/// <summary>
/// Returns the string presentation of the object
/// </summary>
/// <returns>String presentation of the object</returns>
public override string ToString()
{
var sb = new System.Text.StringBuilder();
sb.Append("class OrderResponse {\n");
sb.Append(" OrderID: ").Append(OrderId.ToString()).Append("\n");
sb.Append(" ClOrdID: ").Append(ClOrdId.ToString()).Append("\n");
sb.Append(" ClOrdLinkID: ").Append(ClOrdLinkId.ToString()).Append("\n");
sb.Append(" Account: ").Append(Account.ToString()).Append("\n");
sb.Append(" Symbol: ").Append(Symbol.ToString()).Append("\n");
sb.Append(" Side: ").Append(Side.ToString()).Append("\n");
sb.Append(" OrderQty: ").Append(OrderQty.ToString()).Append("\n");
sb.Append(" Price: ").Append(Price.ToString()).Append("\n");
sb.Append(" DisplayQty: ").Append((DisplayQty == null) ? "null" : DisplayQty.ToString()).Append("\n");
sb.Append(" StopPx: ").Append((StopPx == null) ? "null" : StopPx.ToString()).Append("\n");
sb.Append(" PegOffsetValue: ").Append((PegOffsetValue == null) ? "null" : PegOffsetValue.ToString()).Append("\n");
sb.Append(" PegPriceType: ").Append((PegPriceType == null) ? "null" : PegPriceType.ToString()).Append("\n");
sb.Append(" Currency: ").Append((Currency == null) ? "null" : Currency.ToString()).Append("\n");
sb.Append(" SettlCurrency: ").Append((SettlCurrency == null) ? "null" : SettlCurrency.ToString()).Append("\n");
sb.Append(" OrdType: ").Append((OrdType == null) ? "null" : OrdType.ToString()).Append("\n");
sb.Append(" TimeInForce: ").Append((TimeInForce == null) ? "null" : TimeInForce.ToString()).Append("\n");
sb.Append(" ExecInst: ").Append((ExecInst == null) ? "null" : ExecInst.ToString()).Append("\n");
sb.Append(" ContingencyType: ").Append((ContingencyType == null) ? "null" : ContingencyType.ToString()).Append("\n");
sb.Append(" ExDestination: ").Append((ExDestination == null) ? "null" : ExDestination.ToString()).Append("\n");
sb.Append(" OrdStatus: ").Append((OrdStatus == null) ? "null" : OrdStatus.ToString()).Append("\n");
sb.Append(" Triggered: ").Append((Triggered == null) ? "null" : Triggered.ToString()).Append("\n");
sb.Append(" WorkingIndicator: ").Append((WorkingIndicator == null) ? "null" : WorkingIndicator.ToString()).Append("\n");
sb.Append(" OrdRejReason: ").Append((OrdRejReason == null) ? "null" : OrdRejReason.ToString()).Append("\n");
sb.Append(" LeavesQty: ").Append((LeavesQty == null) ? "null" : LeavesQty.ToString()).Append("\n");
sb.Append(" CumQty: ").Append((CumQty == null) ? "null" : CumQty.ToString()).Append("\n");
sb.Append(" AvgPx: ").Append((AvgPx == null) ? "null" : AvgPx.ToString()).Append("\n");
sb.Append(" MultiLegReportingType: ").Append((MultiLegReportingType == null) ? "null" : MultiLegReportingType.ToString()).Append("\n");
sb.Append(" Text: ").Append((Text == null) ? "null" : Text.ToString()).Append("\n");
sb.Append(" TransactTime: ").Append(TransactTime.ToString()).Append("\n");
sb.Append(" Timestamp: ").Append(Timestamp.ToString()).Append("\n");
sb.Append("}\n");
return(sb.ToString());
}
public void Init(Instrument instrument, OrdType ordType, Side side, byte route)
{
this.Text = string.Format("{0} - {1} {2}", instrument, side, ordType);
int decimalPlaces = PriceFormatHelper.GetDecimalPlaces(instrument);
Decimal num1 = (Decimal)Math.Pow(0.1, (double)decimalPlaces);
this.nudLimitPrice.DecimalPlaces = decimalPlaces;
this.nudStopPrice.DecimalPlaces = decimalPlaces;
this.nudLimitPrice.Increment = num1;
this.nudStopPrice.Increment = num1;
this.nudLimitPrice.Enabled = false;
this.nudStopPrice.Enabled = false;
switch (ordType)
{
case OrdType.Market:
switch (side)
{
case Side.Buy:
this.nudLimitPrice.Value = (Decimal)instrument.Quote.Ask;
this.nudStopPrice.Value = (Decimal)instrument.Quote.Ask;
break;
case Side.Sell:
this.nudLimitPrice.Value = (Decimal)instrument.Quote.Bid;
this.nudStopPrice.Value = (Decimal)instrument.Quote.Bid;
break;
default:
throw new NotSupportedException("Not supported order side - " + ((object)side).ToString());
}
this.cbxTIFs.BeginUpdate();
this.cbxTIFs.Items.Clear();
foreach (OpenQuant.API.TimeInForce timeInForce in Enum.GetValues(typeof (OpenQuant.API.TimeInForce)))
this.cbxTIFs.Items.Add((object)timeInForce);
this.cbxTIFs.SelectedItem = (object)OpenQuant.API.TimeInForce.Day;
this.cbxTIFs.EndUpdate();
if ((int)route > 0)
{
OrderMiniBlotterForm orderMiniBlotterForm = this;
int num2 = orderMiniBlotterForm.Height + 32;
orderMiniBlotterForm.Height = num2;
Button button1 = this.btnSend;
int num3 = button1.Top + 32;
button1.Top = num3;
Button button2 = this.btnCancel;
int num4 = button2.Top + 32;
button2.Top = num4;
GroupBox groupBox = this.groupBox1;
int num5 = groupBox.Height + 32;
groupBox.Height = num5;
Label label = new Label();
label.AutoSize = false;
label.TextAlign = ContentAlignment.MiddleLeft;
label.Location = new Point(16, 144);
label.Size = new Size(70, 20);
label.Text = "Route";
this.groupBox1.Controls.Add((Control)label);
this.cbxRoutes = new ComboBox();
this.cbxRoutes.DropDownStyle = ComboBoxStyle.DropDownList;
this.cbxRoutes.Location = new Point(104, 144);
this.cbxRoutes.Size = new Size(98, 21);
this.cbxRoutes.Sorted = true;
this.groupBox1.Controls.Add((Control)this.cbxRoutes);
this.cbxRoutes.BeginUpdate();
this.cbxRoutes.Items.Clear();
IEnumerator enumerator = ((ProviderList)ProviderManager.ExecutionProviders).GetEnumerator();
try
{
while (enumerator.MoveNext())
{
IExecutionProvider iexecutionProvider = (IExecutionProvider)enumerator.Current;
RouteItem routeItem = new RouteItem(iexecutionProvider.Name, iexecutionProvider.Id);
this.cbxRoutes.Items.Add((object)routeItem);
if ((int)((IProvider)iexecutionProvider).Id == (int)route)
this.cbxRoutes.SelectedItem = (object)routeItem;
}
}
finally
{
IDisposable disposable = enumerator as IDisposable;
if (disposable != null)
disposable.Dispose();
}
if (this.cbxRoutes.Items.Count > 0 && this.cbxRoutes.SelectedItem == null)
this.cbxRoutes.SelectedIndex = 0;
this.cbxRoutes.EndUpdate();
break;
}
else
{
this.cbxRoutes = (ComboBox)null;
break;
}
case OrdType.Limit:
this.nudLimitPrice.Enabled = true;
goto case OrdType.Market;
case OrdType.Stop:
this.nudStopPrice.Enabled = true;
goto case OrdType.Market;
case OrdType.StopLimit:
this.nudLimitPrice.Enabled = true;
this.nudStopPrice.Enabled = true;
goto case OrdType.Market;
default:
throw new NotSupportedException("Not supported order type - " + ordType.ToString());
}
}
public static void ConsistirNovaOrdem(NewOrderSingle nos, string exchange)
{
// Basic order identification
if (string.IsNullOrEmpty(nos.Account.ToString()))
{
throw new ArgumentException("Account field must be provided");
}
if (string.IsNullOrEmpty(nos.ClOrdID.ToString()))
{
throw new ArgumentException("ClOrdID field must be provided");
}
// Instrument Identification Block
if (string.IsNullOrEmpty(nos.Symbol.ToString()))
{
throw new ArgumentException("Symbol must be provided");
}
// "obrigatorio" somente para bmf (nao obrigatorio na mensageria, mas dah erro se enviar
// sem este campo para bmf)
//if (exchange.Equals(ExchangePrefixes.BMF, StringComparison.InvariantCultureIgnoreCase))
//{
// if (string.IsNullOrEmpty(nos.SecurityID.ToString()))
// throw new ArgumentException("SecurityID field must be provided");
//}
if (string.IsNullOrEmpty(nos.OrderQty.ToString()))
{
throw new ArgumentException("OrderQty must be > 0 ");
}
// obrigatorio se for FIX.4.4
if (nos.IsSetField(Tags.NoPartyIDs))
{
try
{
Group partyIDs = nos.GetGroup(1, Tags.NoPartyIDs);
if (string.IsNullOrEmpty(partyIDs.GetField(Tags.PartyID)))
{
throw new ArgumentException("ExecBroker must be provided");
}
}
catch
{
throw new ArgumentException("ExecBroker must be provided");
}
}
// Somente validar se o campo estiver atribuido, nao obrigatorio na mensageria
if (nos.IsSetField(Tags.TimeInForce))
{
TimeInForce tif = nos.TimeInForce;
if (tif == null)
{
throw new ArgumentException("TimeInForce is invalid");
}
if (tif.ToString().Equals(TimeInForce.GOOD_TILL_DATE.ToString()))
{
if (!string.IsNullOrEmpty(nos.ExpireDate.ToString()))
{
DateTime dtExpireDate = DateTime.ParseExact(nos.ExpireDate.ToString(), "yyyyMMdd", CultureInfo.InvariantCulture);
if (dtExpireDate.Date < DateTime.Now.Date)
{
throw new ArgumentException("ExpireDate is invalid");
}
}
else
{
throw new ArgumentException("ExpireDate is invalid");
}
}
}
OrdType ordType = nos.OrdType;
if (ordType == null)
{
throw new ArgumentException("OrdType is invalid");
}
// Verifica envio do preco
switch (ordType.ToString()[0])
{
case OrdType.LIMIT: // OrdemTipoEnum.Limitada:
case OrdType.MARKET_WITH_LEFTOVER_AS_LIMIT: // OrdemTipoEnum.MarketWithLeftOverLimit:
if (nos.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
break;
case OrdType.STOP_LIMIT: // OrdemTipoEnum.StopLimitada:
//case OrdType.STO OrdemTipoEnum.StopStart:
if (nos.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
if (nos.StopPx.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("StopPrice must be > 0");
}
break;
case OrdType.MARKET: // OrdemTipoEnum.Mercado:
case OrdType.ON_CLOSE: //OrdemTipoEnum.OnClose:
break;
default:
if (nos.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
break;
}
if (nos.IsSetMaxFloor())
{
if (nos.MaxFloor.getValue() < new Decimal(0))
{
throw new ArgumentException("MaxFloor must be >= 0");
}
}
if (nos.IsSetMinQty())
{
if (nos.MinQty.getValue() < new Decimal(0))
{
throw new ArgumentException("MinQty must be >= 0");
}
}
}
public static void ConsistirNovaOrdemCross(NewOrderCross noc, string exchange)
{
string strAccount1 = string.Empty;
if (!noc.IsSetCrossID())
{
throw new ArgumentException("CrossID field must be provided");
}
if (!noc.IsSetCrossType())
{
throw new ArgumentException("CrossType field must be provided");
}
if (!noc.IsSetCrossPrioritization())
{
throw new ArgumentException("CrossPriorization field must be provided");
}
if (noc.IsSetNoSides() && noc.NoSides.getValue() == 2)
{
QuickFix.Group grpNoSides = noc.GetGroup(1, Tags.NoSides);
OrdensConsistencia.ProcessGroupNOC(grpNoSides);
grpNoSides = noc.GetGroup(2, Tags.NoSides);
OrdensConsistencia.ProcessGroupNOC(grpNoSides);
}
// Instrument Identification Block
if (string.IsNullOrEmpty(noc.Symbol.ToString()))
{
throw new ArgumentException("Symbol field must be provided");
}
if (exchange.Equals(ExchangePrefixes.BMF, StringComparison.InvariantCultureIgnoreCase))
{
if (string.IsNullOrEmpty(noc.SecurityID.ToString()))
{
throw new ArgumentException("SecurityID field must be provided");
}
}
OrdType ordType = noc.OrdType;
if (ordType == null)
{
throw new ArgumentException("OrdType is invalid");
}
// Verifica envio do preco
bool aux = false;
switch (ordType.ToString()[0])
{
case OrdType.LIMIT: // OrdemTipoEnum.Limitada:
break;
default:
aux = true;
break;
}
if (aux)
{
throw new ArgumentException("OrderType must be 2 - Limit");
}
if (noc.IsSetPrice())
{
if (noc.Price.getValue() <= new Decimal(0))
{
throw new ArgumentException("Must must be >= 0");
}
}
}
public void Init(Instrument instrument, OrdType ordType, Side side, byte route)
{
this.Text = string.Format("{0} - {1} {2}", instrument, side, ordType);
int decimalPlaces = PriceFormatHelper.GetDecimalPlaces(instrument);
Decimal num1 = (Decimal)Math.Pow(0.1, (double)decimalPlaces);
this.nudLimitPrice.DecimalPlaces = decimalPlaces;
this.nudStopPrice.DecimalPlaces = decimalPlaces;
this.nudLimitPrice.Increment = num1;
this.nudStopPrice.Increment = num1;
this.nudLimitPrice.Enabled = false;
this.nudStopPrice.Enabled = false;
switch (ordType)
{
case OrdType.Market:
switch (side)
{
case Side.Buy:
this.nudLimitPrice.Value = (Decimal)instrument.Quote.Ask;
this.nudStopPrice.Value = (Decimal)instrument.Quote.Ask;
break;
case Side.Sell:
this.nudLimitPrice.Value = (Decimal)instrument.Quote.Bid;
this.nudStopPrice.Value = (Decimal)instrument.Quote.Bid;
break;
default:
throw new NotSupportedException("Not supported order side - " + ((object)side).ToString());
}
this.cbxTIFs.BeginUpdate();
this.cbxTIFs.Items.Clear();
foreach (OpenQuant.API.TimeInForce timeInForce in Enum.GetValues(typeof(OpenQuant.API.TimeInForce)))
{
this.cbxTIFs.Items.Add((object)timeInForce);
}
this.cbxTIFs.SelectedItem = (object)OpenQuant.API.TimeInForce.Day;
this.cbxTIFs.EndUpdate();
if ((int)route > 0)
{
OrderMiniBlotterForm orderMiniBlotterForm = this;
int num2 = orderMiniBlotterForm.Height + 32;
orderMiniBlotterForm.Height = num2;
Button button1 = this.btnSend;
int num3 = button1.Top + 32;
button1.Top = num3;
Button button2 = this.btnCancel;
int num4 = button2.Top + 32;
button2.Top = num4;
GroupBox groupBox = this.groupBox1;
int num5 = groupBox.Height + 32;
groupBox.Height = num5;
Label label = new Label();
label.AutoSize = false;
label.TextAlign = ContentAlignment.MiddleLeft;
label.Location = new Point(16, 144);
label.Size = new Size(70, 20);
label.Text = "Route";
this.groupBox1.Controls.Add((Control)label);
this.cbxRoutes = new ComboBox();
this.cbxRoutes.DropDownStyle = ComboBoxStyle.DropDownList;
this.cbxRoutes.Location = new Point(104, 144);
this.cbxRoutes.Size = new Size(98, 21);
this.cbxRoutes.Sorted = true;
this.groupBox1.Controls.Add((Control)this.cbxRoutes);
this.cbxRoutes.BeginUpdate();
this.cbxRoutes.Items.Clear();
IEnumerator enumerator = ((ProviderList)ProviderManager.ExecutionProviders).GetEnumerator();
try
{
while (enumerator.MoveNext())
{
IExecutionProvider iexecutionProvider = (IExecutionProvider)enumerator.Current;
RouteItem routeItem = new RouteItem(iexecutionProvider.Name, iexecutionProvider.Id);
this.cbxRoutes.Items.Add((object)routeItem);
if ((int)((IProvider)iexecutionProvider).Id == (int)route)
{
this.cbxRoutes.SelectedItem = (object)routeItem;
}
}
}
finally
{
IDisposable disposable = enumerator as IDisposable;
if (disposable != null)
{
disposable.Dispose();
}
}
if (this.cbxRoutes.Items.Count > 0 && this.cbxRoutes.SelectedItem == null)
{
this.cbxRoutes.SelectedIndex = 0;
}
this.cbxRoutes.EndUpdate();
break;
}
else
{
this.cbxRoutes = (ComboBox)null;
break;
}
case OrdType.Limit:
this.nudLimitPrice.Enabled = true;
goto case OrdType.Market;
case OrdType.Stop:
this.nudStopPrice.Enabled = true;
goto case OrdType.Market;
case OrdType.StopLimit:
this.nudLimitPrice.Enabled = true;
this.nudStopPrice.Enabled = true;
goto case OrdType.Market;
default:
throw new NotSupportedException("Not supported order type - " + ordType.ToString());
}
}