/// <summary>
/// Pulls order specified
/// </summary>
/// <param name="order">order info object</param>
/// <returns></returns>
public bool PullOrder(OrderInfo order)
{
if (order.Instrument == null)
{
LogFileWriter.TraceEvent(TraceEventType.Error, "Attempt to pull an order {0} with no structure defined", order.ToString());
return false;
}
//MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgNewOrderSingle
FIXMessage message = order.CreateFixMessage(MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgNewOrderSingle);
Account account = m_AccountManagement.FindAccount(order.AccountID, message);
if (account != null)
{
account.ApplyDefaults(order.Instrument.SecurityExchange, message);
message.MsgType = MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgOrderCancelRequest;
message.set_AsNumber(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESVAOState, 0);
m_Router.SendMsg((EASYROUTERCOMCLIENTLib.IFIXMessage)message);
return true;
}
return false;
}
/// <summary>
/// Submit new order
/// </summary>
/// <param name="newOrder">Deatils fo teh order to be placed</param>
/// <returns></returns>
public bool SubmitNewOrder(OrderInfo newOrder,Hashtable table)
{
//add defaults
MESSAGEFIX3Lib.FIXMsgConstants MsgType = MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgNewOrderSingle;
FIXMessage message = newOrder.CreateFixMessage(MsgType);
if (message == null)
return false;
Account account = m_AccountManagement.FindAccount(newOrder.AccountID, message);
if (account != null)
{
account.ApplyDefaults(newOrder.Instrument.SecurityExchange, message);
if(table.Count > 0)
account.ApplyDefaults(newOrder.Instrument.SecurityExchange, message,table);
return m_Router.SendMsg((EASYROUTERCOMCLIENTLib.IFIXMessage)message);
}
return false;
}
/// <summary>
/// Pass in the order information to be modified
/// </summary>
/// <param name="order">order info object</param>
/// <param name="dPrice">new price - enter old price if unchanged</param>
/// <param name="nVolume">new volume - enter old volume if unchanged</param>
/// <returns></returns>
public bool EditOrder(OrderInfo order, double? dPrice, int nVolume)
{
bool bRetVal = true;
switch (order.ExecutionReportStatus)
{
case Status.PendingNew:
case Status.PendingReplace:
case Status.PendingActivate:
case Status.PendingCancel:
case Status.Cancelled:
case Status.Fill:
LogFileWriter.TraceEvent(TraceEventType.Error, "Attempt to edit an order {0} with invalid execution report status {1}", order.ToString(), order.ExecutionReportStatus.ToString());
return false;
}
if (order.Instrument == null)
{
LogFileWriter.TraceEvent(TraceEventType.Error, "Attempt to edit an order {0} with no structure defined", order.ToString());
return false;
}
FIXMessage message = order.CreateFixMessage(MESSAGEFIX3Lib.FIXMsgConstants.esFIXMsgOrderModifyRequest);
Account account = m_AccountManagement.FindAccount(order.AccountID, message);
if (account != null)
{
account.ApplyDefaults(order.Instrument.SecurityExchange, message);
message.RemoveGroup(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagOrderQty);
message.RemoveGroup(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagLeavesQty);
int nDelta = nVolume - order.LeavesQty;
int nOrderQty = order.OrderQty + nDelta;
message.set_AsNumber(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagOrderQty, nOrderQty);
message.set_AsNumber(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagLeavesQty, nVolume);
message.set_AsNumber(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagESOrderDeltaQty, nDelta);
message.RemoveGroup(EASYROUTERCOMCLIENTLib.FIXTagConstants.esFIXTagPrice);
if (dPrice.HasValue)
message.set_AsDouble(MESSAGEFIX3Lib.FIXTagConstants.esFIXTagPrice, dPrice.Value);
bRetVal = m_Router.SendMsg((EASYROUTERCOMCLIENTLib.IFIXMessage)message);
}
else
{
bRetVal = false;
}
return bRetVal;
}