public override object GetField(zHFT.Main.Common.Enums.Fields field)
{
OrderFields oField = (OrderFields)field;
if (oField == OrderFields.ClOrdID)
{
return(ClOrderId);
}
if (oField == OrderFields.OrigClOrdID)
{
return(OrigClOrderId);
}
else if (oField == OrderFields.OrderId)
{
return(OrderFields.NULL);
}
else if (oField == OrderFields.Symbol)
{
return(Symbol);
}
else
{
return(OrderFields.NULL);
}
}
public override object GetField(zHFT.Main.Common.Enums.Fields field)
{
MarketDataRequestField mdrField = (MarketDataRequestField)field;
if (mdrField == MarketDataRequestField.Symbol)
{
return(Symbol);
}
if (mdrField == MarketDataRequestField.Exchange)
{
return(MarketDataRequestField.NULL);
}
if (mdrField == MarketDataRequestField.SecurityType)
{
return(SecurityType.CC);
}
if (mdrField == MarketDataRequestField.Currency)
{
return(MarketDataRequestField.NULL);
}
if (mdrField == MarketDataRequestField.MDReqId)
{
return(MdReqId);
}
if (mdrField == MarketDataRequestField.SubscriptionRequestType)
{
return(SubscriptionRequestType);
}
else
{
return(MarketDataRequestField.NULL);
}
}
public override object GetField(zHFT.Main.Common.Enums.Fields field)
{
OrderFields oField = (OrderFields)field;
if (oField == OrderFields.Symbol)
{
return(Symbol);
}
return(OrderFields.NULL);
}
public override object GetField(zHFT.Main.Common.Enums.Fields field)
{
throw new NotImplementedException();
}
public override object GetField(zHFT.Main.Common.Enums.Fields field)
{
OrderFields oField = (OrderFields)field;
if (LegacyOrderReq == null)
{
return(OrderFields.NULL);
}
if (oField == OrderFields.ClOrdID)
{
return(LegacyOrderReq.ClOrderId);
}
if (oField == OrderFields.OrigClOrdID)
{
return(LegacyOrderReq);
}
else if (oField == OrderFields.SettlType)
{
return(LegacyOrderReq);
}
else if (oField == OrderFields.SettlDate)
{
return(LegacyOrderReq);
}
else if (oField == OrderFields.Symbol)
{
return(OutgoingSymbol);
}
else if (oField == OrderFields.SecurityType)
{
return(SecurityType.CC);
}
else if (oField == OrderFields.Currency)
{
return(Currency.USD);
}
else if (oField == OrderFields.Exchange)
{
return("Test");
}
else if (oField == OrderFields.OrdType)
{
return(OrdType.Limit);
}
else if (oField == OrderFields.PriceType)
{
return(PriceType.FixedAmount);
}
else if (oField == OrderFields.Price)
{
return(LegacyOrderReq.Price.HasValue ? (decimal?)LegacyOrderReq.Price.Value : null);
}
else if (oField == OrderFields.StopPx)
{
return(OrderFields.NULL);
}
else if (oField == OrderFields.ExpireDate)
{
return(OrderFields.NULL);
}
else if (oField == OrderFields.ExpireTime)
{
return(OrderFields.NULL);
}
else if (oField == OrderFields.Side)
{
return(GetSide());
}
else if (oField == OrderFields.OrderQty)
{
return(LegacyOrderReq.Quantity);
}
else if (oField == OrderFields.CashOrderQty)
{
return(OrderFields.NULL);
}
else if (oField == OrderFields.OrderPercent)
{
return(OrderFields.NULL);
}
else if (oField == OrderFields.TimeInForce)
{
return(TimeInForce.Day);//Always Day for the moment
}
else if (oField == OrderFields.MinQty)
{
return(OrderFields.NULL);
}
else if (oField == OrderFields.Account)
{
return(LegacyOrderReq.AccountId);
}
else if (oField == OrderFields.DecimalPrecission)
{
return(OrderFields.NULL);
}
return(OrderFields.NULL);
}