public int addOrder(OrderStruct os)
{
OrderDAO odao = new OrderDAO();
Console.WriteLine("Going to call DB");
int ordNo = odao.insertOrder(os);
ClOrdID OrdId = new ClOrdID(Convert.ToString(os.ID));
string symbol = sanitiseField(os.symbol);
var order = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), new Symbol(symbol), new Side(Side.BUY),
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
order.Price = new Price((decimal)os.price);
order.SetField(new OrderQty(1));
Session.SendToTarget(order, FixClient.MySess);
return(ordNo);
}
public int addOrder(OrderStruct os)
{
OrderDAO odao = new OrderDAO();
Console.WriteLine("Going to call DB");
int ordNo = odao.insertOrder(ref os);
// Keep the OrderNO for client and pass the OrderID to FIX.
ClOrdID OrdId = new ClOrdID(Convert.ToString(os.ID));
string symboldata = sanitiseField(os.symbol);
//check Futures or Options Order
string exch = new string(os.exch);
if (exch.Equals("STK"))
{
if (os.direction == 'B')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
int Qty = (int)os.quantity;
var orderNFO = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side, new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNFO.SetField(new OrderQty(Qty));
orderNFO.ExDestination = new ExDestination("NS");
orderNFO.SecurityType = new SecurityType(SecurityType.COMMON_STOCK);
//string expiry = new string(os.expiry);
//orderNFO.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNFO.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNFO.OrdType = ordType;
orderNFO.Price = new Price((decimal)os.price);
Console.WriteLine("STOCK BUY Order for : " + symbol + "orderType : " + ordType);
//Send Future order to fix server
Session.SendToTarget(orderNFO, FixClient.MySess);
}
else if (os.direction == 'S')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.SELL);
int Qty = (int)os.quantity;
var orderNFO = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNFO.SetField(new OrderQty(Qty));
orderNFO.ExDestination = new ExDestination("NS");
orderNFO.SecurityType = new SecurityType(SecurityType.COMMON_STOCK);
//string expiry = new string(os.expiry);
//orderNFO.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNFO.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNFO.OrdType = ordType;
orderNFO.Price = new Price((decimal)os.price);
Console.WriteLine("STOCK SELL Order for : " + symbol + "orderType : " + ordType);
//Send Future order to fix server
Session.SendToTarget(orderNFO, FixClient.MySess);
}
}
else if (exch.Equals("NFO"))
{
if (os.direction == 'B')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
int Qty = (int)os.quantity;
var orderNFO = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNFO.Price = new Price((decimal)os.price);
orderNFO.SetField(new OrderQty(Qty));
orderNFO.ExDestination = new ExDestination("NS");
orderNFO.SecurityType = new SecurityType(SecurityType.FUTURE);
string expiry = new string(os.expiry);
orderNFO.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNFO.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNFO.OrdType = ordType;
Console.WriteLine("NFO BUY Order for ExpiryDate " + expiry.Substring(0, 6));
//Send Future order to fix server
Session.SendToTarget(orderNFO, FixClient.MySess);
}
else if (os.direction == 'S')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.SELL);
int Qty = (int)os.quantity;
var orderNFO = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNFO.Price = new Price((decimal)os.price);
orderNFO.SetField(new OrderQty(Qty));
orderNFO.ExDestination = new ExDestination("NS");
orderNFO.SecurityType = new SecurityType(SecurityType.FUTURE);
string expiry = new string(os.expiry);
orderNFO.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNFO.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNFO.OrdType = ordType;
Console.WriteLine("NFO SELL Order for ExpiryDate " + expiry.Substring(0, 6));
//Send Future order to fix server
Session.SendToTarget(orderNFO, FixClient.MySess);
}
}
else if (exch.Equals("NOP"))
{
if (os.direction == 'B')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
int Qty = (int)os.quantity;
string callput = new string(os.callput);
var orderNOP = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNOP.Price = new Price((decimal)os.price);
orderNOP.SetField(new OrderQty(Qty));
orderNOP.ExDestination = new ExDestination("NS");
orderNOP.SecurityType = new SecurityType(SecurityType.OPTION);
string expiry = new string(os.expiry);
orderNOP.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNOP.StrikePrice = new StrikePrice((decimal)(os.strike));
if (callput.Equals("CE")) // 0 = PE & 1 = CE
{
orderNOP.PutOrCall = new PutOrCall(1);
}
else if (callput.Equals("PE")) // 0 = PE & 1 = CE
{
orderNOP.PutOrCall = new PutOrCall(0);
}
orderNOP.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNOP.OrdType = ordType;
Console.WriteLine("NOP BUY Order for ExpiryDate " + expiry.Substring(0, 6));
//Send Option order to fix server
Session.SendToTarget(orderNOP, FixClient.MySess);
}
else if (os.direction == 'S')
{
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.SELL);
int Qty = (int)os.quantity;
string callput = new string(os.callput);
var orderNOP = new QuickFix.FIX42.NewOrderSingle(OrdId, new HandlInst('1'), symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()), new OrdType(OrdType.LIMIT));
orderNOP.Price = new Price((decimal)os.price);
orderNOP.SetField(new OrderQty(Qty));
orderNOP.ExDestination = new ExDestination("NS");
orderNOP.SecurityType = new SecurityType(SecurityType.OPTION);
string expiry = new string(os.expiry);
orderNOP.MaturityMonthYear = new MaturityMonthYear(expiry.Substring(0, 6));
orderNOP.StrikePrice = new StrikePrice((decimal)(os.strike));
if (callput.Equals("CE")) // 0 = PE & 1 = CE
{
orderNOP.PutOrCall = new PutOrCall(1);
}
else if (callput.Equals("PE")) // 0 = PE & 1 = CE
{
orderNOP.PutOrCall = new PutOrCall(0);
}
orderNOP.Account = new Account("D2");
OrdType ordType = new OrdType(OrdType.LIMIT);
if (os.orderType == 1)
{
ordType = new OrdType(OrdType.MARKET);
}
orderNOP.OrdType = ordType;
Console.WriteLine("NOP SELL Order for ExpiryDate " + expiry.Substring(0, 6));
//Send Option order to fix server
Session.SendToTarget(orderNOP, FixClient.MySess);
}
}
return(ordNo);
}
