public zo21q6cy3fImtUHATQ(SimulationExecutionProvider obj0, FIXNewOrderSingle obj1)
{
this.smCF4MYTNu = new Quote();
this.j57Fjc16NJ = 1E-08;
this.A8bFJItyyx = obj0;
this.PYBF7sahqY = obj1;
this.kUyFaL3cQu = obj0.FillOnBarMode;
this.L27FNaAWTp = obj0.FillAtLimitPrice;
this.yFOFUpVbqt = obj0.FillAtStopPrice;
if (obj1.TradeVolumeDelay == 0)
this.gxTF8gufMx = true;
if ((this.PYBF7sahqY as SingleOrder).OrdType == OrdType.TrailingStop || (this.PYBF7sahqY as SingleOrder).OrdType == OrdType.TrailingStopLimit)
{
switch ((this.PYBF7sahqY as SingleOrder).Side)
{
case Side.Buy:
case Side.BuyMinus:
this.zGRFvN99ge = double.MaxValue;
break;
case Side.Sell:
case Side.SellShort:
this.zGRFvN99ge = double.MinValue;
break;
default:
throw new NotSupportedException("" + obj1.Side.ToString());
}
}
this.A8bFJItyyx.MyIPdEI7fi.Add(this.PYBF7sahqY.ClOrdID, this);
this.dGEFgdOydF();
}
public virtual void Send(FIXNewOrderSingle order)
{
}
public FIXNewOrderSingleEventArgs(FIXNewOrderSingle newOrderSingle)
{
this.NewOrderSingle = newOrderSingle;
}
public NewOrderSingleEventArgs(IExecutionService service, FIXNewOrderSingle order) : base(service)
{
this.Order = order;
}
public virtual void Send(FIXNewOrderSingle Order)
{
QuickFix.FIX42.NewOrderSingle newOrderSingle = new QuickFix42.NewOrderSingle(new ClOrdID(Order.ClOrdID), new HandlInst(Order.HandlInst), new Symbol(Order.Symbol), new QuickFix.Side(Order.Side), new TransactTime(Order.TransactTime), new QuickFix.OrdType(Order.OrdType));
if (Order.ContainsField(1))
newOrderSingle.set(new Account(Order.Account));
if (Order.ContainsField(18))
newOrderSingle.set(new ExecInst(Order.ExecInst));
if (Order.ContainsField(110))
newOrderSingle.set(new MinQty(Order.MinQty));
if (Order.ContainsField(111))
newOrderSingle.set(new MaxFloor(Order.MaxFloor));
if (Order.ContainsField(100))
newOrderSingle.set(new ExDestination(Order.ExDestination));
if (Order.ContainsField(81))
newOrderSingle.set(new ProcessCode(Order.ProcessCode));
if (Order.ContainsField(65))
newOrderSingle.set(new SymbolSfx(Order.SymbolSfx));
if (Order.ContainsField(48))
newOrderSingle.set(new SecurityID(Order.SecurityID));
if (Order.ContainsField(22))
newOrderSingle.set(new IDSource(Order.SecurityIDSource));
if (Order.ContainsField(167))
newOrderSingle.set(new QuickFix.SecurityType(Order.SecurityType));
if (Order.ContainsField(200))
newOrderSingle.set(new MaturityMonthYear(Order.MaturityMonthYear));
if (Order.ContainsField(202))
newOrderSingle.set(new StrikePrice(Order.StrikePrice));
if (Order.ContainsField(206))
newOrderSingle.set(new OptAttribute(Order.OptAttribute));
if (Order.ContainsField(231))
newOrderSingle.set(new ContractMultiplier(Order.ContractMultiplier));
if (Order.ContainsField(223))
newOrderSingle.set(new CouponRate(Order.CouponRate));
if (Order.ContainsField(207))
newOrderSingle.set(new SecurityExchange(Order.SecurityExchange));
if (Order.ContainsField(106))
newOrderSingle.set(new Issuer(Order.Issuer));
if (Order.ContainsField(348))
newOrderSingle.set(new EncodedIssuerLen(Order.EncodedIssuerLen));
if (Order.ContainsField(349))
newOrderSingle.set(new EncodedIssuer(Order.EncodedIssuer));
if (Order.ContainsField(107))
newOrderSingle.set(new SecurityDesc(Order.SecurityDesc));
if (Order.ContainsField(350))
newOrderSingle.set(new EncodedSecurityDescLen(Order.EncodedSecurityDescLen));
if (Order.ContainsField(351))
newOrderSingle.set(new EncodedSecurityDesc(Order.EncodedSecurityDesc));
if (Order.ContainsField(140))
newOrderSingle.set(new PrevClosePx(Order.PrevClosePx));
if (Order.ContainsField(38))
newOrderSingle.set(new OrderQty(Order.OrderQty));
if (Order.ContainsField(152))
newOrderSingle.set(new CashOrderQty(Order.CashOrderQty));
if (Order.ContainsField(44))
newOrderSingle.set(new Price(Order.Price));
if (Order.ContainsField(99))
newOrderSingle.set(new StopPx(Order.StopPx));
if (Order.ContainsField(15))
newOrderSingle.set(new QuickFix.Currency(Order.Currency));
if (Order.ContainsField(376))
newOrderSingle.set(new ComplianceID(Order.ComplianceID));
if (Order.ContainsField(117))
newOrderSingle.set(new QuoteID(Order.QuoteID));
if (Order.ContainsField(59))
newOrderSingle.set(new QuickFix.TimeInForce(Order.TimeInForce));
if (Order.ContainsField(168))
newOrderSingle.set(new EffectiveTime(Order.EffectiveTime));
if (Order.ContainsField(126))
newOrderSingle.set(new ExpireTime(Order.ExpireTime));
if (Order.ContainsField(427))
newOrderSingle.set(new GTBookingInst(Order.GTBookingInst));
if (Order.ContainsField(12))
newOrderSingle.set(new Commission(Order.Commission));
if (Order.ContainsField(13))
newOrderSingle.set(new QuickFix.CommType(Order.CommType));
if (Order.ContainsField(120))
newOrderSingle.set(new SettlCurrency(Order.SettlCurrency));
if (Order.ContainsField(58))
newOrderSingle.set(new Text(Order.Text));
if (Order.ContainsField(354))
newOrderSingle.set(new EncodedTextLen(Order.EncodedTextLen));
if (Order.ContainsField(355))
newOrderSingle.set(new EncodedText(Order.EncodedText));
if (Order.ContainsField(192))
newOrderSingle.set(new OrderQty2(Order.OrderQty2));
if (Order.ContainsField(203))
newOrderSingle.set(new CoveredOrUncovered(Order.CoveredOrUncovered));
if (Order.ContainsField(210))
newOrderSingle.set(new MaxShow(Order.MaxShow));
if (Order.ContainsField(388))
newOrderSingle.set(new DiscretionInst(Order.DiscretionInst));
try
{
Session.sendToTarget((QuickFix.Message)newOrderSingle, this.fSessionID);
}
catch (Exception ex)
{
Console.WriteLine(BeAEwTZGlZaeOmY5cm.J00weU3cM6(1252) + ex.Message);
}
}
public void onMessage(QuickFix.FIX42.NewOrderSingle order, SessionID sessionID)
{
FIXNewOrderSingle fixNewOrderSingle = new FIXNewOrderSingle();
if (order.isSetClOrdID())
fixNewOrderSingle.ClOrdID = order.getClOrdID().getValue();
if (order.isSetAccount())
fixNewOrderSingle.Account = order.getAccount().getValue();
if (order.isSetSettlmntTyp())
fixNewOrderSingle.SettlType = order.getSettlmntTyp().getValue();
if (order.isSetHandlInst())
fixNewOrderSingle.HandlInst = order.getHandlInst().getValue();
if (order.isSetExecInst())
fixNewOrderSingle.ExecInst = order.getExecInst().getValue();
if (order.isSetMinQty())
fixNewOrderSingle.MinQty = order.getMinQty().getValue();
if (order.isSetMaxFloor())
fixNewOrderSingle.MaxFloor = order.getMaxFloor().getValue();
if (order.isSetExDestination())
fixNewOrderSingle.ExDestination = order.getExDestination().getValue();
if (order.isSetProcessCode())
fixNewOrderSingle.ProcessCode = order.getProcessCode().getValue();
if (order.isSetSymbol())
fixNewOrderSingle.Symbol = order.getSymbol().getValue();
if (order.isSetSymbolSfx())
fixNewOrderSingle.SymbolSfx = order.getSymbolSfx().getValue();
if (order.isSetSecurityID())
fixNewOrderSingle.SecurityID = order.getSecurityID().getValue();
if (order.isSetIDSource())
fixNewOrderSingle.SecurityIDSource = order.getIDSource().getValue();
if (order.isSetSecurityType())
fixNewOrderSingle.SecurityType = order.getSecurityType().getValue();
if (order.isSetMaturityMonthYear())
fixNewOrderSingle.MaturityMonthYear = order.getMaturityMonthYear().getValue();
if (order.isSetMaturityDay())
fixNewOrderSingle.MaturityDate = DateTime.Parse(order.getMaturityDay().getValue());
if (order.isSetStrikePrice())
fixNewOrderSingle.StrikePrice = order.getStrikePrice().getValue();
if (order.isSetOptAttribute())
fixNewOrderSingle.OptAttribute = order.getOptAttribute().getValue();
if (order.isSetContractMultiplier())
fixNewOrderSingle.ContractMultiplier = order.getContractMultiplier().getValue();
if (order.isSetCouponRate())
fixNewOrderSingle.CouponRate = order.getCouponRate().getValue();
if (order.isSetSecurityExchange())
fixNewOrderSingle.SecurityExchange = order.getSecurityExchange().getValue();
if (order.isSetIssuer())
fixNewOrderSingle.Issuer = order.getIssuer().getValue();
if (order.isSetEncodedIssuerLen())
fixNewOrderSingle.EncodedIssuerLen = order.getEncodedIssuerLen().getValue();
if (order.isSetEncodedIssuer())
fixNewOrderSingle.EncodedIssuer = order.getEncodedIssuer().getValue();
if (order.isSetSecurityDesc())
fixNewOrderSingle.SecurityDesc = order.getSecurityDesc().getValue();
if (order.isSetEncodedSecurityDescLen())
fixNewOrderSingle.EncodedSecurityDescLen = order.getEncodedSecurityDescLen().getValue();
if (order.isSetEncodedSecurityDesc())
fixNewOrderSingle.EncodedSecurityDesc = order.getEncodedSecurityDesc().getValue();
if (order.isSetPrevClosePx())
fixNewOrderSingle.PrevClosePx = order.getPrevClosePx().getValue();
if (order.isSetSide())
fixNewOrderSingle.Side = order.getSide().getValue();
if (order.isSetTransactTime())
fixNewOrderSingle.TransactTime = order.getTransactTime().getValue();
if (order.isSetOrderQty())
fixNewOrderSingle.OrderQty = order.getOrderQty().getValue();
if (order.isSetCashOrderQty())
fixNewOrderSingle.CashOrderQty = order.getCashOrderQty().getValue();
if (order.isSetOrdType())
fixNewOrderSingle.OrdType = order.getOrdType().getValue();
if (order.isSetPrice())
fixNewOrderSingle.Price = order.getPrice().getValue();
if (order.isSetStopPx())
fixNewOrderSingle.StopPx = order.getStopPx().getValue();
if (order.isSetComplianceID())
fixNewOrderSingle.ComplianceID = order.getComplianceID().getValue();
if (order.isSetIOIid())
fixNewOrderSingle.IOIID = order.getIOIid().getValue();
if (order.isSetQuoteID())
fixNewOrderSingle.QuoteID = order.getQuoteID().getValue();
if (order.isSetTimeInForce())
fixNewOrderSingle.TimeInForce = order.getTimeInForce().getValue();
if (order.isSetEffectiveTime())
fixNewOrderSingle.EffectiveTime = order.getEffectiveTime().getValue();
if (order.isSetExpireTime())
fixNewOrderSingle.ExpireTime = order.getExpireTime().getValue();
if (order.isSetGTBookingInst())
fixNewOrderSingle.GTBookingInst = order.getGTBookingInst().getValue();
if (order.isSetCommission())
fixNewOrderSingle.Commission = order.getCommission().getValue();
if (order.isSetText())
fixNewOrderSingle.Text = order.getText().getValue();
if (order.isSetEncodedTextLen())
fixNewOrderSingle.EncodedTextLen = order.getEncodedTextLen().getValue();
if (order.isSetEncodedText())
fixNewOrderSingle.EncodedText = order.getEncodedText().getValue();
if (order.isSetOrderQty2())
fixNewOrderSingle.OrderQty2 = order.getOrderQty2().getValue();
if (order.isSetCoveredOrUncovered())
fixNewOrderSingle.CoveredOrUncovered = order.getCoveredOrUncovered().getValue();
if (order.isSetMaxShow())
fixNewOrderSingle.MaxShow = order.getMaxShow().getValue();
if (!order.isSetDiscretionInst())
return;
fixNewOrderSingle.DiscretionInst = order.getDiscretionInst().getValue();
}
