/// <inheritdoc />
public async Task GetOrderHistoryAsync(ulong account, string symbol = "", string orderId = "", string clOrdId = "", DateTime?from = null, DateTime?to = null, string requestId = "")
{
var request = new OrderMassStatusRequest
{
MsgType = MsgTypes.OrderMassStatusRequest,
Account = account,
MassStatusReqId = requestId.Proto(),
MassStatusReqType = MassStatusReqType.History,
Symbol = symbol.Proto(),
};
if (from.HasValue)
{
request.TransactTime.Add(from.Value.ToUnixNano());
}
if (to.HasValue)
{
if (!from.HasValue)
{
throw new ArgumentNullException(nameof(from), "Option From is required");
}
request.TransactTime.Add(to.Value.ToUnixNano());
}
await SendCommandAsync(request).ConfigureAwait(false);
}
/// <inheritdoc />
public async Task GetActiveOrdersAsync(ulong account, string symbol = "", string requestId = "")
{
var request = new OrderMassStatusRequest
{
MsgType = MsgTypes.OrderMassStatusRequest,
Account = account,
MassStatusReqId = requestId.Proto(),
MassStatusReqType = MassStatusReqType.ActiveOrders,
Symbol = symbol.Proto(),
};
await SendCommandAsync(request).ConfigureAwait(false);
}
public virtual void onMessage(OrderMassStatusRequest message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
static void Main(string[] args)
{
TestFixApp testFixApp = new TestFixApp(args.FirstOrDefault());
testFixApp.Start();
Account account = new Account("54b97c9e-202b-11b2-be90-529049f1f1bb");
ClOrdID clOrdId = new ClOrdID(Guid.NewGuid().ToString());
Symbol symbol = new Symbol("BTC/USD");
Side side = new Side(Side.BUY);
#region SecurityListRequest
SecurityListRequest securityListRequest = new SecurityListRequest(
new SecurityReqID(Guid.NewGuid().ToString()),
new SecurityListRequestType(SecurityListRequestType.SYMBOL)
)
{
Symbol = symbol
};
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(securityListRequest);
testFixApp.WaitResponces(1);
#endregion SecurityListRequest
#region MarketDataRequest
MarketDataRequest marketDataRequest = new MarketDataRequest(
new MDReqID(Guid.NewGuid().ToString()),
new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT),
new MarketDepth(5))
{
MDUpdateType = new MDUpdateType(MDUpdateType.FULL_REFRESH),
};
var bid = new MarketDataRequest.NoMDEntryTypesGroup()
{
MDEntryType = new MDEntryType(MDEntryType.BID)
};
var ask = new MarketDataRequest.NoMDEntryTypesGroup()
{
MDEntryType = new MDEntryType(MDEntryType.OFFER)
};
var symGroup = new MarketDataRequest.NoRelatedSymGroup
{
Symbol = symbol
};
marketDataRequest.AddGroup(bid);
marketDataRequest.AddGroup(ask);
marketDataRequest.AddGroup(symGroup);
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(marketDataRequest);
testFixApp.WaitResponces(1);
#endregion MarketDataRequest
#region NewOrderSingle
NewOrderSingle newOrderSingle = new NewOrderSingle(
clOrdId,
symbol,
side,
new TransactTime(DateTime.Now),
new OrdType(OrdType.LIMIT))
{
OrderQty = new OrderQty(0.1m),
Price = new Price(1m),
Account = account,
AcctIDSource = new AcctIDSource(AcctIDSource.OTHER)
};
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(newOrderSingle);
testFixApp.WaitResponces(2);
#endregion NewOrderSingle
#region OrderCancelReplaceRequest
OrderCancelReplaceRequest orderCancelReplaceRequest = new OrderCancelReplaceRequest(
new OrigClOrdID(clOrdId.ToString()),
clOrdId = new ClOrdID(Guid.NewGuid().ToString()),
symbol,
side,
new TransactTime(DateTime.Now),
new OrdType(OrdType.LIMIT))
{
Price = new Price(2m),
OrderQty = new OrderQty(0.2m)
};
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(orderCancelReplaceRequest);
testFixApp.WaitResponces(2);
#endregion OrderCancelReplaceRequest
#region OrderStatusRequest
OrderStatusRequest orderStatusRequest = new OrderStatusRequest(
clOrdId,
symbol,
side
);
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(orderStatusRequest);
testFixApp.WaitResponces(1);
#endregion OrderStatusRequest
#region OrderCancelRequest
OrderCancelRequest orderCancelRequest = new OrderCancelRequest(
new OrigClOrdID(clOrdId.ToString()),
new ClOrdID(Guid.NewGuid().ToString()),
symbol,
side,
new TransactTime(DateTime.Now)
)
{
OrderQty = new OrderQty(0.1m)
};
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(orderCancelRequest);
testFixApp.WaitResponces(3);
#endregion region OrderCancelRequest
#region OrderMassStatusRequest
OrderMassStatusRequest orderMassStatusRequest = new OrderMassStatusRequest(
new MassStatusReqID(Guid.NewGuid().ToString()),
new MassStatusReqType(MassStatusReqType.STATUS_FOR_ALL_ORDERS))
{
Side = side,
Symbol = symbol
};
Console.WriteLine("Press enter to next comand");
Console.ReadLine();
testFixApp.Send(orderMassStatusRequest);
#endregion OrderMassStatusRequest
Console.WriteLine("Press enter to exit");
Console.ReadLine();
testFixApp.Stop();
}
private void SendSelectedRequest()
{
switch (DataContainer.Data[_listBoxSelectedIndexNo].MsgType)
{
case "U1000":
MsgAIR requestData = (MsgAIR)DataContainer.Data[_listBoxSelectedIndexNo];
AccountInfoRequest request = new AccountInfoRequest();
request.Set(new Account(Properties.Settings.Default.Account));
request.Set(new AccReqID(requestData.AccReqID));
//testforJack
//request.Set(new SubscriptionRequestType('1'));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
case "D":
MsgNOSR requestData1 = (MsgNOSR)DataContainer.Data[_listBoxSelectedIndexNo];
NewOrderSingle request1 = new NewOrderSingle();
request1.Set(new Account(Properties.Settings.Default.Account));
request1.Set(new ClOrdID(requestData1.ClOrdID));
request1.Set(new OrderQty(decimal.Parse(requestData1.OrderQty)));
request1.Set(new OrdType(char.Parse(requestData1.OrdType)));
request1.Set(new Side(char.Parse(requestData1.Side)));
request1.Set(new Symbol(requestData1.Symbol));
request1.Set(new TransactTime(DateTime.Now));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request1, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
case "H":
MsgOSR requestData2 = (MsgOSR)DataContainer.Data[_listBoxSelectedIndexNo];
OrderStatusRequest request2 = new OrderStatusRequest();
request2.Set(new Account(Properties.Settings.Default.Account));
request2.Set(new ClOrdID(requestData2.ClOrdID));
request2.Set(new Side(char.Parse(requestData2.Side)));
request2.Set(new Symbol(requestData2.Symbol));
request2.Set(new OrderID(requestData2.OrderID));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request2, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
case "AF2":
MsgBOIR requestData3 = (MsgBOIR)DataContainer.Data[_listBoxSelectedIndexNo];
OrderMassStatusRequest request3 = new OrderMassStatusRequest();
request3.Set(new Account(Properties.Settings.Default.Account));
request3.Set(new Symbol(requestData3.Symbol));
request3.Set(new MassStatusReqID(requestData3.MassStatusReqID));
//request3.Set(new NoStatuses(int.Parse(requestData3.GroupNums)));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request3, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
case "G":
MsgOCRR requestData4 = (MsgOCRR)DataContainer.Data[_listBoxSelectedIndexNo];
OrderCancelReplaceRequest request4 = new OrderCancelReplaceRequest();
request4.Set(new Account(Properties.Settings.Default.Account));
request4.Set(new ClOrdID(requestData4.ClOrdID));
request4.Set(new OrderQty(decimal.Parse(requestData4.OrderQty)));
request4.Set(new OrderID(requestData4.OrderID));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request4, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
case "F":
MsgOCR requestData5 = (MsgOCR)DataContainer.Data[_listBoxSelectedIndexNo];
OrderCancelRequest request5 = new OrderCancelRequest();
request5.Set(new Account(Properties.Settings.Default.Account));
request5.Set(new ClOrdID(requestData5.ClOrdID));
request5.Set(new OrderID(requestData5.OrderID));
request5.Set(new Symbol(requestData5.Symbol));
request5.Set(new TransactTime(DateTime.Now));
if (!initiator.IsStopped)
{
bool ret = Session.SendToTarget(request5, conn.m_sessionID);
}
else
{
MessageBox.Show(@"Connection is not established!!", @"Warning", MessageBoxButtons.OK);
}
break;
default:
break;
}
}
