C# (CSharp) QuickFix.Fields TimeInForce 예제들

예제 #1

파일: GtxOrderExecutionProvider.cs 프로젝트: w1r2p1/tradesharp-core

        /// <summary>
        /// Creates a FIX4.3 NewOrderSingle message for GTX
        /// </summary>
        /// <param name="order"></param>
        /// <returns></returns>
        public QuickFix.FIX43.NewOrderSingle NewOrderSingle(Order order)
        {
            var newOrderSingle = new QuickFix.FIX43.NewOrderSingle();

            var clOrdId = new QuickFix.Fields.ClOrdID(order.OrderID);

            newOrderSingle.SetField(clOrdId);

            var symbol = new QuickFix.Fields.Symbol(order.Security.Symbol);

            newOrderSingle.SetField(symbol);

            var side = new QuickFix.Fields.Side(Convert.ToChar(order.OrderSide));

            newOrderSingle.SetField(side);

            var transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime);

            newOrderSingle.SetField(transactTime);

            var orderQty = new QuickFix.Fields.OrderQty(order.OrderSize);

            newOrderSingle.SetField(orderQty);

            var minQty = new QuickFix.Fields.MinQty(order.OrderSize);

            newOrderSingle.SetField(minQty);

            //only limit and market orders are supported.
            if (order.GetType() == typeof(LimitOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.LIMIT));
                newOrderSingle.Set(new Price(((LimitOrder)order).LimitPrice));
            }
            else if (order.GetType() == typeof(MarketOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.MARKET));
            }

            var tif = new QuickFix.Fields.TimeInForce(FixCommon.Converter.ConvertTif.GetFixValue(order.OrderTif));

            newOrderSingle.SetField(tif);

            var execInst = new QuickFix.Fields.ExecInst(ExecInst.BEST_EXECUTION);

            newOrderSingle.SetField(execInst);

            var currency = new QuickFix.Fields.Currency(order.OrderCurrency);

            newOrderSingle.SetField(currency);

            return(newOrderSingle);
        }

예제 #2

파일: NewOrderSingle.cs 프로젝트: RemiGaudin/quickfixn

 public void Set(QuickFix.Fields.TimeInForce val) 
 { 
     this.TimeInForce = val;
 }

예제 #3

파일: MarketDefinition.cs 프로젝트: ckiaraM/quickfixn

 public bool IsSet(QuickFix.Fields.TimeInForce val)
 {
     return(IsSetTimeInForce());
 }

예제 #4

파일: MarketDefinition.cs 프로젝트: ckiaraM/quickfixn

 public QuickFix.Fields.TimeInForce Get(QuickFix.Fields.TimeInForce val)
 {
     GetField(val);
     return(val);
 }

예제 #5

파일: MarketDefinition.cs 프로젝트: ckiaraM/quickfixn

 public void Set(QuickFix.Fields.TimeInForce val)
 {
     this.TimeInForce = val;
 }

예제 #6

파일: ForexwareOrderExecutionProvider.cs 프로젝트: w1r2p1/tradesharp-forexware-connector

        /// <summary>
        /// Creates a FIX4.4 NewOrderSingle message for Forexware
        /// </summary>
        /// <param name="order"></param>
        /// <returns></returns>
        public QuickFix.FIX44.NewOrderSingle NewOrderSingle(Order order)
        {
            var newOrderSingle = new QuickFix.FIX44.NewOrderSingle();

            var clOrdId = new QuickFix.Fields.ClOrdID(order.OrderID);

            newOrderSingle.SetField(clOrdId);

            var handlInst = new QuickFix.Fields.HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE);

            newOrderSingle.SetField(handlInst);

            //set order side
            if (order.OrderSide == Constants.OrderSide.BUY)
            {
                newOrderSingle.Set(new Side(Side.BUY));
            }
            else if (order.OrderSide == Constants.OrderSide.SELL)
            {
                newOrderSingle.Set(new Side(Side.SELL));
            }

            var symbol = new QuickFix.Fields.Symbol(order.Security.Symbol);

            newOrderSingle.SetField(symbol);

            var transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime);

            newOrderSingle.SetField(transactTime);

            var orderQty = new QuickFix.Fields.OrderQty(order.OrderSize);

            newOrderSingle.SetField(orderQty);

            //limit, market and stop orders are supported.
            if (order.GetType() == typeof(LimitOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.LIMIT));
                newOrderSingle.Set(new Price(((LimitOrder)order).LimitPrice));
            }
            else if (order.GetType() == typeof(MarketOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.MARKET));
            }
            else if (order.GetType() == typeof(StopOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.STOP));

                // set StopPX field
                // TODO: add StopPx field
            }

            var account = new QuickFix.Fields.Account(_account);

            newOrderSingle.SetField(account);

            if (order.GetType() == typeof(LimitOrder) || order.GetType() == typeof(StopOrder))
            {
                var tif = new QuickFix.Fields.TimeInForce(FixCommon.Converter.ConvertTif.GetFixValue(order.OrderTif));
                newOrderSingle.SetField(tif);
            }

            return(newOrderSingle);
        }

예제 #7

파일: IntegralOrderExecutionProvider.cs 프로젝트: w1r2p1/tradesharp-core

        /// <summary>
        /// Creates a FIX4.3 NewOrderSingle message for Integral
        /// </summary>
        /// <param name="order"></param>
        /// <returns></returns>
        public QuickFix.FIX43.NewOrderSingle NewOrderSingle(Order order)
        {
            var newOrderSingle = new QuickFix.FIX43.NewOrderSingle();

            var clOrdId = new QuickFix.Fields.ClOrdID(order.OrderID);

            newOrderSingle.SetField(clOrdId);

            var securityType = new QuickFix.Fields.SecurityType(FixCommon.Constants.SecurityType.ForeignExchangeContract);

            newOrderSingle.SetField(securityType);

            var symbol = new QuickFix.Fields.Symbol(order.Security.Symbol);

            newOrderSingle.SetField(symbol);

            var product = new QuickFix.Fields.Product(FixCommon.Constants.Product.Currency);

            newOrderSingle.SetField(product);

            //set order side
            if (order.OrderSide == Constants.OrderSide.BUY)
            {
                newOrderSingle.Set(new Side(Side.BUY));
            }
            else if (order.OrderSide == Constants.OrderSide.SELL)
            {
                newOrderSingle.Set(new Side(Side.SELL));
            }

            var transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime);

            newOrderSingle.SetField(transactTime);

            var orderQty = new QuickFix.Fields.OrderQty(order.OrderSize);

            newOrderSingle.SetField(orderQty);

            var minQty = new QuickFix.Fields.MinQty(order.OrderSize);

            newOrderSingle.SetField(minQty);

            //only limit and market orders are supported.
            if (order.GetType() == typeof(LimitOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.LIMIT));
                newOrderSingle.Set(new Price(((LimitOrder)order).LimitPrice));
            }
            else if (order.GetType() == typeof(MarketOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.MARKET));
            }

            var maxShow = new QuickFix.Fields.MaxShow(order.OrderSize);

            newOrderSingle.SetField(maxShow);

            var tif = new QuickFix.Fields.TimeInForce(FixCommon.Converter.ConvertTif.GetFixValue(order.OrderTif));

            newOrderSingle.SetField(tif);

            var execInst = new QuickFix.Fields.ExecInst(ExecInst.BEST_EXECUTION);

            newOrderSingle.SetField(execInst);

            var currency = new QuickFix.Fields.Currency(order.OrderCurrency);

            newOrderSingle.SetField(currency);

            var handlInst = new QuickFix.Fields.HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE);

            newOrderSingle.SetField(handlInst);

            return(newOrderSingle);
        }

예제 #8

        /// <summary>
        /// Creates a FIX4.2 NewOrderSingle message for Redi
        /// </summary>
        /// <param name="order"></param>
        /// <returns></returns>
        public QuickFix.FIX42.NewOrderSingle NewOrderSingle(Order order)
        {
            var newOrderSingle = new QuickFix.FIX42.NewOrderSingle();

            var clOrdId = new QuickFix.Fields.ClOrdID(order.OrderID);

            newOrderSingle.SetField(clOrdId);

            if (!string.IsNullOrEmpty(_account))
            {
                var account = new QuickFix.Fields.Account(_account);
                newOrderSingle.SetField(account);
            }

            var currency = new QuickFix.Fields.Currency(order.OrderCurrency);

            newOrderSingle.SetField(currency);

            var handlInst = new QuickFix.Fields.HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE);

            newOrderSingle.SetField(handlInst);

            //only limit and market orders are supported.
            if (order.GetType() == typeof(LimitOrder))
            {
                var execInst = new QuickFix.Fields.ExecInst("h");
                newOrderSingle.SetField(execInst);

                newOrderSingle.Set(new OrdType(OrdType.LIMIT));
                newOrderSingle.Set(new Price(((LimitOrder)order).LimitPrice));
            }
            else if (order.GetType() == typeof(MarketOrder))
            {
                newOrderSingle.Set(new OrdType(OrdType.MARKET));
            }

            var orderQty = new QuickFix.Fields.OrderQty(order.OrderSize);

            newOrderSingle.SetField(orderQty);

            var exDestination = new QuickFix.Fields.ExDestination(";");

            newOrderSingle.SetField(exDestination);

            var country = new QuickFix.Fields.DeliverToLocationID("1");

            newOrderSingle.SetField(country);

            var side = new QuickFix.Fields.Side(Convert.ToChar(order.OrderSide));

            newOrderSingle.SetField(side);

            var symbol = new QuickFix.Fields.Symbol(order.Security.Symbol);

            newOrderSingle.SetField(symbol);

            var tif = new QuickFix.Fields.TimeInForce(FixCommon.Converter.ConvertTif.GetFixValue(order.OrderTif));

            newOrderSingle.SetField(tif);

            var transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime);

            newOrderSingle.SetField(transactTime);

            return(newOrderSingle);
        }