public ExecutionReport( QuickFix.Fields.OrderID aOrderID, QuickFix.Fields.ExecID aExecID, QuickFix.Fields.ExecTransType aExecTransType, QuickFix.Fields.OrdStatus aOrdStatus, QuickFix.Fields.Symbol aSymbol, QuickFix.Fields.Side aSide, QuickFix.Fields.OrderQty aOrderQty, QuickFix.Fields.LastShares aLastShares, QuickFix.Fields.LastPx aLastPx, QuickFix.Fields.CumQty aCumQty, QuickFix.Fields.AvgPx aAvgPx ) : this() { this.OrderID = aOrderID; this.ExecID = aExecID; this.ExecTransType = aExecTransType; this.OrdStatus = aOrdStatus; this.Symbol = aSymbol; this.Side = aSide; this.OrderQty = aOrderQty; this.LastShares = aLastShares; this.LastPx = aLastPx; this.CumQty = aCumQty; this.AvgPx = aAvgPx; }
public OrderCancelReject( QuickFix.Fields.OrderID aOrderID, QuickFix.Fields.ClOrdID aClOrdID ) : this() { this.OrderID = aOrderID; this.ClOrdID = aClOrdID; }
public void TCRGroupFieldGetterSetterTest() { QuickFix.FIX44.TradeCaptureReport.NoSidesGroup noSides = new QuickFix.FIX44.TradeCaptureReport.NoSidesGroup(); OrderID ordId = new OrderID("fooey"); Assert.That(noSides.IsSet(ordId), Is.False); Assert.That(noSides.IsSetOrderID(), Is.False); noSides.Set(ordId); Assert.That(noSides.IsSet(ordId), Is.True); Assert.That(noSides.IsSetOrderID(), Is.True); Assert.That(noSides.OrderID.getValue(), Is.EqualTo("fooey")); }
public OrderCancelReject( QuickFix.Fields.OrderID aOrderID, QuickFix.Fields.ClOrdID aClOrdID, QuickFix.Fields.OrdStatus aOrdStatus, QuickFix.Fields.CxlRejResponseTo aCxlRejResponseTo ) : this() { this.OrderID = aOrderID; this.ClOrdID = aClOrdID; this.OrdStatus = aOrdStatus; this.CxlRejResponseTo = aCxlRejResponseTo; }
public OrderCancelReject( QuickFix.Fields.OrderID aOrderID, QuickFix.Fields.ClOrdID aClOrdID, QuickFix.Fields.OrigClOrdID aOrigClOrdID, QuickFix.Fields.OrdStatus aOrdStatus ) : this() { this.OrderID = aOrderID; this.ClOrdID = aClOrdID; this.OrigClOrdID = aOrigClOrdID; this.OrdStatus = aOrdStatus; }
public DontKnowTrade( QuickFix.Fields.OrderID aOrderID, QuickFix.Fields.ExecID aExecID, QuickFix.Fields.DKReason aDKReason, QuickFix.Fields.Symbol aSymbol, QuickFix.Fields.Side aSide ) : this() { this.OrderID = aOrderID; this.ExecID = aExecID; this.DKReason = aDKReason; this.Symbol = aSymbol; this.Side = aSide; }
/// <summary> /// Creates a FIX4.4 OrderCancelRequest message for Fxcm /// </summary> /// <param name="order"></param> /// <returns></returns> public QuickFix.FIX44.OrderCancelRequest OrderCancelRequest(Order order) { char orderSide = default(char); if (order.OrderSide == Constants.OrderSide.BUY) { orderSide = Side.BUY; } else if (order.OrderSide == Constants.OrderSide.SELL) { orderSide = Side.SELL; } if (orderSide.Equals(default(char))) { _logger.Error("Invalid Order Side", _type.FullName, "OrderCancelRequest"); return(null); } QuickFix.FIX44.OrderCancelRequest orderCancelRequest = new QuickFix.FIX44.OrderCancelRequest(); QuickFix.Fields.OrderID orderId = new QuickFix.Fields.OrderID(order.BrokerOrderID); orderCancelRequest.SetField(orderId); QuickFix.Fields.OrigClOrdID origClOrdId = new QuickFix.Fields.OrigClOrdID(order.OrderID); orderCancelRequest.SetField(origClOrdId); QuickFix.Fields.ClOrdID clOrdId = new QuickFix.Fields.ClOrdID(DateTime.Now.ToString(("yyMMddHmsfff"))); orderCancelRequest.SetField(clOrdId); var account = new QuickFix.Fields.Account(_account); orderCancelRequest.SetField(account); QuickFix.Fields.Symbol symbol = new QuickFix.Fields.Symbol(order.Security.Symbol); orderCancelRequest.SetField(symbol); QuickFix.Fields.Side side = new QuickFix.Fields.Side(orderSide); orderCancelRequest.SetField(side); QuickFix.Fields.TransactTime transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime); orderCancelRequest.SetField(transactTime); QuickFix.Fields.Product product = new QuickFix.Fields.Product(FixCommon.Constants.Product.Currency); orderCancelRequest.SetField(product); return(orderCancelRequest); }
public void Set(QuickFix.Fields.OrderID val) { this.OrderID = val; }
public bool IsSet(QuickFix.Fields.OrderID val) { return(IsSetOrderID()); }
public QuickFix.Fields.OrderID Get(QuickFix.Fields.OrderID val) { GetField(val); return(val); }
public void set(OrderID field) { // 37 SetField(field); }