/// <summary>
/// Gets a string field; saves its value into the parameter object, which is also the return value.
/// </summary>
/// <param name="field">this field's tag is used to extract the value from the message; that value is saved back into this object</param>
/// <exception cref="FieldNotFoundException">thrown if <paramref name="field"/> isn't found</exception>
/// <returns><paramref name="field"/></returns>
public Fields.StringField GetField(Fields.StringField field)
{
field.Obj = GetString(field.Tag);
return(field);
}
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 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 EnviarOrdemCross(OrdemCrossInfo info) { return false; }
public bool EnviarOrdem(OrdemInfo ordem, long ini = 0, long fim = 0, int delay = 0, string mnemonic = "", string tag115 = "", string extraTags = "")
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX42.NewOrderSingle ordersingle = new QuickFix.FIX42.NewOrderSingle();
ordersingle.Set(new Account(ordem.Account.ToString()));
if (!string.IsNullOrEmpty(mnemonic))
{
ordersingle.SetField(new Account(mnemonic), true);
}
if (!string.IsNullOrEmpty(tag115))
{
ordersingle.Header.SetField(new OnBehalfOfCompID(tag115));
}
ordersingle.Set(new Symbol(ordem.Symbol));
ordersingle.Set(new ClOrdID(ordem.ClOrdID));
// Armazena ClOrdID em Memo (5149) para posterior referência nos tratamentos de retornos
QuickFix.Fields.StringField field5149 = new QuickFix.Fields.StringField(5149, ordem.ClOrdID);
ordersingle.SetField(field5149);
//ordersingle.Set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
ordersingle.Set(new Side(Side.SELL));
}
else
{
ordersingle.Set(new Side(Side.BUY));
}
TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
if (tif != null)
{
ordersingle.Set(tif);
}
ordersingle.Set(new OrderQty(ordem.OrderQty));
if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
{
DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
ordersingle.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
if (ordType != null)
{
ordersingle.Set(ordType);
}
// Para versao 4.2, os novos tipos de OrdType a serem enviados (5, A ou B);
if (!string.IsNullOrEmpty(ordem.Memo5149))
{
ordersingle.SetField(new OrdType(Convert.ToChar(ordem.Memo5149)), true);
}
// Verifica envio do preco
switch (ordem.OrdType)
{
case OrdemTipoEnum.Limitada:
case OrdemTipoEnum.MarketWithLeftOverLimit:
ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
case OrdemTipoEnum.StopLimitada:
case OrdemTipoEnum.StopStart:
ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price)));
ordersingle.Set(new StopPx(Convert.ToDecimal(ordem.StopPrice)));
break;
case OrdemTipoEnum.Mercado:
case OrdemTipoEnum.OnClose:
ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
default:
ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price)));
break;
}
ordersingle.Set(new TransactTime(DateTime.Now));
ordersingle.Set(new HandlInst('1'));
ordersingle.Set(new ExecBroker("227"));
if (ordem.MaxFloor > 0)
{
ordersingle.Set(new MaxFloor(Convert.ToDecimal(ordem.MaxFloor)));
}
if (ordem.MinQty > 0)
{
ordersingle.Set(new MinQty(Convert.ToDecimal(ordem.MinQty)));
}
// 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]);
ordersingle.SetField(fld);
}
}
}
QuickFix.FIX42.NewOrderSingle.NoAllocsGroup noAllocsGrp = new QuickFix.FIX42.NewOrderSingle.NoAllocsGroup();
noAllocsGrp.Set(new AllocAccount("67"));
ordersingle.AddGroup(noAllocsGrp);
bool bRet = false;
if (ini == 0)
{
bRet = Session.SendToTarget(ordersingle, _session.SessionID);
}
else
{
long times = fim - ini;
logger.Info("=====================================> INICIO ========> Qtd: " + times);
for (long i = 0; i < times; i++)
{
ClOrdID xx = new ClOrdID(ini.ToString());
ordersingle.ClOrdID = xx;
bRet = Session.SendToTarget(ordersingle, _session.SessionID);
if (!bRet)
{
logger.Info("erro");
break;
}
if (0 != delay)
{
Thread.Sleep(delay);
}
ini++;
}
logger.Info("=====================================> FIM ========> Qtd: " + times);
}
return(bRet);
}
public void GetField(Fields.StringField field)
{
field.Obj = GetString(field.Tag);
}