public bool AlterarOrdem(OrdemInfo 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.OrderCancelReplaceRequest ordercrr = new QuickFix.FIX42.OrderCancelReplaceRequest(); 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)); if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0) { ordercrr.Set(new OrderID(ordem.ExchangeNumberID)); } // 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); } // Para versao 4.2, os novos tipos de OrdType a serem enviados (5, A ou B); if (!string.IsNullOrEmpty(ordem.Memo5149)) { ordercrr.SetField(new OrdType(Convert.ToChar(ordem.Memo5149)), true); } // 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 ALTERAR 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 ALTERAR ORDEM========> Qtd: " + times); } else { bRet = Session.SendToTarget(ordercrr, _session.SessionID); } return(bRet); }
/* * public void ExecOrders(object arg) * { * NewOrderSingle ordem = (NewOrderSingle)arg; * long clordid = Convert.ToInt64(DateTime.Now.ToString("yyyyMMddhhmmssfff")); * bool bRet; * logger.Info("=====================================> INICIO ========> Regs: " + _times); * for (int i =0; i<_times; i++) * { * ClOrdID xx = new ClOrdID(clordid++.ToString()); * ordem.ClOrdID = xx; * //Thread.Sleep(1); * bRet = Session.SendToTarget(ordem, _session.SessionID); * } * logger.Info("=====================================> FIM ========> Regs: " + _times); * } */ public bool AlterarOrdem(OrdemInfo ordem, long ini = 0, long fim = 0, long oriini = 0, long orifim = 0, int delay = 0, string mnemonic = "") { //Cria a mensagem FIX de NewOrderSingle QuickFix.FIX44.OrderCancelReplaceRequest orderCancelReplaceReq = new QuickFix.FIX44.OrderCancelReplaceRequest(); orderCancelReplaceReq.Set(new OrigClOrdID(ordem.OrigClOrdID)); if (ordem.Account > 0) { orderCancelReplaceReq.Set(new Account(ordem.Account.ToString())); } if (!string.IsNullOrEmpty(mnemonic)) { orderCancelReplaceReq.SetField(new Account(mnemonic), true); } // Instrument Identification Block orderCancelReplaceReq.Set(new Symbol(ordem.Symbol)); orderCancelReplaceReq.Set(new SecurityID(ordem.SecurityID)); orderCancelReplaceReq.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL)); if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0) { orderCancelReplaceReq.Set(new OrderID(ordem.ExchangeNumberID)); } orderCancelReplaceReq.Set(new ClOrdID(ordem.ClOrdID)); //ordersingle.set(new IDSource()); if (ordem.Side == OrdemDirecaoEnum.Venda) { orderCancelReplaceReq.Set(new Side(Side.SELL)); } else { orderCancelReplaceReq.Set(new Side(Side.BUY)); } orderCancelReplaceReq.Set(new Price(Convert.ToDecimal(ordem.Price))); TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce); if (tif != null) { orderCancelReplaceReq.Set(tif); } orderCancelReplaceReq.Set(new OrderQty(ordem.OrderQty)); if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData) { DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate); orderCancelReplaceReq.Set(new ExpireDate(expiredate.ToString("yyyyMMdd"))); } OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType); if (ordType != null) { orderCancelReplaceReq.Set(ordType); } //if (ordem.OrdType == OrdemTipoEnum.StopLimitada ) //{ // ordersingle.set(new StopPx(ordem.StopPx)); //} orderCancelReplaceReq.Set(new TransactTime(DateTime.Now)); // Cliente QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); PartyIDGroup1.Set(new PartyID(ordem.ExecBroker)); PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER)); // Corretora QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); PartyIDGroup2.Set(new PartyID("227")); PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM)); // Location ID QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0) { PartyIDGroup3.Set(new PartyID(ordem.SenderLocation)); } else { PartyIDGroup3.Set(new PartyID("GRA")); } PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup3.Set(new PartyRole(54)); orderCancelReplaceReq.AddGroup(PartyIDGroup1); orderCancelReplaceReq.AddGroup(PartyIDGroup2); orderCancelReplaceReq.AddGroup(PartyIDGroup3); //BEI - 2012-Nov-14 if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0) { QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); PartyIDGroup4.Set(new PartyID(ordem.ForeignFirm)); PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup4.Set(new PartyRole(PartyRole.FOREIGN_FIRM)); orderCancelReplaceReq.AddGroup(PartyIDGroup4); } if (ordem.Account > 0) { QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup(); noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString())); noAllocsGrp.Set(new AllocAcctIDSource(99)); orderCancelReplaceReq.AddGroup(noAllocsGrp); } //SelfTradeProtection - 2012-Nov-27 if (ordem.InvestorID != null && ordem.InvestorID.Length > 0) { QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); PartyIDGroup5.Set(new PartyID(ordem.InvestorID)); PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup5.Set(new PartyRole(PartyRole.INVESTOR_ID)); orderCancelReplaceReq.AddGroup(PartyIDGroup5); } if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0) { QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader)); PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER)); orderCancelReplaceReq.AddGroup(PartyIDGroup7); } // Memo Field if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0) { if (ordem.Memo5149.Length > 50) { ordem.Memo5149 = ordem.Memo5149.Substring(0, 50); } StringField memo5149 = new StringField(5149, ordem.Memo5149); orderCancelReplaceReq.SetField(memo5149); } bool bRet = false; if (oriini != 0 && orifim != 0) { long times = fim - ini; logger.Info("=====================================> INICIO ALTERAR ORDEM========> Qtd: " + times); for (long i = 0; i < times; i++) { ClOrdID xx = new ClOrdID(ini.ToString()); OrigClOrdID xx2 = new OrigClOrdID(oriini.ToString()); orderCancelReplaceReq.ClOrdID = xx; orderCancelReplaceReq.OrigClOrdID = xx2; bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID); if (!bRet) { logger.Info("erro"); break; } if (0 != delay) { Thread.Sleep(delay); } ini++; oriini++; //System.Windows.Forms.Application.DoEvents(); } logger.Info("=====================================> FIM ALTERAR ORDEM========> Qtd: " + times); } else { bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID); } return(bRet); }
public bool EnviarOrdem(OrdemInfo ordem, long ini = 0, long fim = 0, int delay = 0, string mnemonic = "") { //Cria a mensagem FIX de NewOrderSingle QuickFix.FIX44.NewOrderSingle ordersingle = new QuickFix.FIX44.NewOrderSingle(); if (ordem.Account > 0) { ordersingle.Set(new Account(ordem.Account.ToString())); } if (!string.IsNullOrEmpty(mnemonic)) { ordersingle.SetField(new Account(mnemonic), true); } // Instrument Identification Block ordersingle.Set(new Symbol(ordem.Symbol)); if (!string.IsNullOrEmpty(ordem.SecurityID)) { ordersingle.Set(new SecurityID(ordem.SecurityID)); } ordersingle.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL)); //long clOrd =0; ordersingle.Set(new ClOrdID(ordem.ClOrdID)); 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); } // 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: break; default: ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price))); break; } ordersingle.Set(new TransactTime(DateTime.Now)); ordersingle.Set(new HandlInst('1')); if (ordem.MaxFloor > 0) { ordersingle.Set(new MaxFloor(Convert.ToDecimal(ordem.MaxFloor))); } if (ordem.MinQty > 0) { ordersingle.Set(new MinQty(Convert.ToDecimal(ordem.MinQty))); } // Cliente QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); //PartyIDGroup1.set(new PartyID(ordem.Account.ToString())); PartyIDGroup1.Set(new PartyID(ordem.ExecBroker)); PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER)); // Corretora QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); PartyIDGroup2.Set(new PartyID("227")); PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM)); // Location ID QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0) { PartyIDGroup3.Set(new PartyID(ordem.SenderLocation)); } else { PartyIDGroup3.Set(new PartyID("GRA")); } PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup3.Set(new PartyRole(PartyRole.SENDER_LOCATION)); // Corretora QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); PartyIDGroup4.Set(new PartyID("245427")); PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup4.Set(new PartyRole(PartyRole.ENTERING_FIRM)); ordersingle.AddGroup(PartyIDGroup1); ordersingle.AddGroup(PartyIDGroup2); ordersingle.AddGroup(PartyIDGroup3); //ordersingle.AddGroup(PartyIDGroup4); //BEI - 2012-Nov-13 if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0) { QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); PartyIDGroup5.Set(new PartyID(ordem.ForeignFirm)); PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup5.Set(new PartyRole(PartyRole.FOREIGN_FIRM)); ordersingle.AddGroup(PartyIDGroup5); } //SelfTradeProtection - 2012-Nov-27 if (ordem.InvestorID != null && ordem.InvestorID.Length > 0) { QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup6 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); PartyIDGroup6.Set(new PartyID(ordem.InvestorID)); PartyIDGroup6.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup6.Set(new PartyRole(PartyRole.INVESTOR_ID)); ordersingle.AddGroup(PartyIDGroup6); } if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0) { QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader)); PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER)); ordersingle.AddGroup(PartyIDGroup7); } //if (ordem.Account > 0) //{ // QuickFix.FIX44.NewOrderSingle.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.NewOrderSingle.NoAllocsGroup(); // noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString())); // noAllocsGrp.Set(new AllocAcctIDSource(99)); // ordersingle.AddGroup(noAllocsGrp); //} if (ordem.PositionEffect != null && ordem.PositionEffect.Equals("C")) { ordersingle.Set(new PositionEffect('C')); } // Memo Field if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0) { if (ordem.Memo5149.Length > 50) { ordem.Memo5149 = ordem.Memo5149.Substring(0, 50); } StringField memo5149 = new StringField(5149, ordem.Memo5149); ordersingle.SetField(memo5149); } // AccountType if (ordem.AcountType == ContaTipoEnum.REMOVE_ACCOUNT_INFORMATION) { IntField int581 = new IntField(581, 38); ordersingle.SetField(int581); } else if (ordem.AcountType == ContaTipoEnum.GIVE_UP_LINK_IDENTIFIER) { IntField int581 = new IntField(581, 40); ordersingle.SetField(int581); } bool bRet = false; if (ini == 0) { bRet = Session.SendToTarget(ordersingle, _session.SessionID); } else { //_times = times; //Thread th = new Thread(new ParameterizedThreadStart(ExecOrders)); //th.Start(ordersingle); long times = fim - ini; logger.Info("=====================================> INICIO ========> Qtd: " + times); for (long i = 0; i < times; i++) { //logger.Info("XXX: " + 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++; //System.Windows.Forms.Application.DoEvents(); } logger.Info("=====================================> FIM ========> Qtd: " + times); } return(bRet); }
public bool AlterarOrdem(OrdemInfo ordem) { //Cria a mensagem FIX de NewOrderSingle QuickFix.FIX42.OrderCancelReplaceRequest ordercrr = new QuickFix.FIX42.OrderCancelReplaceRequest(); 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)); if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0) { ordercrr.Set(new OrderID(ordem.ExchangeNumberID)); } // 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 AlterarOrdem(OrdemInfo ordem) { //Cria a mensagem FIX de NewOrderSingle QuickFix.FIX44.OrderCancelReplaceRequest orderCancelReplaceReq = new QuickFix.FIX44.OrderCancelReplaceRequest(); orderCancelReplaceReq.Set(new OrigClOrdID(ordem.OrigClOrdID)); if (ordem.Account > 0) { orderCancelReplaceReq.Set(new Account(ordem.Account.ToString())); } // Instrument Identification Block orderCancelReplaceReq.Set(new Symbol(ordem.Symbol)); orderCancelReplaceReq.Set(new SecurityID(ordem.SecurityID)); orderCancelReplaceReq.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL)); if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0) { orderCancelReplaceReq.Set(new OrderID(ordem.ExchangeNumberID)); } orderCancelReplaceReq.Set(new ClOrdID(ordem.ClOrdID)); //ordersingle.set(new IDSource()); if (ordem.Side == OrdemDirecaoEnum.Venda) { orderCancelReplaceReq.Set(new Side(Side.SELL)); } else { orderCancelReplaceReq.Set(new Side(Side.BUY)); } orderCancelReplaceReq.Set(new Price(Convert.ToDecimal(ordem.Price))); TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce); if (tif != null) { orderCancelReplaceReq.Set(tif); } orderCancelReplaceReq.Set(new OrderQty(ordem.OrderQty)); if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData) { DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate); orderCancelReplaceReq.Set(new ExpireDate(expiredate.ToString("yyyyMMdd"))); } OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType); if (ordType != null) { orderCancelReplaceReq.Set(ordType); } //if (ordem.OrdType == OrdemTipoEnum.StopLimitada ) //{ // ordersingle.set(new StopPx(ordem.StopPx)); //} orderCancelReplaceReq.Set(new TransactTime(DateTime.Now)); // Cliente QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); PartyIDGroup1.Set(new PartyID(ordem.ExecBroker)); PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER)); // Corretora QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); PartyIDGroup2.Set(new PartyID("227")); PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM)); // Location ID QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0) { PartyIDGroup3.Set(new PartyID(ordem.SenderLocation)); } else { PartyIDGroup3.Set(new PartyID("GRA")); } PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup3.Set(new PartyRole(54)); orderCancelReplaceReq.AddGroup(PartyIDGroup1); orderCancelReplaceReq.AddGroup(PartyIDGroup2); orderCancelReplaceReq.AddGroup(PartyIDGroup3); //BEI - 2012-Nov-14 if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0) { QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); PartyIDGroup4.Set(new PartyID(ordem.ForeignFirm)); PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup4.Set(new PartyRole(PartyRole.FOREIGN_FIRM)); orderCancelReplaceReq.AddGroup(PartyIDGroup4); } if (ordem.Account > 0) { QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup(); noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString())); noAllocsGrp.Set(new AllocAcctIDSource(99)); orderCancelReplaceReq.AddGroup(noAllocsGrp); } //SelfTradeProtection - 2012-Nov-27 if (ordem.InvestorID != null && ordem.InvestorID.Length > 0) { QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); PartyIDGroup5.Set(new PartyID(ordem.InvestorID)); PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup5.Set(new PartyRole(PartyRole.INVESTOR_ID)); orderCancelReplaceReq.AddGroup(PartyIDGroup5); } if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0) { QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup(); PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader)); PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER)); orderCancelReplaceReq.AddGroup(PartyIDGroup7); } // Memo Field if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0) { if (ordem.Memo5149.Length > 50) { ordem.Memo5149 = ordem.Memo5149.Substring(0, 50); } StringField memo5149 = new StringField(5149, ordem.Memo5149); orderCancelReplaceReq.SetField(memo5149); } bool bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID); return(bRet); }
public bool EnviarOrdem(OrdemInfo ordem) { //Cria a mensagem FIX de NewOrderSingle QuickFix.FIX44.NewOrderSingle ordersingle = new QuickFix.FIX44.NewOrderSingle(); if (ordem.Account > 0) { ordersingle.Set(new Account(ordem.Account.ToString())); } // Instrument Identification Block ordersingle.Set(new Symbol(ordem.Symbol)); ordersingle.Set(new SecurityID(ordem.SecurityID)); ordersingle.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL)); ordersingle.Set(new ClOrdID(ordem.ClOrdID)); 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); } // 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: break; default: ordersingle.Set(new Price(Convert.ToDecimal(ordem.Price))); break; } ordersingle.Set(new TransactTime(DateTime.Now)); ordersingle.Set(new HandlInst('1')); if (ordem.MaxFloor > 0) { ordersingle.Set(new MaxFloor(Convert.ToDecimal(ordem.MaxFloor))); } if (ordem.MinQty > 0) { ordersingle.Set(new MinQty(Convert.ToDecimal(ordem.MinQty))); } // Cliente QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); //PartyIDGroup1.set(new PartyID(ordem.Account.ToString())); PartyIDGroup1.Set(new PartyID(ordem.ExecBroker)); PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER)); // Corretora QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); PartyIDGroup2.Set(new PartyID("227")); PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM)); // Location ID QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0) { PartyIDGroup3.Set(new PartyID(ordem.SenderLocation)); } else { PartyIDGroup3.Set(new PartyID("GRA")); } PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup3.Set(new PartyRole(PartyRole.SENDER_LOCATION)); ordersingle.AddGroup(PartyIDGroup1); ordersingle.AddGroup(PartyIDGroup2); ordersingle.AddGroup(PartyIDGroup3); //BEI - 2012-Nov-13 if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0) { QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); PartyIDGroup5.Set(new PartyID(ordem.ForeignFirm)); PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup5.Set(new PartyRole(PartyRole.FOREIGN_FIRM)); ordersingle.AddGroup(PartyIDGroup5); } //SelfTradeProtection - 2012-Nov-27 if (ordem.InvestorID != null && ordem.InvestorID.Length > 0) { QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup6 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); PartyIDGroup6.Set(new PartyID(ordem.InvestorID)); PartyIDGroup6.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup6.Set(new PartyRole(PartyRole.INVESTOR_ID)); ordersingle.AddGroup(PartyIDGroup6); } if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0) { QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.NewOrderSingle.NoPartyIDsGroup(); PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader)); PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE)); PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER)); ordersingle.AddGroup(PartyIDGroup7); } //if (ordem.Account > 0) //{ // QuickFix.FIX44.NewOrderSingle.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.NewOrderSingle.NoAllocsGroup(); // noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString())); // noAllocsGrp.Set(new AllocAcctIDSource(99)); // ordersingle.AddGroup(noAllocsGrp); //} if (ordem.PositionEffect != null && ordem.PositionEffect.Equals("C")) { ordersingle.Set(new PositionEffect('C')); } // Memo Field if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0) { if (ordem.Memo5149.Length > 50) { ordem.Memo5149 = ordem.Memo5149.Substring(0, 50); } StringField memo5149 = new StringField(5149, ordem.Memo5149); ordersingle.SetField(memo5149); } // AccountType if (ordem.AcountType == ContaTipoEnum.REMOVE_ACCOUNT_INFORMATION) { IntField int581 = new IntField(581, 38); ordersingle.SetField(int581); } else if (ordem.AcountType == ContaTipoEnum.GIVE_UP_LINK_IDENTIFIER) { IntField int581 = new IntField(581, 40); ordersingle.SetField(int581); } bool bRet = Session.SendToTarget(ordersingle, _session.SessionID); return(bRet); }