Esempio n. 1
0
        public OrderRecord(QuickFix.FIX44.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    = FIXApplication.FixEnumTranslator.Translate(nos.Side);
            OrdType = FIXApplication.FixEnumTranslator.Translate(nos.OrdType);
            Price   = price;
            Status  = "New";
        }
Esempio n. 2
0
        public OrderRecord(QuickFix.FIX44.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     = Services.TranslateFixFields.Translate(nos.Side);
            OrdType  = Services.TranslateFixFields.Translate(nos.OrdType);
            Price    = price;
            Quantity = nos.OrderQty.Obj;
            Status   = OrderStatus.New;
        }