public void CancelOrder(string oriID, string clrID, char sideID, string symbolID)
{
OrigClOrdID origClOrdID = new OrigClOrdID(oriID);
ClOrdID clOrdID = new ClOrdID(clrID);
Side side = new Side(sideID);
Symbol symbol = new Symbol(symbolID);
TransactTime time = new TransactTime();
QuickFix42.OrderCancelRequest message = new QuickFix42.OrderCancelRequest(origClOrdID, clOrdID, symbol, side, time);
message.setInt(38, 0);//委托数量,这里不设置竟无法撤单。
SendToServer(message);
}
public int cancelOrder(OrderStruct os)
{//will add check in case of already filled, no cancel.
OrderDAO ord = new OrderDAO();
OrderStruct dbos = new OrderStruct(11, 8);
if (ord.getOrderFromDB(os.OrderNo, ref dbos) < 0)
{
Console.WriteLine("Error : Unable to get order details from DB");
return(-1);
}
Console.WriteLine("DBG: truct val");
dbos.display();
string ordStatus = new string(dbos.OrderStatus);
//if(ordStatus.Equals("CANCELED") || ordStatus.Equals("COMPLETED"))
//{
// Console.WriteLine("Order is already "+ordStatus);
// return -1;
//}
Console.WriteLine("Order No [" + dbos.OrderNo + "] : Status [" + ordStatus + "]");
//return -1;
int ordNo = ord.cancelOrder(ref dbos);
if (ordNo < 0)
{
return(-1);
}
Console.WriteLine("TODO: Send FIX - cancel for os.ID");
//Send FIX - cancel for os.ID
OrigClOrdID origCLOrdID = new OrigClOrdID(Convert.ToString(dbos.fixAcceptedID));
ClOrdID OrdId = new ClOrdID(Convert.ToString(ordNo));
string symboldata = sanitiseField(os.symbol);
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
if (os.direction == 'S')
{
side = new Side(Side.SELL);
}
Console.WriteLine("cancelling origOrdId : " + dbos.fixAcceptedID + " newOrdId : " + ordNo);
Console.WriteLine("symboldata : " + symboldata + " side : " + side);
var orderCan = new QuickFix.FIX42.OrderCancelRequest(origCLOrdID, OrdId, symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()));
Session.SendToTarget(orderCan, FixClient.MySess);
return(os.OrderNo);
}
public int amendOrder(ref OrderStruct os)
{
if (!isOrderAmendPossible(os.OrderStatus))
{
return(-1);
}
OrderDAO ord = new OrderDAO();
int newOrdID = ord.amendOrder(ref os); // OrderID is the last FixAccepted version
Console.WriteLine("TODO: Send FIX - cancel for os.LinkedOrderID ; Send FIX - New for os.ID");
OrigClOrdID origCLOrdID = new OrigClOrdID(Convert.ToString(os.ID));
ClOrdID OrdId = new ClOrdID(Convert.ToString(newOrdID));
string symboldata = sanitiseField(os.symbol);
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
if (os.direction == 'S')
{
side = new Side(Side.SELL);
}
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
var orderMod = new QuickFix.FIX42.OrderCancelReplaceRequest(origCLOrdID, OrdId, new HandlInst('1'), symbol, side, new TransactTime(DateTime.Now.ToUniversalTime()), ordType);
int Qty = (int)os.quantity;
orderMod.Price = new Price((decimal)os.price);
orderMod.SetField(new OrderQty(Qty));
Console.WriteLine("Modifying origOrdId/FixAcceptedID : " + os.ID + " newOrderID : " + newOrdID);
Console.WriteLine("symboldata : " + symboldata + " side : " + side + " Price : " + os.price + " qty : " + os.quantity);
Session.SendToTarget(orderMod, FixClient.MySess);
return(os.OrderNo);
}
public bool CancelarOrdem(OrdemCancelamentoInfo ordem, long ini = 0, long fim = 0, long oriini = 0, long orifim = 0, int delay = 0, string mnemonic = "", string senderSubID = "", string extraTags = "")
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX42.OrderCancelRequest ordercrr = new QuickFix.FIX42.OrderCancelRequest();
ordercrr.Set(new Account(ordem.Account.ToString()));
if (!string.IsNullOrEmpty(mnemonic))
{
ordercrr.SetField(new Account(mnemonic), true);
}
if (!string.IsNullOrEmpty(senderSubID))
{
ordercrr.Header.SetField(new SenderSubID(senderSubID), true);
}
ordercrr.Set(new Symbol(ordem.Symbol));
ordercrr.Set(new ClOrdID(ordem.ClOrdID));
ordercrr.Set(new OrigClOrdID(ordem.OrigClOrdID));
// Armazena ClOrdID em Memo (5149) para posterior referência nos tratamentos de retornos
QuickFix.Fields.StringField field5149 = new QuickFix.Fields.StringField(5149, ordem.ClOrdID);
ordercrr.SetField(field5149);
//ordersingle.Set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
ordercrr.Set(new Side(Side.SELL));
}
else
{
ordercrr.Set(new Side(Side.BUY));
}
//TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
//if (tif != null)
// ordercrr.Set(tif);
ordercrr.Set(new OrderQty(ordem.OrderQty));
////if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
////{
//// DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
//// ordercrr.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
////}
////OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
////if (ordType != null)
//// ordercrr.Set(ordType);
// Verifica envio do preco
//switch (ordem.OrdType)
//{
// case OrdemTipoEnum.Limitada:
// case OrdemTipoEnum.MarketWithLeftOverLimit:
// case OrdemTipoEnum.StopLimitada:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// break;
// case OrdemTipoEnum.StopStart:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// ordercrr.Set(new StopPx(Convert.ToDecimal(ordem.StopPrice)));
// break;
// case OrdemTipoEnum.Mercado:
// case OrdemTipoEnum.OnClose:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// break;
// default:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// break;
//}
ordercrr.Set(new TransactTime(DateTime.Now));
//ordercrr.Set(new HandlInst('1'));
//ordercrr.Set(new ExecBroker("227"));
//if (ordem.MaxFloor > 0)
// ordercrr.Set(new MaxFloor(Convert.ToDecimal(ordem.MaxFloor)));
//if (ordem.MinQty > 0)
// ordercrr.Set(new MinQty(Convert.ToDecimal(ordem.MinQty)));
//QuickFix.FIX42.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX42.OrderCancelReplaceRequest.NoAllocsGroup();
//noAllocsGrp.Set(new AllocAccount("67"));
//ordercrr.AddGroup(noAllocsGrp);
bool bRet = false;
// Tags Customizadas Bloomberg
if (!string.IsNullOrEmpty(extraTags))
{
string[] arr = extraTags.Split(';');
for (int i = 0; i < arr.Length; i++)
{
if (!string.IsNullOrEmpty(arr[i]))
{
string[] valor = arr[i].Split('=');
StringField fld = new StringField(Convert.ToInt32(valor[0]), valor[1]);
ordercrr.SetField(fld);
}
}
}
if (oriini != 0 && orifim != 0)
{
long times = fim - ini;
logger.Info("=====================================> INICIO CANCELAR ORDEM========> Qtd: " + times);
for (long i = 0; i < times; i++)
{
ClOrdID xx = new ClOrdID(ini.ToString());
OrigClOrdID xx2 = new OrigClOrdID(oriini.ToString());
ordercrr.ClOrdID = xx;
ordercrr.OrigClOrdID = xx2;
bRet = Session.SendToTarget(ordercrr, _session.SessionID);
if (!bRet)
{
logger.Info("erro");
break;
}
if (0 != delay)
{
Thread.Sleep(delay);
}
ini++;
oriini++;
}
logger.Info("=====================================> FIM CANCELAR ORDEM========> Qtd: " + times);
}
else
{
bRet = Session.SendToTarget(ordercrr, _session.SessionID);
}
return(bRet);
}
public bool CancelarOrdem(OrdemCancelamentoInfo orderCancelInfo, long ini = 0, long fim = 0, long oriini = 0, long orifim = 0, int delay = 0, string mnemonic = "")
{
//Cria a mensagem FIX de OrderCancelRequest
QuickFix.FIX44.OrderCancelRequest orderCancel = new QuickFix.FIX44.OrderCancelRequest();
if (orderCancelInfo.Account > 0)
{
orderCancel.Set(new Account(orderCancelInfo.Account.ToString()));
}
if (!string.IsNullOrEmpty(mnemonic))
{
orderCancel.SetField(new Account(mnemonic), true);
}
orderCancel.Set(new OrigClOrdID(orderCancelInfo.OrigClOrdID));
orderCancel.Set(new ClOrdID(orderCancelInfo.ClOrdID));
if (orderCancelInfo.OrderID != null && orderCancelInfo.OrderID.Length > 0)
{
orderCancel.Set(new OrderID(orderCancelInfo.OrderID));
}
// Instrument Identification Block
orderCancel.Set(new Symbol(orderCancelInfo.Symbol));
orderCancel.Set(new SecurityID(orderCancelInfo.SecurityID));
orderCancel.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL));
if (orderCancelInfo.Side == OrdemDirecaoEnum.Venda)
{
orderCancel.Set(new Side(Side.SELL));
}
else
{
orderCancel.Set(new Side(Side.BUY));
}
orderCancel.Set(new TransactTime(DateTime.Now));
//ATP - 2012-10-29
//Qtde de contratos/papeis a serem cancelados
orderCancel.Set(new OrderQty(orderCancelInfo.OrderQty));
// Cliente
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup1.Set(new PartyID(orderCancelInfo.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
if (orderCancelInfo.SenderLocation != null && orderCancelInfo.SenderLocation.Length > 0)
{
PartyIDGroup3.Set(new PartyID(orderCancelInfo.SenderLocation));
}
else
{
PartyIDGroup3.Set(new PartyID("GRA"));
}
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(54));
orderCancel.AddGroup(PartyIDGroup1);
orderCancel.AddGroup(PartyIDGroup2);
orderCancel.AddGroup(PartyIDGroup3);
//BEI - 2012-Nov-14
if (orderCancelInfo.ForeignFirm != null && orderCancelInfo.ForeignFirm.Length > 0)
{
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID(orderCancelInfo.ForeignFirm));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
orderCancel.AddGroup(PartyIDGroup4);
}
if (orderCancelInfo.ExecutingTrader != null && orderCancelInfo.ExecutingTrader.Length > 0)
{
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup7.Set(new PartyID(orderCancelInfo.ExecutingTrader));
PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER));
orderCancel.AddGroup(PartyIDGroup7);
}
// Memo Field
if (orderCancelInfo.Memo5149 != null && orderCancelInfo.Memo5149.Length > 0)
{
if (orderCancelInfo.Memo5149.Length > 50)
{
orderCancelInfo.Memo5149 = orderCancelInfo.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, orderCancelInfo.Memo5149);
orderCancel.SetField(memo5149);
}
bool bRet = false;
if (oriini != 0 && orifim != 0)
{
long times = fim - ini;
logger.Info("=====================================> INICIO CANCELAR ORDEM========> Qtd: " + times);
for (long i = 0; i < times; i++)
{
ClOrdID xx = new ClOrdID(ini.ToString());
OrigClOrdID xx2 = new OrigClOrdID(oriini.ToString());
orderCancel.ClOrdID = xx;
orderCancel.OrigClOrdID = xx2;
bRet = Session.SendToTarget(orderCancel, _session.SessionID);
if (!bRet)
{
logger.Info("erro");
break;
}
if (0 != delay)
{
Thread.Sleep(delay);
}
ini++;
oriini++;
//System.Windows.Forms.Application.DoEvents();
}
logger.Info("=====================================> FIM CANCELAR ORDEM========> Qtd: " + times);
}
else
{
bRet = Session.SendToTarget(orderCancel, _session.SessionID);
}
return(bRet);
}
/*
* public void ExecOrders(object arg)
* {
* NewOrderSingle ordem = (NewOrderSingle)arg;
* long clordid = Convert.ToInt64(DateTime.Now.ToString("yyyyMMddhhmmssfff"));
* bool bRet;
* logger.Info("=====================================> INICIO ========> Regs: " + _times);
* for (int i =0; i<_times; i++)
* {
* ClOrdID xx = new ClOrdID(clordid++.ToString());
* ordem.ClOrdID = xx;
* //Thread.Sleep(1);
* bRet = Session.SendToTarget(ordem, _session.SessionID);
* }
* logger.Info("=====================================> FIM ========> Regs: " + _times);
* }
*/
public bool AlterarOrdem(OrdemInfo ordem, long ini = 0, long fim = 0, long oriini = 0, long orifim = 0, int delay = 0, string mnemonic = "")
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX44.OrderCancelReplaceRequest orderCancelReplaceReq = new QuickFix.FIX44.OrderCancelReplaceRequest();
orderCancelReplaceReq.Set(new OrigClOrdID(ordem.OrigClOrdID));
if (ordem.Account > 0)
{
orderCancelReplaceReq.Set(new Account(ordem.Account.ToString()));
}
if (!string.IsNullOrEmpty(mnemonic))
{
orderCancelReplaceReq.SetField(new Account(mnemonic), true);
}
// Instrument Identification Block
orderCancelReplaceReq.Set(new Symbol(ordem.Symbol));
orderCancelReplaceReq.Set(new SecurityID(ordem.SecurityID));
orderCancelReplaceReq.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL));
if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0)
{
orderCancelReplaceReq.Set(new OrderID(ordem.ExchangeNumberID));
}
orderCancelReplaceReq.Set(new ClOrdID(ordem.ClOrdID));
//ordersingle.set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
orderCancelReplaceReq.Set(new Side(Side.SELL));
}
else
{
orderCancelReplaceReq.Set(new Side(Side.BUY));
}
orderCancelReplaceReq.Set(new Price(Convert.ToDecimal(ordem.Price)));
TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
if (tif != null)
{
orderCancelReplaceReq.Set(tif);
}
orderCancelReplaceReq.Set(new OrderQty(ordem.OrderQty));
if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
{
DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
orderCancelReplaceReq.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
if (ordType != null)
{
orderCancelReplaceReq.Set(ordType);
}
//if (ordem.OrdType == OrdemTipoEnum.StopLimitada )
//{
// ordersingle.set(new StopPx(ordem.StopPx));
//}
orderCancelReplaceReq.Set(new TransactTime(DateTime.Now));
// Cliente
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup1.Set(new PartyID(ordem.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
// Location ID
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0)
{
PartyIDGroup3.Set(new PartyID(ordem.SenderLocation));
}
else
{
PartyIDGroup3.Set(new PartyID("GRA"));
}
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(54));
orderCancelReplaceReq.AddGroup(PartyIDGroup1);
orderCancelReplaceReq.AddGroup(PartyIDGroup2);
orderCancelReplaceReq.AddGroup(PartyIDGroup3);
//BEI - 2012-Nov-14
if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID(ordem.ForeignFirm));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
orderCancelReplaceReq.AddGroup(PartyIDGroup4);
}
if (ordem.Account > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup();
noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString()));
noAllocsGrp.Set(new AllocAcctIDSource(99));
orderCancelReplaceReq.AddGroup(noAllocsGrp);
}
//SelfTradeProtection - 2012-Nov-27
if (ordem.InvestorID != null && ordem.InvestorID.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup5.Set(new PartyID(ordem.InvestorID));
PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup5.Set(new PartyRole(PartyRole.INVESTOR_ID));
orderCancelReplaceReq.AddGroup(PartyIDGroup5);
}
if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader));
PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER));
orderCancelReplaceReq.AddGroup(PartyIDGroup7);
}
// Memo Field
if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0)
{
if (ordem.Memo5149.Length > 50)
{
ordem.Memo5149 = ordem.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, ordem.Memo5149);
orderCancelReplaceReq.SetField(memo5149);
}
bool bRet = false;
if (oriini != 0 && orifim != 0)
{
long times = fim - ini;
logger.Info("=====================================> INICIO ALTERAR ORDEM========> Qtd: " + times);
for (long i = 0; i < times; i++)
{
ClOrdID xx = new ClOrdID(ini.ToString());
OrigClOrdID xx2 = new OrigClOrdID(oriini.ToString());
orderCancelReplaceReq.ClOrdID = xx;
orderCancelReplaceReq.OrigClOrdID = xx2;
bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID);
if (!bRet)
{
logger.Info("erro");
break;
}
if (0 != delay)
{
Thread.Sleep(delay);
}
ini++;
oriini++;
//System.Windows.Forms.Application.DoEvents();
}
logger.Info("=====================================> FIM ALTERAR ORDEM========> Qtd: " + times);
}
else
{
bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID);
}
return(bRet);
}
private void CancelOrder(string id)
{
if (id != null)
{
if (ordersAll.ContainsKey(id))
{
OrigClOrdID orig = new OrigClOrdID(id);
OrderInfo info = (OrderInfo)ordersAll[id];
ClOrdID clordid = new ClOrdID(GetNextID());
Symbol symbol=info.Order .getSymbol ();
QuickFix.Side side = info.Order.getSide();
TransactTime time = new TransactTime();
QuickFix42.OrderCancelRequest cxl = new OrderCancelRequest(orig ,clordid ,symbol ,side,time);
_quickFixWrapper.Send(cxl);
}
}
}
