public static Message CreateOrderCancelRequest(int orderID) { QuickFix.FIX44.OrderCancelRequest orderCancelRequest = new QuickFix.FIX44.OrderCancelRequest(); orderCancelRequest.Set(new ClOrdID("123")); return(orderCancelRequest); }
/** * 取消订单请求 */ public static Message createOrderCancelRequest() { QuickFix.FIX44.OrderCancelRequest OrderCancelRequest = new QuickFix.FIX44.OrderCancelRequest(); OrderCancelRequest.Set(new ClOrdID("QQAAAA")); OrderCancelRequest.Set(new OrigClOrdID("110296341"));//订单编号 OrderCancelRequest.Set(new Side('1')); //1买入;2卖出 OrderCancelRequest.Set(new Symbol("LTC/CNY")); //BTC/CNY or LTC/CNY OrderCancelRequest.Set(new TransactTime(DateTime.Now)); return OrderCancelRequest; }
/// <summary> /// Create request for order cancellation /// </summary> /// <param name="order"></param> /// <returns></returns> public static Message CreateOrderCancelRequest(Order order) { QuickFix.FIX44.OrderCancelRequest OrderCancelRequest = new QuickFix.FIX44.OrderCancelRequest(); OrderCancelRequest.Set(new ClOrdID(GetFreeID)); OrderCancelRequest.Set(new OrigClOrdID(order.ClientOrderID.ToString())); OrderCancelRequest.Set(new Side(order.Side)); OrderCancelRequest.Set(TradeSymbol); OrderCancelRequest.Set(new TransactTime(DateTime.Now)); return(OrderCancelRequest); }
/** * 取消订单请求 */ public static Message createOrderCancelRequest() { QuickFix.FIX44.OrderCancelRequest OrderCancelRequest = new QuickFix.FIX44.OrderCancelRequest(); OrderCancelRequest.Set(new ClOrdID("QQAAAA")); OrderCancelRequest.Set(new OrigClOrdID("110296341")); //订单编号 OrderCancelRequest.Set(new Side('1')); //1买入;2卖出 OrderCancelRequest.Set(new Symbol("LTC/CNY")); //BTC/CNY or LTC/CNY OrderCancelRequest.Set(new TransactTime(DateTime.Now)); return(OrderCancelRequest); }
private void QueryCancelOrder() { Console.WriteLine("\nOrderCancelRequest"); QuickFix.FIX44.OrderCancelRequest m = QueryOrderCancelRequest44(); if (m != null && QueryConfirm("Cancel order")) { SendMessage(m); } }
private QuickFix.FIX44.OrderCancelRequest QueryOrderCancelRequest44() { QuickFix.FIX44.OrderCancelRequest orderCancelRequest = new QuickFix.FIX44.OrderCancelRequest( QueryOrigClOrdID(), QueryClOrdID(), QuerySymbol(), QuerySide(), new TransactTime(DateTime.Now)); orderCancelRequest.Set(QueryOrderQty()); return(orderCancelRequest); }
private void CancelOrder(string exchange, string clientOrderId, string exchangeOrderId, string symbol, bool isBuy) { var cancelOrder = new QuickFix.FIX44.OrderCancelRequest(); cancelOrder.OrigClOrdID = new QuickFix.Fields.OrigClOrdID(clientOrderId); cancelOrder.ClOrdID = new QuickFix.Fields.ClOrdID(clientOrderId); if (exchangeOrderId != null) { cancelOrder.OrderID = new QuickFix.Fields.OrderID(exchangeOrderId); } cancelOrder.SecurityExchange = new QuickFix.Fields.SecurityExchange(exchange); cancelOrder.Side = new QuickFix.Fields.Side(isBuy ? '1' : '2'); cancelOrder.Symbol = new QuickFix.Fields.Symbol(symbol); cancelOrder.TransactTime = new QuickFix.Fields.TransactTime(DateTime.Now.ToUniversalTime()); SendMessage(cancelOrder); }
public static long GetOrderIdFromMessage(QuickFix.FIX44.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.FIX44.OrderCancelRequest msg, SessionID s) { string orderid = (msg.IsSetOrderID()) ? msg.OrderID.Obj : "unknown orderID"; QuickFix.FIX44.OrderCancelReject ocj = new QuickFix.FIX44.OrderCancelReject( new OrderID(orderid), msg.ClOrdID, msg.OrigClOrdID, new OrdStatus(OrdStatus.REJECTED), new CxlRejResponseTo(CxlRejResponseTo.ORDER_CANCEL_REQUEST)); ocj.CxlRejReason = new CxlRejReason(CxlRejReason.OTHER); ocj.Text = new Text("Executor does not support order cancels"); try { Session.SendToTarget(ocj, s); } catch (Exception ex) { Console.WriteLine(ex.ToString()); } }
public void CancelOrder(OrderRecord or) { try { QuickFix.FIX44.OrderCancelRequest ocq = new QuickFix.FIX44.OrderCancelRequest( new QuickFix.Fields.OrigClOrdID(or.ClOrdID), MessageCreator44.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()); } }
public void OrderCancelRequest(string strOrigClOrdID, char chSide) { try { if (m_SessionID == null) { return; } string strCIOrdID = "KYO" + DateTime.UtcNow.ToString("yyyyMMddHHmmssffff"); QuickFix.FIX44.OrderCancelRequest orderCancelRequest = new QuickFix.FIX44.OrderCancelRequest(); orderCancelRequest.Set(new OrigClOrdID(strOrigClOrdID)); orderCancelRequest.Set(new ClOrdID(strCIOrdID)); orderCancelRequest.Set(new Side(chSide)); orderCancelRequest.Set(new TransactTime(DateTime.UtcNow)); Session.SendToTarget(orderCancelRequest, m_SessionID); Logger.Instance().Log($"REQUEST (OrderCancelRequest) => {orderCancelRequest.ToString()}"); } catch (Exception ex) { Logger.Instance().LogToFile(ex.ToString()); } }
public void ProcessOrderCancelRequest(QuickFix.FIX44.NewOrderSingle nos, QuickFix.FIX44.OrderCancelRequest msg) { }
private QuickFix.FIX44.OrderCancelRequest QueryOrderCancelRequest44() { QuickFix.FIX44.OrderCancelRequest orderCancelRequest = new QuickFix.FIX44.OrderCancelRequest( QueryOrigClOrdID(), QueryClOrdID(), QuerySymbol(), QuerySide(), new TransactTime(DateTime.Now)); orderCancelRequest.Set(QueryOrderQty()); return orderCancelRequest; }