public void QueueOrderStatus(string clrID, char sideID, string symbolID) { ClOrdID clOrdID = new ClOrdID(clrID); Side side = new Side(sideID); Symbol symbol = new Symbol(symbolID); QuickFix42.OrderStatusRequest message = new QuickFix42.OrderStatusRequest(clOrdID, symbol, side); SendToServer(message); }
/// <summary> /// Request all working orders so that they may be canceled /// </summary> public void ttOrderStatusRequest() { try { QuickFix42.OrderStatusRequest osr = new QuickFix42.OrderStatusRequest(); //filter by account - optional //osr.set(new QuickFix.Account("sl002004")); //omit this for order book download //osr.set(new QuickFix.ClOrdID("uniqueClOrdID")); //osr.set(new QuickFix.OrderID("TTORDERKEY")); QuickFix.Session.sendToTarget(osr, orderSessionID); } catch (Exception ex) { Console.WriteLine(ex.ToString()); } }
public sealed override void onMessage(QuickFix42.OrderStatusRequest message, SessionID session) { Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString()); }