private static OrderData TranslateOrderImpl(Symbol symbol, Side side, OrdType ordType, OrderQty orderQty, Price price, ClOrdID clOrdID, Account account) { switch (ordType.getValue()) { case OrdType.LIMIT: if (price.Obj == 0) throw new IncorrectTagValue(price.Tag); break; //case OrdType.MARKET: break; default: throw new IncorrectTagValue(ordType.Tag); } return new OrderData { MarketSide = TranslateFixFields.Translate(side), Symbol = symbol.getValue(), OrderType = TranslateFixFields.Translate(ordType), Quantity = orderQty.getValue(), Price = price.getValue(), ClOrdID = clOrdID.getValue(), Account = account == null ? TradingAccount.None : new TradingAccount(account.getValue()) }; }
public void Set(QuickFix.Fields.OrdType val) { this.OrdType = val; }
private static void ValidateIsSupportedOrderType(OrdType ordType) { switch (ordType.getValue()) { case OrdType.LIMIT: break; default: throw new IncorrectTagValue(ordType.Tag); } }
private Queue<QuickFix.FIX42.NewOrderSingle> CreateOrders(int n) { Queue<QuickFix.FIX42.NewOrderSingle> orders = new Queue<QuickFix.FIX42.NewOrderSingle>(n); for (int i = 0; i < n; i++) { ClOrdID cloudOrderId = new ClOrdID(Guid.NewGuid().ToString()); HandlInst handlInst = new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION); Symbol symbol = new Symbol("MSFT"); Side side = new Side(Side.BUY); TransactTime time = new TransactTime(); OrdType orderType = new OrdType(OrdType.LIMIT); QuickFix.FIX42.NewOrderSingle order = new QuickFix.FIX42.NewOrderSingle(cloudOrderId, handlInst, symbol, side, time, orderType); order.Account = new Account("Account"); order.OrderQty = new OrderQty(100); order.ExDestination = new ExDestination("*"); order.TimeInForce = new TimeInForce(TimeInForce.DAY); order.Price = new Price(50m); order.SecurityType = new SecurityType(SecurityType.COMMON_STOCK); orders.Enqueue(order); } return orders; }