public void ProcessNewOrderSingle(QuickFix.Message msg, string bolsa, int operador)
{
try
{
NewOrderSingle nos = (NewOrderSingle)msg;
// OBS1: Campos nao atribuidos, nao vem na mensagem;
// OBS2: Esta seguindo a ordem dos campos da tabela
OrderDbInfo order = new OrderDbInfo();
order.ClOrdID = nos.ClOrdID.getValue();
if (bolsa.Equals(ExchangePrefixes.BOVESPA, StringComparison.InvariantCultureIgnoreCase))
{
string acc = nos.Account.getValue();
order.Account = Convert.ToInt32(acc.Remove(acc.Length - 1));
}
else
{
order.Account = Convert.ToInt32(nos.Account.getValue());
}
order.Symbol = nos.Symbol.getValue();
order.SecurityExchangeID = nos.IsSetField(Tags.SecurityID)? nos.SecurityID.getValue(): string.Empty; //Para BMF
order.OrdTypeID = Conversions.Parse2FixOrderType(nos.OrdType.getValue());
order.OrdStatus = (int)FixOrderStatus.NOVA_ORDEM_SOLICITADA; // (nova ordem)
order.TransactTime = nos.TransactTime.getValue();
if (nos.IsSetField(Tags.ExpireDate))
{
order.ExpireDate = DateTime.ParseExact(nos.ExpireDate.getValue() + "235959", "yyyyMMddHHmmss", CultureInfo.InvariantCulture);
}
else
{
order.ExpireDate = DateTime.MinValue;
}
order.TimeInForce = nos.IsSetField(Tags.TimeInForce) ? nos.TimeInForce.getValue().ToString() : "0";
order.ChannelID = operador;
int len = nos.NoPartyIDs.getValue();
for (int i = 0; i < len; i++)
{
Group grp = nos.GetGroup(i + 1, Tags.NoPartyIDs);
if (null != grp)
{
string enteringTrader = grp.GetField(Tags.PartyRole);
if (enteringTrader.Equals(PartyRole.ENTERING_TRADER.ToString()))
{
order.ExecBroker = grp.GetField(Tags.PartyID);
break;
}
}
}
order.Side = Convert.ToInt32(nos.Side.getValue().ToString());
order.OrderQty = Convert.ToInt32(nos.OrderQty.getValue());
order.OrderQtyRemaining = order.OrderQty; // (new order, entao nada foi executado)
order.OrderQtyMin = nos.IsSetField(Tags.MinQty) ? nos.MinQty.getValue() : Decimal.Zero;
order.OrderQtyApar = nos.IsSetField(Tags.MaxFloor) ? nos.MaxFloor.getValue() : Decimal.Zero;
order.Price = nos.IsSetField(Tags.Price) ? nos.Price.getValue() : Decimal.Zero;
order.SystemID = "FixServer";
order.Memo = nos.IsSetField(Tags.Memo) ? nos.GetField(Tags.Memo): string.Empty;
order.FixMsgSeqNum = Convert.ToInt32(nos.Header.GetField(Tags.MsgSeqNum));
order.SessionID = nos.GetSessionID(msg).ToString();
order.SessionIDOriginal = nos.GetString(CustomTags.ORIG_SESSION);
order.IdFix = nos.GetInt(CustomTags.FIXID);
order.MsgFix = nos.ToString().Replace('\x01', '|');
// Para order_detail
order.Description = DescMsg.NOS_OPEN;
order.HandlInst = nos.IsSetField(Tags.HandlInst) ? nos.GetField(Tags.HandlInst) : string.Empty;
if (!_db.InserirOrdem(order))
{
logger.Info("Problemas na insercao da ordem. ClOrdId: " + order.ClOrdID);
}
DropCopyCallbackManager.Instance.EnqueueCallback(order);
}
catch (Exception ex)
{
logger.Error("Problemas no processamento da mensagem NewOrderSingle: " + ex.Message, ex);
}
}
public static void ConsistirNovaOrdem(NewOrderSingle nos, string exchange)
{
// Basic order identification
if (string.IsNullOrEmpty(nos.Account.ToString()))
{
throw new ArgumentException("Account field must be provided");
}
if (string.IsNullOrEmpty(nos.ClOrdID.ToString()))
{
throw new ArgumentException("ClOrdID field must be provided");
}
// Instrument Identification Block
if (string.IsNullOrEmpty(nos.Symbol.ToString()))
{
throw new ArgumentException("Symbol must be provided");
}
// "obrigatorio" somente para bmf (nao obrigatorio na mensageria, mas dah erro se enviar
// sem este campo para bmf)
//if (exchange.Equals(ExchangePrefixes.BMF, StringComparison.InvariantCultureIgnoreCase))
//{
// if (string.IsNullOrEmpty(nos.SecurityID.ToString()))
// throw new ArgumentException("SecurityID field must be provided");
//}
if (string.IsNullOrEmpty(nos.OrderQty.ToString()))
{
throw new ArgumentException("OrderQty must be > 0 ");
}
// obrigatorio se for FIX.4.4
if (nos.IsSetField(Tags.NoPartyIDs))
{
try
{
Group partyIDs = nos.GetGroup(1, Tags.NoPartyIDs);
if (string.IsNullOrEmpty(partyIDs.GetField(Tags.PartyID)))
{
throw new ArgumentException("ExecBroker must be provided");
}
}
catch
{
throw new ArgumentException("ExecBroker must be provided");
}
}
// Somente validar se o campo estiver atribuido, nao obrigatorio na mensageria
if (nos.IsSetField(Tags.TimeInForce))
{
TimeInForce tif = nos.TimeInForce;
if (tif == null)
{
throw new ArgumentException("TimeInForce is invalid");
}
if (tif.ToString().Equals(TimeInForce.GOOD_TILL_DATE.ToString()))
{
if (!string.IsNullOrEmpty(nos.ExpireDate.ToString()))
{
DateTime dtExpireDate = DateTime.ParseExact(nos.ExpireDate.ToString(), "yyyyMMdd", CultureInfo.InvariantCulture);
if (dtExpireDate.Date < DateTime.Now.Date)
{
throw new ArgumentException("ExpireDate is invalid");
}
}
else
{
throw new ArgumentException("ExpireDate is invalid");
}
}
}
OrdType ordType = nos.OrdType;
if (ordType == null)
{
throw new ArgumentException("OrdType is invalid");
}
// Verifica envio do preco
switch (ordType.ToString()[0])
{
case OrdType.LIMIT: // OrdemTipoEnum.Limitada:
case OrdType.MARKET_WITH_LEFTOVER_AS_LIMIT: // OrdemTipoEnum.MarketWithLeftOverLimit:
if (nos.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
break;
case OrdType.STOP_LIMIT: // OrdemTipoEnum.StopLimitada:
//case OrdType.STO OrdemTipoEnum.StopStart:
if (nos.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
if (nos.StopPx.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("StopPrice must be > 0");
}
break;
case OrdType.MARKET: // OrdemTipoEnum.Mercado:
case OrdType.ON_CLOSE: //OrdemTipoEnum.OnClose:
break;
default:
if (nos.Price.getValue() <= new Decimal(0.0))
{
throw new ArgumentException("Price must be > 0");
}
break;
}
if (nos.IsSetMaxFloor())
{
if (nos.MaxFloor.getValue() < new Decimal(0))
{
throw new ArgumentException("MaxFloor must be >= 0");
}
}
if (nos.IsSetMinQty())
{
if (nos.MinQty.getValue() < new Decimal(0))
{
throw new ArgumentException("MinQty must be >= 0");
}
}
}
