public int amendOrder(ref OrderStruct os)
{
if (!isOrderAmendPossible(os.OrderStatus))
{
return(-1);
}
OrderDAO ord = new OrderDAO();
int ordNo = ord.amendOrder(ref os);
Console.WriteLine("TODO: Send FIX - cancel for os.LinkedOrderID ; Send FIX - New for os.ID");
//Send FIX - cancel for os.LinkedOrderID
//Send FIX - New for os.ID
return(ordNo);
}
public int amendOrder(ref OrderStruct os)
{
if (!isOrderAmendPossible(os.OrderStatus))
{
return(-1);
}
OrderDAO ord = new OrderDAO();
int newOrdID = ord.amendOrder(ref os); // OrderID is the last FixAccepted version
Console.WriteLine("TODO: Send FIX - cancel for os.LinkedOrderID ; Send FIX - New for os.ID");
OrigClOrdID origCLOrdID = new OrigClOrdID(Convert.ToString(os.ID));
ClOrdID OrdId = new ClOrdID(Convert.ToString(newOrdID));
string symboldata = sanitiseField(os.symbol);
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
if (os.direction == 'S')
{
side = new Side(Side.SELL);
}
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
var orderMod = new QuickFix.FIX42.OrderCancelReplaceRequest(origCLOrdID, OrdId, new HandlInst('1'), symbol, side, new TransactTime(DateTime.Now.ToUniversalTime()), ordType);
int Qty = (int)os.quantity;
orderMod.Price = new Price((decimal)os.price);
orderMod.SetField(new OrderQty(Qty));
Console.WriteLine("Modifying origOrdId/FixAcceptedID : " + os.ID + " newOrderID : " + newOrdID);
Console.WriteLine("symboldata : " + symboldata + " side : " + side + " Price : " + os.price + " qty : " + os.quantity);
Session.SendToTarget(orderMod, FixClient.MySess);
return(os.OrderNo);
}
