コード例 #1
0
 protected override void ParseXmlMessage(string name)
 {
     base.ParseXmlMessage(MsgName);
     BrokerOrderId       = FixmlUtil.ReadString(xml, "OrdID", true);
     BrokerOrderId2      = FixmlUtil.ReadString(xml, "OrdID2", true);
     ClientOrderId       = FixmlUtil.ReadString(xml, "ID", true);
     StatusReqId         = FixmlUtil.ReadString(xml, "StatReqID", true);
     ExecId              = FixmlUtil.ReadString(xml, "ExecID");
     ExecType            = ExecRptTypeUtil.Read(xml, "ExecTyp", true);
     Status              = ExecRptStatUtil.Read(xml, "Stat", true);
     RejectReason        = OrderRejRsnUtil.Read(xml, "RejRsn", true);
     Account             = FixmlUtil.ReadString(xml, "Acct", true);
     Instrument          = FixmlInstrument.Read(xml, "Instrmt");
     Side                = OrderSideUtil.Read(xml, "Side");
     Quantity            = FixmlUtil.ReadUInt(xml, "OrdQty/Qty", true);
     Type                = OrderTypeUtil.Read(xml, "OrdTyp", true);
     Price               = FixmlUtil.ReadDecimal(xml, "Px", true);
     StopPrice           = FixmlUtil.ReadDecimal(xml, "StopPx", true);
     Currency            = FixmlUtil.ReadString(xml, "Ccy", true);
     TimeInForce         = OrdTmInForceUtil.Read(xml, "TmInForce");
     ExpireDate          = FixmlUtil.ReadDateTime(xml, "ExpireDt", true);
     LastPrice           = FixmlUtil.ReadDecimal(xml, "LastPx", true);
     LastQuantity        = FixmlUtil.ReadUInt(Xml, "LastQty", true);
     LeavesQuantity      = FixmlUtil.ReadUInt(xml, "LeavesQty", true);
     CumulatedQuantity   = FixmlUtil.ReadUInt(xml, "CumQty", true);
     TransactionTime     = FixmlUtil.ReadDateTime(xml, "TxnTm", true);
     Commission          = FixmlUtil.ReadDecimal(xml, "Comm/Comm", true);
     CommissionType      = OrdCommTypeUtil.Read(xml, "Comm/CommTyp", true);
     NetMoney            = FixmlUtil.ReadDecimal(xml, "NetMny", true);
     MinimumQuantity     = FixmlUtil.ReadUInt(xml, "MinQty", true);
     DisplayQuantity     = FixmlUtil.ReadUInt(xml, "DsplyInstr/DisplayQty", true);
     Text                = FixmlUtil.ReadString(xml, "Text", true);
     TriggerType         = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrTyp", true);
     TriggerAction       = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrActn", true);
     TriggerPrice        = FixmlUtil.ReadDecimal(xml, "TrgrInstr/TrgrPx", true);
     TriggerPriceType    = FixmlUtil.ReadChar(xml, "TrgrInstr/TrgrPxTyp", true);
     DeferredPaymentType = FixmlUtil.ReadChar(xml, "DefPayTyp", true);
 }
コード例 #2
0
 protected override void PrepareXmlMessage(string name)
 {
     base.PrepareXmlMessage("Order");
     xml.SetAttribute("ID", ClientOrderId);
     if (TradeDate != null)
     {
         xml.SetAttribute("TrdDt", FixmlUtil.WriteDate((DateTime)TradeDate));
     }
     if (Account != null)
     {
         xml.SetAttribute("Acct", Account);
     }
     if (MinimumQuantity != null)
     {
         xml.SetAttribute("MinQty", FixmlUtil.WriteDecimal(MinimumQuantity));
     }
     if (DisplayQuantity != null)
     {
         AddElement(xml, "DsplyInstr").SetAttribute("DisplayQty", FixmlUtil.WriteDecimal(DisplayQuantity));
     }
     if (Instrument != null)
     {
         Instrument.Write(xmlDoc, xml, "Instrmt");
     }
     if (Side != null)
     {
         xml.SetAttribute("Side", OrderSideUtil.Write(Side));
     }
     xml.SetAttribute("TxnTm", FixmlUtil.WriteDateTime(CreateTime));
     AddElement(xml, "OrdQty").SetAttribute("Qty", Quantity.ToString());
     xml.SetAttribute("OrdTyp", OrderTypeUtil.Write(Type));
     if (Price != null)
     {
         xml.SetAttribute("Px", FixmlUtil.WriteDecimal(Price));
     }
     if (StopPrice != null)
     {
         xml.SetAttribute("StopPx", FixmlUtil.WriteDecimal(StopPrice));
     }
     if (Currency != null)
     {
         xml.SetAttribute("Ccy", Currency);
     }
     xml.SetAttribute("TmInForce", OrdTmInForceUtil.Write(TimeInForce));
     if (ExpireDate != null)
     {
         xml.SetAttribute("ExpireDt", FixmlUtil.WriteDate((DateTime)ExpireDate));
     }
     if (TriggerPrice != null)
     {
         XmlElement el = AddElement("TrgrInstr");
         el.SetAttribute("TrgrTyp", TriggerType.ToString());
         el.SetAttribute("TrgrActn", TriggerAction.ToString());
         el.SetAttribute("TrgrPx", FixmlUtil.WriteDecimal(TriggerPrice));
         el.SetAttribute("TrgrPxTyp", TriggerPriceType.ToString());
     }
     if (DeferredPaymentType != null)
     {
         xml.SetAttribute("DefPayTyp", DeferredPaymentType.ToString());
     }
 }