public PriceQtyPopup(OrderRecord or)
{
DataContext = this;
IsCancelled = true;
QtyString = or.OriginalNOS.OrderQty.Obj.ToString();
InitializeComponent();
if (or.OriginalNOS.OrdType.Obj == QuickFix.Fields.OrdType.MARKET)
{
lblPrice.Visibility = Visibility.Collapsed;
txtPrice.Visibility = Visibility.Collapsed;
PriceString = "0";
}
else
PriceString = or.Price.ToString();
}
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>
///
/// </summary>
/// <param name="or"></param>
/// <param name="newQty"></param>
/// <param name="newPrice">ignored if not applicable for order type</param>
/// <param name="customFields">other custom fields to be added</param>
public void CancelReplaceOrder(OrderRecord or, int newQty, decimal newPrice, Dictionary<int, string> customFields)
{
try
{
QuickFix.FIX42.OrderCancelReplaceRequest ocrq = MessageCreator42.OrderCancelReplaceRequest(
customFields, or.OriginalNOS, newQty, newPrice);
ocrq.OrderID = new QuickFix.Fields.OrderID(or.OrderID);
_strategy.ProcessOrderCancelReplaceRequest(or.OriginalNOS, ocrq);
_qfapp.Send(ocrq);
}
catch (Exception e)
{
Trace.WriteLine(e.ToString());
}
}
private void SendOrder(Side side)
{
try
{
Trace.WriteLine(String.Format("Send New Order: Type={0} Side={1} Symbol=[{2}] Qty=[{3}] LimitPrice=[{4}] TIF={5}",
this.OrderType.ToString(), side.ToString(), this.Symbol,
this.OrderQtyString, this.LimitPriceString, this.TimeInForce.ToString()));
Dictionary<int, string> customFieldsDict = new Dictionary<int, string>();
foreach (CustomFieldRecord cfr in this.CustomFields)
customFieldsDict[cfr.Tag] = cfr.Value;
int orderQty = int.Parse(this.OrderQtyString);
decimal limitPrice = decimal.Parse(this.LimitPriceString);
QuickFix.FIX42.NewOrderSingle nos = MessageCreator42.NewOrderSingle(
customFieldsDict,
this.OrderType, side, this.Symbol, orderQty, this.TimeInForce, limitPrice);
OrderRecord r = new OrderRecord(nos);
lock (_ordersLock)
{
Orders.Add(r);
}
_qfapp.Send(nos);
}
catch (Exception e)
{
Trace.WriteLine("Failed to send order\n" + e.ToString());
}
}