public Mantle.Fix44.IClientMessage OrderMassStatusRequest(string symbol)
{
var res = new Mantle.Fix44.OrderMassStatusRequest()
{
StandardHeader = StandardHeader()
};
res.Account.Value = _cfg.Account;
res.MassStatusReqID.Value = Guid.NewGuid().ToString();
res.MassStatusReqType.Value = 7; // status for all orders
if (symbol != null)
{
res.Instrument.Symbol.Value = symbol;
}
if (_cfg.Extensions == Extensions.Huobi)
{
if (symbol == null)
{
throw new Exception("Symbol is required when requesting order status on Huobi");
}
res.HuobiSignature = HuobiSignature
(
new KeyValuePair <string, string>[]
{
new KeyValuePair <string, string>("method", "get_orders"),
new KeyValuePair <string, string>("coin_type", HuobiCoinType(symbol)),
}
);
}
if (_cfg.Extensions == Extensions.Btcc)
{
// OrderMassStatusRequest is very broken on BTCC. 90% of the time they won't reply anything.
// When they do reply, instead of sending execution reports for all open orders, they send
// a single execution report for a random order, which usually but no always is an old cancelled
// order.
if (symbol == null)
{
throw new Exception("Symbol is required when requesting order status on BTCC");
}
res.Side.Value = '1'; // required but meaningless
// Undocumented of course.
string method = $"getOrders¶ms=1,{symbol},1000,0,0,1";
res.Account.Value = BtccSignature(_cfg.Account, _cfg.SecretKey, method);
}
return(res);
}
public Mantle.Fix44.IClientMessage OrderMassStatusRequest(string symbol)
{
var res = new Mantle.Fix44.OrderMassStatusRequest() { StandardHeader = StandardHeader() };
res.Account.Value = _cfg.Account;
res.MassStatusReqID.Value = Guid.NewGuid().ToString();
res.MassStatusReqType.Value = 7; // status for all orders
if (symbol != null)
{
res.Instrument.Symbol.Value = symbol;
}
if (_cfg.Extensions == Extensions.Huobi)
{
if (symbol == null)
throw new Exception("Symbol is required when requesting order status on Huobi");
res.HuobiSignature = HuobiSignature
(
new KeyValuePair<string, string>[]
{
new KeyValuePair<string, string>("method", "get_orders"),
new KeyValuePair<string, string>("coin_type", HuobiCoinType(symbol)),
}
);
}
return res;
}
