protected void RejectCancelRequest(QuickFix.SessionID session, QuickFix.Fields.ClOrdID clordid, QuickFix.Fields.OrigClOrdID origordid, IOrder nt7_order, string rej_reason, int cxl_rej, bool is_cancelreplace_request)
{
QuickFix.FIX42.OrderCancelReject rej = new QuickFix.FIX42.OrderCancelReject();
if (nt7_order == null)
{
rej.Set(new QuickFix.Fields.OrderID("NONE"));
}
else
{
rej.Set(new QuickFix.Fields.OrderID(clordid.getValue()));
}
rej.Set(origordid);
rej.Set(Converter.c(nt7_order.OrderState));
rej.Set(new QuickFix.Fields.CxlRejResponseTo(is_cancelreplace_request ? QuickFix.Fields.CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST : QuickFix.Fields.CxlRejResponseTo.ORDER_CANCEL_REQUEST));
rej.Set(new QuickFix.Fields.CxlRejReason(cxl_rej));
rej.Set(new QuickFix.Fields.Text(rej_reason));
rej.Set(new QuickFix.Fields.TransactTime(DateTime.Now, true));
QuickFix.Session.SendToTarget(rej, session);
}
public static QuickFix.FIX42.OrderCancelReject Fix44OCR_2_Fix42OCR(QuickFix.FIX44.OrderCancelReject ocrj44)
{
try
{
// TODO [FF] - Efetuar a conversao do Fix44 para Fix42 de OrderCancelReject
QuickFix.FIX42.OrderCancelReject ocrj42 = new QuickFix.FIX42.OrderCancelReject();
if (ocrj44.IsSetOrderID())
{
ocrj42.Set(new OrderID(ocrj44.OrderID.getValue()));
}
if (ocrj44.IsSetSecondaryOrderID())
{
ocrj42.Set(new SecondaryOrderID(ocrj44.SecondaryOrderID.getValue()));
}
// if (ocrj44.IsSetSecondaryClOrdID()) ocrj42.Set(new SecondaryClOrdID(ocrj44.SecondaryClOrdID.getValue())); // Not Found on 4.2
if (ocrj44.IsSetClOrdID())
{
ocrj42.Set(new ClOrdID(ocrj44.ClOrdID.getValue()));
}
// if (ocrj44.IsSetClOrdLinkID()) ocrj42.Set(new ClOrdLinkID(ocrj44.ClOrdLinkID.getValue())); // Not Found on 4.2
if (ocrj44.IsSetOrigClOrdID())
{
ocrj42.Set(new OrigClOrdID(ocrj44.OrigClOrdID.getValue()));
}
if (ocrj44.IsSetOrdStatus())
{
ocrj42.Set(new OrdStatus(ocrj44.OrdStatus.getValue()));
}
// if (ocrj44.IsSetWorkingIndicator()) ocrj42.Set(new WorkingIndicator(ocrj44.WorkingIndicator.getValue())); // Not found on 4.2
// if (ocrj44.IsSetOrigOrdModTime()) ocrj42.Set(new OrigOrdModTime(ocrj44.OrigOrdModTime.getValue())); // Not found on 4.2
if (ocrj44.IsSetListID())
{
ocrj42.Set(new ListID(ocrj44.ListID.getValue()));
}
if (ocrj44.IsSetAccount())
{
ocrj42.Set(new Account(ocrj44.Account.getValue()));
}
// if (ocrj44.IsSetAcctIDSource()) ocrj42.Set(new AcctIDSource(ocrj44.AcctIDSource.getValue())); // Not found on 4.2
// if (ocrj44.IsSetAccountType()) ocrj42.Set(new AccountType(ocrj44.AccountType.getValue())); // Not found on 4.2
// if (ocrj44.IsSetTradeOriginationDate()) ocrj42.Set(new TradeOriginationDate(ocrj44.TradeOriginationDate.getValue())); // Not found on 4.2
// if (ocrj44.IsSetTradeDate()) ocrj42.Set(new TradeDate(ocrj44.TradeDate.getValue())); // Not found on 4.2
if (ocrj44.IsSetTransactTime())
{
ocrj42.Set(new TransactTime(ocrj44.TransactTime.getValue()));
}
if (ocrj44.IsSetCxlRejResponseTo())
{
ocrj42.Set(new CxlRejResponseTo(ocrj44.CxlRejResponseTo.getValue()));
}
// if (ocrj44.IsSetCxlRejReason()) ocrj42.Set(new CxlRejReason(ocrj44.CxlRejReason.getValue()));
// TODO [FF]: Verify value pattern: Set to "2": BROKER OPTION and describe rejection in text field
if (ocrj44.IsSetCxlRejReason())
{
ocrj42.Set(new CxlRejReason(CxlRejReason.BROKER_OPTION));
}
if (ocrj44.IsSetText())
{
ocrj42.Set(new Text(ocrj44.Text.getValue()));
}
if (ocrj44.IsSetEncodedTextLen())
{
ocrj42.Set(new EncodedTextLen(ocrj44.EncodedTextLen.getValue()));
}
if (ocrj44.IsSetEncodedText())
{
ocrj42.Set(new EncodedText(ocrj44.EncodedText.getValue()));
}
if (ocrj44.IsSetMemo())
{
ocrj42.SetField(new Memo(ocrj44.Memo.getValue()));
}
return(ocrj42);
}
catch (Exception ex)
{
logger.Error("Fix44OCR_2_Fix42OCR(): " + ex.Message, ex);
return(null);
}
}
protected void RejectCancelRequest(QuickFix.SessionID session, QuickFix.Fields.ClOrdID clordid, QuickFix.Fields.OrigClOrdID origordid, IOrder nt7_order, string rej_reason, int cxl_rej, bool is_cancelreplace_request)
{
QuickFix.FIX42.OrderCancelReject rej = new QuickFix.FIX42.OrderCancelReject();
if (nt7_order == null)
rej.Set(new QuickFix.Fields.OrderID("NONE"));
else
rej.Set(new QuickFix.Fields.OrderID(clordid.getValue()));
rej.Set(origordid);
rej.Set(Converter.c(nt7_order.OrderState));
rej.Set(new QuickFix.Fields.CxlRejResponseTo(is_cancelreplace_request ? QuickFix.Fields.CxlRejResponseTo.ORDER_CANCEL_REPLACE_REQUEST : QuickFix.Fields.CxlRejResponseTo.ORDER_CANCEL_REQUEST));
rej.Set(new QuickFix.Fields.CxlRejReason(cxl_rej));
rej.Set(new QuickFix.Fields.Text(rej_reason));
rej.Set(new QuickFix.Fields.TransactTime(DateTime.Now, true));
QuickFix.Session.SendToTarget(rej, session);
}
public static QuickFix.FIX42.OrderCancelReject Fix42Reject2OrderCancelReject(QuickFix.Message msgReject, QuickFix.Message msgOri)
{
try
{
QuickFix.FIX42.OrderCancelReject ocr = new QuickFix.FIX42.OrderCancelReject();
if (msgOri.IsSetField(Tags.OrderID))
{
ocr.Set(new OrderID(msgOri.GetString(Tags.OrderID)));
}
else
{
ocr.Set(new OrderID("NONE"));
}
if (msgOri.IsSetField(Tags.SecondaryOrderID))
{
ocr.Set(new SecondaryOrderID(msgOri.GetString(Tags.SecondaryOrderID)));
}
if (msgOri.IsSetField(Tags.ClOrdID))
{
ocr.Set(new ClOrdID(msgOri.GetString(Tags.ClOrdID)));
}
if (msgOri.IsSetField(Tags.OrigClOrdID))
{
ocr.Set(new OrigClOrdID(msgOri.GetString(Tags.OrigClOrdID)));
}
ocr.Set(new OrdStatus(OrdStatus.REJECTED));
// if (msgOri.IsSetField(Tags.ClientID)) ocr.Set(new ClientID(msgOri.GetString(Tags.ClientID))); // not found on 4.4EP
// TODO[FF] - Verificar a montagem do execbroker a partir de party ids
// if (msgOri.IsSetField(Tags.ExecBroker)) ocr.Set(new ExecBroker(msgOri.GetString(Tags.ExecBroker))); // not found on 4.4EP
if (msgOri.IsSetField(Tags.ListID))
{
ocr.Set(new ListID(msgOri.GetString(Tags.ListID)));
}
if (msgOri.IsSetField(Tags.Account))
{
ocr.Set(new Account(msgOri.GetString(Tags.Account)));
}
if (msgOri.IsSetField(Tags.TransactTime))
{
ocr.Set(new TransactTime(msgOri.GetDateTime(Tags.TransactTime)));
}
if (msgOri.Header.GetString(Tags.MsgType).Equals(MsgType.ORDER_CANCEL_REQUEST)) // mandatory
{
ocr.Set(new CxlRejResponseTo('1'));
}
else
{
ocr.Set(new CxlRejResponseTo('2'));
}
//if (msgOri.IsSetField(Tags.CxlRejReason)) ocr.Set(new CxlRejReason(msgOri.GetInt(Tags.CxlRejReason)));
if (msgOri.IsSetField(Tags.CxlRejReason))
{
ocr.Set(new CxlRejReason(CxlRejReason.BROKER_OPTION));
}
if (msgOri.IsSetField(Tags.Text))
{
ocr.Set(new Text(msgOri.GetString(Tags.Text)));
}
if (msgOri.IsSetField(Tags.EncodedTextLen))
{
ocr.Set(new EncodedTextLen(msgOri.GetInt(Tags.EncodedTextLen)));
}
if (msgOri.IsSetField(Tags.EncodedText))
{
ocr.Set(new EncodedText(msgOri.GetString(Tags.EncodedText)));
}
if (msgOri.IsSetField(Tags.Memo))
{
ocr.SetField(new Memo(msgOri.GetString(Tags.Memo)));
}
/*
* if (msgOri.IsSetField(Tags.OrderID))
* ocr.Set(new OrderID(msgOri.GetString(Tags.OrderID)));
* else
* ocr.Set(new OrderID("NONE"));
* ocr.Set(new ClOrdID(msgOri.GetString(Tags.ClOrdID))); // mandatory
* ocr.Set(new OrigClOrdID(msgOri.GetString(Tags.OrigClOrdID))); // mandatory
* ocr.Set(new OrdStatus(OrdStatus.REJECTED)); // mandatory
* if (msgOri.IsSetField(Tags.Account))
* ocr.SetField(new Account(msgOri.GetString(Tags.Account)));
* if (msgOri.Header.GetString(Tags.MsgType).Equals(MsgType.ORDER_CANCEL_REQUEST)) // mandatory
* ocr.Set(new CxlRejResponseTo('1'));
* else
* ocr.Set(new CxlRejResponseTo('2'));
* if (msgReject.IsSetField(Tags.Text))
* ocr.Set(new Text(msgReject.GetString(Tags.Text)));
* int len = msgOri.GetInt(Tags.NoPartyIDs);
* for (int i = 0; i < len; i++)
* {
* Group grp = msgOri.GetGroup(i + 1, Tags.NoPartyIDs);
* ocr.AddGroup(grp);
* }
* ocr.SetField(new Symbol(msgOri.GetString(Tags.Symbol)));
* if (msgOri.IsSetField(Tags.SecurityID)) ocr.SetField(new SecurityID(msgOri.GetField(Tags.SecurityID)));
* if (msgOri.IsSetField(Tags.SecurityIDSource)) ocr.SetField(new SecurityIDSource(msgOri.GetField(Tags.SecurityIDSource)));
* ocr.SetField(new Side(msgOri.GetChar(Tags.Side)));
* if (msgOri.IsSetField(Tags.Memo))
* ocr.SetField(new Memo(msgOri.GetString(Tags.Memo)));
*/
return(ocr);
}
catch (Exception ex)
{
logger.Error("Fix42Reject2OrderCancelReject(): " + ex.Message, ex);
return(null);
}
}