public zo21q6cy3fImtUHATQ(SimulationExecutionProvider obj0, FIXNewOrderSingle obj1) { this.smCF4MYTNu = new Quote(); this.j57Fjc16NJ = 1E-08; this.A8bFJItyyx = obj0; this.PYBF7sahqY = obj1; this.kUyFaL3cQu = obj0.FillOnBarMode; this.L27FNaAWTp = obj0.FillAtLimitPrice; this.yFOFUpVbqt = obj0.FillAtStopPrice; if (obj1.TradeVolumeDelay == 0) this.gxTF8gufMx = true; if ((this.PYBF7sahqY as SingleOrder).OrdType == OrdType.TrailingStop || (this.PYBF7sahqY as SingleOrder).OrdType == OrdType.TrailingStopLimit) { switch ((this.PYBF7sahqY as SingleOrder).Side) { case Side.Buy: case Side.BuyMinus: this.zGRFvN99ge = double.MaxValue; break; case Side.Sell: case Side.SellShort: this.zGRFvN99ge = double.MinValue; break; default: throw new NotSupportedException("" + obj1.Side.ToString()); } } this.A8bFJItyyx.MyIPdEI7fi.Add(this.PYBF7sahqY.ClOrdID, this); this.dGEFgdOydF(); }
public virtual void Send(FIXNewOrderSingle order) { }
public FIXNewOrderSingleEventArgs(FIXNewOrderSingle newOrderSingle) { this.NewOrderSingle = newOrderSingle; }
public NewOrderSingleEventArgs(IExecutionService service, FIXNewOrderSingle order) : base(service) { this.Order = order; }
public virtual void Send(FIXNewOrderSingle Order) { QuickFix.FIX42.NewOrderSingle newOrderSingle = new QuickFix42.NewOrderSingle(new ClOrdID(Order.ClOrdID), new HandlInst(Order.HandlInst), new Symbol(Order.Symbol), new QuickFix.Side(Order.Side), new TransactTime(Order.TransactTime), new QuickFix.OrdType(Order.OrdType)); if (Order.ContainsField(1)) newOrderSingle.set(new Account(Order.Account)); if (Order.ContainsField(18)) newOrderSingle.set(new ExecInst(Order.ExecInst)); if (Order.ContainsField(110)) newOrderSingle.set(new MinQty(Order.MinQty)); if (Order.ContainsField(111)) newOrderSingle.set(new MaxFloor(Order.MaxFloor)); if (Order.ContainsField(100)) newOrderSingle.set(new ExDestination(Order.ExDestination)); if (Order.ContainsField(81)) newOrderSingle.set(new ProcessCode(Order.ProcessCode)); if (Order.ContainsField(65)) newOrderSingle.set(new SymbolSfx(Order.SymbolSfx)); if (Order.ContainsField(48)) newOrderSingle.set(new SecurityID(Order.SecurityID)); if (Order.ContainsField(22)) newOrderSingle.set(new IDSource(Order.SecurityIDSource)); if (Order.ContainsField(167)) newOrderSingle.set(new QuickFix.SecurityType(Order.SecurityType)); if (Order.ContainsField(200)) newOrderSingle.set(new MaturityMonthYear(Order.MaturityMonthYear)); if (Order.ContainsField(202)) newOrderSingle.set(new StrikePrice(Order.StrikePrice)); if (Order.ContainsField(206)) newOrderSingle.set(new OptAttribute(Order.OptAttribute)); if (Order.ContainsField(231)) newOrderSingle.set(new ContractMultiplier(Order.ContractMultiplier)); if (Order.ContainsField(223)) newOrderSingle.set(new CouponRate(Order.CouponRate)); if (Order.ContainsField(207)) newOrderSingle.set(new SecurityExchange(Order.SecurityExchange)); if (Order.ContainsField(106)) newOrderSingle.set(new Issuer(Order.Issuer)); if (Order.ContainsField(348)) newOrderSingle.set(new EncodedIssuerLen(Order.EncodedIssuerLen)); if (Order.ContainsField(349)) newOrderSingle.set(new EncodedIssuer(Order.EncodedIssuer)); if (Order.ContainsField(107)) newOrderSingle.set(new SecurityDesc(Order.SecurityDesc)); if (Order.ContainsField(350)) newOrderSingle.set(new EncodedSecurityDescLen(Order.EncodedSecurityDescLen)); if (Order.ContainsField(351)) newOrderSingle.set(new EncodedSecurityDesc(Order.EncodedSecurityDesc)); if (Order.ContainsField(140)) newOrderSingle.set(new PrevClosePx(Order.PrevClosePx)); if (Order.ContainsField(38)) newOrderSingle.set(new OrderQty(Order.OrderQty)); if (Order.ContainsField(152)) newOrderSingle.set(new CashOrderQty(Order.CashOrderQty)); if (Order.ContainsField(44)) newOrderSingle.set(new Price(Order.Price)); if (Order.ContainsField(99)) newOrderSingle.set(new StopPx(Order.StopPx)); if (Order.ContainsField(15)) newOrderSingle.set(new QuickFix.Currency(Order.Currency)); if (Order.ContainsField(376)) newOrderSingle.set(new ComplianceID(Order.ComplianceID)); if (Order.ContainsField(117)) newOrderSingle.set(new QuoteID(Order.QuoteID)); if (Order.ContainsField(59)) newOrderSingle.set(new QuickFix.TimeInForce(Order.TimeInForce)); if (Order.ContainsField(168)) newOrderSingle.set(new EffectiveTime(Order.EffectiveTime)); if (Order.ContainsField(126)) newOrderSingle.set(new ExpireTime(Order.ExpireTime)); if (Order.ContainsField(427)) newOrderSingle.set(new GTBookingInst(Order.GTBookingInst)); if (Order.ContainsField(12)) newOrderSingle.set(new Commission(Order.Commission)); if (Order.ContainsField(13)) newOrderSingle.set(new QuickFix.CommType(Order.CommType)); if (Order.ContainsField(120)) newOrderSingle.set(new SettlCurrency(Order.SettlCurrency)); if (Order.ContainsField(58)) newOrderSingle.set(new Text(Order.Text)); if (Order.ContainsField(354)) newOrderSingle.set(new EncodedTextLen(Order.EncodedTextLen)); if (Order.ContainsField(355)) newOrderSingle.set(new EncodedText(Order.EncodedText)); if (Order.ContainsField(192)) newOrderSingle.set(new OrderQty2(Order.OrderQty2)); if (Order.ContainsField(203)) newOrderSingle.set(new CoveredOrUncovered(Order.CoveredOrUncovered)); if (Order.ContainsField(210)) newOrderSingle.set(new MaxShow(Order.MaxShow)); if (Order.ContainsField(388)) newOrderSingle.set(new DiscretionInst(Order.DiscretionInst)); try { Session.sendToTarget((QuickFix.Message)newOrderSingle, this.fSessionID); } catch (Exception ex) { Console.WriteLine(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1252) + ex.Message); } }
public void onMessage(QuickFix.FIX42.NewOrderSingle order, SessionID sessionID) { FIXNewOrderSingle fixNewOrderSingle = new FIXNewOrderSingle(); if (order.isSetClOrdID()) fixNewOrderSingle.ClOrdID = order.getClOrdID().getValue(); if (order.isSetAccount()) fixNewOrderSingle.Account = order.getAccount().getValue(); if (order.isSetSettlmntTyp()) fixNewOrderSingle.SettlType = order.getSettlmntTyp().getValue(); if (order.isSetHandlInst()) fixNewOrderSingle.HandlInst = order.getHandlInst().getValue(); if (order.isSetExecInst()) fixNewOrderSingle.ExecInst = order.getExecInst().getValue(); if (order.isSetMinQty()) fixNewOrderSingle.MinQty = order.getMinQty().getValue(); if (order.isSetMaxFloor()) fixNewOrderSingle.MaxFloor = order.getMaxFloor().getValue(); if (order.isSetExDestination()) fixNewOrderSingle.ExDestination = order.getExDestination().getValue(); if (order.isSetProcessCode()) fixNewOrderSingle.ProcessCode = order.getProcessCode().getValue(); if (order.isSetSymbol()) fixNewOrderSingle.Symbol = order.getSymbol().getValue(); if (order.isSetSymbolSfx()) fixNewOrderSingle.SymbolSfx = order.getSymbolSfx().getValue(); if (order.isSetSecurityID()) fixNewOrderSingle.SecurityID = order.getSecurityID().getValue(); if (order.isSetIDSource()) fixNewOrderSingle.SecurityIDSource = order.getIDSource().getValue(); if (order.isSetSecurityType()) fixNewOrderSingle.SecurityType = order.getSecurityType().getValue(); if (order.isSetMaturityMonthYear()) fixNewOrderSingle.MaturityMonthYear = order.getMaturityMonthYear().getValue(); if (order.isSetMaturityDay()) fixNewOrderSingle.MaturityDate = DateTime.Parse(order.getMaturityDay().getValue()); if (order.isSetStrikePrice()) fixNewOrderSingle.StrikePrice = order.getStrikePrice().getValue(); if (order.isSetOptAttribute()) fixNewOrderSingle.OptAttribute = order.getOptAttribute().getValue(); if (order.isSetContractMultiplier()) fixNewOrderSingle.ContractMultiplier = order.getContractMultiplier().getValue(); if (order.isSetCouponRate()) fixNewOrderSingle.CouponRate = order.getCouponRate().getValue(); if (order.isSetSecurityExchange()) fixNewOrderSingle.SecurityExchange = order.getSecurityExchange().getValue(); if (order.isSetIssuer()) fixNewOrderSingle.Issuer = order.getIssuer().getValue(); if (order.isSetEncodedIssuerLen()) fixNewOrderSingle.EncodedIssuerLen = order.getEncodedIssuerLen().getValue(); if (order.isSetEncodedIssuer()) fixNewOrderSingle.EncodedIssuer = order.getEncodedIssuer().getValue(); if (order.isSetSecurityDesc()) fixNewOrderSingle.SecurityDesc = order.getSecurityDesc().getValue(); if (order.isSetEncodedSecurityDescLen()) fixNewOrderSingle.EncodedSecurityDescLen = order.getEncodedSecurityDescLen().getValue(); if (order.isSetEncodedSecurityDesc()) fixNewOrderSingle.EncodedSecurityDesc = order.getEncodedSecurityDesc().getValue(); if (order.isSetPrevClosePx()) fixNewOrderSingle.PrevClosePx = order.getPrevClosePx().getValue(); if (order.isSetSide()) fixNewOrderSingle.Side = order.getSide().getValue(); if (order.isSetTransactTime()) fixNewOrderSingle.TransactTime = order.getTransactTime().getValue(); if (order.isSetOrderQty()) fixNewOrderSingle.OrderQty = order.getOrderQty().getValue(); if (order.isSetCashOrderQty()) fixNewOrderSingle.CashOrderQty = order.getCashOrderQty().getValue(); if (order.isSetOrdType()) fixNewOrderSingle.OrdType = order.getOrdType().getValue(); if (order.isSetPrice()) fixNewOrderSingle.Price = order.getPrice().getValue(); if (order.isSetStopPx()) fixNewOrderSingle.StopPx = order.getStopPx().getValue(); if (order.isSetComplianceID()) fixNewOrderSingle.ComplianceID = order.getComplianceID().getValue(); if (order.isSetIOIid()) fixNewOrderSingle.IOIID = order.getIOIid().getValue(); if (order.isSetQuoteID()) fixNewOrderSingle.QuoteID = order.getQuoteID().getValue(); if (order.isSetTimeInForce()) fixNewOrderSingle.TimeInForce = order.getTimeInForce().getValue(); if (order.isSetEffectiveTime()) fixNewOrderSingle.EffectiveTime = order.getEffectiveTime().getValue(); if (order.isSetExpireTime()) fixNewOrderSingle.ExpireTime = order.getExpireTime().getValue(); if (order.isSetGTBookingInst()) fixNewOrderSingle.GTBookingInst = order.getGTBookingInst().getValue(); if (order.isSetCommission()) fixNewOrderSingle.Commission = order.getCommission().getValue(); if (order.isSetText()) fixNewOrderSingle.Text = order.getText().getValue(); if (order.isSetEncodedTextLen()) fixNewOrderSingle.EncodedTextLen = order.getEncodedTextLen().getValue(); if (order.isSetEncodedText()) fixNewOrderSingle.EncodedText = order.getEncodedText().getValue(); if (order.isSetOrderQty2()) fixNewOrderSingle.OrderQty2 = order.getOrderQty2().getValue(); if (order.isSetCoveredOrUncovered()) fixNewOrderSingle.CoveredOrUncovered = order.getCoveredOrUncovered().getValue(); if (order.isSetMaxShow()) fixNewOrderSingle.MaxShow = order.getMaxShow().getValue(); if (!order.isSetDiscretionInst()) return; fixNewOrderSingle.DiscretionInst = order.getDiscretionInst().getValue(); }