示例#1
0
 /// <summary>
 /// Create request for trade history
 /// </summary>
 /// <returns></returns>
 public static Message CreateTradeHistoryRequest()
 {
     QuickFix.FIX44.TradeCaptureReportRequest tradeCaptureReportRequest = new QuickFix.FIX44.TradeCaptureReportRequest();
     tradeCaptureReportRequest.Set(TradeSymbol);
     tradeCaptureReportRequest.Set(new TradeRequestID("order_id"));
     tradeCaptureReportRequest.Set(new TradeRequestType(1)); // must be 1
     return(tradeCaptureReportRequest);
 }
示例#2
0
 /**
  * 请求历史交易
  */
 public static Message createTradeHistoryRequest()
 {
     QuickFix.FIX44.TradeCaptureReportRequest tradeCaptureReportRequest = new QuickFix.FIX44.TradeCaptureReportRequest();
     tradeCaptureReportRequest.Set(new Symbol("BTC/CNY"));
     tradeCaptureReportRequest.Set(new TradeRequestID("order_id"));
     tradeCaptureReportRequest.Set(new TradeRequestType(1));//这里必须是1
     return tradeCaptureReportRequest;
 }
示例#3
0
 /**
  * 请求历史交易
  */
 public static Message createTradeHistoryRequest()
 {
     QuickFix.FIX44.TradeCaptureReportRequest tradeCaptureReportRequest = new QuickFix.FIX44.TradeCaptureReportRequest();
     tradeCaptureReportRequest.Set(new Symbol("BTC/CNY"));
     tradeCaptureReportRequest.Set(new TradeRequestID("order_id"));
     tradeCaptureReportRequest.Set(new TradeRequestType(1));    //这里必须是1
     return(tradeCaptureReportRequest);
 }