public override void onMessage(QuickFix43.NewOrderSingle order, SessionID sessionID)
{
Symbol symbol = new Symbol();
Side side = new Side();
OrdType ordType = new OrdType();
OrderQty orderQty = new OrderQty();
Price price = new Price();
ClOrdID clOrdID = new ClOrdID();
order.get(ordType);
if (ordType.getValue() != OrdType.LIMIT)
{
throw new IncorrectTagValue(ordType.getField());
}
order.get(symbol);
order.get(side);
order.get(orderQty);
order.get(price);
order.get(clOrdID);
QuickFix43.ExecutionReport executionReport = new QuickFix43.ExecutionReport
(genOrderID(),
genExecID(),
new ExecType(ExecType.FILL),
new OrdStatus(OrdStatus.FILLED),
side,
new LeavesQty(0),
new CumQty(orderQty.getValue()),
new AvgPx(price.getValue()));
executionReport.set(clOrdID);
executionReport.set(symbol);
executionReport.set(orderQty);
executionReport.set(new LastQty(orderQty.getValue()));
executionReport.set(new LastPx(price.getValue()));
if (order.isSetAccount())
{
executionReport.set(order.getAccount());
}
try
{
Session.sendToTarget(executionReport, sessionID);
}
catch (SessionNotFound) {}
}
public sealed override void onMessage(QuickFix43.NewOrderSingle message, SessionID session)
{
Fix.Out(new StackTrace(new StackFrame(true)).GetFrame(0).GetMethod().ToString());
}
public override void onMessage(QuickFix43.NewOrderSingle message, SessionID sessionID)
{
process(message, sessionID);
}
public virtual void Send(FIXNewOrderSingle Order)
{
QuickFix.FIX43.NewOrderSingle newOrderSingle = new QuickFix43.NewOrderSingle(new ClOrdID(Order.ClOrdID), new HandlInst(Order.HandlInst), new QuickFix.Side(Order.Side), new TransactTime(Order.TransactTime), new QuickFix.OrdType(Order.OrdType));
if (Order.ContainsField(1))
newOrderSingle.set(new Account(Order.Account));
if (Order.ContainsField(18))
newOrderSingle.set(new ExecInst(Order.ExecInst));
if (Order.ContainsField(110))
newOrderSingle.set(new MinQty(Order.MinQty));
if (Order.ContainsField(111))
newOrderSingle.set(new MaxFloor(Order.MaxFloor));
if (Order.ContainsField(100))
newOrderSingle.set(new ExDestination(Order.ExDestination));
if (Order.ContainsField(81))
newOrderSingle.set(new ProcessCode(Order.ProcessCode));
if (Order.ContainsField(65))
newOrderSingle.set(new SymbolSfx(Order.SymbolSfx));
if (Order.ContainsField(48))
newOrderSingle.set(new SecurityID(Order.SecurityID));
if (Order.ContainsField(167))
newOrderSingle.set(new QuickFix.SecurityType(Order.SecurityType));
if (Order.ContainsField(200))
newOrderSingle.set(new MaturityMonthYear(Order.MaturityMonthYear));
if (Order.ContainsField(202))
newOrderSingle.set(new StrikePrice(Order.StrikePrice));
if (Order.ContainsField(206))
newOrderSingle.set(new OptAttribute(Order.OptAttribute));
if (Order.ContainsField(231))
newOrderSingle.set(new ContractMultiplier(Order.ContractMultiplier));
if (Order.ContainsField(223))
newOrderSingle.set(new CouponRate(Order.CouponRate));
if (Order.ContainsField(207))
newOrderSingle.set(new SecurityExchange(Order.SecurityExchange));
if (Order.ContainsField(106))
newOrderSingle.set(new Issuer(Order.Issuer));
if (Order.ContainsField(348))
newOrderSingle.set(new EncodedIssuerLen(Order.EncodedIssuerLen));
if (Order.ContainsField(349))
newOrderSingle.set(new EncodedIssuer(Order.EncodedIssuer));
if (Order.ContainsField(107))
newOrderSingle.set(new SecurityDesc(Order.SecurityDesc));
if (Order.ContainsField(350))
newOrderSingle.set(new EncodedSecurityDescLen(Order.EncodedSecurityDescLen));
if (Order.ContainsField(351))
newOrderSingle.set(new EncodedSecurityDesc(Order.EncodedSecurityDesc));
if (Order.ContainsField(140))
newOrderSingle.set(new PrevClosePx(Order.PrevClosePx));
if (Order.ContainsField(38))
newOrderSingle.set(new OrderQty(Order.OrderQty));
if (Order.ContainsField(152))
newOrderSingle.set(new CashOrderQty(Order.CashOrderQty));
if (Order.ContainsField(44))
newOrderSingle.set(new Price(Order.Price));
if (Order.ContainsField(99))
newOrderSingle.set(new StopPx(Order.StopPx));
if (Order.ContainsField(15))
newOrderSingle.set(new QuickFix.Currency(Order.Currency));
if (Order.ContainsField(376))
newOrderSingle.set(new ComplianceID(Order.ComplianceID));
if (Order.ContainsField(117))
newOrderSingle.set(new QuoteID(Order.QuoteID));
if (Order.ContainsField(59))
newOrderSingle.set(new QuickFix.TimeInForce(Order.TimeInForce));
if (Order.ContainsField(168))
newOrderSingle.set(new EffectiveTime(Order.EffectiveTime));
if (Order.ContainsField(126))
newOrderSingle.set(new ExpireTime(Order.ExpireTime));
if (Order.ContainsField(427))
newOrderSingle.set(new GTBookingInst(Order.GTBookingInst));
if (Order.ContainsField(12))
newOrderSingle.set(new Commission(Order.Commission));
if (Order.ContainsField(13))
newOrderSingle.set(new QuickFix.CommType(Order.CommType));
if (Order.ContainsField(120))
newOrderSingle.set(new SettlCurrency(Order.SettlCurrency));
if (Order.ContainsField(58))
newOrderSingle.set(new Text(Order.Text));
if (Order.ContainsField(354))
newOrderSingle.set(new EncodedTextLen(Order.EncodedTextLen));
if (Order.ContainsField(355))
newOrderSingle.set(new EncodedText(Order.EncodedText));
if (Order.ContainsField(192))
newOrderSingle.set(new OrderQty2(Order.OrderQty2));
if (Order.ContainsField(203))
newOrderSingle.set(new CoveredOrUncovered(Order.CoveredOrUncovered));
if (Order.ContainsField(210))
newOrderSingle.set(new MaxShow(Order.MaxShow));
if (Order.ContainsField(388))
newOrderSingle.set(new DiscretionInst(Order.DiscretionInst));
try
{
Session.sendToTarget((QuickFix.Message)newOrderSingle, this.fSessionID);
}
catch (Exception ex)
{
Console.WriteLine(BeAEwTZGlZaeOmY5cm.J00weU3cM6(478) + ex.Message);
}
}
