/**
* 请求历史交易
*/
public static Message createTradeHistoryRequest()
{
QuickFix.FIX44.TradeCaptureReportRequest tradeCaptureReportRequest = new QuickFix.FIX44.TradeCaptureReportRequest();
tradeCaptureReportRequest.Set(new Symbol("BTC/CNY"));
tradeCaptureReportRequest.Set(new TradeRequestID("order_id"));
tradeCaptureReportRequest.Set(new TradeRequestType(1));//这里必须是1
return tradeCaptureReportRequest;
}
/**
* 请求历史交易
*/
public static Message createTradeHistoryRequest()
{
QuickFix.FIX44.TradeCaptureReportRequest tradeCaptureReportRequest = new QuickFix.FIX44.TradeCaptureReportRequest();
tradeCaptureReportRequest.Set(new Symbol("BTC/CNY"));
tradeCaptureReportRequest.Set(new TradeRequestID("order_id"));
tradeCaptureReportRequest.Set(new TradeRequestType(1)); //这里必须是1
return(tradeCaptureReportRequest);
}
/// <summary>
/// Create request for trade history
/// </summary>
/// <returns></returns>
public static Message CreateTradeHistoryRequest()
{
QuickFix.FIX44.TradeCaptureReportRequest tradeCaptureReportRequest = new QuickFix.FIX44.TradeCaptureReportRequest();
tradeCaptureReportRequest.Set(TradeSymbol);
tradeCaptureReportRequest.Set(new TradeRequestID("order_id"));
tradeCaptureReportRequest.Set(new TradeRequestType(1)); // must be 1
return(tradeCaptureReportRequest);
}
public void OnMessage(QuickFix.FIX44.TradeCaptureReportRequest msg, SessionID sessionID)
{
// do nothing, just swallow it.
}
