID.Length > 0)
{
QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID(ordemVenda.InvestorID));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.INVESTOR_ID));
sideGroupV.AddGroup(PartyIDGroup4);
}
if (ordemVenda.Account > 0)
{
QuickFix.FIX44.NewOrderSingle.NoAllocsGroup noAllocsGrpV = new QuickFix.FIX44.NewOrderSingle.NoAllocsGroup();
noAllocsGrpV.Set(new AllocAccount(ordemVenda.Account.ToString()));
noAllocsGrpV.Set(new AllocAcctIDSource(99));
sideGroupV.AddGroup(noAllocsGrpV);
}
// Insere os grupos das 2 pernas
ordercross.AddGroup(sideGroupC);
ordercross.AddGroup(sideGroupV);
ordercross.Set(new Symbol(crossinfo.Symbol));
if (crossinfo.SecurityID != null &&
crossinfo.SecurityID.Length > 0)
{
ordercross.Set(new SecurityID(crossinfo.SecurityID));
ordercross.Set(new SecurityIDSource("8"));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(crossinfo.OrdType);
if (ordType != null)
{
ordercross.Set(ordType);
}
ordercross.Set(new Price(Convert.ToDecimal(crossinfo.Price)));
ordercross.Set(new TransactTime(DateTime.Now));
// Memo Field
if (crossinfo.Memo5149 != null && crossinfo.Memo5149.Length > 0)
{
if (crossinfo.Memo5149.Length > 50)
{
crossinfo.Memo5149 = crossinfo.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, crossinfo.Memo5149);
ordercross.SetField(memo5149);
}
bool bRet = Session.SendToTarget(ordercross, _session.SessionID);
return(bRet);
}
public bool EnviarOrdemCross(OrdemCrossInfo crossinfo)
{
throw new NotImplementedException("EnviarOrdemCross");
}
private void btOrderX_Click(object sender, EventArgs e)
{
try
{
frmPontaVenda frm = new frmPontaVenda();
OrdemInfo ordemCompra = new OrdemInfo();
ordemCompra.ClOrdID = txtClOrdID.Text;
ordemCompra.Account = Convert.ToInt32(txtCodCliente.Text);
ordemCompra.ChannelID = Convert.ToInt32(txtOperador.Text);
if (cmbBolsa.SelectedItem.Equals("BOVESPA"))
{
ordemCompra.Exchange = "BOVESPA";
}
else
{
ordemCompra.Exchange = "BMF";
}
ordemCompra.ExchangeNumberID = txtExchangeNumber.Text;
ordemCompra.Price = Convert.ToDouble(txtPreco.Text);
ordemCompra.OrderQty = Convert.ToInt32(txtQtde.Text);
ordemCompra.MinQty = Convert.ToInt32(txtQtdeMin.Text);
ordemCompra.MaxFloor = Convert.ToInt32(txtQtdeAparente.Text);
ordemCompra.Symbol = txtPapel.Text;
ordemCompra.SecurityID = txtSecurityId.Text;
ordemCompra.RegisterTime = DateTime.Now;
ordemCompra.TransactTime = DateTime.Now;
ordemCompra.ExecBroker = txtTraderID.Text;
if (rdCompra.Checked)
{
ordemCompra.Side = OrdemDirecaoEnum.Compra;
}
else
{
ordemCompra.Side = OrdemDirecaoEnum.Venda;
}
if (txtStopPX.Text.Length > 0 && Convert.ToDouble(txtStopPX.Text) > 0)
{
ordemCompra.StopPrice = Convert.ToDouble(txtStopPX.Text);
}
if (txtInvestorID.Text.Length > 0)
{
ordemCompra.InvestorID = txtInvestorID.Text;
}
switch (cmbOrderType.SelectedIndex)
{
case 0: ordemCompra.OrdType = OrdemTipoEnum.Limitada; break;
case 1: ordemCompra.OrdType = OrdemTipoEnum.StopLimitada; break;
case 2: ordemCompra.OrdType = OrdemTipoEnum.MarketWithLeftOverLimit; break;
case 3: ordemCompra.OrdType = OrdemTipoEnum.OnClose; break;
case 4: ordemCompra.OrdType = OrdemTipoEnum.StopStart; break;
case 5: ordemCompra.OrdType = OrdemTipoEnum.Mercado; break;
case 6: ordemCompra.OrdType = OrdemTipoEnum.StopLoss; break;
default:
ordemCompra.OrdType = OrdemTipoEnum.OnClose; break;
}
switch (cmbTipoValidade.SelectedIndex)
{
case 0:
ordemCompra.TimeInForce = OrdemValidadeEnum.ValidaParaODia;
ordemCompra.ExpireDate = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, 23, 59, 59);
break;
case 1: ordemCompra.TimeInForce = OrdemValidadeEnum.ExecutaIntegralParcialOuCancela; break;
case 2: ordemCompra.TimeInForce = OrdemValidadeEnum.ExecutaIntegralOuCancela; break;
case 3: ordemCompra.TimeInForce = OrdemValidadeEnum.ValidaAteSerCancelada; break;
case 4:
ordemCompra.TimeInForce = OrdemValidadeEnum.ValidoAteDeterminadaData;
ordemCompra.ExpireDate = DateTime.ParseExact(txtDataValidade.Text + " 23:59:59", "dd/MM/yyyy HH:mm:ss", CultureInfo.InvariantCulture);
break;
default:
ordemCompra.TimeInForce = OrdemValidadeEnum.ValidaParaAberturaDoMercado;
break;
}
lastCLOrdID++;
frm.ClOrdID = lastCLOrdID.ToString();
frm.Qtde = txtQtde.Text;
DialogResult result = frm.ShowDialog();
if (result == DialogResult.OK)
{
OrdemInfo ordemVenda = RoteadorOrdensUtil.CloneOrder(ordemCompra);
ordemVenda.Account = Convert.ToInt32(frm.Account);
ordemVenda.OrderQty = Convert.ToInt32(frm.Qtde);
ordemVenda.ClOrdID = frm.ClOrdID;
if (frm.InvestorID.Length > 0)
{
ordemVenda.InvestorID = frm.ClOrdID;
}
OrdemCrossInfo cross = new OrdemCrossInfo();
cross.ChannelID = ordemCompra.ChannelID;
cross.CrossID = ordemCompra.ClOrdID + "X";
cross.Exchange = ordemCompra.Exchange;
cross.OrdType = ordemCompra.OrdType;
cross.Price = ordemCompra.Price;
cross.SecurityID = ordemCompra.SecurityID;
cross.SecurityIDSource = ordemCompra.SecurityIDSource;
cross.Symbol = ordemCompra.Symbol;
cross.TransactTime = ordemCompra.RegisterTime;
cross.OrdemInfoCompra = ordemCompra;
cross.OrdemInfoVenda = ordemVenda;
cross.Memo5149 = "Cross " + DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss.fff");
IRoteadorOrdens roteador = Ativador.Get <IRoteadorOrdens>();
if (roteador != null)
{
ExecutarOrdemCrossRequest request = new ExecutarOrdemCrossRequest();
request.info = cross;
ExecutarOrdemCrossResponse resp = roteador.ExecutarOrdemCross(request);
if (resp.DadosRetorno != null)
{
string msg = "";
foreach (OcorrenciaRoteamentoOrdem ocorr in resp.DadosRetorno.Ocorrencias)
{
msg += ocorr.Ocorrencia + "\r\n";
}
if (resp.DadosRetorno.StatusResposta == StatusRoteamentoEnum.Erro)
{
MessageBox.Show(msg);
}
else
{
_addMsg(msg);
lock (ofertasenviadas)
{
ofertasenviadas.Add(ordemCompra);
SerializadorOfertas.SaveOfertas(ofertasenviadas);
}
}
}
}
}
}
catch (Exception ex)
{
_addMsg(ex.Message);
logger.Error("Erro: " + ex.Message, ex);
}
lastCLOrdID++;
txtClOrdID.Text = lastCLOrdID.ToString();
}
