void RejectAllPendingOrders()
{
foreach (DataGridViewRow row in _orderGrid.Rows)
{
try
{
var view = row.DataBoundItem as DataRowView;
var orderRow = view.Row as OrderDataRow;
Fix.Order order = orderRow.Order;
if (order.OrdStatus != null)
{
continue;
}
var message = new Fix.Message {
MsgType = Fix.Dictionary.Messages.ExecutionReport.MsgType
};
message.Fields.Set(Fix.Dictionary.Fields.ClOrdID, order.ClOrdID);
message.Fields.Set(Fix.Dictionary.Fields.Side, (Fix.Side)order.Side);
message.Fields.Set(Fix.Dictionary.Fields.Symbol, order.Symbol);
message.Fields.Set(Fix.Dictionary.Fields.OrderQty, order.OrderQty);
message.Fields.Set(Fix.Dictionary.Fields.OrdStatus, Fix.OrdStatus.Rejected);
if (order.OrderID == null)
{
order.OrderID = Session.NextOrderId.ToString();
}
message.Fields.Set(Fix.Dictionary.Fields.OrderID, order.OrderID);
message.Fields.Set(Fix.Dictionary.Fields.ExecID, Session.NextExecId.ToString());
message.Fields.Set(Fix.Dictionary.Fields.LastQty, 0);
message.Fields.Set(Fix.Dictionary.Fields.LastPx, 0);
message.Fields.Set(Fix.Dictionary.Fields.CumQty, 0);
message.Fields.Set(Fix.Dictionary.Fields.AvgPx, 0);
if (Session.Version.BeginString != Fix.Dictionary.Versions.FIX_4_0.BeginString)
{
message.Fields.Set(Fix.Dictionary.Fields.ExecType, Fix.ExecType.Rejected);
message.Fields.Set(Fix.Dictionary.Fields.LeavesQty, 0);
}
if (Session.Version.BeginString.StartsWith("FIX.4."))
{
message.Fields.Set(Fix.Dictionary.FIX_4_0.Fields.ExecTransType, Fix.Dictionary.FIX_4_0.ExecTransType.New);
}
Session.Send(message);
}
catch (Exception ex)
{
MessageBox.Show(this,
ex.Message,
Application.ProductName,
MessageBoxButtons.OK,
MessageBoxIcon.Information);
}
}
}
public void TestConstructorNoSenderCompId()
{
var message = new Fix.Message {
MsgType = FIX_5_0SP2.Messages.NewOrderSingle.MsgType
};
var order = new Fix.Order(message);
Assert.IsNotNull(order);
}
public void TestConstructorWrongMsgType()
{
var message = new Fix.Message {
MsgType = FIX_5_0SP2.Messages.ExecutionReport.MsgType
};
var order = new Fix.Order(message);
Assert.IsNotNull(order);
}
public void TestConstructorNoTargetCompId()
{
var message = new Fix.Message {
MsgType = FIX_5_0SP2.Messages.NewOrderSingle.MsgType
};
message.Fields.Set(FIX_5_0SP2.Fields.SenderCompID, "SENDER");
var order = new Fix.Order(message);
Assert.IsNotNull(order);
}
void OrderBookOrderUpdated(object sender, Fix.OrderBookEventArgs e)
{
Fix.Order order = e.Order;
if (_orderTable.Rows.Find(order.ClOrdID) is not OrderDataRow row)
{
return;
}
row.Order = order;
UpdateRow(row);
}
void AmendButtonClick(object sender, EventArgs e)
{
Fix.Order order = SelectedOrder;
if (order == null)
{
return;
}
_defaultsButton.PerformClick();
_messageDefaults.AmendOrder(order);
}
public void TestConstructorNoSymbol()
{
var message = new Fix.Message {
MsgType = Fix.Dictionary.Messages.NewOrderSingle.MsgType
};
message.Fields.Set(Fix.Dictionary.Fields.SenderCompID, "SENDER");
message.Fields.Set(Fix.Dictionary.Fields.TargetCompID, "TARGET");
var order = new Fix.Order(message);
Assert.IsNotNull(order);
}
void CancelAllOpenOrders()
{
foreach (DataGridViewRow row in _orderGrid.Rows)
{
try
{
var view = row.DataBoundItem as DataRowView;
var orderRow = view.Row as OrderDataRow;
Fix.Order order = orderRow.Order;
if (order.OrdStatus == Fix.OrdStatus.Canceled ||
order.OrdStatus == Fix.OrdStatus.Rejected ||
order.OrdStatus == Fix.OrdStatus.DoneForDay)
{
continue;
}
var message = new Fix.Message {
MsgType = Fix.Dictionary.Messages.OrderCancelRequest.MsgType
};
MessagesPanel.UpdateMessage(message, order);
message.Fields.Set(Fix.Dictionary.Fields.TransactTime, Fix.Field.TimeString(_session.MillisecondTimestamps));
message.Fields.Set(Fix.Dictionary.Fields.Side, order.Side.Value);
message.Fields.Set(Fix.Dictionary.Fields.Symbol, order.Symbol);
message.Fields.Set(Fix.Dictionary.Fields.OrigClOrdID, order.ClOrdID);
message.Fields.Set(Fix.Dictionary.Fields.ClOrdID, Session.FormatClOrdId(Session.NextClOrdId++));
//
// This field was removed from later versions.
//
Fix.Field beginString = message.Fields.Find(Fix.Dictionary.Fields.BeginString);
if (beginString != null && beginString.Value == Fix.Dictionary.Versions.FIX_4_0.BeginString)
{
message.Fields.Set(Fix.Dictionary.FIX_4_0.Fields.CxlType, "F");
}
Session.Send(message);
}
catch (Exception ex)
{
MessageBox.Show(this,
ex.Message,
Application.ProductName,
MessageBoxButtons.OK,
MessageBoxIcon.Information);
}
}
}
void OrderBookOrderUpdated(object sender, Fix.OrderBookEventArgs ev)
{
if (InvokeRequired)
{
BeginInvoke(new MethodInvoker(() => OrderBookOrderUpdated(sender, ev)));
return;
}
Fix.Order order = ev.Order;
if (_orderTable.Rows.Find(order.ClOrdID) is not OrderDataRow row)
{
return;
}
row.Order = order;
UpdateRow(row);
_orderGrid.RefreshEdit();
}
void AddOrder(Fix.Order order)
{
if (_orderTable.Rows.Find(order.ClOrdID) is OrderDataRow _)
{
return;
}
var row = (OrderDataRow)_orderTable.NewRow();
row.Order = order;
row[OrderDataTable.ColumnClOrdId] = order.ClOrdID;
//
// Prime these with 0's so the grid looks pretty.
//
row[OrderDataTable.ColumnDone] = 0;
row[OrderDataTable.ColumnLeaves] = 0;
row[OrderDataTable.ColumnAvgPrice] = 0;
UpdateRow(row);
_orderTable.Rows.Add(row);
}
void CancelButtonClick(object sender, EventArgs e)
{
Fix.Order order = SelectedOrder;
if (order == null)
{
return;
}
_defaultsButton.PerformClick();
if (Session.OrderBehaviour == Fix.Behaviour.Initiator)
{
_messageDefaults.CancelOrder(order);
}
else
{
_messageDefaults.UnsolicitedCancelOrder(order);
}
}
public void TestConstructorAllMinimumRequirementsMet()
{
var message = new Fix.Message {
MsgType = FIX_5_0SP2.Messages.NewOrderSingle.MsgType
};
message.Fields.Set(FIX_5_0SP2.Fields.SenderCompID, "SENDER");
message.Fields.Set(FIX_5_0SP2.Fields.TargetCompID, "TARGET");
message.Fields.Set(FIX_5_0SP2.Fields.Symbol, "BHP");
message.Fields.Set(FIX_5_0SP2.Fields.ClOrdID, "1.2.3");
message.Fields.Set(FIX_5_0SP2.Fields.OrderQty, 5000);
var order = new Fix.Order(message);
Assert.IsNotNull(order);
Assert.AreEqual("SENDER", order.SenderCompID);
Assert.AreEqual("TARGET", order.TargetCompID);
Assert.AreEqual("BHP", order.Symbol);
Assert.AreEqual("1.2.3", order.ClOrdID);
Assert.AreEqual(5000, order.OrderQty);
Assert.AreEqual(1, order.Messages.Count);
}
void OrderBookOrderInserted(object sender, Fix.OrderBookEventArgs e)
{
Fix.Order order = e.Order;
if (_orderTable.Rows.Find(order.ClOrdID) is OrderDataRow)
{
return;
}
OrderDataRow row = (OrderDataRow)_orderTable.NewRow();
row.Order = order;
row[OrderDataTable.ColumnClOrdId] = order.ClOrdID;
//
// Prime these with 0's so the grid looks pretty.
//
row[OrderDataTable.ColumnDone] = 0;
row[OrderDataTable.ColumnLeaves] = 0;
row[OrderDataTable.ColumnAvgPrice] = 0;
UpdateRow(row);
_orderTable.Rows.Add(row);
}
void UpdateUiState()
{
bool enabled = false;
bool listEnabled = false;
if (Session != null && Session.Connected && _orderGrid.SelectedRows.Count > 0)
{
enabled = true;
Fix.Order order = SelectedOrder;
if (order.ListID != null)
{
listEnabled = true;
}
}
_cancelButton.Enabled = enabled;
_amendButton.Enabled = enabled;
_statusButton.Enabled = enabled;
_listExecuteButton.Enabled = listEnabled;
_listStatusButton.Enabled = listEnabled;
_listCancelButton.Enabled = listEnabled;
_ackButton.Enabled = enabled;
_rejectButton.Enabled = enabled;
_reportButton.Enabled = enabled;
_cancelMenuItem.Enabled = enabled;
_amendMenuItem.Enabled = enabled;
_statusMenuItem.Enabled = enabled;
_listExecuteMenuItem.Enabled = listEnabled;
_listStatusMenuItem.Enabled = listEnabled;
_listCancelButton.Enabled = listEnabled;
_ackMenuItem.Enabled = enabled;
_rejectMenuItem.Enabled = enabled;
_reportMenuItem.Enabled = enabled;
}
void ListExecuteButtonClick(object sender, EventArgs e)
{
Fix.Order order = SelectedOrder;
if (order == null)
{
return;
}
if (order.ListID == null)
{
MessageBox.Show(this,
"The selected order does not have a ListID so a ListExecute cannot be performed",
Application.ProductName,
MessageBoxButtons.OK,
MessageBoxIcon.Information);
return;
}
_defaultsButton.PerformClick();
_messageDefaults.ListExecute(order.ListID);
}
void AckButtonClick(object sender, EventArgs e)
{
Fix.Order order = SelectedOrder;
if (order == null)
{
return;
}
_defaultsButton.PerformClick();
if (order.OrdStatus == Fix.OrdStatus.PendingCancel)
{
_messageDefaults.AcknowledgeCancel(order);
}
else if (order.OrdStatus == Fix.OrdStatus.PendingReplace)
{
_messageDefaults.AcknowledgeAmend(order);
}
else
{
_messageDefaults.AcknowledgeOrder(order);
}
}
static void UpdateRow(OrderDataRow row)
{
Fix.Order order = row.Order;
row[OrderDataTable.ColumnQuantity] = order.OrderQty;
row[OrderDataTable.ColumnSymbol] = order.Symbol;
row[OrderDataTable.ColumnExDestination] = order.ExDestination;
if (order.TimeInForce != null)
{
row[OrderDataTable.ColumnTimeInForce] = (Fix.TimeInForce)order.TimeInForce;
row[OrderDataTable.ColumnTimeInForceString] = OrderDataGridView.ShortTimeInForceDescription(order.TimeInForce.Value);
}
if (order.OrdStatus != null)
{
row[OrderDataTable.ColumnOrdStatus] = (Fix.OrdStatus)order.OrdStatus;
row[OrderDataTable.ColumnOrdStatusString] = ((Fix.OrdStatus)order.OrdStatus).ToString();
}
else
{
row[OrderDataTable.ColumnOrdStatusString] = Fix.OrdStatus.PendingNew.ToString();
}
if (order.OrigClOrdID != null)
{
row[OrderDataTable.ColumnOrigClOrdId] = order.OrigClOrdID;
}
if (order.Side != null)
{
row[OrderDataTable.ColumnSide] = (Fix.Side)order.Side;
row[OrderDataTable.ColumnSideString] = ((Fix.Side)order.Side).ToString();
}
long cumQty = order.CumQty ?? 0;
long leavesQty = order.LeavesQty ?? 0;
if (!order.LeavesQty.HasValue)
{
if (order.Active)
{
leavesQty = order.OrderQty - cumQty;
}
}
row[OrderDataTable.ColumnLeaves] = leavesQty;
row[OrderDataTable.ColumnDone] = cumQty;
if (order.AvgPx != null)
{
row[OrderDataTable.ColumnAvgPrice] = order.AvgPx.Value;
}
if (order.Price != null)
{
row[OrderDataTable.ColumnLimit] = order.Price.Value;
}
if (order.ListID != null)
{
row[OrderDataTable.ColumnListId] = order.ListID;
}
if (order.Text != null)
{
row[OrderDataTable.ColumnText] = order.Text;
}
}
void AcknowledgeAllPendingOrders()
{
if (Session is null)
{
return;
}
foreach (DataGridViewRow row in _orderGrid.Rows)
{
try
{
var view = row.DataBoundItem as DataRowView;
var orderRow = view?.Row as OrderDataRow;
if (orderRow?.Order is null)
{
continue;
}
Fix.Order order = orderRow.Order;
if (order is null)
{
continue;
}
if (order.OrdStatus != null)
{
continue;
}
var message = new Fix.Message {
MsgType = FIX_5_0SP2.Messages.ExecutionReport.MsgType
};
message.Fields.Set(FIX_5_0SP2.Fields.ClOrdID, order.ClOrdID);
if (order.Side is FieldValue side)
{
message.Fields.Set(order.Side);
}
message.Fields.Set(FIX_5_0SP2.Fields.Symbol, order.Symbol);
message.Fields.Set(FIX_5_0SP2.Fields.OrderQty, order.OrderQty);
message.Fields.Set(FIX_5_0SP2.OrdStatus.New);
if (order.OrderID == null)
{
order.OrderID = Session.NextOrderId.ToString();
}
message.Fields.Set(FIX_5_0SP2.Fields.OrderID, order.OrderID);
message.Fields.Set(FIX_5_0SP2.Fields.ExecID, Session.NextExecId.ToString());
message.Fields.Set(FIX_5_0SP2.Fields.LastQty, 0);
message.Fields.Set(FIX_5_0SP2.Fields.LastPx, 0);
message.Fields.Set(FIX_5_0SP2.Fields.CumQty, 0);
message.Fields.Set(FIX_5_0SP2.Fields.AvgPx, 0);
if (Session.Version.BeginString != "FIX.4.0")
{
message.Fields.Set(FIX_5_0SP2.ExecType.New);
message.Fields.Set(FIX_5_0SP2.Fields.LeavesQty, order.OrderQty);
}
if (Session.Version.BeginString.StartsWith("FIX.4."))
{
message.Fields.Set(FIX_4_2.ExecTransType.New);
}
Session.Send(message);
}
catch (Exception ex)
{
MessageBox.Show(this,
ex.Message,
Application.ProductName,
MessageBoxButtons.OK,
MessageBoxIcon.Information);
}
}
}
