public void testOrderSend()
{
SessionNotFound exception = null;
NewOrderSingle order = new NewOrderSingle();
try
{
Session.sendToTarget(order);
}
catch(SessionNotFound e)
{
exception = e;
}
Assert.IsNotNull( exception, "no exception thrown" );
exception = null;
SessionID sessionID = new SessionID
("FIX.4.2", "TW", "ISLD");
order.set(new ClOrdID("12345"));
order.set(new Symbol("LNUX"));
order.set(new HandlInst('1'));
order.set(new Side(Side.BUY));
order.set(new OrdType(OrdType.MARKET));
order.set(new TransactTime());
try
{
Assert.IsTrue(Session.sendToTarget(order, sessionID));
QuickFix.Message message = application.getMessage();
Assert.IsNotNull(message, "Message not received");
//Assert.IsTrue("Message not a NewOrderSingle",
// message instanceof NewOrderSingle);
Assert.IsTrue(Session.sendToTarget(order, sessionID));
}
catch(SessionNotFound e)
{
exception = e;
}
Assert.IsNull(exception, "exception thrown");
}
public virtual void onMessage( NewOrderSingle message, QuickFix.SessionID session )
{ throw new QuickFix.UnsupportedMessageType(); }
public virtual void onMessage(NewOrderSingle message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
public OrderInfo(NewOrderSingle fixorder)
{
rootclordid = fixorder.getClOrdID().getValue();
order = fixorder;
ordList = new SortedList();
//rptlist = new ArrayList();
ordid = null;
ordList.Add(order.getClOrdID().getValue(), order);
}
public override void onMessage(QuickFix42.NewOrderSingle message, SessionID sessionID)
{
process(message, sessionID);
}
internal void UpdateValues(NewOrderSingle fixorder, ExecutionReport rpt)
{
try
{
double avgpx = rpt.getAvgPx().getValue();
double cumqty = rpt.getCumQty().getValue();
double price = rpt.getPrice().getValue();
double qty = rpt.getOrderQty().getValue();
char status = rpt.getOrdStatus().getValue();
//string ordtype = rpt.getOrdType().ToString();
switch (status)
{
case QuickFix.OrdStatus.PARTIALLY_FILLED:
base.BackColor = Color.SkyBlue;
break;
case QuickFix.OrdStatus.FILLED:
base.BackColor = Color.Aquamarine;
break;
case QuickFix.OrdStatus.CANCELED:
base.BackColor = Color.Pink;
break;
}
string priceDisplay = "F2";
string pctDisplay = "P0";
string numDisplay = "N0";
double pct = cumqty / order.getOrderQty().getValue();
if (rpt.getExecType().getValue() == ExecType.REPLACE)
{
string clordid = fixorder.getClOrdID().getValue();
base.SubItems[0].Text = clordid;
base.SubItems[1].Text = rpt.getTransactTime().getValue().ToLocalTime().ToString("HH:mm:ss");
this.Name = clordid;
this.order = fixorder;
}
else
{
base.SubItems[0].Text = this.order.getClOrdID().getValue();
base.SubItems[1].Text = order.getTransactTime().getValue().ToLocalTime().ToString("HH:mm:ss");
}
base.SubItems[2].Text = this.order.getSymbol().getValue();
base.SubItems[3].Text = FixDataDictionary.getEnumString(FixDataDictionary.FixField.Side, this.order.getSide().ToString());
if (stratidtag != FIELDORDTYPE)
{
if (order.isSetField(stratidtag))
{
base.SubItems[4].Text = order.getField(stratidtag);
}
}
else
{
if (rpt.isSetOrdType())
{
base.SubItems[4].Text = FixDataDictionary.getEnumString(FixDataDictionary.FixField.OrdType, rpt.getOrdType().ToString());
}
else
{
base.SubItems[4].Text = FixDataDictionary.getEnumString(FixDataDictionary.FixField.OrdType, this.order.getOrdType().ToString());
}
}
if (rpt.isSetOrderQty())
{
base.SubItems[5].Text = qty.ToString(numDisplay);
}
else
{
base.SubItems[5].Text = this.order.getOrderQty().getValue().ToString();
}
if (rpt.isSetPrice())
{
base.SubItems[6].Text = price.ToString(priceDisplay);
}
else
{
base.SubItems[6].Text = this.order.getPrice().getValue().ToString(priceDisplay);
}
base.SubItems[7].Text = avgpx.ToString(priceDisplay);
base.SubItems[8].Text = pct.ToString(pctDisplay);
base.SubItems[9].Text = FixDataDictionary.getEnumString(FixDataDictionary.FixField.OrderStatus, status.ToString());
ordstatus = status;
}
catch (QuickFix.FieldNotFound e)
{
Console.WriteLine("Missing field " + e.field);
}
//order.
}
internal OrderViewItem(NewOrderSingle order, int algofield)
: base(new string[10])
{
this.order = order;
this.Name = order.getClOrdID().getValue();
stratidtag = algofield;
}
// Methods
internal OrderViewItem(NewOrderSingle order)
: this(order, FIELDORDTYPE)
{
//this.UpdateValues();
}
//private void CreateOrder(QuickFix.Side side)
//{
// if (textBox1.Text != string.Empty && textBox2.Text != string.Empty && textBox3.Text != string.Empty)
// {
// ClOrdID clordid =new ClOrdID ( DateTime.Now.ToString("yyMMddHHmmss"));//Ψһ��Ͷ����ָ����
// QuickFix.HandlInst inst = new QuickFix.HandlInst('1'); //1 = Automated execution order, private, no Broker intervention
// //2 = Automated execution order, public, Broker intervention OK
// //3 = Manual order, best execution
// QuickFix.Account account =new Account ("0103137186"); //2009 11 25 add �˺�
// QuickFix.Symbol symbol = new QuickFix.Symbol(textBox1.Text);
// QuickFix.TransactTime time = new QuickFix.TransactTime();
// QuickFix.OrdType ordtype = new QuickFix.OrdType('2');//2 = Limit
// QuickFix42.NewOrderSingle message = new QuickFix42.NewOrderSingle(clordid, inst, symbol, side, time, ordtype);
// message.setString(44, textBox3.Text);
// message.setString(38,textBox2.Text);
// message.setString(207, "SSE"); //207 sh �Ϻ�
// message.setString(1, "0002077141");//1 Account �˺�
// _quickFixWrapper.Send(message);
// }
// else
// {
// MessageBox.Show("ָ���������");
// }
//}
private void CreateOrder()
{
if (textBox1.Text != string.Empty && textBox2.Text != string.Empty && comboBox2.SelectedIndex != -1)
{
string id = GetNextID();
ClOrdID clordid = new ClOrdID(id);//Ψһ��Ͷ����ָ����
//1 = Automated execution order, private, no Broker intervention
//2 = Automated execution order, public, Broker intervention OK
//3 = Manual order, best execution
QuickFix.HandlInst inst = new QuickFix.HandlInst();
if (comboBox6.SelectedIndex == -1)
{
inst.setValue('1');
}
else
{
switch (comboBox6.SelectedItem.ToString())
{
case "ֱͨ˽��":
inst.setValue('1');
break;
case "ֱͨ����":
inst.setValue('2');
break;
case "����̨":
inst.setValue('3');
break;
}
}
QuickFix.Side side = new QuickFix.Side();
switch (comboBox2.SelectedItem.ToString())
{
case "����":
side.setValue('1');
break;
case "���":
side.setValue('2');
break;
case "���":
side.setValue('5');
break;
case "�깺":
side.setValue('D');
break;
case "���":
side.setValue('E');
break;
}
//QuickFix.Account account = new Account("0103137186"); //2009 11 25 add �˺�
QuickFix.OrdType ordtype = new QuickFix.OrdType();
if (comboBox3.SelectedIndex == -1)
{
ordtype.setValue('1');
}
else
{
switch (comboBox3.SelectedItem.ToString())
{
case "�м�":
ordtype.setValue('1');
break;
case "��":
ordtype.setValue('2');
break;
}
}
QuickFix.Symbol symbol = new QuickFix.Symbol(textBox1.Text);
QuickFix.TransactTime time = new QuickFix.TransactTime();
QuickFix42.NewOrderSingle message = new QuickFix42.NewOrderSingle(clordid, inst, symbol, side, time, ordtype);
if (ordtype.getValue () == QuickFix.OrdType.LIMIT)
{
message.setString(44, textBox3.Text);//Limit Price
}
message.setString(38, textBox2.Text);//Quantity
if (textBox1.Text.StartsWith("60"))
{
message.setString(207, "SSE"); //207 sh �Ϻ�
}
else if (textBox1.Text.StartsWith("00"))
{
message.setString(207, "SZSE"); //207 sz ����
}
//message.setString(1, "0002077141");//1 Account �˺�
if (!ordersAll.ContainsKey(id))
{
OrderInfo info = new OrderInfo(message);
ordersAll.Add(id, info);
}
_quickFixWrapper.Send(message);
}
else
{
MessageBox.Show("ָ���������");
}
}
private void UpdateOrder(string newclordid)
{
if (ordList.ContainsKey(newclordid))
{
QuickFix.Message rpl = (QuickFix.Message)ordList[newclordid];
NewOrderSingle order1 = new NewOrderSingle();
foreach (StringField sf in rpl)
{
order1.setString(sf.getField(), sf.getValue());
}
if (order1.isSetField(41))
{
order1.removeField(41);//origcloridid
}
order = order1;
}
}