public quickfix.field.IDSource get(quickfix.field.IDSource value) throws FieldNotFound { getField(value); return value; }
public boolean isSetSecondaryOrderID() { return isSetField(198); }
public void set(quickfix.field.ExecBroker value) { setField(value); }
public quickfix.field.OrigClOrdID getOrigClOrdID() throws FieldNotFound { return get(new quickfix.field.OrigClOrdID()); }
public void onMessage(quickfix.fix41.NewOrderSingle order, SessionID sessionID) throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue { try { validateOrder(order); OrderQty orderQty = order.getOrderQty(); Price price = getPrice(order); quickfix.fix41.ExecutionReport accept = new quickfix.fix41.ExecutionReport(genOrderID(), genExecID(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.FILL), new OrdStatus(OrdStatus.NEW), order .getSymbol(), order.getSide(), orderQty, new LastShares(0), new LastPx(0), new LeavesQty(0), new CumQty(0), new AvgPx(0)); accept.set(order.getClOrdID()); sendMessage(sessionID, accept); if (isOrderExecutable(order, price)) { quickfix.fix41.ExecutionReport executionReport = new quickfix.fix41.ExecutionReport(genOrderID(), genExecID(), new ExecTransType(ExecTransType.NEW), new ExecType(ExecType.FILL), new OrdStatus( OrdStatus.FILLED), order.getSymbol(), order.getSide(), orderQty, new LastShares(orderQty .getValue()), new LastPx(price.getValue()), new LeavesQty(0), new CumQty(orderQty .getValue()), new AvgPx(price.getValue())); executionReport.set(order.getClOrdID()); sendMessage(sessionID, executionReport); } } catch (RuntimeException e) { LogUtil.logThrowable(sessionID, e.getMessage(), e); } }
return new quickfix.fix41.ExecutionReport();
public ExecutionReport() { super(); getHeader().setField(new quickfix.field.MsgType(MSGTYPE)); }
public quickfix.field.SecurityType getSecurityType() throws FieldNotFound { return get(new quickfix.field.SecurityType()); }
public ExecutionReport() { super(); getHeader().setField(new quickfix.field.MsgType(MSGTYPE)); }
public quickfix.field.MaturityMonthYear getMaturityMonthYear() throws FieldNotFound { return get(new quickfix.field.MaturityMonthYear()); }
public quickfix.field.StrikePrice get(quickfix.field.StrikePrice value) throws FieldNotFound { getField(value); return value; }
public void set(quickfix.field.ListID value) { setField(value); }
public boolean isSetClOrdID() { return isSetField(11); }
public ExecutionReport() { super(); getHeader().setField(new quickfix.field.MsgType(MSGTYPE)); }
public quickfix.field.SecurityExchange getSecurityExchange() throws FieldNotFound { return get(new quickfix.field.SecurityExchange()); }
public quickfix.field.Currency get(quickfix.field.Currency value) throws FieldNotFound { getField(value); return value; }
public void set(quickfix.field.OrdStatus value) { setField(value); }
public boolean isSet(quickfix.field.ListID field) { return isSetField(field); }