public IHttpActionResult FillList(GetFillsIncomeModel model)
{
var provider = _factory.GetExchangeProvider(ExchangeProvider.GDAX);
var responce = provider.GetFills(model);
return(Ok(responce));
}
public FillListViewModel GetFills(GetFillsIncomeModel options)
{
InitEngine();
CreateSession();
// TODO: See GDAX tag code https://docs.gdax.com/#new-order-single-d
var msgStatusRequest = new Message(MsgType.Order_Status_Request, ProtocolVersion.FIX42);
msgStatusRequest.Set(FIXForge.NET.FIX.FIX42.Tags.OrderID, "3a87ad3c-ee15-4bf4-9166-facdaa390bdf");
_session.Send(msgStatusRequest);
//var msgExecutionReport = new Message(MsgType.Execution_Report, ProtocolVersion.FIX42);
//msgExecutionReport.Set(FIXForge.NET.FIX.FIX42.Tags.ExecType, 1);
//_session.Send(msgExecutionReport);
//11 ClOrdID Only present on order acknowledgements, ExecType = New(150 = 0)
//37 OrderID OrderID from the ExecutionReport with ExecType = New(39 = 0)
//55 Symbol Symbol of the original order
//54 Side Must be 1 to buy or 2 to sell
//32 LastShares Amount filled(if ExecType = 1).Also called LastQty as of FIX 4.3
//44 Price Price of the fill if ExecType indicates a fill, otherwise the order price
//38 OrderQty OrderQty as accepted (may be less than requested upon self-trade prevention)
//152 CashOrderQty Order size in quote units(e.g.USD) (Market order only)
//60 TransactTime Time the event occurred
//150 ExecType May be 1 (Partial fill) for fills, D for self-trade prevention, etc.
//msgFillsReport.Set(FIXForge.NET.FIX.FIX42.Tags.ExecType, 1);
//39 OrdStatus Order status as of the current message
//103 OrdRejReason Insufficient funds=3, Post-only=8, Unknown error = 0
//136 NoMiscFees 1 (Order Status Request response only)
//137 MiscFeeAmt Fee(Order Status Request response only)
//139 MiscFeeType 4 (Exchange fees) (Order Status Request response only)
//1003 TradeID Product unique trade id
//1057 AggressorIndicator Y for taker orders, N for maker orders
//DestroySession();
//ShutdownEngine();
return(new FillListViewModel()
{
MessageLog = _logger
});;
}
public FillListViewModel GetFills(GetFillsIncomeModel options)
{
throw new NotImplementedException();
}
