public bool AppendMagicDataToOrders(IList <string> OrderIDs)
{
var data = new DataBlock();
foreach (var ID in OrderIDs)
{
var row = new Row();
row.Add(new Field("TYPE", FieldType.StringScalar, "AppendEventData"));
row.Add(new Field("REFERS_TO_ID", FieldType.StringScalar, ID));
// populate the FIX_MSG field just to demonstrate the concept
string sRandomValue;
int r = _rand.Next(100);
sRandomValue = r.ToString() + "%";
row.Add(new Field("FIX_MSG", FieldType.StringScalar, sRandomValue));
const int UPDATE_OVERWRITE_EXISTING = 2;
row.Add(new Field("UPDATE_TYPE", FieldType.IntScalar, UPDATE_OVERWRITE_EXISTING));
data.Add(row);
}
_query.Poke("ORDERS;*;", data.ConvertToBinary());
return(true);
}
public bool CancelOneOrder(string orderID, string msg)
{
var data = new DataBlock();
var row = new Row();
row.Add(new Field("TYPE", FieldType.StringScalar, "UserSubmitCancel"));
row.Add(new Field("REFERS_TO_ID", FieldType.StringScalar, orderID));
if (msg != null && msg.Length > 0)
{
row.Add(new Field("REASON", FieldType.StringScalar, msg));
}
data.Add(row);
_query.Poke("ORDERS;*;", data.ConvertToBinary());
return(true);
}
public bool CreateTrades(IList <Trade> trades)
{
if (trades.Count == 0)
{
return(false);
}
var data = new DataBlock();
foreach (var trade in trades)
{
var row = new Row();
row.Add(new Field("TYPE", FieldType.StringScalar, "UserSubmitStagedOrder"));
row.Add(new Field("BANK", FieldType.StringScalar, Bank));
row.Add(new Field("BRANCH", FieldType.StringScalar, Branch));
row.Add(new Field("CUSTOMER", FieldType.StringScalar, Customer));
row.Add(new Field("DEPOSIT", FieldType.StringScalar, Deposit));
row.Add(new Field("DISP_NAME", FieldType.StringScalar, trade.Symbol));
row.Add(new Field("VOLUME", FieldType.IntScalar, trade.Amount));
row.Add(new Field("VOLUME_TYPE", FieldType.StringScalar, "AsEntered"));
row.Add(new Field("PRICE_TYPE", FieldType.StringScalar, "Market"));
row.Add(new Field("PRICE", FieldType.PriceScalar, new Price("0.0")));
row.Add(new Field("GOOD_UNTIL", FieldType.StringScalar, "DAY"));
string side = trade.Side;
if (side == "Short" || side == "SHORT")
{
side = "SellShort";
}
row.Add(new Field("BUYORSELL", FieldType.StringScalar, side));
if (side == "SellShort")
{
row.Add(new Field("SHORT_LOCATE_ID", FieldType.StringScalar, "GSCO"));
}
row.Add(new Field("EXIT_VEHICLE", FieldType.StringScalar, "NONE"));
row.Add(new Field("CURRENCY", FieldType.StringScalar, "USD"));
row.Add(new Field("ACCT_TYPE", FieldType.IntScalar, 119));
if (trade.Symbol != "BAD")
{
row.Add(new Field("STYP", FieldType.IntScalar, 1)); // STOCK
}
row.Add(new Field("PORTFOLIO_NAME", FieldType.StringScalar, trade.Algo));
row.Add(new Field("ORDER_TAG", FieldType.StringScalar, trade.Algo)); // STOCK
data.Add(row);
}
_query.Poke("ORDERS;*;", data.ConvertToBinary());
/*
* if (_rand.Next(5) == 0)
* {
* var IDs = new List<string>();
*
* foreach (KeyValuePair<string, OrderRecord> entry in _book)
* {
* if (entry.Value.Symbol == "MSFT")
* IDs.Add(entry.Value.OrderID);
* }
* AppendMagicDataToOrders(IDs);
* }
*/
return(true);
}
