/*
* public void ExecOrders(object arg)
* {
* NewOrderSingle ordem = (NewOrderSingle)arg;
* long clordid = Convert.ToInt64(DateTime.Now.ToString("yyyyMMddhhmmssfff"));
* bool bRet;
* logger.Info("=====================================> INICIO ========> Regs: " + _times);
* for (int i =0; i<_times; i++)
* {
* ClOrdID xx = new ClOrdID(clordid++.ToString());
* ordem.ClOrdID = xx;
* //Thread.Sleep(1);
* bRet = Session.SendToTarget(ordem, _session.SessionID);
* }
* logger.Info("=====================================> FIM ========> Regs: " + _times);
* }
*/
public bool AlterarOrdem(OrdemInfo ordem, long ini = 0, long fim = 0, long oriini = 0, long orifim = 0, int delay = 0, string mnemonic = "")
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX44.OrderCancelReplaceRequest orderCancelReplaceReq = new QuickFix.FIX44.OrderCancelReplaceRequest();
orderCancelReplaceReq.Set(new OrigClOrdID(ordem.OrigClOrdID));
if (ordem.Account > 0)
{
orderCancelReplaceReq.Set(new Account(ordem.Account.ToString()));
}
if (!string.IsNullOrEmpty(mnemonic))
{
orderCancelReplaceReq.SetField(new Account(mnemonic), true);
}
// Instrument Identification Block
orderCancelReplaceReq.Set(new Symbol(ordem.Symbol));
orderCancelReplaceReq.Set(new SecurityID(ordem.SecurityID));
orderCancelReplaceReq.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL));
if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0)
{
orderCancelReplaceReq.Set(new OrderID(ordem.ExchangeNumberID));
}
orderCancelReplaceReq.Set(new ClOrdID(ordem.ClOrdID));
//ordersingle.set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
orderCancelReplaceReq.Set(new Side(Side.SELL));
}
else
{
orderCancelReplaceReq.Set(new Side(Side.BUY));
}
orderCancelReplaceReq.Set(new Price(Convert.ToDecimal(ordem.Price)));
TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
if (tif != null)
{
orderCancelReplaceReq.Set(tif);
}
orderCancelReplaceReq.Set(new OrderQty(ordem.OrderQty));
if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
{
DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
orderCancelReplaceReq.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
if (ordType != null)
{
orderCancelReplaceReq.Set(ordType);
}
//if (ordem.OrdType == OrdemTipoEnum.StopLimitada )
//{
// ordersingle.set(new StopPx(ordem.StopPx));
//}
orderCancelReplaceReq.Set(new TransactTime(DateTime.Now));
// Cliente
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup1.Set(new PartyID(ordem.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
// Location ID
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0)
{
PartyIDGroup3.Set(new PartyID(ordem.SenderLocation));
}
else
{
PartyIDGroup3.Set(new PartyID("GRA"));
}
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(54));
orderCancelReplaceReq.AddGroup(PartyIDGroup1);
orderCancelReplaceReq.AddGroup(PartyIDGroup2);
orderCancelReplaceReq.AddGroup(PartyIDGroup3);
//BEI - 2012-Nov-14
if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID(ordem.ForeignFirm));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
orderCancelReplaceReq.AddGroup(PartyIDGroup4);
}
if (ordem.Account > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup();
noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString()));
noAllocsGrp.Set(new AllocAcctIDSource(99));
orderCancelReplaceReq.AddGroup(noAllocsGrp);
}
//SelfTradeProtection - 2012-Nov-27
if (ordem.InvestorID != null && ordem.InvestorID.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup5.Set(new PartyID(ordem.InvestorID));
PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup5.Set(new PartyRole(PartyRole.INVESTOR_ID));
orderCancelReplaceReq.AddGroup(PartyIDGroup5);
}
if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader));
PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER));
orderCancelReplaceReq.AddGroup(PartyIDGroup7);
}
// Memo Field
if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0)
{
if (ordem.Memo5149.Length > 50)
{
ordem.Memo5149 = ordem.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, ordem.Memo5149);
orderCancelReplaceReq.SetField(memo5149);
}
bool bRet = false;
if (oriini != 0 && orifim != 0)
{
long times = fim - ini;
logger.Info("=====================================> INICIO ALTERAR ORDEM========> Qtd: " + times);
for (long i = 0; i < times; i++)
{
ClOrdID xx = new ClOrdID(ini.ToString());
OrigClOrdID xx2 = new OrigClOrdID(oriini.ToString());
orderCancelReplaceReq.ClOrdID = xx;
orderCancelReplaceReq.OrigClOrdID = xx2;
bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID);
if (!bRet)
{
logger.Info("erro");
break;
}
if (0 != delay)
{
Thread.Sleep(delay);
}
ini++;
oriini++;
//System.Windows.Forms.Application.DoEvents();
}
logger.Info("=====================================> FIM ALTERAR ORDEM========> Qtd: " + times);
}
else
{
bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID);
}
return(bRet);
}
public bool AlterarOrdem(OrdemInfo ordem)
{
//Cria a mensagem FIX de NewOrderSingle
QuickFix.FIX44.OrderCancelReplaceRequest orderCancelReplaceReq = new QuickFix.FIX44.OrderCancelReplaceRequest();
orderCancelReplaceReq.Set(new OrigClOrdID(ordem.OrigClOrdID));
if (ordem.Account > 0)
{
orderCancelReplaceReq.Set(new Account(ordem.Account.ToString()));
}
// Instrument Identification Block
orderCancelReplaceReq.Set(new Symbol(ordem.Symbol));
orderCancelReplaceReq.Set(new SecurityID(ordem.SecurityID));
orderCancelReplaceReq.Set(new SecurityIDSource(SecurityIDSource.EXCHANGE_SYMBOL));
if (ordem.ExchangeNumberID != null && ordem.ExchangeNumberID.Length > 0)
{
orderCancelReplaceReq.Set(new OrderID(ordem.ExchangeNumberID));
}
orderCancelReplaceReq.Set(new ClOrdID(ordem.ClOrdID));
//ordersingle.set(new IDSource());
if (ordem.Side == OrdemDirecaoEnum.Venda)
{
orderCancelReplaceReq.Set(new Side(Side.SELL));
}
else
{
orderCancelReplaceReq.Set(new Side(Side.BUY));
}
orderCancelReplaceReq.Set(new Price(Convert.ToDecimal(ordem.Price)));
TimeInForce tif = FixMessageUtilities.deOrdemValidadeParaTimeInForce(ordem.TimeInForce);
if (tif != null)
{
orderCancelReplaceReq.Set(tif);
}
orderCancelReplaceReq.Set(new OrderQty(ordem.OrderQty));
if (ordem.TimeInForce == OrdemValidadeEnum.ValidoAteDeterminadaData)
{
DateTime expiredate = Convert.ToDateTime(ordem.ExpireDate);
orderCancelReplaceReq.Set(new ExpireDate(expiredate.ToString("yyyyMMdd")));
}
OrdType ordType = FixMessageUtilities.deOrdemTipoParaOrdType(ordem.OrdType);
if (ordType != null)
{
orderCancelReplaceReq.Set(ordType);
}
//if (ordem.OrdType == OrdemTipoEnum.StopLimitada )
//{
// ordersingle.set(new StopPx(ordem.StopPx));
//}
orderCancelReplaceReq.Set(new TransactTime(DateTime.Now));
// Cliente
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup1 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup1.Set(new PartyID(ordem.ExecBroker));
PartyIDGroup1.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup1.Set(new PartyRole(PartyRole.ENTERING_TRADER));
// Corretora
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup2 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup2.Set(new PartyID("227"));
PartyIDGroup2.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup2.Set(new PartyRole(PartyRole.ENTERING_FIRM));
// Location ID
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup3 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
if (ordem.SenderLocation != null && ordem.SenderLocation.Length > 0)
{
PartyIDGroup3.Set(new PartyID(ordem.SenderLocation));
}
else
{
PartyIDGroup3.Set(new PartyID("GRA"));
}
PartyIDGroup3.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup3.Set(new PartyRole(54));
orderCancelReplaceReq.AddGroup(PartyIDGroup1);
orderCancelReplaceReq.AddGroup(PartyIDGroup2);
orderCancelReplaceReq.AddGroup(PartyIDGroup3);
//BEI - 2012-Nov-14
if (ordem.ForeignFirm != null && ordem.ForeignFirm.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup4 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup4.Set(new PartyID(ordem.ForeignFirm));
PartyIDGroup4.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup4.Set(new PartyRole(PartyRole.FOREIGN_FIRM));
orderCancelReplaceReq.AddGroup(PartyIDGroup4);
}
if (ordem.Account > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup noAllocsGrp = new QuickFix.FIX44.OrderCancelReplaceRequest.NoAllocsGroup();
noAllocsGrp.Set(new AllocAccount(ordem.Account.ToString()));
noAllocsGrp.Set(new AllocAcctIDSource(99));
orderCancelReplaceReq.AddGroup(noAllocsGrp);
}
//SelfTradeProtection - 2012-Nov-27
if (ordem.InvestorID != null && ordem.InvestorID.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup5 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup5.Set(new PartyID(ordem.InvestorID));
PartyIDGroup5.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup5.Set(new PartyRole(PartyRole.INVESTOR_ID));
orderCancelReplaceReq.AddGroup(PartyIDGroup5);
}
if (ordem.ExecutingTrader != null && ordem.ExecutingTrader.Length > 0)
{
QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup PartyIDGroup7 = new QuickFix.FIX44.OrderCancelReplaceRequest.NoPartyIDsGroup();
PartyIDGroup7.Set(new PartyID(ordem.ExecutingTrader));
PartyIDGroup7.Set(new PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));
PartyIDGroup7.Set(new PartyRole(PartyRole.EXECUTING_TRADER));
orderCancelReplaceReq.AddGroup(PartyIDGroup7);
}
// Memo Field
if (ordem.Memo5149 != null && ordem.Memo5149.Length > 0)
{
if (ordem.Memo5149.Length > 50)
{
ordem.Memo5149 = ordem.Memo5149.Substring(0, 50);
}
StringField memo5149 = new StringField(5149, ordem.Memo5149);
orderCancelReplaceReq.SetField(memo5149);
}
bool bRet = Session.SendToTarget(orderCancelReplaceReq, _session.SessionID);
return(bRet);
}