void CancelAllOpenOrders()
{
foreach (DataGridViewRow row in _orderGrid.Rows)
{
try
{
var view = row.DataBoundItem as DataRowView;
var orderRow = view.Row as OrderDataRow;
Fix.Order order = orderRow.Order;
if (order.OrdStatus == Fix.OrdStatus.Canceled ||
order.OrdStatus == Fix.OrdStatus.Rejected ||
order.OrdStatus == Fix.OrdStatus.DoneForDay)
{
continue;
}
var message = new Fix.Message {
MsgType = Fix.Dictionary.Messages.OrderCancelRequest.MsgType
};
MessagesPanel.UpdateMessage(message, order);
message.Fields.Set(Fix.Dictionary.Fields.TransactTime, Fix.Field.TimeString(_session.MillisecondTimestamps));
message.Fields.Set(Fix.Dictionary.Fields.Side, order.Side.Value);
message.Fields.Set(Fix.Dictionary.Fields.Symbol, order.Symbol);
message.Fields.Set(Fix.Dictionary.Fields.OrigClOrdID, order.ClOrdID);
message.Fields.Set(Fix.Dictionary.Fields.ClOrdID, Session.FormatClOrdId(Session.NextClOrdId++));
//
// This field was removed from later versions.
//
Fix.Field beginString = message.Fields.Find(Fix.Dictionary.Fields.BeginString);
if (beginString != null && beginString.Value == Fix.Dictionary.Versions.FIX_4_0.BeginString)
{
message.Fields.Set(Fix.Dictionary.FIX_4_0.Fields.CxlType, "F");
}
Session.Send(message);
}
catch (Exception ex)
{
MessageBox.Show(this,
ex.Message,
Application.ProductName,
MessageBoxButtons.OK,
MessageBoxIcon.Information);
}
}
}
public OrdersPanel(MessagesPanel messageDefaults, ToolStripButton defaultsButton)
{
_messageDefaults = messageDefaults;
_defaultsButton = defaultsButton;
#region ToolStrip
_clientToolStrip = new ToolStrip
{
GripStyle = ToolStripGripStyle.Hidden,
BackColor = LookAndFeel.Color.ToolStrip,
Renderer = new ToolStripRenderer()
};
_cancelButton = new ToolStripSplitButton
{
Text = "Cancel",
ToolTipText = "Cancel the selected order"
};
_cancelButton.Click += CancelButtonClick;
_cancelAllButton = new ToolStripMenuItem
{
Text = "Cancel All",
ToolTipText = "Cancel all open orders immediately"
};
_cancelAllButton.Click += CancelAllButtonClick;
_cancelButton.DropDownItems.Add(_cancelAllButton);
_amendButton = new ToolStripButton
{
Text = "Amend",
ToolTipText = "Amend the selected order"
};
_amendButton.Click += AmendButtonClick;
_statusButton = new ToolStripButton
{
Text = "Status",
ToolTipText = "Request a status update for the selected order"
};
_statusButton.Click += StatusButtonClick;
_listExecuteButton = new ToolStripButton
{
Text = "ListExecute",
ToolTipText = "Execute the Order List associated with the selected order"
};
_listExecuteButton.Click += ListExecuteButtonClick;
_listStatusButton = new ToolStripButton
{
Text = "ListStatus",
ToolTipText =
"Request the status of the Order List associated with the selected order"
};
_listStatusButton.Click += ListStatusButtonClick;
_listCancelButton = new ToolStripButton
{
Text = "ListCancel",
ToolTipText = "Cancel the Order List associated with the selected order"
};
_listCancelButton.Click += ListCancelButtonClick;
_clientToolStrip.Items.AddRange(new ToolStripItem[]
{
_cancelButton,
_amendButton,
_statusButton,
new ToolStripSeparator(),
_listExecuteButton,
_listStatusButton,
_listCancelButton
});
_serverToolStrip = new ToolStrip
{
GripStyle = ToolStripGripStyle.Hidden,
BackColor = LookAndFeel.Color.ToolStrip,
Renderer = new ToolStripRenderer()
};
_ackButton = new ToolStripDropDownButton
{
Text = "Ack",
ToolTipText = "Acknowledge the selected order"
};
_ackButton.Click += AckButtonClick;
_ackAllButton = new ToolStripMenuItem
{
Text = "Acknowledge All",
ToolTipText = "Acknowledge all pending orders immediately"
};
_ackAllButton.Click += AcknowledgeAllButtonClick;
_ackButton.DropDownItems.Add(_ackAllButton);
_rejectButton = new ToolStripDropDownButton
{
Text = "Reject",
ToolTipText = "Reject the selected order"
};
_rejectButton.Click += RejectButtonClick;
_rejectAllButton = new ToolStripMenuItem
{
Text = "Reject All",
ToolTipText = "Reject all pending orders immediately"
};
_rejectAllButton.Click += RejectAllButtonClick;
_rejectButton.DropDownItems.Add(_rejectAllButton);
_acceptorCancelButton = new ToolStripSplitButton
{
Text = "Cancel",
ToolTipText = "Cancel the selected order"
};
_acceptorCancelButton.Click += CancelButtonClick;
_acceptorCancelAllButton = new ToolStripMenuItem
{
Text = "Cancel All",
ToolTipText = "Cancel all open orders immediately"
};
_acceptorCancelAllButton.Click += CancelAllButtonClick;
_acceptorCancelButton.DropDownItems.Add(_acceptorCancelAllButton);
_reportButton = new ToolStripButton
{
Text = "Report",
ToolTipText = "Send an execution teport for the selected order"
};
_reportButton.Click += ReportButtonClick;
_serverToolStrip.Items.AddRange(new ToolStripItem[]
{
_ackButton,
_rejectButton,
_acceptorCancelButton,
_reportButton
});
#endregion
#region MenuStrip
_clientMenuStrip = new ToolStripMenuItem("Action");
_cancelMenuItem = new ToolStripMenuItem("Cancel", _cancelButton.Image);
_cancelMenuItem.Click += CancelButtonClick;
_clientMenuStrip.DropDownItems.Add(_cancelMenuItem);
_amendMenuItem = new ToolStripMenuItem("Amend", _amendButton.Image);
_amendMenuItem.Click += AmendButtonClick;
_clientMenuStrip.DropDownItems.Add(_amendMenuItem);
_statusMenuItem = new ToolStripMenuItem("Status", _statusButton.Image);
_statusMenuItem.Click += StatusButtonClick;
_clientMenuStrip.DropDownItems.Add(_statusMenuItem);
_clientMenuStrip.DropDownItems.Add(new ToolStripSeparator());
_listExecuteMenuItem = new ToolStripMenuItem("ListExecute", _listExecuteButton.Image);
_listExecuteMenuItem.Click += ListExecuteButtonClick;
_clientMenuStrip.DropDownItems.Add(_listExecuteMenuItem);
_listStatusMenuItem = new ToolStripMenuItem("ListStatus", _listStatusButton.Image);
_listStatusMenuItem.Click += ListStatusButtonClick;
_clientMenuStrip.DropDownItems.Add(_listStatusMenuItem);
_listCancelMenuItem = new ToolStripMenuItem("ListCancel", _listCancelButton.Image);
_listCancelMenuItem.Click += ListCancelButtonClick;
_clientMenuStrip.DropDownItems.Add(_listCancelMenuItem);
_serverMenuStrip = new ToolStripMenuItem("Action");
_ackMenuItem = new ToolStripMenuItem("Acknowledge", _ackButton.Image);
_ackMenuItem.Click += AckButtonClick;
_serverMenuStrip.DropDownItems.Add(_ackMenuItem);
_rejectMenuItem = new ToolStripMenuItem("Reject", _rejectButton.Image);
_rejectMenuItem.Click += RejectButtonClick;
_serverMenuStrip.DropDownItems.Add(_rejectMenuItem);
_reportMenuItem = new ToolStripMenuItem("Report", _reportButton.Image);
_reportMenuItem.Click += ReportButtonClick;
_serverMenuStrip.DropDownItems.Add(_reportMenuItem);
#endregion
_orderTable = new OrderDataTable("Orders");
_orderView = new DataView(_orderTable);
_orderGrid = new OrderDataGridView
{
Dock = DockStyle.Fill,
DataSource = _orderView
};
_orderGrid.SelectionChanged += (sender, ev) => UpdateUiState();
_orderSearchTextBox = new SearchTextBox
{
Dock = DockStyle.Top
};
_orderSearchTextBox.TextChanged += (sender, ev) => ApplyFilters();
ContentPanel.Controls.Add(_orderGrid);
ContentPanel.Controls.Add(_orderSearchTextBox);
UpdateUiState();
ApplyFilters();
IntPtr h = Handle;
}
