/// <summary>
/// ConsistirCancelamento - consistir CancelamentoInfo
/// </summary>
/// <param name="orderCancelInfo"></param>
public static void ConsistirCancelamento(OrdemCancelamentoInfo orderCancelInfo)
{
// Basic order identification
if (orderCancelInfo.Account < 0)
{
throw new ArgumentException("Account field must be provided");
}
if (orderCancelInfo.OrigClOrdID == null || orderCancelInfo.OrigClOrdID.Length <= 0)
{
throw new ArgumentException("OrigClOrdID field must be provided");
}
if (orderCancelInfo.ClOrdID == null || orderCancelInfo.ClOrdID.Length <= 0)
{
throw new ArgumentException("ClOrdID field must be provided");
}
// Instrument Identification Block
if (orderCancelInfo.Symbol == null || orderCancelInfo.Symbol.Length <= 0)
{
throw new ArgumentException("Symbol must be provided");
}
if (orderCancelInfo.SecurityID == null || orderCancelInfo.SecurityID.Length <= 0)
{
throw new ArgumentException("SecurityID field must be provided");
}
//ATP - 2012-10-29
//Qtde de contratos/papeis a serem cancelados
if (orderCancelInfo.OrderQty <= 0)
{
throw new ArgumentException("OrderQty must be > 0 ");
}
// Cliente
if (orderCancelInfo.ExecBroker == null || orderCancelInfo.ExecBroker.Length <= 0)
{
throw new ArgumentException("ExecBroker must be provided");
}
}
private void cancelarOrdem(OrdemInfo ordem)
{
try
{
OrdemCancelamentoInfo info = new OrdemCancelamentoInfo();
info.ClOrdID = DateTime.Now.ToString("yyyyMMddHHmmssfff") + "-C" + ordem.Symbol + ordem.ChannelID + ordem.Account;
info.Account = ordem.Account;
info.ChannelID = ordem.ChannelID;
info.Exchange = ordem.Exchange;
info.OrigClOrdID = ordem.ClOrdID;
info.Symbol = ordem.Symbol;
info.SecurityID = ordem.SecurityID;
info.Side = ordem.Side;
if (!String.IsNullOrEmpty(ordem.ExecBroker))
{
info.ExecBroker = ordem.ExecBroker;
}
ExecutarCancelamentoOrdemRequest request = new ExecutarCancelamentoOrdemRequest();
IRoteadorOrdens roteador = Ativador.Get <IRoteadorOrdens>();
ExecutarCancelamentoOrdemResponse response = roteador.CancelarOrdem(request);
if (response.DadosRetorno.StatusResposta != StatusRoteamentoEnum.Sucesso)
{
logger.Error("Erro ao cancelar ordem [" + ordem.ClOrdID + "] alteracao de [" + ordem.ClOrdID + "]");
foreach (OcorrenciaRoteamentoOrdem ocorr in response.DadosRetorno.Ocorrencias)
{
logger.Error("Erro: " + ocorr.Ocorrencia);
}
}
}
catch (Exception ex)
{
logger.Error("cancelarOrdem(): " + ex.Message, ex);
}
}
private OrdemFIXResponse <OrdemCancelamentoInfo> ParsearOrdemCancelamentoCliente(ClienteCancelamentoInfo pParametro)
{
OrdemFIXResponse <OrdemCancelamentoInfo> Response =
new OrdemFIXResponse <OrdemCancelamentoInfo>();
try
{
OrdemInfo OrdemInfo = new PersistenciaOrdens().SelecionarOrdemCliente(pParametro.OrderID);
OrdemCancelamentoInfo CancelamentoInfo =
new OrdemCancelamentoInfo();
CancelamentoInfo.ClOrdID = CtrlNumber;
CancelamentoInfo.OrigClOrdID = OrdemInfo.ClOrdID;
CancelamentoInfo.ChannelID = OrdemInfo.ChannelID;
CancelamentoInfo.Account = OrdemInfo.Account;
CancelamentoInfo.OrderID = OrdemInfo.ExchangeNumberID;
CancelamentoInfo.OrderQty = OrdemInfo.OrderQty;
CancelamentoInfo.Side = OrdemInfo.Side;
CancelamentoInfo.Symbol = OrdemInfo.Symbol;
if ((OrdemInfo.OrdStatus != OrdemStatusEnum.NOVA) || (OrdemInfo.OrdStatus == OrdemStatusEnum.SUBSTITUIDA) ||
(OrdemInfo.OrdStatus == OrdemStatusEnum.PARCIALMENTEEXECUTADA))
{
Lib.Info.PipeLineCriticaInfo info = new Lib.Info.PipeLineCriticaInfo();
info.Critica = "Não é possível cancelar uma oferta em processamento. Esta oferta pode estar cancelada ou cancelando / executada ou executando. ";
info.CriticaTipo = CriticaRiscoEnum.ErroNegocio;
info.DataHoraCritica = DateTime.Now;
Response.CriticaInfo = new List <Lib.Info.PipeLineCriticaInfo>();
Response.CriticaInfo.Add(info);
Response.StatusResposta = CriticaRiscoEnum.ErroNegocio;
Response.DataResposta = DateTime.Now;
Response.DescricaoResposta = "O Sistema de risco encontrou <" + Response.CriticaInfo.Count.ToString() + "> item(s) a serem verificados";
return(Response);
}
if (OrdemInfo.Symbol.Substring(OrdemInfo.Symbol.Length - 1, 1) == "F")
{
OrdemInfo.Symbol = OrdemInfo.Symbol.Remove(OrdemInfo.Symbol.Length - 1);
}
// Defini o Exchange pelo cadastro de papeis
CadastroPapeisResponse <CadastroPapelInfo> CadastroPapeis = new ServicoCadastroPapeis().ObterInformacoesIntrumento(
new CadastroPapeisRequest()
{
Instrumento = OrdemInfo.Symbol
});
if (CadastroPapeis.Objeto == null)
{
Lib.Info.PipeLineCriticaInfo info = new Lib.Info.PipeLineCriticaInfo();
info.Critica = "Instrumento não encontrado";
info.CriticaTipo = CriticaRiscoEnum.ErroNegocio;
info.DataHoraCritica = DateTime.Now;
Response.CriticaInfo = new List <Lib.Info.PipeLineCriticaInfo>();
Response.CriticaInfo.Add(info);
Response.StatusResposta = CriticaRiscoEnum.ErroNegocio;
Response.DataResposta = DateTime.Now;
Response.DescricaoResposta = "O Sistema de risco encontrou <" + Response.CriticaInfo.Count.ToString() + "> item(s) a serem verificados";
return(Response);
}
if (CadastroPapeis.Objeto.TipoMercado == OMS.CadastroPapeis.Lib.Enum.TipoMercadoEnum.FUTURO)
{
CancelamentoInfo.Exchange = "BMF";
CancelamentoInfo.SecurityID = new PersistenciaCadastroAtivos().ObterSecurityList(OrdemInfo.Symbol);
}
else
{
CancelamentoInfo.Exchange = "BOVESPA";
}
Response.Objeto = CancelamentoInfo;
Response.StatusResposta = CriticaRiscoEnum.Sucesso;
Response.DataResposta = DateTime.Now;
Response.DescricaoResposta = "Ordem parseado com sucesso";
}
catch (Exception ex)
{
Lib.Info.PipeLineCriticaInfo info = new Lib.Info.PipeLineCriticaInfo();
info.Critica = ex.Message;
info.CriticaTipo = CriticaRiscoEnum.ErroNegocio;
info.DataHoraCritica = DateTime.Now;
Response.CriticaInfo = new List <Lib.Info.PipeLineCriticaInfo>();
Response.CriticaInfo.Add(info);
Response.StatusResposta = CriticaRiscoEnum.Exception;
Response.DataResposta = DateTime.Now;
Response.DescricaoResposta = "Ocorreu um erro ao parsear a mensagem";
}
return(Response);
}
/// <summary>
/// Exclui as ordens selecionadas
/// </summary>
/// <returns>Retorna uma string com mensagem de sucesso ou erro ao excluir as ordens</returns>
private string ResponderExcluirOrdens()
{
string lRetorno = string.Empty;
try
{
string lIds = Request.Form["Ids"];
string lPortas = Request.Form["Portas"];
string lMensagem = "";
List <string> lstIdOrdem = new List <string>();
//IServicoOrdens lOrdem = Ativador.Get<IServicoOrdens>();
Gradual.Core.Ordens.Lib.IServicoOrdens lOrdem = Ativador.Get <Gradual.Core.Ordens.Lib.IServicoOrdens>();
Dictionary <string, string> lCriticas = new Dictionary <string, string>();
ExecutarCancelamentoOrdemResponse lResponse = new ExecutarCancelamentoOrdemResponse();
string[] Ordens = lIds.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
string[] Portas = lPortas.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
OrdemCancelamentoInfo info;
EnviarCancelamentoOrdemRequest lRequestCancel;
for (int i = 0; i < Ordens.Length; i++)
{
info = new OrdemCancelamentoInfo();
info.OrigClOrdID = Ordens[i];
info.ChannelID = int.Parse(Portas[i]);
lRequestCancel = new EnviarCancelamentoOrdemRequest()
{
ClienteCancelamentoInfo = info
};
lResponse = lOrdem.CancelarOrdem(lRequestCancel);
if (lResponse.DadosRetorno.StatusResposta != StatusRoteamentoEnum.Sucesso)
{
lCriticas.Add(info.OrderID, lResponse.DadosRetorno.StackTrace);
}
}
if (lCriticas.Count > 0)
{
foreach (KeyValuePair <string, string> critica in lCriticas)
{
lMensagem += string.Concat("Ordem: ", critica.Key, "Crítica - ", critica.Value);
}
lRetorno = RetornarSucessoAjax(lMensagem);
}
else
{
lRetorno = RetornarSucessoAjax("Orden(s) cancelada(s) com sucesso");
base.RegistrarLogExclusao(string.Concat("Foram EXCLUÍDAS as seguintes ordens: ", lIds));
}
}
catch (Exception ex)
{
lRetorno = base.RetornarErroAjax("Erro ao tentar cancelar ordem.", ex);
}
return(lRetorno);
}
public bool CancelarOrdem(OrdemCancelamentoInfo ordem, long ini = 0, long fim = 0, long oriini = 0, long orifim = 0, int delay = 0, string mnemonic = "", string senderSubID = "", string extraTags = "")
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX42.OrderCancelRequest ordercrr = new QuickFix.FIX42.OrderCancelRequest();
ordercrr.Set(new Account(ordem.Account.ToString()));
if (!string.IsNullOrEmpty(mnemonic))
{
ordercrr.SetField(new Account(mnemonic), true);
}
if (!string.IsNullOrEmpty(senderSubID))
{
ordercrr.Header.SetField(new SenderSubID(senderSubID), true);
}
ordercrr.Set(new Symbol(ordem.Symbol));
ordercrr.Set(new ClOrdID(ordem.ClOrdID));
ordercrr.Set(new OrigClOrdID(ordem.OrigClOrdID));
// Armazena ClOrdID em Memo (5149) para posterior referência nos tratamentos de retornos
QuickFix.Fields.StringField field5149 = new QuickFix.Fields.StringField(5149, ordem.ClOrdID);
ordercrr.SetField(field5149);
//ordersingle.Set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
ordercrr.Set(new Side(Side.SELL));
}
else
{
ordercrr.Set(new Side(Side.BUY));
}
//TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
//if (tif != null)
// ordercrr.Set(tif);
ordercrr.Set(new OrderQty(ordem.OrderQty));
////if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
////{
//// DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
//// ordercrr.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
////}
////OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
////if (ordType != null)
//// ordercrr.Set(ordType);
// Verifica envio do preco
//switch (ordem.OrdType)
//{
// case OrdemTipoEnum.Limitada:
// case OrdemTipoEnum.MarketWithLeftOverLimit:
// case OrdemTipoEnum.StopLimitada:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// break;
// case OrdemTipoEnum.StopStart:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// ordercrr.Set(new StopPx(Convert.ToDecimal(ordem.StopPrice)));
// break;
// case OrdemTipoEnum.Mercado:
// case OrdemTipoEnum.OnClose:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// break;
// default:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// break;
//}
ordercrr.Set(new TransactTime(DateTime.Now));
//ordercrr.Set(new HandlInst('1'));
//ordercrr.Set(new ExecBroker("227"));
//if (ordem.MaxFloor > 0)
// ordercrr.Set(new MaxFloor(Convert.ToDecimal(ordem.MaxFloor)));
//if (ordem.MinQty > 0)
// ordercrr.Set(new MinQty(Convert.ToDecimal(ordem.MinQty)));
//QuickFix.FIX42.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX42.OrderCancelReplaceRequest.NoAllocsGroup();
//noAllocsGrp.Set(new AllocAccount("67"));
//ordercrr.AddGroup(noAllocsGrp);
bool bRet = false;
// Tags Customizadas Bloomberg
if (!string.IsNullOrEmpty(extraTags))
{
string[] arr = extraTags.Split(';');
for (int i = 0; i < arr.Length; i++)
{
if (!string.IsNullOrEmpty(arr[i]))
{
string[] valor = arr[i].Split('=');
StringField fld = new StringField(Convert.ToInt32(valor[0]), valor[1]);
ordercrr.SetField(fld);
}
}
}
if (oriini != 0 && orifim != 0)
{
long times = fim - ini;
logger.Info("=====================================> INICIO CANCELAR ORDEM========> Qtd: " + times);
for (long i = 0; i < times; i++)
{
ClOrdID xx = new ClOrdID(ini.ToString());
OrigClOrdID xx2 = new OrigClOrdID(oriini.ToString());
ordercrr.ClOrdID = xx;
ordercrr.OrigClOrdID = xx2;
bRet = Session.SendToTarget(ordercrr, _session.SessionID);
if (!bRet)
{
logger.Info("erro");
break;
}
if (0 != delay)
{
Thread.Sleep(delay);
}
ini++;
oriini++;
}
logger.Info("=====================================> FIM CANCELAR ORDEM========> Qtd: " + times);
}
else
{
bRet = Session.SendToTarget(ordercrr, _session.SessionID);
}
return(bRet);
}
public bool CancelarOrdem(OrdemCancelamentoInfo info)
{
return(false);
}
public bool CancelarOrdem(OrdemCancelamentoInfo orderCancelInfo, long ini = 0, long fim = 0, long oriini = 0, long orifim = 0, int delay = 0, string mnemonic = "")
{
//Cria a mensagem FIX de OrderCancelRequest
QuickFix.FIX44.OrderCancelRequest orderCancel = new QuickFix.FIX44.OrderCancelRequest();
if (orderCancelInfo.Account > 0)
{
orderCancel.Set(new Account(orderCancelInfo.Account.ToString()));
}
if (!string.IsNullOrEmpty(mnemonic))
{
orderCancel.SetField(new Account(mnemonic), true);
}
orderCancel.Set(new OrigClOrdID(orderCancelInfo.OrigClOrdID));
orderCancel.Set(new ClOrdID(orderCancelInfo.ClOrdID));
if (orderCancelInfo.OrderID != null && orderCancelInfo.OrderID.Length > 0)
{
orderCancel.Set(new OrderID(orderCancelInfo.OrderID));
}
// Instrument Identification Block
orderCancel.Set(new Symbol(orderCancelInfo.Symbol));
orderCancel.Set(new SecurityID(orderCancelInfo.SecurityID));
orderCancel.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL));
if (orderCancelInfo.Side == OrdemDirecaoEnum.Venda)
{
orderCancel.Set(new Side(Side.SELL));
}
else
{
orderCancel.Set(new Side(Side.BUY));
}
orderCancel.Set(new TransactTime(DateTime.Now));
//ATP - 2012-10-29
//Qtde de contratos/papeis a serem cancelados
orderCancel.Set(new OrderQty(orderCancelInfo.OrderQty));
// Cliente
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup1.Set(new PartyID(orderCancelInfo.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
if (orderCancelInfo.SenderLocation != null && orderCancelInfo.SenderLocation.Length > 0)
{
PartyIDGroup3.Set(new PartyID(orderCancelInfo.SenderLocation));
}
else
{
PartyIDGroup3.Set(new PartyID("GRA"));
}
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(54));
orderCancel.AddGroup(PartyIDGroup1);
orderCancel.AddGroup(PartyIDGroup2);
orderCancel.AddGroup(PartyIDGroup3);
//BEI - 2012-Nov-14
if (orderCancelInfo.ForeignFirm != null && orderCancelInfo.ForeignFirm.Length > 0)
{
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID(orderCancelInfo.ForeignFirm));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
orderCancel.AddGroup(PartyIDGroup4);
}
if (orderCancelInfo.ExecutingTrader != null && orderCancelInfo.ExecutingTrader.Length > 0)
{
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup7.Set(new PartyID(orderCancelInfo.ExecutingTrader));
PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER));
orderCancel.AddGroup(PartyIDGroup7);
}
// Memo Field
if (orderCancelInfo.Memo5149 != null && orderCancelInfo.Memo5149.Length > 0)
{
if (orderCancelInfo.Memo5149.Length > 50)
{
orderCancelInfo.Memo5149 = orderCancelInfo.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, orderCancelInfo.Memo5149);
orderCancel.SetField(memo5149);
}
bool bRet = false;
if (oriini != 0 && orifim != 0)
{
long times = fim - ini;
logger.Info("=====================================> INICIO CANCELAR ORDEM========> Qtd: " + times);
for (long i = 0; i < times; i++)
{
ClOrdID xx = new ClOrdID(ini.ToString());
OrigClOrdID xx2 = new OrigClOrdID(oriini.ToString());
orderCancel.ClOrdID = xx;
orderCancel.OrigClOrdID = xx2;
bRet = Session.SendToTarget(orderCancel, _session.SessionID);
if (!bRet)
{
logger.Info("erro");
break;
}
if (0 != delay)
{
Thread.Sleep(delay);
}
ini++;
oriini++;
//System.Windows.Forms.Application.DoEvents();
}
logger.Info("=====================================> FIM CANCELAR ORDEM========> Qtd: " + times);
}
else
{
bRet = Session.SendToTarget(orderCancel, _session.SessionID);
}
return(bRet);
}
/// <summary>
/// Cancelamento da ordem
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btCancelar_Click(object sender, EventArgs e)
{
try
{
OrdemCancelamentoInfo ordem = new OrdemCancelamentoInfo();
ordem.ClOrdID = txtClOrdID.Text;
ordem.OrigClOrdID = txtOrigOrdID.Text;
ordem.ChannelID = Convert.ToInt32(txtOperador.Text);
if (cmbBolsa.SelectedItem.Equals("BOVESPA"))
{
ordem.Exchange = "BOVESPA";
}
else
{
ordem.Exchange = "BMF";
}
ordem.OrderID = txtExchangeNumber.Text;
ordem.Account = Convert.ToInt32(txtCodCliente.Text);
ordem.Symbol = txtPapel.Text;
ordem.SecurityID = txtSecurityId.Text;
ordem.ExecBroker = txtTraderID.Text;
ordem.Memo5149 = "Cancelto " + DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss.fff");
if (txtSenderLocation.Text.Length > 0)
{
ordem.SenderLocation = txtSenderLocation.Text;
}
if (txtExecTrader.Text.Length > 0)
{
ordem.ExecutingTrader = txtExecTrader.Text;
}
/*if (!String.IsNullOrEmpty(txtCompIDBolsa.Text))
* {
* ordem.CompIDBolsa = txtCompIDBolsa.Text;
* }*/
if (rdCompra.Checked)
{
ordem.Side = OrdemDirecaoEnum.Compra;
}
else
{
ordem.Side = OrdemDirecaoEnum.Venda;
}
ordem.OrderQty = Convert.ToInt32(txtQtde.Text);
IRoteadorOrdens roteador = Ativador.Get <IRoteadorOrdens>();
if (roteador != null)
{
ExecutarCancelamentoOrdemRequest request = new ExecutarCancelamentoOrdemRequest();
request.info = ordem;
ExecutarCancelamentoOrdemResponse resp = roteador.CancelarOrdem(request);
if (resp.DadosRetorno != null)
{
string msg = "";
foreach (OcorrenciaRoteamentoOrdem ocorr in resp.DadosRetorno.Ocorrencias)
{
msg += ocorr.Ocorrencia + "\r\n";
}
if (resp.DadosRetorno.StatusResposta == StatusRoteamentoEnum.Erro)
{
MessageBox.Show(msg);
}
else
{
_addMsg(msg);
}
}
}
}
catch (Exception ex)
{
MessageBox.Show(ex.Message + "\r\n" + ex.StackTrace);
logger.Error("Erro: " + ex.Message, ex);
}
}
public bool CancelarOrdem(OrdemCancelamentoInfo ordem)
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX42.OrderCancelRequest ordercrr = new QuickFix.FIX42.OrderCancelRequest();
ordercrr.Set(new Account(ordem.Account.ToString()));
ordercrr.Set(new Symbol(ordem.Symbol));
ordercrr.Set(new ClOrdID(ordem.ClOrdID));
ordercrr.Set(new OrigClOrdID(ordem.OrigClOrdID));
// Armazena ClOrdID em Memo (5149) para posterior referência nos tratamentos de retornos
QuickFix.Fields.StringField field5149 = new QuickFix.Fields.StringField(5149, ordem.ClOrdID);
ordercrr.SetField(field5149);
//ordersingle.Set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
ordercrr.Set(new Side(Side.SELL));
}
else
{
ordercrr.Set(new Side(Side.BUY));
}
//TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
//if (tif != null)
// ordercrr.Set(tif);
ordercrr.Set(new OrderQty(ordem.OrderQty));
////if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
////{
//// DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
//// ordercrr.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
////}
////OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
////if (ordType != null)
//// ordercrr.Set(ordType);
// Verifica envio do preco
//switch (ordem.OrdType)
//{
// case OrdemTipoEnum.Limitada:
// case OrdemTipoEnum.MarketWithLeftOverLimit:
// case OrdemTipoEnum.StopLimitada:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// break;
// case OrdemTipoEnum.StopStart:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// ordercrr.Set(new StopPx(Convert.ToDecimal(ordem.StopPrice)));
// break;
// case OrdemTipoEnum.Mercado:
// case OrdemTipoEnum.OnClose:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// break;
// default:
// ordercrr.Set(new Price(Convert.ToDecimal(ordem.Price)));
// break;
//}
ordercrr.Set(new TransactTime(DateTime.Now));
//ordercrr.Set(new HandlInst('1'));
//ordercrr.Set(new ExecBroker("227"));
//if (ordem.MaxFloor > 0)
// ordercrr.Set(new MaxFloor(Convert.ToDecimal(ordem.MaxFloor)));
//if (ordem.MinQty > 0)
// ordercrr.Set(new MinQty(Convert.ToDecimal(ordem.MinQty)));
//QuickFix.FIX42.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX42.OrderCancelReplaceRequest.NoAllocsGroup();
//noAllocsGrp.Set(new AllocAccount("67"));
//ordercrr.AddGroup(noAllocsGrp);
bool bRet = Session.SendToTarget(ordercrr, _session.SessionID);
return(bRet);
}
public bool CancelarOrdem(OrdemCancelamentoInfo orderCancelInfo)
{
//Cria a mensagem FIX de OrderCancelRequest
QuickFix.FIX44.OrderCancelRequest orderCancel = new QuickFix.FIX44.OrderCancelRequest();
if (orderCancelInfo.Account > 0)
{
orderCancel.Set(new Account(orderCancelInfo.Account.ToString()));
}
orderCancel.Set(new OrigClOrdID(orderCancelInfo.OrigClOrdID));
orderCancel.Set(new ClOrdID(orderCancelInfo.ClOrdID));
if (orderCancelInfo.OrderID != null && orderCancelInfo.OrderID.Length > 0)
{
orderCancel.Set(new OrderID(orderCancelInfo.OrderID));
}
// Instrument Identification Block
orderCancel.Set(new Symbol(orderCancelInfo.Symbol));
orderCancel.Set(new SecurityID(orderCancelInfo.SecurityID));
orderCancel.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL));
if (orderCancelInfo.Side == OrdemDirecaoEnum.Venda)
{
orderCancel.Set(new Side(Side.SELL));
}
else
{
orderCancel.Set(new Side(Side.BUY));
}
orderCancel.Set(new TransactTime(DateTime.Now));
//ATP - 2012-10-29
//Qtde de contratos/papeis a serem cancelados
orderCancel.Set(new OrderQty(orderCancelInfo.OrderQty));
// Cliente
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup1.Set(new PartyID(orderCancelInfo.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
if (orderCancelInfo.SenderLocation != null && orderCancelInfo.SenderLocation.Length > 0)
{
PartyIDGroup3.Set(new PartyID(orderCancelInfo.SenderLocation));
}
else
{
PartyIDGroup3.Set(new PartyID("GRA"));
}
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(54));
orderCancel.AddGroup(PartyIDGroup1);
orderCancel.AddGroup(PartyIDGroup2);
orderCancel.AddGroup(PartyIDGroup3);
//BEI - 2012-Nov-14
if (orderCancelInfo.ForeignFirm != null && orderCancelInfo.ForeignFirm.Length > 0)
{
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID(orderCancelInfo.ForeignFirm));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
orderCancel.AddGroup(PartyIDGroup4);
}
if (orderCancelInfo.ExecutingTrader != null && orderCancelInfo.ExecutingTrader.Length > 0)
{
QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.OrderCancelRequest.NoPartyIDsGroup();
PartyIDGroup7.Set(new PartyID(orderCancelInfo.ExecutingTrader));
PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER));
orderCancel.AddGroup(PartyIDGroup7);
}
// Memo Field
if (orderCancelInfo.Memo5149 != null && orderCancelInfo.Memo5149.Length > 0)
{
if (orderCancelInfo.Memo5149.Length > 50)
{
orderCancelInfo.Memo5149 = orderCancelInfo.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, orderCancelInfo.Memo5149);
orderCancel.SetField(memo5149);
}
bool bRet = Session.SendToTarget(orderCancel, _session.SessionID);
return(bRet);
}