public override object GetField(zHFT.Main.Common.Enums.Fields field)
        {
            OrderFields oField = (OrderFields)field;

            if (oField == OrderFields.ClOrdID)
            {
                return(ClOrderId);
            }
            if (oField == OrderFields.OrigClOrdID)
            {
                return(OrigClOrderId);
            }
            else if (oField == OrderFields.OrderId)
            {
                return(OrderFields.NULL);
            }
            else if (oField == OrderFields.Symbol)
            {
                return(Symbol);
            }
            else
            {
                return(OrderFields.NULL);
            }
        }
Пример #2
0
        public override object GetField(zHFT.Main.Common.Enums.Fields field)
        {
            MarketDataRequestField mdrField = (MarketDataRequestField)field;



            if (mdrField == MarketDataRequestField.Symbol)
            {
                return(Symbol);
            }
            if (mdrField == MarketDataRequestField.Exchange)
            {
                return(MarketDataRequestField.NULL);
            }
            if (mdrField == MarketDataRequestField.SecurityType)
            {
                return(SecurityType.CC);
            }
            if (mdrField == MarketDataRequestField.Currency)
            {
                return(MarketDataRequestField.NULL);
            }
            if (mdrField == MarketDataRequestField.MDReqId)
            {
                return(MdReqId);
            }
            if (mdrField == MarketDataRequestField.SubscriptionRequestType)
            {
                return(SubscriptionRequestType);
            }
            else
            {
                return(MarketDataRequestField.NULL);
            }
        }
Пример #3
0
        public override object GetField(zHFT.Main.Common.Enums.Fields field)
        {
            OrderFields oField = (OrderFields)field;

            if (oField == OrderFields.Symbol)
            {
                return(Symbol);
            }

            return(OrderFields.NULL);
        }
 public override object GetField(zHFT.Main.Common.Enums.Fields field)
 {
     throw new NotImplementedException();
 }
Пример #5
0
        public override object GetField(zHFT.Main.Common.Enums.Fields field)
        {
            OrderFields oField = (OrderFields)field;

            if (LegacyOrderReq == null)
            {
                return(OrderFields.NULL);
            }

            if (oField == OrderFields.ClOrdID)
            {
                return(LegacyOrderReq.ClOrderId);
            }
            if (oField == OrderFields.OrigClOrdID)
            {
                return(LegacyOrderReq);
            }
            else if (oField == OrderFields.SettlType)
            {
                return(LegacyOrderReq);
            }
            else if (oField == OrderFields.SettlDate)
            {
                return(LegacyOrderReq);
            }
            else if (oField == OrderFields.Symbol)
            {
                return(OutgoingSymbol);
            }
            else if (oField == OrderFields.SecurityType)
            {
                return(SecurityType.CC);
            }
            else if (oField == OrderFields.Currency)
            {
                return(Currency.USD);
            }
            else if (oField == OrderFields.Exchange)
            {
                return("Test");
            }
            else if (oField == OrderFields.OrdType)
            {
                return(OrdType.Limit);
            }
            else if (oField == OrderFields.PriceType)
            {
                return(PriceType.FixedAmount);
            }
            else if (oField == OrderFields.Price)
            {
                return(LegacyOrderReq.Price.HasValue ? (decimal?)LegacyOrderReq.Price.Value : null);
            }
            else if (oField == OrderFields.StopPx)
            {
                return(OrderFields.NULL);
            }
            else if (oField == OrderFields.ExpireDate)
            {
                return(OrderFields.NULL);
            }
            else if (oField == OrderFields.ExpireTime)
            {
                return(OrderFields.NULL);
            }
            else if (oField == OrderFields.Side)
            {
                return(GetSide());
            }
            else if (oField == OrderFields.OrderQty)
            {
                return(LegacyOrderReq.Quantity);
            }
            else if (oField == OrderFields.CashOrderQty)
            {
                return(OrderFields.NULL);
            }
            else if (oField == OrderFields.OrderPercent)
            {
                return(OrderFields.NULL);
            }
            else if (oField == OrderFields.TimeInForce)
            {
                return(TimeInForce.Day);//Always Day for the moment
            }
            else if (oField == OrderFields.MinQty)
            {
                return(OrderFields.NULL);
            }
            else if (oField == OrderFields.Account)
            {
                return(LegacyOrderReq.AccountId);
            }
            else if (oField == OrderFields.DecimalPrecission)
            {
                return(OrderFields.NULL);
            }

            return(OrderFields.NULL);
        }