public virtual FIXCommissionData GetCommissionData(FIXExecutionReport report)
{
FIXCommissionData data = new FIXCommissionData();
data.CommType = FIXCommType.ToFIX(this.fCommType);
data.Commission = this.fCommission;
if (this.fMinCommission != 0.0)
{
double num;
switch (this.fCommType)
{
case CommType.PerShare:
num = this.fCommission * report.CumQty;
break;
case CommType.Percent:
num = this.fCommission * report.CumQty * report.AvgPx;
break;
case CommType.Absolute:
num = this.fCommission;
break;
default:
throw new NotSupportedException("");
}
if (num < this.fMinCommission)
{
data.CommType = '3';
data.Commission = this.fMinCommission;
}
}
return data;
}
public void AddReport(IOrder order, FIXExecutionReport report)
{
lock (this)
{
FIXDbServer.RemoveFIXGroup(this.connection, "atable", order.Id);
FIXDbServer.SaveFIXGroup(this.connection, (FIXGroup) (order as SingleOrder), "ordertable", order.Id);
IDbCommand cmd = this.connection.CreateCommand();
cmd.CommandText = "";
FIXDbServer.SetCommandParameter(cmd, "atable", DbType.Int32, order.Id);
cmd.ExecuteNonQuery();
cmd.Dispose();
IDbCommand cmd2 = this.connection.CreateCommand();
cmd2.CommandText = "";
report.Id = Convert.ToInt32(cmd2.ExecuteScalar());
cmd2.Dispose();
FIXDbServer.SaveFIXGroup(this.connection, report, "report.table", report.Id);
}
}
public virtual void Send(FIXExecutionReport report)
{
}
public FIXExecutionReportEventArgs(FIXExecutionReport ExecutionReport)
{
this.VhfuUiEk7S = ExecutionReport;
}
public void Send(FIXExecutionReport message)
{
}
public void AddReport(IOrder order, FIXExecutionReport report)
{
}
public virtual void Send(FIXExecutionReport Report)
{
QuickFix.FIX42.ExecutionReport executionReport = new QuickFix42.ExecutionReport(new OrderID(Report.OrderID), new ExecID(Report.ExecID), new QuickFix.ExecTransType('0'), new QuickFix.ExecType(Report.ExecType), new QuickFix.OrdStatus(Report.OrdStatus), new Symbol(Report.Symbol), new QuickFix.Side(Report.Side), new LeavesQty(Report.LeavesQty), new CumQty(Report.CumQty), new AvgPx(Report.AvgPx));
if (Report.ContainsField(198))
executionReport.set(new SecondaryOrderID(Report.SecondaryOrderID));
if (Report.ContainsField(11))
executionReport.set(new ClOrdID(Report.ClOrdID));
if (Report.ContainsField(41))
executionReport.set(new OrigClOrdID(Report.OrigClOrdID));
if (Report.ContainsField(66))
executionReport.set(new ListID(Report.ListID));
if (Report.ContainsField(19))
executionReport.set(new ExecRefID(Report.ExecRefID));
if (Report.ContainsField(103))
executionReport.set(new OrdRejReason(Report.OrdRejReason));
if (Report.ContainsField(378))
executionReport.set(new ExecRestatementReason(Report.ExecRestatementReason));
if (Report.ContainsField(1))
executionReport.set(new Account(Report.Account));
if (Report.ContainsField(65))
executionReport.set(new SymbolSfx(Report.SymbolSfx));
if (Report.ContainsField(48))
executionReport.set(new SecurityID(Report.SecurityID));
if (Report.ContainsField(167))
executionReport.set(new QuickFix.SecurityType(Report.SecurityType));
if (Report.ContainsField(200))
executionReport.set(new MaturityMonthYear(Report.MaturityMonthYear));
if (Report.ContainsField(202))
executionReport.set(new StrikePrice(Report.StrikePrice));
if (Report.ContainsField(206))
executionReport.set(new OptAttribute(Report.OptAttribute));
if (Report.ContainsField(231))
executionReport.set(new ContractMultiplier(Report.ContractMultiplier));
if (Report.ContainsField(223))
executionReport.set(new CouponRate(Report.CouponRate));
if (Report.ContainsField(207))
executionReport.set(new SecurityExchange(Report.SecurityExchange));
if (Report.ContainsField(106))
executionReport.set(new Issuer(Report.Issuer));
if (Report.ContainsField(348))
executionReport.set(new EncodedIssuerLen(Report.EncodedIssuerLen));
if (Report.ContainsField(349))
executionReport.set(new EncodedIssuer(Report.EncodedIssuer));
if (Report.ContainsField(107))
executionReport.set(new SecurityDesc(Report.SecurityDesc));
if (Report.ContainsField(350))
executionReport.set(new EncodedSecurityDescLen(Report.EncodedSecurityDescLen));
if (Report.ContainsField(351))
executionReport.set(new EncodedSecurityDesc(Report.EncodedSecurityDesc));
if (Report.ContainsField(38))
executionReport.set(new OrderQty(Report.OrderQty));
if (Report.ContainsField(152))
executionReport.set(new CashOrderQty(Report.CashOrderQty));
if (Report.ContainsField(40))
executionReport.set(new QuickFix.OrdType(Report.OrdType));
if (Report.ContainsField(44))
executionReport.set(new Price(Report.Price));
if (Report.ContainsField(99))
executionReport.set(new StopPx(Report.StopPx));
if (Report.ContainsField(388))
executionReport.set(new DiscretionInst(Report.DiscretionInst));
if (Report.ContainsField(15))
executionReport.set(new QuickFix.Currency(Report.Currency));
if (Report.ContainsField(376))
executionReport.set(new ComplianceID(Report.ComplianceID));
if (Report.ContainsField(59))
executionReport.set(new QuickFix.TimeInForce(Report.TimeInForce));
if (Report.ContainsField(168))
executionReport.set(new EffectiveTime(Report.EffectiveTime));
if (Report.ContainsField(126))
executionReport.set(new ExpireTime(Report.ExpireTime));
if (Report.ContainsField(18))
executionReport.set(new ExecInst(Report.ExecInst));
if (Report.ContainsField(31))
executionReport.set(new LastPx(Report.LastPx));
if (Report.ContainsField(194))
executionReport.set(new LastSpotRate(Report.LastSpotRate));
if (Report.ContainsField(195))
executionReport.set(new LastForwardPoints(Report.LastForwardPoints));
if (Report.ContainsField(30))
executionReport.set(new LastMkt(Report.LastMkt));
if (Report.ContainsField(336))
executionReport.set(new TradingSessionID(Report.TradingSessionID));
if (Report.ContainsField(29))
executionReport.set(new LastCapacity(Report.LastCapacity));
if (Report.ContainsField(424))
executionReport.set(new DayOrderQty(Report.DayOrderQty));
if (Report.ContainsField(425))
executionReport.set(new DayCumQty(Report.DayCumQty));
if (Report.ContainsField(426))
executionReport.set(new DayAvgPx(Report.DayAvgPx));
if (Report.ContainsField(427))
executionReport.set(new GTBookingInst(Report.GTBookingInst));
if (Report.ContainsField(60))
executionReport.set(new TransactTime(Report.TransactTime));
if (Report.ContainsField(13))
executionReport.set(new QuickFix.CommType(Report.CommType));
if (Report.ContainsField(381))
executionReport.set(new GrossTradeAmt(Report.GrossTradeAmt));
if (Report.ContainsField(119))
executionReport.set(new SettlCurrAmt(Report.SettlCurrAmt));
if (Report.ContainsField(120))
executionReport.set(new SettlCurrency(Report.SettlCurrency));
if (Report.ContainsField(21))
executionReport.set(new HandlInst(Report.HandlInst));
if (Report.ContainsField(110))
executionReport.set(new MinQty(Report.MinQty));
if (Report.ContainsField(111))
executionReport.set(new MaxFloor(Report.MaxFloor));
if (Report.ContainsField(210))
executionReport.set(new MaxShow(Report.MaxShow));
if (Report.ContainsField(58))
executionReport.set(new Text(Report.Text));
if (Report.ContainsField(354))
executionReport.set(new EncodedTextLen(Report.EncodedTextLen));
if (Report.ContainsField(355))
executionReport.set(new EncodedText(Report.EncodedText));
if (Report.ContainsField(192))
executionReport.set(new OrderQty2(Report.OrderQty2));
if (Report.ContainsField(442))
executionReport.set(new MultiLegReportingType(Report.MultiLegReportingType));
try
{
Session.sendToTarget((QuickFix.Message)executionReport, this.fSessionID);
}
catch (Exception ex)
{
Console.WriteLine(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1304) + ex.Message);
}
}
