public OrderRecord(QuickFix.FIX42.NewOrderSingle nos)
{
OriginalNOS = nos;
decimal price = -1;
if (nos.OrdType.Obj == QuickFix.Fields.OrdType.LIMIT && nos.IsSetPrice())
{
price = nos.Price.Obj;
}
ClOrdID = nos.ClOrdID.Obj;
Symbol = nos.Symbol.Obj;
Side = FixEnumTranslator.Translate(nos.Side);
OrdType = FixEnumTranslator.Translate(nos.OrdType);
Price = price;
Status = "New";
if (nos.IsSetField(167))
{
SecurityType = FixEnumTranslator.Translate(nos.SecurityType);
}
if (nos.IsSetField(201))
{
CallOrPut = FixEnumTranslator.Translate(nos.PutOrCall);
}
if (nos.IsSetField(202))
{
Strike = nos.StrikePrice.Obj;
}
}
public OrderRecord(QuickFix.FIX42.NewOrderSingle nos)
{
OriginalNOS = nos;
decimal price = -1;
if (nos.OrdType.Obj == QuickFix.Fields.OrdType.LIMIT && nos.IsSetPrice())
{
price = nos.Price.Obj;
}
ClOrdID = nos.ClOrdID.Obj;
Symbol = nos.Symbol.Obj;
Side = FIXApplication.FixEnumTranslator.Translate(nos.Side);
OrdType = FIXApplication.FixEnumTranslator.Translate(nos.OrdType);
Price = price;
Status = "New";
}
public void OnMessage(QuickFix.FIX42.NewOrderSingle msg, QuickFix.SessionID session)
{
try
{
OrderFixBridge r;
lock (locker_)
r = m_orders.AddOrGet(null, msg.ClOrdID.getValue(), session);
if (r.Order != null)
{
RejectNew(session, msg.Symbol.getValue(), msg.ClOrdID.getValue(), Convert.ToInt32(msg.OrderQty.getValue()), Converter.c(msg.Side), "ClOrdID '" + msg.ClOrdID + "'already exists !");
return;
}
QuickFixStaticAcceptor.FromFIX_SendOrder(
r,
msg.Symbol.getValue(),
Converter.c(msg.Side),
Converter.c(msg.OrdType),
msg.IsSetOrderQty() ? Convert.ToInt32(msg.OrderQty.getValue()) : 0,
msg.IsSetPrice() ? Convert.ToDouble(msg.Price.getValue()) : 0,
msg.IsSetStopPx() ? Convert.ToDouble(msg.StopPx.getValue()) : 0,
msg.IsSetText() ? msg.Text.getValue() : string.Empty
);
if (r.Order == null)
{
RejectNew(session, msg.Symbol.getValue(), msg.ClOrdID.getValue(), Convert.ToInt32(msg.OrderQty.getValue()), Converter.c(msg.Side), "NinjaTrader7 returned null on creating order (internal error)");
return;
}
}
catch (Exception e)
{
RejectNew(session, msg.Symbol.getValue(), msg.ClOrdID.getValue(), Convert.ToInt32(msg.OrderQty.getValue()), Converter.c(msg.Side), e.Message);
}
}