/// <summary>
/// Returns the string presentation of the object
/// </summary>
/// <returns>String presentation of the object</returns>
public override string ToString()
{
var sb = new System.Text.StringBuilder();
sb.Append("class OrderResponse {\n");
sb.Append(" OrderID: ").Append(OrderId.ToString()).Append("\n");
sb.Append(" ClOrdID: ").Append(ClOrdId.ToString()).Append("\n");
sb.Append(" ClOrdLinkID: ").Append(ClOrdLinkId.ToString()).Append("\n");
sb.Append(" Account: ").Append(Account.ToString()).Append("\n");
sb.Append(" Symbol: ").Append(Symbol.ToString()).Append("\n");
sb.Append(" Side: ").Append(Side.ToString()).Append("\n");
sb.Append(" OrderQty: ").Append(OrderQty.ToString()).Append("\n");
sb.Append(" Price: ").Append(Price.ToString()).Append("\n");
sb.Append(" DisplayQty: ").Append((DisplayQty == null) ? "null" : DisplayQty.ToString()).Append("\n");
sb.Append(" StopPx: ").Append((StopPx == null) ? "null" : StopPx.ToString()).Append("\n");
sb.Append(" PegOffsetValue: ").Append((PegOffsetValue == null) ? "null" : PegOffsetValue.ToString()).Append("\n");
sb.Append(" PegPriceType: ").Append((PegPriceType == null) ? "null" : PegPriceType.ToString()).Append("\n");
sb.Append(" Currency: ").Append((Currency == null) ? "null" : Currency.ToString()).Append("\n");
sb.Append(" SettlCurrency: ").Append((SettlCurrency == null) ? "null" : SettlCurrency.ToString()).Append("\n");
sb.Append(" OrdType: ").Append((OrdType == null) ? "null" : OrdType.ToString()).Append("\n");
sb.Append(" TimeInForce: ").Append((TimeInForce == null) ? "null" : TimeInForce.ToString()).Append("\n");
sb.Append(" ExecInst: ").Append((ExecInst == null) ? "null" : ExecInst.ToString()).Append("\n");
sb.Append(" ContingencyType: ").Append((ContingencyType == null) ? "null" : ContingencyType.ToString()).Append("\n");
sb.Append(" ExDestination: ").Append((ExDestination == null) ? "null" : ExDestination.ToString()).Append("\n");
sb.Append(" OrdStatus: ").Append((OrdStatus == null) ? "null" : OrdStatus.ToString()).Append("\n");
sb.Append(" Triggered: ").Append((Triggered == null) ? "null" : Triggered.ToString()).Append("\n");
sb.Append(" WorkingIndicator: ").Append((WorkingIndicator == null) ? "null" : WorkingIndicator.ToString()).Append("\n");
sb.Append(" OrdRejReason: ").Append((OrdRejReason == null) ? "null" : OrdRejReason.ToString()).Append("\n");
sb.Append(" LeavesQty: ").Append((LeavesQty == null) ? "null" : LeavesQty.ToString()).Append("\n");
sb.Append(" CumQty: ").Append((CumQty == null) ? "null" : CumQty.ToString()).Append("\n");
sb.Append(" AvgPx: ").Append((AvgPx == null) ? "null" : AvgPx.ToString()).Append("\n");
sb.Append(" MultiLegReportingType: ").Append((MultiLegReportingType == null) ? "null" : MultiLegReportingType.ToString()).Append("\n");
sb.Append(" Text: ").Append((Text == null) ? "null" : Text.ToString()).Append("\n");
sb.Append(" TransactTime: ").Append(TransactTime.ToString()).Append("\n");
sb.Append(" Timestamp: ").Append(Timestamp.ToString()).Append("\n");
sb.Append("}\n");
return(sb.ToString());
}
public QuickFix42.OrderCancelReplaceRequest GenerateReplaceRequest(string clOrdId, int qty, double limitPx, double stopPx, int index)
{
string originalId = (string)LimitOrders[index];
QuickFix42.Message msg = Msgs[originalId];
//check for a recent ID
string temp = LimitLib.GetRecentId(originalId);
if (temp != null)
{
LimitLib.Add(originalId, clOrdId); //associate new Id
originalId = temp; //send with most recent from previous request
}
else
{
LimitLib.Add(originalId, clOrdId);
}
Side oldSide = new Side();
msg.getField(oldSide);
TransactTime uTime = new TransactTime();
msg.getField(uTime);
QuickFix42.OrderCancelReplaceRequest ocrr = new QuickFix42.OrderCancelReplaceRequest(
new OrigClOrdID(originalId),
new ClOrdID(clOrdId),
new HandlInst('1'),
new Symbol(msg.getField(Symbol.FIELD)),
oldSide,
uTime,
new OrdType(OrdType.LIMIT));
// Update prices and quantity
ocrr.set(limitPx > 0 ? new Price(limitPx) : new Price(double.Parse(msg.getField(Price.FIELD))));
if (stopPx > 0) // If the user specified a new stop price
{
ocrr.set(new StopPx(stopPx));
}
else
{ // Otherwise use the original stop price
StopPx spx = new StopPx();
if (msg.isSetField(spx))
{
msg.getField(spx);
ocrr.set(spx);
}
else
{
msg.setField(spx);
}
}
ocrr.set(qty > 0 ? new OrderQty(qty) : new OrderQty(int.Parse(msg.getField(OrderQty.FIELD))));
OrderID oid = new OrderID("x");
ocrr.setField(oid);
ocrr.setField(57, msg.getField(57));
ocrr.setField(9102, msg.getField(9102));
return(ocrr);
}
