public static string OptionOrder(string accountNumber, SideOfOrder_t side, string underlying, Cfi_t cfi,
PositionEffect_t positionEffect, DateTime expireDate, double strike, int contracts,
TimeInForce_t time, OrderType_t type, double limitPrice) {
StringBuilder fixml = new StringBuilder(HEADER);
// TODO: Support Buy To Cover
fixml.AppendFormat(@"<Order TmInForce=""{0}"" Typ=""{1}"" Side=""{2}"" Px=""{3}"" PosEfct=""{4}"" Acct=""{5}"">",
time.GetHashCode(), type.GetHashCode(), side.GetHashCode(), limitPrice, positionEffect.GetHashCode(), accountNumber);
fixml.AppendFormat(@"<Instrmt CFI=""{0}"" SecTyp=""{1}"" MatDt=""{2:yyyy-MM-dd}T00:00:00.000-05:00"" StrkPx=""{3}"" Sym=""{4}""/>",
cfi.ToString(), SecurityType_t.OPT.ToString(), expireDate, strike, underlying);
fixml.AppendFormat(@"<OrdQty Qty=""{0}""/>", contracts);
fixml.AppendFormat(@"</Order>");
fixml.AppendFormat(FOOTER);
return fixml.ToString();
}
public static string StockOrder(string accountNumber, SideOfOrder_t side, string symbol, int shares,
TimeInForce_t time, OrderType_t type, double limitPrice) {
StringBuilder fixml = new StringBuilder(HEADER);
// TODO: Support Buy To Cover
fixml.AppendFormat(@"<Order TmInForce=""{0}"" Typ=""{1}"" Side=""{2}"" Px=""{3}"" Acct=""{4}"">",
time.GetHashCode(), type.GetHashCode(), side.GetHashCode(), limitPrice, accountNumber);
fixml.AppendFormat(@"<Instrmt SecTyp=""{0}"" Sym=""{1}""/>", SecurityType_t.CS.ToString(), symbol);
fixml.AppendFormat(@"<OrdQty Qty=""{0}""/>", shares.ToString());
fixml.AppendFormat(@"</Order>");
fixml.AppendFormat(FOOTER);
return fixml.ToString();
}
