public void OnMessage(QuickFix.FIX42.OrderCancelRequest msg, QuickFix.SessionID session)
{
try
{
ProcessOrderCancelRequest(session, msg.ClOrdID, msg.OrigClOrdID);
}
catch (Exception e)
{
RejectCancelRequest(session, msg.ClOrdID, msg.OrigClOrdID, null, "OnMessage(QuickFix.FIX42.OrderCancelRequest msg, QuickFix.SessionID session): internal error : " + e.ToString()
, QuickFix.Fields.CxlRejReason.OTHER, false);
}
}
private QuickFix.FIX42.OrderCancelRequest QueryOrderCancelRequest42()
{
QuickFix.FIX42.OrderCancelRequest orderCancelRequest = new QuickFix.FIX42.OrderCancelRequest(
QueryOrigClOrdID(),
QueryClOrdID(),
QuerySymbol(),
QuerySide(),
new TransactTime(DateTime.Now));
orderCancelRequest.Set(QueryOrderQty());
QueryHeader(orderCancelRequest.Header);
return(orderCancelRequest);
}
public int cancelOrder(OrderStruct os)
{//will add check in case of already filled, no cancel.
OrderDAO ord = new OrderDAO();
OrderStruct dbos = new OrderStruct(11, 8);
if (ord.getOrderFromDB(os.OrderNo, ref dbos) < 0)
{
Console.WriteLine("Error : Unable to get order details from DB");
return(-1);
}
Console.WriteLine("DBG: truct val");
dbos.display();
string ordStatus = new string(dbos.OrderStatus);
//if(ordStatus.Equals("CANCELED") || ordStatus.Equals("COMPLETED"))
//{
// Console.WriteLine("Order is already "+ordStatus);
// return -1;
//}
Console.WriteLine("Order No [" + dbos.OrderNo + "] : Status [" + ordStatus + "]");
//return -1;
int ordNo = ord.cancelOrder(ref dbos);
if (ordNo < 0)
{
return(-1);
}
Console.WriteLine("TODO: Send FIX - cancel for os.ID");
//Send FIX - cancel for os.ID
OrigClOrdID origCLOrdID = new OrigClOrdID(Convert.ToString(dbos.fixAcceptedID));
ClOrdID OrdId = new ClOrdID(Convert.ToString(ordNo));
string symboldata = sanitiseField(os.symbol);
Symbol symbol = new Symbol(symboldata);
Side side = new Side(Side.BUY);
if (os.direction == 'S')
{
side = new Side(Side.SELL);
}
Console.WriteLine("cancelling origOrdId : " + dbos.fixAcceptedID + " newOrdId : " + ordNo);
Console.WriteLine("symboldata : " + symboldata + " side : " + side);
var orderCan = new QuickFix.FIX42.OrderCancelRequest(origCLOrdID, OrdId, symbol, side,
new TransactTime(DateTime.Now.ToUniversalTime()));
Session.SendToTarget(orderCan, FixClient.MySess);
return(os.OrderNo);
}
public static long GetOrderIdFromMessage(QuickFix.FIX42.OrderCancelRequest msg)
{
if (!msg.IsSetOrderID())
{
throw new IncorrectTagValue(msg.OrderID.Tag);
}
var idString = msg.OrderID.getValue();
long id;
if (!string.IsNullOrEmpty(idString) && long.TryParse(idString, out id))
{
return(id);
}
throw new IncorrectTagValue(msg.OrderID.Tag);
}
public void OnMessage(QuickFix.FIX42.OrderCancelRequest msg, SessionID s)
{
string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID";
QuickFix.FIX42.OrderCancelReject ocj = new QuickFix.FIX42.OrderCancelReject(
new OrderID(orderid), msg.ClOrdID, msg.OrigClOrdID, new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REQUEST));
ocj.CxlRejReason = new CxlRejReason(CxlRejReason.UNKNOWN_ORDER);
ocj.Text = new Text("Executor does not support order cancels");
try
{
Session.SendToTarget(ocj, s);
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
}
/// <summary>
/// Cancel Limit order
/// </summary>
/// <param name="order"></param>
public void CancelLimitOrder(Order order)
{
try
{
// Create FIX order
QuickFix.FIX42.OrderCancelRequest orderCancelRequest = OrderCancelRequest(order);
// Send request
Session.SendToTarget(orderCancelRequest, _orderSessionId);
if (Logger.IsDebugEnabled)
{
Logger.Debug("Cancel Order Sent " + order, _type.FullName, "CancelLimitOrder");
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "CancelLimitOrder");
}
}
public void CancelOrder(OrderRecord or)
{
try
{
QuickFix.FIX42.OrderCancelRequest ocq = new QuickFix.FIX42.OrderCancelRequest(
new QuickFix.Fields.OrigClOrdID(or.ClOrdID),
MessageCreator42.GenerateClOrdID(),
new QuickFix.Fields.Symbol(or.Symbol),
or.OriginalNOS.Side,
new QuickFix.Fields.TransactTime(DateTime.Now));
ocq.OrderID = new QuickFix.Fields.OrderID(or.OrderID);
_strategy.ProcessOrderCancelRequest(or.OriginalNOS, ocq);
_qfapp.Send(ocq);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
/// <summary>
/// Creates a FIX4.2 OrderCancelRequest message for Redi
/// </summary>
/// <param name="order"></param>
/// <returns></returns>
public QuickFix.FIX42.OrderCancelRequest OrderCancelRequest(Order order)
{
QuickFix.FIX42.OrderCancelRequest orderCancelRequest = new QuickFix.FIX42.OrderCancelRequest();
QuickFix.Fields.ClOrdID clOrdId = new QuickFix.Fields.ClOrdID(DateTime.Now.ToString(("yyMMddHmsfff")));
orderCancelRequest.SetField(clOrdId);
QuickFix.Fields.OrigClOrdID origClOrdId = new QuickFix.Fields.OrigClOrdID(order.OrderID);
orderCancelRequest.SetField(origClOrdId);
QuickFix.Fields.Symbol symbol = new QuickFix.Fields.Symbol(order.Security.Symbol);
orderCancelRequest.SetField(symbol);
QuickFix.Fields.Side side = new QuickFix.Fields.Side(Convert.ToChar(order.OrderSide));
orderCancelRequest.SetField(side);
QuickFix.Fields.TransactTime transactTime = new QuickFix.Fields.TransactTime(order.OrderDateTime);
orderCancelRequest.SetField(transactTime);
QuickFix.Fields.Currency currency = new QuickFix.Fields.Currency(order.OrderCurrency);
orderCancelRequest.SetField(currency);
return(orderCancelRequest);
}
public void ProcessOrderCancelRequest(QuickFix.FIX42.NewOrderSingle nos, QuickFix.FIX42.OrderCancelRequest msg)
{
}
public void CancelOrder(OrderRecord or)
{
try
{
QuickFix.FIX42.OrderCancelRequest ocq = new QuickFix.FIX42.OrderCancelRequest(
new QuickFix.Fields.OrigClOrdID(or.ClOrdID),
MessageCreator42.GenerateClOrdID(),
new QuickFix.Fields.Symbol(or.Symbol),
or.OriginalNOS.Side,
new QuickFix.Fields.TransactTime(DateTime.Now));
ocq.OrderID = new QuickFix.Fields.OrderID(or.OrderID);
_strategy.ProcessOrderCancelRequest(or.OriginalNOS, ocq);
_qfapp.Send(ocq);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
/// <summary>
/// Send order cancel request message for order specified by TTOrderKey (QuickFix.Fields.OrderID)
/// </summary>
/// <param name="TTOrderkey"></param>
public void ttOrderCancelRequest(string TTOrderkey)
{
try
{
QuickFix.FIX42.OrderCancelRequest ocr = new QuickFix.FIX42.OrderCancelRequest();
ocr.Set(new QuickFix.Fields.ClOrdID(uniqueID()));
ocr.Set(new QuickFix.Fields.OrderID(TTOrderkey));
QuickFix.Session.SendToTarget(ocr, orderSessionID);
}
catch (Exception ex)
{ log.WriteLog(ex.ToString());}
}
public void OnMessage(QuickFix.FIX42.OrderCancelRequest msg, SessionID sessionID)
{
_fix42MessageHandler.OnMessage(msg, sessionID);
}
private QuickFix.FIX42.OrderCancelRequest QueryOrderCancelRequest42()
{
QuickFix.FIX42.OrderCancelRequest orderCancelRequest = new QuickFix.FIX42.OrderCancelRequest(
QueryOrigClOrdID(),
QueryClOrdID(),
QuerySymbol(),
QuerySide(),
new TransactTime(DateTime.Now));
orderCancelRequest.Set(QueryOrderQty());
QueryHeader(orderCancelRequest.Header);
return orderCancelRequest;
}
