public Message MakeMessage(MarketOrder order, ProviderSession sessionInfo)
{
var senderId = GetSenderID(sessionInfo);
if (string.IsNullOrEmpty(senderId))
{
LoggerNoFlood.LogMessageFormatCheckFlood(LogEntryType.Debug,
MsgMagicNoSender, 1000 * 60 * 15,
"MakeMessage: код отправителя для [{0}] не найден", sessionInfo.SessionName);
return null;
}
var symbol =
TickerCodeDictionary.Instance.GetTickerNameFormatted(order.brokerOrder.Ticker);
if (!ConvertToProviderSymbolNaming(ref symbol)) return null;
//var isInstantOrder = order.EnabledAbsoluteSlippage.HasValue ? order.EnabledAbsoluteSlippage > 0 : false;
var msg = FixMessage.FixVersion == FixVersion.Fix42
? (Message) new QuickFix42.NewOrderSingle(
new ClOrdID(order.brokerOrder.RequestId.ToString()),
new HandlInst(FixMessageConstant.VALUE_HANDLE_INST_AUTO_NOINTERVENT[0]),
new Symbol(symbol),
new Side((order.brokerOrder.Side > 0
? FixMessageConstant.VALUE_SIDE_BUY
: FixMessageConstant.VALUE_SIDE_SELL)[0]),
new TransactTime(DateTime.Now.ToUniversalTime(), ShowMillisecond),
new OrdType(FixMessageConstant.VALUE_ORDTYPE_MARKET[0]))
: FixMessage.FixVersion == FixVersion.Fix43
? (Message) new QuickFix43.NewOrderSingle(
new ClOrdID(order.brokerOrder.RequestId.ToString()),
new HandlInst(FixMessageConstant.VALUE_HANDLE_INST_AUTO_NOINTERVENT[0]),
new Side((order.brokerOrder.Side > 0
? FixMessageConstant.VALUE_SIDE_BUY
: FixMessageConstant.VALUE_SIDE_SELL)[0]),
new TransactTime(DateTime.Now.ToUniversalTime(), ShowMillisecond),
new OrdType(FixMessageConstant.VALUE_ORDTYPE_MARKET[0]))
: new QuickFix44.NewOrderSingle(
new ClOrdID(order.brokerOrder.RequestId.ToString()),
new Side((order.brokerOrder.Side > 0
? FixMessageConstant.VALUE_SIDE_BUY
: FixMessageConstant.VALUE_SIDE_SELL)[0]),
new TransactTime(DateTime.Now.ToUniversalTime(), ShowMillisecond),
new OrdType(FixMessageConstant.VALUE_ORDTYPE_MARKET[0]));
msg.setField(new Symbol(symbol));
msg.setField(new OrderQty(order.brokerOrder.Volume));
// !! пока торгуемый "продукт" вбит гвоздями
var product = FixMessageConstant.VALUE_PRODUCT_CURRENCY.ToInt();
msg.setField(new Product(product));
if (!omitAccount) msg.setField(new Account(sessionInfo.HedgingAccount));
if (order.brokerOrder.OrderPricing == OrderPricing.Instant && order.brokerOrder.RequestedPrice.HasValue)
if (order.brokerOrder.RequestedPrice.Value > 0)
msg.setField(new Price((double)order.brokerOrder.RequestedPrice));
msg.setField(new TimeInForce(FixMessageConstant.VALUE_TIME_IN_FORCE_FILL_OR_KILL[0]));
// !! ExecInst - на TradingFloor - да бог его знает
// msg.setField(new ExecInst(FixMessageConstant.));
// msg.setField(new FutSettDate(DateTime.Now.ToUniversalTime().ToString("yyyyMMdd")));
// !! onBehalfID не заполняется
// msg.getHeader().setField(new OnBehalfOfCompID(onBehalfId));
// сформировать заголовок
msg.getHeader().setField(new SenderCompID(senderId));
msg.getHeader().setField(new TargetCompID(sessionInfo.SessionName));
// !! формируется непосредственно при отправке
// msg.getHeader().setField(new SendingTime(DateTime.Now.ToUniversalTime(), false));
return msg;
}
private string GetSenderID(ProviderSession sessionInfo)
{
var targetID = sessionInfo.SessionName;
return !string.IsNullOrEmpty(sessionInfo.SenderCompId)
? sessionInfo.SenderCompId
: senderIdByTargetId.ContainsKey(targetID)
? senderIdByTargetId[targetID]
: senderIdByTargetId.ContainsKey("")
? senderIdByTargetId[""]
: string.Empty;
}
