/// <summary>
/// genera un mensaje especifico para Dukascopy
/// </summary>
/// <param name="clOrdID"></param>
/// <param name="price"></param>
/// <param name="ordType"></param>
/// <param name="timeInForce"></param>
/// <param name="symbol"></param>
/// <param name="orderQty"></param>
/// <param name="side"></param>
/// <param name="expireTime"></param>
/// <param name="account"></param>
/// <param name="slippage"></param>
public static void SubmitOrder(ClOrdID clOrdID, decimal?price, OrdType ordType, TimeInForce timeInForce, Symbol symbol, OrderQty orderQty, Side side, ExpireTime expireTime, Account account, decimal?slippage)
{
QuickFix44.NewOrderSingle message = new QuickFix44.NewOrderSingle(
clOrdID,
side,
new TransactTime(DateTime.UtcNow),
ordType);
if (price.HasValue)
{
message.set(new Price((double)price.Value));
}
message.set(timeInForce);
message.set(symbol);
message.set(orderQty);
if (expireTime != null)
{
message.set(expireTime);
}
if (account != null)
{
message.set(account);
}
if (slippage.HasValue)
{
message.setDouble(7011, (double)slippage.Value);
}
Credential dukascopyCredential = CredentialFactory.GetCredential(Counterpart.Dukascopy);
Session.sendToTarget(message, dukascopyCredential.TradingSenderCompID, dukascopyCredential.TradingTargetCompID);
}
public void exampleTrading(AccountsWindow accounts, RatesWindow rates, char direction)
{
exampleRunning = true;
if (instruments == null)
{
instruments = rates.symbols();
}
foreach (QuickFix.Symbol instrument in rates.symbols())
{
// place a market order on each available account
foreach (QuickFix.Account account in accounts.accounts())
{
// create a NewOrderSingle Market
QuickFix44.NewOrderSingle order = new QuickFix44.NewOrderSingle(
new QuickFix.ClOrdID(sessionID + "-" + DateTime.Now.Ticks + "-" + nextID().ToString()),
new QuickFix.Side(direction),
new QuickFix.TransactTime(),
new QuickFix.OrdType(QuickFix.OrdType.MARKET)
);
order.set(account);
order.set(instrument);
// get the minimum quantity from the RatesWindow
order.set(new QuickFix.OrderQty(rates.minQty(instrument)));
order.set(new QuickFix.TimeInForce(QuickFix.TimeInForce.GOOD_TILL_CANCEL));
order.set(new QuickFix.SecondaryClOrdID("fix_example_test"));
// sent the order to the API
send(order, sessionID);
// write note to the log
Console.WriteLine(
"An order for {0:N0} {1} on {2} placed on {3}",
order.getOrderQty().getValue(),
((order.getSide().getValue() == 2) ? "Sell" : "Buy"),
order.getSymbol().getValue(),
order.getAccount().getValue()
);
}
}
}
