public static string Translate(QuickFix.Fields.ExecTransType execTransType)
{
switch (execTransType.Obj)
{
case QuickFix.Fields.ExecTransType.CANCEL: return("Cancel");
case QuickFix.Fields.ExecTransType.CORRECT: return("Correct");
case QuickFix.Fields.ExecTransType.NEW: return("New");
case QuickFix.Fields.ExecTransType.STATUS: return("Status");
}
return("unknown");
}
public void Set(QuickFix.Fields.ExecTransType val)
{
this.ExecTransType = val;
}
//receive fills, working orders, order rejects
public void OnMessage(QuickFix.FIX42.ExecutionReport message, QuickFix.SessionID session)
{
//parseMessage(message, session);
try
{
QuickFix.Fields.ExecType et = new QuickFix.Fields.ExecType();
QuickFix.Fields.ExecTransType ett = new QuickFix.Fields.ExecTransType();
QuickFix.Fields.ClOrdID coid = new QuickFix.Fields.ClOrdID();
//Friday, December 11, 2009 10:29:27 AM Added parentheses to encapsulate OR
//remove hold on orders if order was rejected
if (message.IsSetField(coid) &&
(message.GetField(et).getValue() == QuickFix.Fields.ExecType.FILL ||
message.GetField(et).getValue() == QuickFix.Fields.ExecType.REJECTED))
{
updateOrderMgmt(message.GetField(coid).getValue().ToString());
}
//end modified code
if (message.IsSetField(et))
{
//capture fill to update position
if ((message.GetField(et).getValue() == QuickFix.Fields.ExecType.FILL ||
message.GetField(et).getValue() == QuickFix.Fields.ExecType.PARTIAL_FILL) &&
message.MultiLegReportingType.getValue() != QuickFix.Fields.MultiLegReportingType.MULTI_LEG_SECURITY)
{
updateDisplay("execution received");
posTableUpdate(message, session);
}
//capture working orders and cancel for flatten
if (message.GetField(et).getValue() == QuickFix.Fields.ExecType.RESTATED &&
message.GetField(ett).getValue() == QuickFix.Fields.ExecTransType.STATUS)
{
string MGT = null;
QuickFix.Fields.SenderSubID subID = new QuickFix.Fields.SenderSubID();
if (message.Header.IsSetField(subID))
{
MGT = message.Header.GetField(subID).ToString();
orderCancel(MGT, message.OrderID.ToString());
}
}
}
}
catch (Exception ex)
{
updateDisplay("QuickFIX Error");
log.WriteLog(ex.ToString());
}
}
