public Message CreateNewOrderSingleMessage(string symbol,
MarketSide marketSide,
string clOrdID,
TradingAccount account,
decimal price,
decimal quantity,
OrderType orderType,
string execID)
{
var fOrdType = TranslateFixFields.Translate(orderType);
var fSide = TranslateFixFields.Translate(marketSide);
var fSymbol = new Symbol(symbol);
var fTransactTime = new TransactTime(DateTime.Now);
var fClOrdID = new ClOrdID(clOrdID);
var nos = new NewOrderSingle(fClOrdID,
fSymbol,
fSide,
fTransactTime,
fOrdType)
{
OrderQty = new OrderQty(quantity),
TimeInForce = new TimeInForce(TimeInForce.GOOD_TILL_CANCEL)
};
if (orderType == OrderType.Limit)
{
nos.Price = new Price(price);
}
return(nos);
}
public static void PlaceNewSingleOrder()
{
QuickFix44.NewOrderSingle order = new QuickFix44.NewOrderSingle();
#region Order Details
QuickFix.OrderQty orderQty = new QuickFix.OrderQty(10); order.setField(orderQty);
QuickFix.Symbol symbol = new QuickFix.Symbol("EGS48031C016"); order.setField(symbol);
QuickFix.SecurityID secID = new QuickFix.SecurityID("EGS48031C016"); order.setField(secID);
QuickFix.Side side = new QuickFix.Side(Side.SELL); order.setField(side);
QuickFix.OrdType ordType = new QuickFix.OrdType(OrdType.LIMIT); order.setField(ordType);
QuickFix.Price price = new QuickFix.Price(10); order.setField(price);
Currency currency = new Currency("EGP"); order.setField(currency);
Account acc = new Account("1003"); order.setField(acc);
QuickFix.PartyID custody = new PartyID("5004"); order.setField(custody);
TimeInForce tif = new TimeInForce(TimeInForce.DAY); order.setField(tif);
IDSource ids = new IDSource("4"); order.setField(ids);
TransactTime tt = new TransactTime(DateTime.Now); order.setField(tt);
//SenderSubID ss = new SenderSubID("05095a"); order.setField(ss);
#endregion Order Details
#region Fix Order Message IDs
QuickFix.ClOrdID clOrdID = new ClOrdID(Guid.NewGuid().ToString());
order.setField(clOrdID);
#endregion Fix Order Message IDs
#region Exchange
ExDestination exd = new ExDestination("CA"); order.setField(exd);
TradingSessionID tradSession = new TradingSessionID("NOPL"); order.setField(tradSession);
#endregion Exchange
Session.sendToTarget(order, _app.SessionID);
}
//35 = D
public override void onMessage(QuickFix42.NewOrderSingle message, SessionID sessionID)
{
Console.WriteLine("Receive message " + message.getHeader().getField(35) + ", session: " + sessionID.toString());
try
{
ClOrdID clordid = message.getClOrdID();
string clord = clordid.getValue();
Side side = message.getSide();
char s = side.getValue();
OrdType ordtype = message.getOrdType();
char ord = ordtype.getValue();
TransactTime time = message.getTransactTime();
DateTime dt = time.getValue();
QuickFix42.ExecutionReport executionReport = new QuickFix42.ExecutionReport(new OrderID("neworderid"), new ExecID("Hehe")
, new ExecTransType(ExecTransType.CORRECT), new ExecType(ExecType.NEW), new OrdStatus(OrdStatus.DONE_FOR_DAY),
new Symbol("VND"), new Side(Side.BUY), new LeavesQty(1), new CumQty(2), new AvgPx(100));
bool x = Session.sendToTarget(executionReport, sessionID);
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
}
}
public override string ToXml()
{
StringBuilder sb = new StringBuilder("<AlarmInfo>");
try
{
sb.Append("<SystemContext>" + SystemContext.MonitorSystem.Name + "</SystemContext>");
sb.Append("<ID>" + ID + "</ID>");
sb.Append("<Sender>" + Sender + "</Sender>");
IVisionMonitorConfig config = this.Monitor.Config as IVisionMonitorConfig;
if (config != null)
{
sb.Append("<VideoSource>" + config.VisionParamConfig.VSName + "</VideoSource>");
}
sb.Append("<AlarmType>" + (int)EventType + "</AlarmType>");
sb.Append("<GuardLevel>" + (int)GuardLevel + "</GuardLevel>");
sb.Append("<AreaIndex>" + AreaIndex + "</AreaIndex>");
sb.Append("<AreaType>" + (int)AreaType + "</AreaType>");
sb.Append("<AlertOpt>" + (int)AlertOpt + "</AlertOpt>");
sb.Append("<AlarmTime>" + AlarmTime.ToString("yyyy-MM-dd HH:mm:ss") + "</AlarmTime>");
sb.Append("<TransactTime>" + TransactTime.ToString("yyyy-MM-dd HH:mm:ss") + "</TransactTime>");
sb.Append("<Transactor>" + Transactor + "</Transactor>");
}
finally
{
sb.Append("</AlarmInfo>");
}
return(sb.ToString());
}
public void NewOrder(string clrID, char handinst, char sideID, char orderType, string symbolID, string exchange, float?price, long Quantity)
{
ClOrdID clOrdID = new ClOrdID(clrID);
HandlInst inst = new HandlInst('1');//似乎国信只支持直通私有
Side side = new Side(sideID);
OrdType ordType = new OrdType(orderType);
Symbol symbol = new Symbol(symbolID);
TransactTime time = new TransactTime();
QuickFix42.NewOrderSingle message = new QuickFix42.NewOrderSingle(clOrdID, inst, symbol, side, time, ordType);
message.setString(38, Quantity.ToString());
if (ordType.getValue() == OrdType.LIMIT)
{
message.setString(44, price.Value.ToString());
}
message.setString(15, "CNY");
if (exchange == "SH")
{
message.setString(207, "XSHG");
}
else if (exchange == "SZ")
{
message.setString(207, "XSHE");
}
SendToServer(message);
}
//[System.Runtime.CompilerServices.MethodImpl(System.Runtime.CompilerServices.MethodImplOptions.Synchronized)]
public static void PlaceNewSingleOrder(string _clOrderID, string _clientID, string _securityCode, int _quantity, double _price, string _custodyCode,
char _orderSide, char _orderType, string currencyCode, string exDestination, char _timeInForce, string groupID,
char handleInst, DateTime expiration, bool hasAON, int minQty)
{
QuickFix44.NewOrderSingle order = new QuickFix44.NewOrderSingle();
#region Order Details
QuickFix.OrderQty orderQty = new QuickFix.OrderQty(_quantity); order.setField(orderQty);
QuickFix.Symbol symbol = new QuickFix.Symbol(_securityCode); order.setField(symbol);
QuickFix.SecurityID secID = new QuickFix.SecurityID(_securityCode); order.setField(secID);
QuickFix.Side side = new QuickFix.Side(_orderSide); order.setField(side);
QuickFix.OrdType ordType = new QuickFix.OrdType(_orderType); order.setField(ordType);
QuickFix.Price price = new QuickFix.Price(_price); order.setField(price);
Currency currency = new Currency(currencyCode); order.setField(currency);
Account acc = new Account(_clientID); order.setField(acc);
//QuickFix.ClearingFirm custody = new ClearingFirm(_custodyCode);order.setField(custody);
QuickFix.PartyID custody = new PartyID(_custodyCode); order.setField(custody);
//QuickFix.PartyRole pr = new PartyRole(PartyRole.CUSTODIAN); order.setField(pr);
//QuickFix.NoPartyIDs npid = new NoPartyIDs(1); order.setField(npid);
//QuickFix.PartyIDSource pid = new PartyIDSource(PartyIDSource.PROPRIETARY); order.setField(pid);
TimeInForce tif = new TimeInForce(_timeInForce); order.setField(tif);
IDSource ids = new IDSource("4"); order.setField(ids);
TransactTime tt = new TransactTime(DateTime.Now); order.setField(tt);
//SenderSubID ss = new SenderSubID("05095a"); order.setField(ss);
if (_timeInForce == QuickFix.TimeInForce.GOOD_TILL_DATE)
{
ExpireDate ed = new ExpireDate(expiration.ToString("yyyyMMdd")); order.setField(ed);
//ExpireTime et = new ExpireTime(new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, DateTime.Now.Hour + 4, 0, 0)); order.setField(et);
ExpireTime et = new ExpireTime(expiration); order.setField(et);
}
if (hasAON)
{
order.setField(new ExecInst(ExecInst.ALL_OR_NONE.ToString()));
order.setField(new MinQty(minQty));
}
#endregion Order Details
#region Fix Order Message IDs
QuickFix.ClOrdID clOrdID = new QuickFix.ClOrdID(string.Format("{0}{1}", _wcfMsgPrefix, _clOrderID));
order.setField(clOrdID);
#endregion Fix Order Message IDs
#region Reporting
//QuickFix.HandlInst handlInst = new QuickFix.HandlInst(QuickFix.HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION); order.setField(handlInst);
QuickFix.HandlInst handlInst = new QuickFix.HandlInst(handleInst); order.setField(handlInst);
#endregion Reporting
#region Exchange
ExDestination exd = new ExDestination(exDestination); order.setField(exd);
TradingSessionID tradSession = new TradingSessionID(groupID); order.setField(tradSession);
#endregion Exchange
Session.sendToTarget(order, _sessionID);
}
public void DateTimeFieldNanoTest()
{
fieldmap.SetField(new StringField(Tags.TransactTime, "20200309-20:53:10.643649215"));
TransactTime tt = new TransactTime();
fieldmap.GetField(tt);
// Ticks resolution is 100 nanoseconds, so we lose the last 2 decimal points
Assert.That(tt.Obj.Ticks, Is.EqualTo(637193839906436492));
}
public Message NewOrder(MDEntryGroup entryGroup, double quantity)
{
bool isInvertedSecurity = entryGroup.OwnerEntry.IsInverted;
Message message = null;
Account account = new Account(GetOrderSession().getSenderCompID().ToLower());
ClOrdID clOrdId = new ClOrdID("ClOrd_" + Guid.NewGuid());
HandlInst handlInst = new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION);
OrdType ordType = new OrdType(OrdType.LIMIT);
TimeInForce timeInForce = new TimeInForce(TimeInForce.FILL_OR_KILL);
TransactTime transactTime = new TransactTime();
Price price = new Price(entryGroup.MDEntryPx);
SecurityExchange securityExchange = new SecurityExchange(entryGroup.OwnerEntry.SecurityExchange);
SecurityType securityType = new SecurityType(entryGroup.OwnerEntry.SecurityType);
Symbol symbol = new Symbol(entryGroup.OwnerEntry.Symbol);
SecurityID securityId = new SecurityID(entryGroup.OwnerEntry.SecurityID);
OrderQty orderQty = new OrderQty(quantity);
Side side = null;
switch (entryGroup.MDEntryType)
{
case MDEntryType.BID:
side = new Side(Side.SELL);
break;
case MDEntryType.OFFER:
side = new Side(Side.BUY);
break;
default:
throw new Exception("Undefined entry type.");
}
//if (isInvertedSecurity && side.getValue() == Side.BUY)
// price = new Price(-price.getValue());
message = new QuickFix42.NewOrderSingle();
((QuickFix42.NewOrderSingle) message).set(account);
((QuickFix42.NewOrderSingle) message).set(clOrdId);
((QuickFix42.NewOrderSingle) message).set(side);
((QuickFix42.NewOrderSingle) message).set(transactTime);
((QuickFix42.NewOrderSingle) message).set(ordType);
((QuickFix42.NewOrderSingle) message).set(price);
((QuickFix42.NewOrderSingle) message).set(orderQty);
((QuickFix42.NewOrderSingle) message).set(securityId);
((QuickFix42.NewOrderSingle) message).set(securityExchange);
((QuickFix42.NewOrderSingle) message).set(timeInForce);
((QuickFix42.NewOrderSingle) message).set(securityType);
return message;
}
public void DateTimeFieldTest()
{
fieldmap.SetField(new DateTimeField(Tags.TransactTime, new DateTime(2009, 12, 10)));
TransactTime tt = new TransactTime();
fieldmap.GetField(tt);
Assert.That(new DateTime(2009, 12, 10), Is.EqualTo(tt.Obj));
fieldmap.SetField(new TransactTime(new DateTime(2010, 12, 10)));
fieldmap.GetField(tt);
Assert.That(new DateTime(2010, 12, 10), Is.EqualTo(tt.getValue()));
}
public void CancelOrder(string oriID, string clrID, char sideID, string symbolID)
{
OrigClOrdID origClOrdID = new OrigClOrdID(oriID);
ClOrdID clOrdID = new ClOrdID(clrID);
Side side = new Side(sideID);
Symbol symbol = new Symbol(symbolID);
TransactTime time = new TransactTime();
QuickFix42.OrderCancelRequest message = new QuickFix42.OrderCancelRequest(origClOrdID, clOrdID, symbol, side, time);
message.setInt(38, 0);//委托数量,这里不设置竟无法撤单。
SendToServer(message);
}
public QuickFix42.OrderCancelRequest GenerateCancelRequest(string clOrdId, int index)
{
string originalId = (string)LimitOrders[index];
QuickFix42.Message msg = Msgs[originalId];
//check for a recent ID
string temp = LimitLib.GetRecentId(originalId);
if (temp != null)
{
//limitLib.add(originalID, clOrdId); //associate new Id
originalId = temp; //send with most recent from previous request
}
Side oldSide = new Side();
msg.getField(oldSide);
TransactTime uTime = new TransactTime();
msg.getField(uTime);
QuickFix42.OrderCancelRequest ocr = new QuickFix42.OrderCancelRequest(
new OrigClOrdID(originalId),
new ClOrdID(clOrdId),
new Symbol(msg.getField(Symbol.FIELD)), //Necessary Field for canceling child orders
oldSide, //Necessary Field for canceling child orders
uTime);
OrderID oid = new OrderID("x");
ocr.setField(oid);
//Neccessary Field for canceling child orders
Price limitPrice = new Price();
msg.getField(limitPrice);
//OCR.setField(limitPrice);
ocr.setField(57, msg.getField(57));
ocr.setField(9102, msg.getField(9102));
return(ocr);
}
public QuickFix42.OrderCancelRequest GenerateManualCancelRequest(string clOrdId, string originalId, string symbol, string side, double price, string route = "NEFAN", string channel = "X")
{
//QuickFix42.Message msg = MSGS[(string)LimitOrders[index]];
Side sd = new Side(Side.BUY);
if (side.Equals("B") || side.Equals("b") || side.Equals("buy") || side.Equals("BUY"))
{
sd = new Side(Side.BUY);
}
else if (side.Equals("S") || side.Equals("s") || side.Equals("sell") || side.Equals("SELL"))
{
sd = new Side(Side.SELL);
}
else if (side.Equals("SS") || side.Equals("ss") || side.Equals("ssell") || side.Equals("SSELL") || side.Equals("SHORT") || side.Equals("short"))
{
sd = new Side(Side.SELL_SHORT);
}
TransactTime uTime = new TransactTime(DateTime.Parse("20110708 15:24:26"));
//msg.getField(uTime);
QuickFix42.OrderCancelRequest ocr = new QuickFix42.OrderCancelRequest(
new OrigClOrdID(originalId),
new ClOrdID(clOrdId),
new Symbol(symbol), //Necessary Field for canceling child orders
sd, //Necessary Field for canceling child orders
uTime);
OrderID oid = new OrderID("x");
ocr.setField(oid);
//Neccessary Field for canceling child orders
Price limitPrice = new Price(price);
//msg.getField(limitPrice);
ocr.setField(limitPrice);
ocr.setField(57, "ALGO1");
ocr.setField(9102, "T");
return(ocr);
}
public virtual string ToXml()
{
StringBuilder sb = new StringBuilder("<AlarmInfo>");
try
{
sb.Append("<SystemContext>" + SystemContext.MonitorSystem.Name + "</SystemContext>");
sb.Append("<ID>" + ID + "</ID>");
sb.Append("<Sender>" + Sender + "</Sender>");
sb.Append("<AlarmTime>" + AlarmTime.ToString("yyyy-MM-dd HH:mm:ss") + "</AlarmTime>");
sb.Append("<TransactTime>" + TransactTime.ToString("yyyy-MM-dd HH:mm:ss") + "</TransactTime>");
sb.Append("<Transactor>" + Transactor + "</Transactor>");
}
finally
{
sb.Append("</AlarmInfo>");
}
return(sb.ToString());
}
/// <summary>
/// Returns the string presentation of the object
/// </summary>
/// <returns>String presentation of the object</returns>
public override string ToString()
{
var sb = new System.Text.StringBuilder();
sb.Append("class OrderResponse {\n");
sb.Append(" OrderID: ").Append(OrderId.ToString()).Append("\n");
sb.Append(" ClOrdID: ").Append(ClOrdId.ToString()).Append("\n");
sb.Append(" ClOrdLinkID: ").Append(ClOrdLinkId.ToString()).Append("\n");
sb.Append(" Account: ").Append(Account.ToString()).Append("\n");
sb.Append(" Symbol: ").Append(Symbol.ToString()).Append("\n");
sb.Append(" Side: ").Append(Side.ToString()).Append("\n");
sb.Append(" OrderQty: ").Append(OrderQty.ToString()).Append("\n");
sb.Append(" Price: ").Append(Price.ToString()).Append("\n");
sb.Append(" DisplayQty: ").Append((DisplayQty == null) ? "null" : DisplayQty.ToString()).Append("\n");
sb.Append(" StopPx: ").Append((StopPx == null) ? "null" : StopPx.ToString()).Append("\n");
sb.Append(" PegOffsetValue: ").Append((PegOffsetValue == null) ? "null" : PegOffsetValue.ToString()).Append("\n");
sb.Append(" PegPriceType: ").Append((PegPriceType == null) ? "null" : PegPriceType.ToString()).Append("\n");
sb.Append(" Currency: ").Append((Currency == null) ? "null" : Currency.ToString()).Append("\n");
sb.Append(" SettlCurrency: ").Append((SettlCurrency == null) ? "null" : SettlCurrency.ToString()).Append("\n");
sb.Append(" OrdType: ").Append((OrdType == null) ? "null" : OrdType.ToString()).Append("\n");
sb.Append(" TimeInForce: ").Append((TimeInForce == null) ? "null" : TimeInForce.ToString()).Append("\n");
sb.Append(" ExecInst: ").Append((ExecInst == null) ? "null" : ExecInst.ToString()).Append("\n");
sb.Append(" ContingencyType: ").Append((ContingencyType == null) ? "null" : ContingencyType.ToString()).Append("\n");
sb.Append(" ExDestination: ").Append((ExDestination == null) ? "null" : ExDestination.ToString()).Append("\n");
sb.Append(" OrdStatus: ").Append((OrdStatus == null) ? "null" : OrdStatus.ToString()).Append("\n");
sb.Append(" Triggered: ").Append((Triggered == null) ? "null" : Triggered.ToString()).Append("\n");
sb.Append(" WorkingIndicator: ").Append((WorkingIndicator == null) ? "null" : WorkingIndicator.ToString()).Append("\n");
sb.Append(" OrdRejReason: ").Append((OrdRejReason == null) ? "null" : OrdRejReason.ToString()).Append("\n");
sb.Append(" LeavesQty: ").Append((LeavesQty == null) ? "null" : LeavesQty.ToString()).Append("\n");
sb.Append(" CumQty: ").Append((CumQty == null) ? "null" : CumQty.ToString()).Append("\n");
sb.Append(" AvgPx: ").Append((AvgPx == null) ? "null" : AvgPx.ToString()).Append("\n");
sb.Append(" MultiLegReportingType: ").Append((MultiLegReportingType == null) ? "null" : MultiLegReportingType.ToString()).Append("\n");
sb.Append(" Text: ").Append((Text == null) ? "null" : Text.ToString()).Append("\n");
sb.Append(" TransactTime: ").Append(TransactTime.ToString()).Append("\n");
sb.Append(" Timestamp: ").Append(Timestamp.ToString()).Append("\n");
sb.Append("}\n");
return(sb.ToString());
}
private Queue <QuickFix.FIX42.NewOrderSingle> CreateOrders(int n)
{
Queue <QuickFix.FIX42.NewOrderSingle> orders = new Queue <QuickFix.FIX42.NewOrderSingle>(n);
for (int i = 0; i < n; i++)
{
ClOrdID cloudOrderId = new ClOrdID(Guid.NewGuid().ToString());
HandlInst handlInst = new HandlInst(HandlInst.AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION);
Symbol symbol = new Symbol("MSFT");
Side side = new Side(Side.BUY);
TransactTime time = new TransactTime();
OrdType orderType = new OrdType(OrdType.LIMIT);
QuickFix.FIX42.NewOrderSingle order = new QuickFix.FIX42.NewOrderSingle(cloudOrderId, handlInst, symbol, side, time, orderType);
order.Account = new Account("Account");
order.OrderQty = new OrderQty(100);
order.ExDestination = new ExDestination("*");
order.TimeInForce = new TimeInForce(TimeInForce.DAY);
order.Price = new Price(50m);
order.SecurityType = new SecurityType(SecurityType.COMMON_STOCK);
orders.Enqueue(order);
}
return(orders);
}
public void MergeFrom(OrderMessage other)
{
if (other == null)
{
return;
}
if (other.OrderId.Length != 0)
{
OrderId = other.OrderId;
}
if (other.ClinetOrderId.Length != 0)
{
ClinetOrderId = other.ClinetOrderId;
}
if (other.ClinetOrderLinkId.Length != 0)
{
ClinetOrderLinkId = other.ClinetOrderLinkId;
}
if (other.Side != 0)
{
Side = other.Side;
}
if (other.SimpleOrderQuantity != 0D)
{
SimpleOrderQuantity = other.SimpleOrderQuantity;
}
if (other.OrderQuantity != 0D)
{
OrderQuantity = other.OrderQuantity;
}
if (other.Price != 0D)
{
Price = other.Price;
}
if (other.DisplayQuantity != 0D)
{
DisplayQuantity = other.DisplayQuantity;
}
if (other.StopPrice != 0D)
{
StopPrice = other.StopPrice;
}
if (other.PegOffsetValue != 0D)
{
PegOffsetValue = other.PegOffsetValue;
}
if (other.PegPriceType.Length != 0)
{
PegPriceType = other.PegPriceType;
}
if (other.OrderType != 0)
{
OrderType = other.OrderType;
}
if (other.TimeInForce != 0)
{
TimeInForce = other.TimeInForce;
}
if (other.ExecutionInstruction.Length != 0)
{
ExecutionInstruction = other.ExecutionInstruction;
}
if (other.OrderStatus != 0)
{
OrderStatus = other.OrderStatus;
}
if (other.SimpleLeavesQuantity != 0D)
{
SimpleLeavesQuantity = other.SimpleLeavesQuantity;
}
if (other.LeavesQuantity != 0D)
{
LeavesQuantity = other.LeavesQuantity;
}
if (other.AveragePrice != 0D)
{
AveragePrice = other.AveragePrice;
}
if (other.Text.Length != 0)
{
Text = other.Text;
}
if (other.transactTime_ != null)
{
if (transactTime_ == null)
{
TransactTime = new global::Google.Protobuf.WellKnownTypes.Timestamp();
}
TransactTime.MergeFrom(other.TransactTime);
}
if (other.timestamp_ != null)
{
if (timestamp_ == null)
{
Timestamp = new global::Google.Protobuf.WellKnownTypes.Timestamp();
}
Timestamp.MergeFrom(other.Timestamp);
}
_unknownFields = pb::UnknownFieldSet.MergeFrom(_unknownFields, other._unknownFields);
}
public QuickFix42.OrderCancelReplaceRequest GenerateReplaceRequest(string clOrdId, int qty, double limitPx, double stopPx, int index)
{
string originalId = (string)LimitOrders[index];
QuickFix42.Message msg = Msgs[originalId];
//check for a recent ID
string temp = LimitLib.GetRecentId(originalId);
if (temp != null)
{
LimitLib.Add(originalId, clOrdId); //associate new Id
originalId = temp; //send with most recent from previous request
}
else
{
LimitLib.Add(originalId, clOrdId);
}
Side oldSide = new Side();
msg.getField(oldSide);
TransactTime uTime = new TransactTime();
msg.getField(uTime);
QuickFix42.OrderCancelReplaceRequest ocrr = new QuickFix42.OrderCancelReplaceRequest(
new OrigClOrdID(originalId),
new ClOrdID(clOrdId),
new HandlInst('1'),
new Symbol(msg.getField(Symbol.FIELD)),
oldSide,
uTime,
new OrdType(OrdType.LIMIT));
// Update prices and quantity
ocrr.set(limitPx > 0 ? new Price(limitPx) : new Price(double.Parse(msg.getField(Price.FIELD))));
if (stopPx > 0) // If the user specified a new stop price
{
ocrr.set(new StopPx(stopPx));
}
else
{ // Otherwise use the original stop price
StopPx spx = new StopPx();
if (msg.isSetField(spx))
{
msg.getField(spx);
ocrr.set(spx);
}
else
{
msg.setField(spx);
}
}
ocrr.set(qty > 0 ? new OrderQty(qty) : new OrderQty(int.Parse(msg.getField(OrderQty.FIELD))));
OrderID oid = new OrderID("x");
ocrr.setField(oid);
ocrr.setField(57, msg.getField(57));
ocrr.setField(9102, msg.getField(9102));
return(ocrr);
}
public override int GetHashCode()
{
int hash = 1;
if (Price != 0F)
{
hash ^= Price.GetHashCode();
}
if (Date.Length != 0)
{
hash ^= Date.GetHashCode();
}
if (Datetime.Length != 0)
{
hash ^= Datetime.GetHashCode();
}
if (SendingTime.Length != 0)
{
hash ^= SendingTime.GetHashCode();
}
if (TransactTime.Length != 0)
{
hash ^= TransactTime.GetHashCode();
}
if (Amount != 0F)
{
hash ^= Amount.GetHashCode();
}
if (Towards != 0L)
{
hash ^= Towards.GetHashCode();
}
if (Code.Length != 0)
{
hash ^= Code.GetHashCode();
}
if (User.Length != 0)
{
hash ^= User.GetHashCode();
}
if (Strategy.Length != 0)
{
hash ^= Strategy.GetHashCode();
}
if (Type.Length != 0)
{
hash ^= Type.GetHashCode();
}
if (BidModel.Length != 0)
{
hash ^= BidModel.GetHashCode();
}
if (AmountModel.Length != 0)
{
hash ^= AmountModel.GetHashCode();
}
if (OrderId.Length != 0)
{
hash ^= OrderId.GetHashCode();
}
if (TradeId.Length != 0)
{
hash ^= TradeId.GetHashCode();
}
if (Status.Length != 0)
{
hash ^= Status.GetHashCode();
}
return(hash);
}
public override int GetHashCode()
{
int hash = 1;
if (OrderId.Length != 0)
{
hash ^= OrderId.GetHashCode();
}
if (ClinetOrderId.Length != 0)
{
hash ^= ClinetOrderId.GetHashCode();
}
if (ClinetOrderLinkId.Length != 0)
{
hash ^= ClinetOrderLinkId.GetHashCode();
}
if (Side != 0)
{
hash ^= Side.GetHashCode();
}
if (SimpleOrderQuantity != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(SimpleOrderQuantity);
}
if (OrderQuantity != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(OrderQuantity);
}
if (Price != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(Price);
}
if (DisplayQuantity != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(DisplayQuantity);
}
if (StopPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(StopPrice);
}
if (PegOffsetValue != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(PegOffsetValue);
}
if (PegPriceType.Length != 0)
{
hash ^= PegPriceType.GetHashCode();
}
if (OrderType != 0)
{
hash ^= OrderType.GetHashCode();
}
if (TimeInForce != 0)
{
hash ^= TimeInForce.GetHashCode();
}
if (ExecutionInstruction.Length != 0)
{
hash ^= ExecutionInstruction.GetHashCode();
}
if (OrderStatus != 0)
{
hash ^= OrderStatus.GetHashCode();
}
if (SimpleLeavesQuantity != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(SimpleLeavesQuantity);
}
if (LeavesQuantity != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(LeavesQuantity);
}
if (AveragePrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(AveragePrice);
}
if (Text.Length != 0)
{
hash ^= Text.GetHashCode();
}
if (transactTime_ != null)
{
hash ^= TransactTime.GetHashCode();
}
if (timestamp_ != null)
{
hash ^= Timestamp.GetHashCode();
}
if (_unknownFields != null)
{
hash ^= _unknownFields.GetHashCode();
}
return(hash);
}
private void CancelOrder(string id)
{
if (id != null)
{
if (ordersAll.ContainsKey(id))
{
OrigClOrdID orig = new OrigClOrdID(id);
OrderInfo info = (OrderInfo)ordersAll[id];
ClOrdID clordid = new ClOrdID(GetNextID());
Symbol symbol=info.Order .getSymbol ();
QuickFix.Side side = info.Order.getSide();
TransactTime time = new TransactTime();
QuickFix42.OrderCancelRequest cxl = new OrderCancelRequest(orig ,clordid ,symbol ,side,time);
_quickFixWrapper.Send(cxl);
}
}
}
