public ExecutionReport( QuickFix.OrderID aOrderID, QuickFix.ExecID aExecID, QuickFix.ExecTransType aExecTransType, QuickFix.ExecType aExecType, QuickFix.OrdStatus aOrdStatus, QuickFix.Symbol aSymbol, QuickFix.Side aSide, QuickFix.OrderQty aOrderQty, QuickFix.LastShares aLastShares, QuickFix.LastPx aLastPx, QuickFix.LeavesQty aLeavesQty, QuickFix.CumQty aCumQty, QuickFix.AvgPx aAvgPx) : base(MsgType()) { set(aOrderID); set(aExecID); set(aExecTransType); set(aExecType); set(aOrdStatus); set(aSymbol); set(aSide); set(aOrderQty); set(aLastShares); set(aLastPx); set(aLeavesQty); set(aCumQty); set(aAvgPx); }
public DontKnowTrade( QuickFix.DKReason aDKReason, QuickFix.Symbol aSymbol, QuickFix.Side aSide, QuickFix.OrderQty aOrderQty, QuickFix.LastShares aLastShares, QuickFix.LastPx aLastPx) : base(MsgType()) { set(aDKReason); set(aSymbol); set(aSide); set(aOrderQty); set(aLastShares); set(aLastPx); }
public QuickFix.LastPx getLastPx() { QuickFix.LastPx value = new QuickFix.LastPx(); getField(value); return value; }
public bool isSet(QuickFix.LastPx field) { return(isSetField(field)); }
public QuickFix.LastPx getLastPx() { QuickFix.LastPx value = new QuickFix.LastPx(); getField(value); return(value); }
public QuickFix.LastPx get(QuickFix.LastPx value) { getField(value); return(value); }
public void set(QuickFix.LastPx value) { setField(value); }
/// <summary> /// Process partial or fully filled /// </summary> /// <param name="myOrder"></param> /// <param name="myExec"></param> private void processFill(ref KaiTrade.Interfaces.Order myOrder, QuickFix.Message myExec) { K2ServiceInterface.ITransaction myTrn = null; try { // if the object supports transactions do the update as a trn myTrn = myOrder as K2ServiceInterface.ITransaction; if (myTrn != null) { myTrn.StartUpdate(); } // Get the currently executed quantity for chain of orders. QuickFix.CumQty myCumQty = new QuickFix.CumQty(); myExec.getField(myCumQty); myOrder.CumQty = myCumQty; // Get quantity open for further execution (order qty - cum qty) QuickFix.LeavesQty myLeavesQty = new QuickFix.LeavesQty(); myExec.getField(myLeavesQty); myOrder.LeavesQty = myLeavesQty; QuickFix.LastPx myLastPx = new QuickFix.LastPx(); if (myExec.isSetField(myLastPx)) { myExec.getField(myLastPx); myOrder.LastPx = myLastPx; } QuickFix.AvgPx myAvgPx = new QuickFix.AvgPx(); if (myExec.isSetField(myAvgPx)) { myExec.getField(myAvgPx); myOrder.AvgPx = myAvgPx; } QuickFix.LastQty myLastQty = new QuickFix.LastQty(); if (myExec.isSetField(myLastQty)) { myExec.getField(myLastQty); myOrder.LastQty = myLastQty; } QuickFix.OrdStatus myOrdStatus = new QuickFix.OrdStatus(); myExec.getField(myOrdStatus); myOrder.OrdStatus = myOrdStatus; // always signal the end of the update if (myTrn != null) { myTrn.EndUpdate(); } } catch (Exception myE) { m_Log.Error("processFill", myE); // always signal the end of the update if (myTrn != null) { myTrn.EndUpdate(); } } }