public void HandleExecutionReport(QuickFix.FIX44.ExecutionReport msg)
{
try
{
string execId = msg.ExecID.Obj;
//string transType = FixEnumTranslator.Translate(msg.ExecType);
string execType = FixEnumTranslator.Translate(msg.ExecType);
Trace.WriteLine("EVM: Handling ExecutionReport: " + execId + " / " + execType);
ExecutionRecord exRec = new ExecutionRecord(
msg.ExecID.Obj,
msg.OrderID.Obj,
string.Empty,
execType,
msg.Symbol.Obj,
FixEnumTranslator.Translate(msg.Side));
exRec.LeavesQty = msg.LeavesQty.getValue();
exRec.TotalFilledQty = msg.CumQty.getValue();
exRec.LastQty = msg.LastQty.getValue();
SmartDispatcher.Invoke(new Action <ExecutionRecord>(AddExecution), exRec);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
public OrderRecord(QuickFix.FIX42.NewOrderSingle nos)
{
OriginalNOS = nos;
decimal price = -1;
if (nos.OrdType.Obj == QuickFix.Fields.OrdType.LIMIT && nos.IsSetPrice())
{
price = nos.Price.Obj;
}
ClOrdID = nos.ClOrdID.Obj;
Symbol = nos.Symbol.Obj;
Side = FixEnumTranslator.Translate(nos.Side);
OrdType = FixEnumTranslator.Translate(nos.OrdType);
Price = price;
Status = "New";
if (nos.IsSetField(167))
{
SecurityType = FixEnumTranslator.Translate(nos.SecurityType);
}
if (nos.IsSetField(201))
{
CallOrPut = FixEnumTranslator.Translate(nos.PutOrCall);
}
if (nos.IsSetField(202))
{
Strike = nos.StrikePrice.Obj;
}
}
public void HandleExecutionReport(QuickFix.FIX42.ExecutionReport msg)
{
try
{
string execId = msg.ExecID.Obj;
string transType = FixEnumTranslator.Translate(msg.ExecTransType);
string execType = FixEnumTranslator.Translate(msg.ExecType);
Trace.WriteLine("EVM: Handling ExecutionReport: " + execId + " / " + transType + " / " + execType);
ExecutionRecord exRec = new ExecutionRecord(
msg.ExecID.Obj,
msg.OrderID.Obj,
transType,
execType,
msg.Symbol.Obj,
FixEnumTranslator.Translate(msg.Side));
SmartDispatcher.Invoke(new Action <ExecutionRecord>(AddExecution), exRec);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
public void HandleExecutionReport(QuickFix.FIX42.ExecutionReport msg)
{
try
{
string execId = msg.ExecID.Obj;
string transType = FixEnumTranslator.Translate(msg.ExecTransType);
string execType = FixEnumTranslator.Translate(msg.ExecType);
Trace.WriteLine("EVM: Handling ExecutionReport: " + execId + " / " + transType + " / " + execType);
String securityType = "";
if (msg.IsSetField(167))
{
securityType = FixEnumTranslator.Translate(msg.SecurityType);
}
String putOrCall = "";
if (msg.IsSetField(201))
{
putOrCall = FixEnumTranslator.Translate(msg.PutOrCall);
}
decimal strikePrice = 0;
if (msg.IsSetField(202))
{
strikePrice = msg.StrikePrice.Obj;
}
ExecutionRecord exRec = new ExecutionRecord(
msg.ExecID.Obj,
msg.OrderID.Obj,
transType,
execType,
msg.Symbol.Obj,
FixEnumTranslator.Translate(msg.Side),
securityType,
putOrCall,
strikePrice);
SmartDispatcher.Invoke(new Action <ExecutionRecord>(AddExecution), exRec);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
public void HandleExecutionReport(QuickFix.FIX42.ExecutionReport msg)
{
try
{
if (msg.IsSetField(11) && msg.ClOrdID != null)
{
string clOrdId = msg.ClOrdID.Obj;
string status = FixEnumTranslator.Translate(msg.OrdStatus);
//Trace.WriteLine("OVM: Handling ExecutionReport: " + clOrdId + " / " + status);
lock (_ordersLock)
{
foreach (OrderRecord r in Orders)
{
if (r.ClOrdID == clOrdId)
{
r.Status = status;
if (msg.IsSetLastPx())
{
r.Price = msg.LastPx.Obj;
}
if (msg.IsSetOrderID())
{
r.OrderID = msg.OrderID.Obj;
}
return;
}
}
}
//Trace.WriteLine("OVM: No order corresponds to ClOrdID '" + clOrdId + "'");
}
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
public void HandleExecutionReport(QuickFix.FIX44.ExecutionReport msg)
{
try
{
string clOrdId = msg.ClOrdID.Obj;
string status = FixEnumTranslator.Translate(msg.OrdStatus);
Trace.WriteLine("OVM: Handling ExecutionReport: " + clOrdId + " / " + status);
lock (_ordersLock)
{
foreach (OrderRecord r in Orders)
{
if (r.ClOrdID == clOrdId)
{
r.Status = status;
if (msg.IsSetLastPx())
{
r.Price = msg.LastPx.Obj;
}
if (msg.IsSetOrderID())
{
r.OrderID = msg.OrderID.Obj;
}
r.LeavesQty = msg.LeavesQty.getValue();
r.TotalFilledQty = msg.CumQty.getValue();
r.LastQty = msg.LastQty.getValue();
return;
}
}
}
Trace.WriteLine("OVM: No order corresponds to ClOrdID '" + clOrdId + "'");
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
