public int cancelOrder(OrderStruct os) //will add check in case of already filled, no cancel.
{
OrderDAO ord = new OrderDAO();
OrderStruct dbos = new OrderStruct(8, 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;
if (ord.cancelOrder(dbos) < 0)
{
return(-1);
}
Console.WriteLine("TODO: Send FIX - cancel for os.ID");
//Send FIX - cancel for os.ID
return(0);
}
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 FIXResponseHandlerForFill(int OrderID, string ExchangeOrderId, float qty, float price, float filledQty, string status, char exectype)
{
OrderDAO ord = new OrderDAO();
OrderStruct os = new OrderStruct();
int orderNo = ord.getOrderNoFromOrderID(OrderID);
ord.addOrderFillsFromFIX(OrderID, orderNo, ExchangeOrderId, qty, price, filledQty, status);
ord.getOrderFromDB(orderNo, ref os);
float pos = ord.getCurrentPosition(os.tokenID, new string(os.userID));
string other_msg = Convert.ToString(pos);
string data = new string(os.machineID) + ":" + new string(os.userID) + ":" + os.OrderNo + ":" + new string(os.OrderStatus) + ":" + ExchangeOrderId + ":" + exectype + ":" + status + ":" + other_msg;
OMFillPub ofp = new OMFillPub();
if (ofp.zmqUpdates(data) == 0)
{
Console.WriteLine("Zmq update success");
}
else
{
Console.WriteLine("Zmq update fail");
}
return(0);
}